Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)

2025

• Esmaeil Babaei, 2025. "On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 101(1), pages 29-50, February.
• Badryah Alhusaini & Andrew C. Call & Kimball Chapman, 2025. "Analyst information about peer firms during the IPO quiet period," Review of Accounting Studies, Springer, vol. 30(1), pages 480-518, March.
• Jeremy Michels, 2025. "Retail investor trade and the pricing of earnings," Review of Accounting Studies, Springer, vol. 30(1), pages 575-610, March.
• Alper Darendeli, 2025. "How do retail investors respond to summary disclosure? Evidence from mutual fund factsheets," Review of Accounting Studies, Springer, vol. 30(2), pages 1222-1266, June.
• Badryah Alhusaini & Kimball L. Chapman & Hal D. White, 2025. "Testing the waters meetings, retail trading, and capital market frictions," Review of Accounting Studies, Springer, vol. 30(2), pages 1175-1221, June.
• Timo Busch & Eric Pruessner & Hendrik Brosche & Christina Bannier & Young-Jin Choi & Gunnar Friede & André Höck & Roland Kölsch & Philipp Krüger & Michael Schmidt & Judith Ströhle, 2025. "Principles for impact investments: practical guidance for impact measurement, assessment and valuation," SN Business & Economics, Springer, vol. 5(5), pages 1-26, May.
• Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2025. "Quantitative easing and the functioning of the gilt repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 31(1), pages 31-52, January.
  • Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023. "Quantitative Easing and the Functioning of the Gilts Repo Market," Swiss Finance Institute Research Paper Series 23-82, Swiss Finance Institute.
  • Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven, 2024. "Quantitative easing and the functioning of the gilt repo market," Bank of England working papers 1055, Bank of England.
• Mehmet Selman Colak & Yavuz Kilic & Huseyin Ozturk & Mehmet Emre Samci, 2025. "We Are Different: The Drivers of Asset Quality in Loan Type and Sectoral Breakdowns," Working Papers 2504, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Kolegova Irina & Paientko Tetiana, 2025. "Does Split Rating Affect Corporate Bond Yields? Evidence from North America and Europe," Central European Economic Journal, Sciendo, vol. 12(59), pages 17-33.
• Agrawal Pravin Kumar & Kumar Mohit, 2025. "Modeling the relationship among the stock market, gold price, oil price and exchange rate: A VECM and VDA approach," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 21(1), pages 1-14.
• ALEXANDER Nico, 2025. "Agency Problem: The Role of Governance as a Mitigant in two Tier Governance System in Indonesia," Foundations of Management, Sciendo, vol. 17(1), pages 25-36.
• Sijie Li & Wenjing Guo & Min Zhu, 2025. "Research on dynamic behavior hedging of corn price risk based on the LA-DCC-GARCH model under COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-20, March.
• Dongfeng Chang & Tong Fu & Weiping Zhang, 2025. "Cross-industry contagion of systemic financial risks from the perspective of dynamic tail risk network: Evidence from China," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-33, March.
• Mignot, Sarah, 2025. "Coevolution of stock prices and their perceived fundamental value," BERG Working Paper Series 200, Bamberg University, Bamberg Economic Research Group.
• Pratik Thakkar, 2025. "Can effects of weather variation predict future economic downturn? Evidence from systemic risk in Indian financial markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2025-006, Indira Gandhi Institute of Development Research, Mumbai, India.
• Shreya Pal & Mantu Kumar Mahalik, 2025. "The Role of Real Exchange Rate in India’s Service Export: Do Remittances Inflows Matter in Post Liberalization-Era?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 19-39, March.
• Lewis Liu, 2025. "External Governance Oversight and the IPO Process: Empirical Evidence from China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 205-235, March.
• P. S. Niveditha, 2025. "Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 313-335, January.
• Sang-Heon Lee, 2025. "An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2965-2990, May.
• Zhefan Piao & Xie Chen & Yang Li & Kun Yang, 2025. "How does green finance overcome the bottleneck of green productivity? Moderating effects of green transformation," Economic Change and Restructuring, Springer, vol. 58(1), pages 1-40, February.
• Rabab Abouarab & Tapas Mishra & Simon Wolfe, 2025. "Spotting Portfolio Greenwashing in Environmental Funds," Journal of Business Ethics, Springer, vol. 197(4), pages 811-839, April.
• Yucheng Zhou & Jinchang Chen & Shinong Wu & Lihong Wang, 2025. "Gambling culture, corporate risk preference and bond risk premium," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 119-161, January.
• Frankie Chau & Rataporn Deesomsak & Raja Shaikh, 2025. "Does Fed communication affect uncertainty and risk aversion?," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 713-756, February.
• Styliani Panetsidou & Angelos Synapis, 2025. "Equity financing during the Covid-19 economic downturn," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1391-1430, April.
• Pierluigi Martino & Tom Vanacker & Igor Filatotchev & Cristiano Bellavitis, 2025. "(De)centralized governance and the value of platform-based new ventures: The moderating role of teams and transparency," Small Business Economics, Springer, vol. 64(4), pages 1763-1790, April.
• Nagy, Attila Zoltán, 2025. "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 465-487.
• Enrique Martinez-Garcia & Efthymios Pavlidis, 2025. "Bubbling Up?," Working Papers 423482817, Lancaster University Management School, Economics Department.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," NBER Working Papers 33351, National Bureau of Economic Research, Inc.
• Craig Doidge & G. Andrew Karolyi & Kris Shen & René M. Stulz, 2025. "Are there too Few Publicly Listed Firms in the US?," NBER Working Papers 33556, National Bureau of Economic Research, Inc.
• Charles Kahn & David Marshall & Robert L. McDonald, 2025. "Liquidity Crises and the Market-Maker of Last Resort," NBER Working Papers 33587, National Bureau of Economic Research, Inc.
• Robert Novy-Marx & Mamdouh Medhat, 2025. "Profitability Retrospective: What Have We Learned?," NBER Working Papers 33601, National Bureau of Economic Research, Inc.
• Vyacheslav Fos & Nancy R. Xu, 2025. "When Do FOMC Voting Rights Affect Monetary Policy?," NBER Working Papers 33762, National Bureau of Economic Research, Inc.
• Harrison Hong & Jeffrey D. Kubik & Edward P. Shore, 2025. "Renewable Asset Price Volatility and Its Implications for Decarbonization," NBER Working Papers 33789, National Bureau of Economic Research, Inc.
• Pastushkov, A., 2025. "Evolutionary and agent-based computational finance: The new paradigms for asset pricing," Journal of the New Economic Association, New Economic Association, vol. 66(1), pages 196-222.
• Jo Braithwaite & David Murphy, 2025. "Extra-Territorial Regulatory Action in the Financial Markets: Does the EU Third-Country Central Counterparty Regime Go Too Far?," Capital Markets Law Journal, Oxford University Press, vol. 20(1), pages 1-2.
  • Braithwaite, Jo & Murphy, David, 2025. "Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far?," LSE Research Online Documents on Economics 126000, London School of Economics and Political Science, LSE Library.
• M Angeles Carnero & Angel León & Trino-Manuel Ñíguez, 2025. "Analytic Moments of TGARCH(1,1) Models with Polynomially Adjusted Densities," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 1194-1209.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025. "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 31-53.
• M Hashem Pesaran & Ron P Smith, 2025. "Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 103-126.
• Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025. "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, vol. 29(1), pages 241-273.
• Meng Han & Lammertjan Dam & Walter Pohl, 2025. "What drives commodity price variation?," Review of Finance, European Finance Association, vol. 29(2), pages 315-347.
• Jules H van Binsbergen & Yoshio Nozawa & Michael Schwert, 2025. "Duration-Based Valuation of Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, vol. 38(1), pages 158-191.
• Richard K Crump & Nikolay Gospodinov, 2025. "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 381-421.
  • Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2025. "War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 457-506.
• Zhi Da & Vivian W Fang & Wenwei Lin, 2025. "Fractional Trading," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 623-660.
• Gaurav Raizada & Samarpan Nawn, 2025. "Trade informativeness of foreign investors in India," Journal of Asset Management, Palgrave Macmillan, vol. 26(1), pages 83-90, February.
• Annika Mauer & Andreas Nastansky, 2025. "Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt," Statistische Diskussionsbeiträge 58, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• KOUAKOU, Thiédjé Gaudens-Omer & KAMALAN, Angbonon Eugène, 2025. "Développement financier et réduction des inégalités de revenus en Côte d’Ivoire : une approche par la régression quantile [Financial development and reduction of income inequalities in Côte d’Ivoir," MPRA Paper 123616, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Financial market developments and the minerals industry," MPRA Paper 124271, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Foreign direct investment developments and the minerals industry," MPRA Paper 124274, University Library of Munich, Germany.
• Audi, Marc & Poulin, Marc & Ahmad, Khalil & Ali, Amjad, 2025. "Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective," MPRA Paper 124295, University Library of Munich, Germany.
• Raputsoane, Leroi, 2025. "Market uncertainty developments and the minerals industry," MPRA Paper 124374, University Library of Munich, Germany.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025. "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers 202501, University of Pretoria, Department of Economics.
• Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025. "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers 202504, University of Pretoria, Department of Economics.
• Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2025. "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers 202509, University of Pretoria, Department of Economics.
• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
• Renata Legenzova & Gintarė Leck&# & Justė Juknevičiūtė, 2025. "Do Global Disruptive Events Induce Herding Behaviour during Upward and Downward Market Movements? The Evidence from Nordic and Baltic Stock Markets," Central European Business Review, Prague University of Economics and Business, vol. 2025(1), pages 57-73.
• Sviridov, Oleg & Skorobogatov, Alexander, 2025. "A causal link analysis from oil price to the Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 5-24.
• Hadi, Anthony Andrew Wahyu Kusumo, 2025. "Bibliometric Analysis of the Influence of Fundamental Political Policies on Gold/USD Price Movements," Diponegoro Journal of Economics (DJOE), Faculty of Economics and Business, Universitas Diponegoro, vol. 14(1), pages 17-28, March.
• Wellman, Michael, 2025. "Understanding the Implications of Advanced AI on Financial Markets," Journal of Financial Transformation, Capco Institute, vol. 60, pages 14-19.
• Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025. "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Bulletin of Applied Economics, Risk Market Journals, vol. 12(1), pages 75-105.
• Isabel Abinzano & Harold Bonilla & Luis Muga, 2025. "Suspense and Surprise: The Role of Bookmakers’ Spreads," Journal of Sports Economics, , vol. 26(3), pages 240-267, April.
• Luu Thu Quang, 2025. "ESOP Policy, Transparency and Stock Price Crash Risk," SAGE Open, , vol. 15(1), pages 21582440251, March.
• Muhammad Tahir Suleman & Umaid A Sheikh & Emilios C. Galariotis & David Roubaud, 2025. "The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns," Annals of Operations Research, Springer, vol. 347(1), pages 633-677, April.
• Elie Bouri & Tom L. Dudda & Lavinia Rognone & Thomas Walther, 2025. "Climate risk and the nexus of clean energy and technology stocks," Annals of Operations Research, Springer, vol. 347(1), pages 445-469, April.
• Zubair Ahmad Parrey & Arif Billah Dar & Manas Paul, 2025. "Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective," Empirical Economics, Springer, vol. 68(2), pages 511-533, February.
• Ummara Razi & Calvin W. H. Cheong & Sahar Afshan & Arshian Sharif, 2025. "The ripple effects of energy price volatility on equity and debt markets: a Morlet wavelet analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 197-223, March.
• Emrah I. Cevik & Sel Dibooglu & Max Gillman & Szilard Benk, 2025. "Granger predictability of real oil prices by us money and inflation in Markov-switching regimes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 29-52, March.
• Lipeng Wang & Thanos Verousis & Mengyu Zhang, 2025. "Market value of R&D, patents, and CEO characteristics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-24, December.
• Fahad Ali & Muhammad Usman Khurram & Ahmet Sensoy, 2025. "Safe havens for Bitcoin and Ethereum: evidence from high-frequency data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-34, December.
• Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025. "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-25, December.
  • Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023. "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers 202305, University of Pretoria, Department of Economics.
• Cengiz Karatas & Sukriye Tuysuz & Kazim Berk Kucuklerli & Veysel Ulusoy, 2025. "Investigation of the relationship between number of tweets and USDTRY exchange rate with wavelet coherence and transfer entropy analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-20, December.
• Christophe Desagre & Floris Laly & Mikael Petitjean, 2025. "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-37, December.
• Quan Yonghui & Miao Wenlong, 2025. "Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-26, December.
• Jan Sila & Michael Mark & Ladislav Kristoufek & Thomas A. Weber, 2025. "Crypto market betas: the limits of predictability and hedging," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-28, December.
• Benjamin Jourdain & Gilles Pagès, 2025. "Convex ordering for stochastic Volterra equations and their Euler schemes," Finance and Stochastics, Springer, vol. 29(1), pages 1-62, January.
• Hamdi Becha & Maha Kalai & Saifeddine Houidi & Kamel Helali, 2025. "Digital financial inclusion, environmental sustainability and regional economic growth in China: insights from a panel threshold model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 14(1), pages 1-40, December.
• Bülent İlhan & Funda Kara, 2025. "Dynamic Relationship Between Bist Industrial Index and Industrial Production Index, GEPU, Commercial Loan Interest and Exchange Rate," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 166-187, April.
• Oğuz Şimşek & Serkan Çankaya, 2025. "Effect of Esg Scores on Portfolio Performance: Evidence From Developing (E-7) Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 40(123), pages 35-63, April.
• Hakan YILMAZ, 2025. "Finansal Bilgi Manipülasyonunun Beneish TR Modeli Kullanılarak Tahmin Edilmesi: BİST İmalat Sanayi Üzerine Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 359-388.
• Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025. "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 412-428.
• Çağdaş GÜNDÜZ, 2025. "The Impact of Climate Change on Financial Performance of the Electricity Industry: The Case of Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 10(1), pages 92-106.
• Kenan İlarslan, 2025. "Threshold Effect of Inflation on the Relationship between Stock Market Index and Interest Rate," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 779-795.
• Ulaş Ünlü & Vildan Bayram, 2025. "Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 812-831.
• Dimiter Shalvardjiev, 2025. "Asset Hedging via Digital Asset Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 63-88.
• Michael Brolley & David Cimon, 2025. "Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets," Staff Working Papers 25-2, Bank of Canada.
• András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Occasional Papers 2503, Banco de España.
• András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Occasional Papers 2503, Banco de España.
• Alberto Martín & Sergio Mayordomo & Victoria Vanasco, 2025. "Banks vs. Firms: Who Benefits from Credit Guarantees?," Working Papers 2523, Banco de España.
• Yuet Chau & Karamfil Todorov & Eyub Yegen, 2025. "ETFs as a disciplinary device," BIS Working Papers 1261, Bank for International Settlements.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025. "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution and Drivers," NBER Working Papers 33674, National Bureau of Economic Research, Inc.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S Goldberg & Stefano Schiaffi, 2025. "The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers," BIS Working Papers 1262, Bank for International Settlements.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025. "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers," Staff Reports 1149, Federal Reserve Bank of New York.
• Sai Ma & Shaojun Zhang, 2025. "Housing risk and the cross section of returns across many asset classes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 53(2), pages 326-351, March.
  • 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.
• Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CRC TR 224 Discussion Paper Series crctr224_2025_682, University of Bonn and University of Mannheim, Germany.
• Piero Basaglia & Clara Berestycki & Stefano Carattini & Antoine Dechezleprêtre & Tobias Kruse, 2025. "Climate Policy Uncertainty and Firms' and Investors' Behavior," CESifo Working Paper Series 11782, CESifo.
• Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CRC TR 224 Discussion Paper Series crctr224_2025_682, University of Bonn and University of Mannheim, Germany.
  • Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CESifo Working Paper Series 11793, CESifo.
• Gita Gopinath & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2025. "Sovereign vs. Corporate Debt and Default: More Similar than You Think," CESifo Working Paper Series 11799, CESifo.
• Botond BENEDEK, 2025. "Romanian Stock Market Integration with Europe: A Covid-19 Perspective," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, vol. 0(38), pages 113-121, September.
• Ianiro, Annalaura & Leonello, Agnese & Ruzzi, Dario, 2025. "Measuring synthetic leverage in interest rate swaps," Macroprudential Bulletin, European Central Bank, vol. 26.
• Grasso, Adriana & Poinelli, Andrea, 2025. "Flexible asset purchases and repo market functioning," Working Paper Series 3013, European Central Bank.
• Zhang, Qingjun & Wei, Renyi & Fan, Sijia, 2025. "New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers," Applied Energy, Elsevier, vol. 382(C).
• Grossmann, Axel & Ngo, Thanh, 2025. "The stock market reaction to bond refinancing issues with and without senior debt," Journal of Corporate Finance, Elsevier, vol. 91(C).
• Jiang, Hao & Li, Sophia Zhengzi & Yuan, Peixuan, 2025. "Granular information and sectoral movements," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
• Li, Xiao-Lin & Yang, Miao & Ge, Xinyu & Zhao, Chen, 2025. "Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality," Economic Modelling, Elsevier, vol. 144(C).
• Budras, Oliver & Dierkes, Maik & Sckade, Florian, 2025. "Localized risk factors: Performance differentials between state-level and US factor models," Economic Modelling, Elsevier, vol. 147(C).
• Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025. "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
• Su, Xianfang & Zhao, Yachao, 2025. "Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
• Fathi, Masoumeh & Grobys, Klaus & Äijö, Janne, 2025. "A common component of Fama and French factor variances," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
• Ustaoglu, Erkan, 2025. "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
• Song, Yingying & Chen, Xinxin, 2025. "Which opinion is more trustworthy: An analysts’ earnings forecast quality assessment framework based on machine learning," The North American Journal of Economics and Finance, Elsevier, vol. 75(PB).
• Chen, Yan & Luo, Qiong & Zhang, Feipeng, 2025. "Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
• Ariza, Juan & Ferrer, Román, 2025. "Explosiveness in the renewable energy equity sector: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
• Grecu, Robert Adrian & Cramer, Alexandru Adrian & Pele, Daniel Traian & Lessmann, Stefan, 2025. "The link between energy prices and stock markets in European Union countries," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
• Hadji-Lazaro, Paul, 2025. "Environmental responsibility and exposure of finance: Combining environmentally-extended input-output and balance sheet approaches," Ecological Economics, Elsevier, vol. 228(C).
• Papavassiliou, Vassilios G. & Xia, Fan Dora, 2025. "Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Economics Letters, Elsevier, vol. 247(C).
  • Vassilios G. Papavassilioua & Fan Dora Xiab, 2024. "Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Working Papers 202406, Geary Institute, University College Dublin.
• Ferriani, Fabrizio & Gazzani, Andrea & Taboga, Marco, 2025. "The impact of Trump’s victory on equity markets: The power of proximity," Economics Letters, Elsevier, vol. 247(C).
• Cosma, Simona & Cosma, Stefano & Gambarelli, Luca & Pennetta, Daniela & Rimo, Giuseppe, 2025. "Political elections and market reactions: The ‘Trump effect’ on green stocks," Economics Letters, Elsevier, vol. 249(C).
• Fodor, Andy & Patterson, Fernando M. & Shank, Corey A., 2025. "Anchoring bias in the NFL gambling market," Economics Letters, Elsevier, vol. 250(C).
• Zhang, Manling & Chen, Jing, 2025. "Spatial spillovers of media sentiment divergence in the stock market: A dynamic spatial Durbin approach," Economics Letters, Elsevier, vol. 250(C).
• Barigozzi, Matteo & Massacci, Daniele, 2025. "Modelling large dimensional datasets with Markov switching factor models," Journal of Econometrics, Elsevier, vol. 247(C).
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2024

• Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024. "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, vol. 59(C).
• Kilic, Osman & Nam, Kiseok & O'Connor, Matthew L., 2024. "State-dependent volatility feedback effect in the ICAPM," Finance Research Letters, Elsevier, vol. 59(C).
• Ha, Yeonjeong & Oh, Haejune, 2024. "Choice for smart investment in mutual funds: Single- or multi-period performance ranks," Finance Research Letters, Elsevier, vol. 59(C).
• Chemaya, Nir & Liu, Dingyue, 2024. "The suitability of using Uniswap V2 model to analyze V3 data," Finance Research Letters, Elsevier, vol. 59(C).
• Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024. "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, vol. 59(C).
• Zhan, Baoqiang & Wu, Chong, 2024. "Star power: A quasi-natural experiment on how analyst status affects recommendation performance," Finance Research Letters, Elsevier, vol. 59(C).
• Alonso, Irma & Serrano, Pedro & Vaello-Sebastià, Antoni, 2024. "The global spillovers of unconventional monetary policies on tail risks," Finance Research Letters, Elsevier, vol. 59(C).
• Ho, Kin-Hon & Law, Monica & Hou, Yun & Chan, Tse-Tin, 2024. "Spillover analysis on NFTs, NFT-affiliated tokens and NFT submarkets," Finance Research Letters, Elsevier, vol. 60(C).
• Bonaparte, Yosef, 2024. "Artificial Intelligence in Finance: Valuations and Opportunities," Finance Research Letters, Elsevier, vol. 60(C).
• Enwo-Irem, Imaculata Nnenna & Urom, Christian, 2024. "Climate change concerns and macroeconomic condition predictability," Finance Research Letters, Elsevier, vol. 60(C).
• Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024. "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, vol. 61(C).
• Shust, Efrat, 2024. "The ambiguous December," Finance Research Letters, Elsevier, vol. 61(C).
• Li, Ying & Guo, Xu & Huang, Wei & Ma, Xiaomeng, 2024. "ESG rating and short selling in the corporate bond market," Finance Research Letters, Elsevier, vol. 61(C).
• Qi, Yudong & Han, Minmin & Zhang, Chao, 2024. "The Synergistic Effects of Digital Technology Application and ESG Performance on Corporate Performance," Finance Research Letters, Elsevier, vol. 61(C).
• Kim, Jang-Chul & Mazumder, Sharif & Su, Qing, 2024. "Brexit's ripple: Probing the impact on stock market liquidity," Finance Research Letters, Elsevier, vol. 61(C).
• Xing, Shuo & Cheng, Tingting & Sun, Shuanglin, 2024. "Do investors herd under global crises? A comparative study between Chinese and the United States stock markets," Finance Research Letters, Elsevier, vol. 62(PA).
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• António Afonso & M. Carmen Blanco-Arana, 2024. "The Role of Fiscal Policy Rating Variables on Economic Growth in the LDCs," CESifo Working Paper Series 11208, CESifo.
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• Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason about the Pricing of Climate Risk?," CESifo Working Paper Series 11149, CESifo.
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  • Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?," ECONtribute Discussion Papers Series 319, University of Bonn and University of Cologne, Germany.
• Esmaeil Babaei, 2024. "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, vol. 20(2), pages 259-275, June.
• Hammad Siddiqi, 2024. "Strict certainty preference in the predictive brain: a new perspective on financial innovations and their role in the real economy," Annals of Finance, Springer, vol. 20(2), pages 277-287, June.
• Klaus Grobys, 2024. "Science or scientism? On the momentum illusion," Annals of Finance, Springer, vol. 20(4), pages 479-519, December.
• Sudipta Majumdar & Sayantan Kundu & Sankalp Bose & Abhijeet Chandra, 2024. "Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 889-923, December.
• Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024. "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1035-1063, December.
• Foued Hamouda & Imran Yousaf & Muhammad Abubakr Naeem, 2024. "Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3555-3576, December.
• Kaihua Wang, 2024. "Economic policy uncertainty and green finance: evidence from frequency and quantile aspects," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-26, February.
• Valentine Soumtang Bime & Dieudonné Mignamissi & Agathe Cassandra Koumis Ngagni, 2024. "Does financial openness matter for economic transformation in sub-Saharan Africa?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-49, April.
• Quang Khai Nguyen, 2024. "Globalization, credit information sharing and financial stability in developing countries," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-21, December.
• Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024. "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 529-558, May.
• Olivier Armantier & Charles A. Holt, 2024. "Endogenous reference price auctions for a diverse set of commodities: an experimental analysis," Experimental Economics, Springer;Economic Science Association, vol. 27(1), pages 9-35, March.
• Trevor W. Chamberlain & Zehua Zhang & Ran Zhao & Lu Zhu, 2024. "ESG Performance and Corporate Bond Volatility," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 219-221, May.
• Tohru Morita, 2024. "Multicountry Time-Varying Taylor Rule: Modeling Unconventional Monetary Policies and Bond Premiums," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 135-158, May.
• Giusy Chesini, 2024. "Can Sovereign Green Bonds Accelerate the Transition to Net-Zero Greenhouse Gas Emissions?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 177-197, May.
• Monika Sywak & Carolyne C. Soper, 2024. "Trump versus Biden: A Driver of Abnormal Returns?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(4), pages 445-447, November.
• Liwei Shan & Albert Tsang & Xiaoxue Zhang, 2024. "Transporting Audit Quality Across Countries: Returnee CEOs and Audit Fees," Journal of Business Ethics, Springer, vol. 192(4), pages 845-874, July.
• Seda Peksevim & Metin Ercan, 2024. "Do pension funds provide financial stability? Evidence from European Union countries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(3), pages 297-328, December.
• Joe Cho Yiu Ng & Charles Ka Yui Leung & Suikang Chen, 2024. "Corporate Real Estate Holding and Stock Returns: Testing Alternative Theories with International Listed Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 68(1), pages 74-102, January.
• David M. Harrison & Michael J. Seiler & Liuming Yang, 2024. "The Impact of iBuyers on Housing Market Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 425-461, April.
• Lu Qiao & Emmanuel Adegbite & Tam Huy Nguyen, 2024. "CFO overconfidence and conditional accounting conservatism," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 1-37, January.
• Juwon Jang & Eunju Lee, 2024. "CEO confidence matters: the real effects of short sale constraints revisited," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 603-636, February.
• Shu-Fang Yuan, 2024. "Realized higher moments and trading activity," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 971-1005, April.
• Xing Huan & Antonio Parbonetti & Giulia Redigolo & Zhewei Zhang, 2024. "Social media disclosure and reputational damage," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1355-1396, May.
• Wenjun Wang, 2024. "You scratch my back and i scratch yours: evidence from relationship-based bidding in IPO auctions," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1593-1613, May.
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• Chu-hsuan Chang & Woan-lih Liang & Yanzhi Wang, 2024. "Trade secret laws and initial public offering underpricing," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 325-353, July.
• Jang-Chul Kim & Qing Su, 2024. "Political landscape and liquidity of non-U.S. stocks from emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 63(2), pages 579-597, August.
• Chengcheng Li & Xiaoqiong Wang & Feifei Zhu, 2024. "Does share pledging impair stakeholder welfare? Evidence based on corporate social responsibility," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1155-1192, November.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024. "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
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• Takács, András, 2024. "A tőkestruktúra és a piaci érték közötti kapcsolat a hazai kis- és középvállalati szektorban [The relationship between capital structure and market value in the domestic small and medium-sized ente," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 915-929.
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• Ling-Foon Chan & Calvin W.H. Cheong & A.N. Bany-Ariffin, 2024. "Corporate Diversification of Real Estate Investment Trusts (REITs) In A Post-Pandemic World: Lessons from Malaysia and Singapore," Capital Markets Review, Malaysian Finance Association, vol. 32(2), pages 49-68.
• Jonathan Ross & David Ziebart, 2024. "The Accounting Rate of Return and Economic Growth," Journal of Economic Insight, Missouri Valley Economic Association, vol. 50(1), pages 87-111.
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• Paul Beaudry & Katya Kartashova & Césaire Meh, 2024. "Asset Demand and Real Interest Rates," NBER Working Papers 32248, National Bureau of Economic Research, Inc.
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• Oliver Binz & John Graham & Matthew Kubic, 2024. "Does Inflation Affect Earnings Relevance? A Century-Long Analysis," NBER Working Papers 32364, National Bureau of Economic Research, Inc.
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• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024. "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers 32693, National Bureau of Economic Research, Inc.
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• Pauline Lam & Jeffrey Wurgler, 2024. "Green Bonds: New Label, Same Projects," NBER Working Papers 32960, National Bureau of Economic Research, Inc.
• Ricardo J. Caballero & Tomás E. Caravello & Alp Simsek, 2024. "Financial Conditions Targeting," NBER Working Papers 33206, National Bureau of Economic Research, Inc.
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• Nikolay Yordanov, 2024. "Analysis of the Current State of the Fight Against Climate Change in Bulgaria," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 1-85–96, December.
• Aude Farnault & Khalifa Sarr, 2024. "Diversifying sources of finance for water in Africa," OECD Environment Working Papers 248, OECD Publishing.
• Djihed BOUMANKAR & Aboubaker KHOUALED & Khayreddine BOUZERB & Abderrahmen GUEROUI, 2024. "The Role Of Government Policies In Enhancing The Performance Of The Saudi Financial Market Within The Framework Of Vision 2030," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(2), pages 151-165, December.
• Ștefan RUSU & Marcel BOLOȘ, 2024. "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 330-336, July.
• Iyad SNUNU, 2024. "Mood Swings And The Firm Size Premium," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 9(1), pages 165-176, March.
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• Karim M Abadir & Gabriel Talmain, 2024. "Beyond Co-integration: New Tools for Inference on Co-movements," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 839-867.
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• Jordan Moore & Mihail Velikov, 2024. "Oil Price Exposure and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 274-309.
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• Craig W Holden & Jayoung Nam, 2024. "Market accessibility, bond ETFs, and liquidity," Review of Finance, European Finance Association, vol. 28(5), pages 1725-1758.
• Dion Bongaerts & Sarah D De Luca & Mark Van Achter, 2024. "Circuit breakers and market runs," Review of Finance, European Finance Association, vol. 28(6), pages 1953-1989.
• Simona Abis & Laura Veldkamp, 2024. "The Changing Economics of Knowledge Production," Review of Finance, European Finance Association, vol. 37(1), pages 89-118.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," Review of Finance, European Finance Association, vol. 37(3), pages 989-1028.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024. "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3490-3557.
• Simona Abis & Laura Veldkamp, 2024. "The Changing Economics of Knowledge Production," The Review of Financial Studies, Society for Financial Studies, vol. 37(1), pages 89-118.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 989-1028.
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• Ana Maria (Marașescu) Necula, 2024. "Credit Ratings and ESG Ratings in the European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 664-670, August.
• Marian Stan & Mihai Ciobotea, 2024. "The Role of Data Visualization in the Finance – The Case of Publicly Listed EdTech Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 702-708, August.
• Daniela Iulia Maria Carbune, 2024. "Considerations Related To The Application Of Deep Learning And Neural Networks In Finance And Banking. A Bibliometric Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 480-488, December.
• Arati Kale & Devendra Kale & Sriram Villupuram, 2024. "Decomposition of risk for small size and low book-to-market stocks," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 96-112, February.
• João Tovar Jalles, 2024. "Financial Crises and Climate Change," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(1), pages 166-190, March.
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• António Afonso & M. Carmen Blanco-Arana, 2024. "Unemployment and Financial Development: Evidence for OECD Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(4), pages 661-683, December.
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• Omid Farkhondeh Rouz & Hossein Sohrabi Vafa & Arash Sioofy Khoojine & Sajjad Pashay Amiri, 2024. "Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-24, May.
• Lorenzo Cominelli & Gianluca Rho & Caterina Giannetti & Federico Cozzi & Alberto Greco & Graziano A. Manduzio & Philipp Chapkovski & Michalis Drouvelis & Enzo Pasquale Scilingo, 2024. "Emotions in hybrid financial markets," Discussion Papers 2024/311, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Sen, Topon, 2024. "Key Economic and Social Determinants in Bangladesh: A Multi-Faceted Analysis," MPRA Paper 121227, University Library of Munich, Germany.
• Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
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• Lee, King Fuei, 2024. "Evaluating Stock Selection in the SaaS Industry: The Effectiveness of the Rule of 40," MPRA Paper 121568, University Library of Munich, Germany.
• Sulehri, Fiaz Ahmad & Audi, Marc & Ashraf, Muhammad Saleem & Azam, Habiba & Bukhari, Syeda Ambreen Fatima & Ali, Amjad, 2024. "Empirical Insights into Financial Integration: Fintech Credit and Regulatory Dynamics," MPRA Paper 121776, University Library of Munich, Germany.
• Edward Chi Ho Tang & Charles Ka Yui Leung, 2024. "Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?," ISER Discussion Paper 1252, Institute of Social and Economic Research, The University of Osaka.
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• Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers 202408, University of Pretoria, Department of Economics.
• Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024. "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers 202409, University of Pretoria, Department of Economics.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024. "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers 202411, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024. "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers 202414, University of Pretoria, Department of Economics.
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
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• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024. "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers 202432, University of Pretoria, Department of Economics.
• V. Candila & O. Cepni & G. M. Gallo & R. Gupta, 2024. "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS 202414, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
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• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024. "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers 202450, University of Pretoria, Department of Economics.
• Teymur Akhundov, 2024. "Factors Influencing Customers’ Bank Selection Decision in Azerbaijan," ACTA VSFS, University of Finance and Administration, vol. 18(1), pages 68-91.
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• Yesim Helhel & Eray Akgun, 2024. "Examining the Relationship Between Tourism Index Return and Financial, Macroeconomic and Tourism Industry Development Indicators: An Application of MS-VAR Models," Politická ekonomie, Prague University of Economics and Business, vol. 2024(4), pages 626-652.
• Caio Machado, 2024. "Coordinating in Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
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• te Kaat, Daniel Marcel & Raabe , Alexander & Tian, Yuanjie, 2024. "Greening Thy Neighbor: How the United States Inflation Reduction Act Drives Climate Finance Globally," ADB Economics Working Paper Series 754, Asian Development Bank.
• Açıkgöz, Şenay & Karatas, Cem Onur, 2024. "Economic Policy Uncertainty and Fluctuations in Monthly IPO Volume: Evidence from the US," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 15(4), pages 331-354, October.
• Olasupo, Deborah & Adebayo, Ibidapo & Orimaye, Olakunle, 2024. "E-Tourism in Nigeria: An Examination of Internet as a Tool for Tourism Marketing in Ikogosi Warm and Cold Spring Holiday Resort," International Journal of Home Economics, Hospitality and Allied Research, Department of Home Economics & Hospitality Management Education, University of Nigeria, Nsukka, vol. 3(2), pages 76-92, December.
• Wang, Yujue & Mazlan, Nur Syazwani & Ngah, Wan Azman Saini Wan & Faheem, Muhammad, 2024. "The Role of Financial Development in Reducing Income Inequality in Selected Asian Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(3), pages 622-645.
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• Alexander GANCHEV & Catalin DEATCU, 2024. "Quantitative Dimensions of Yield Curve Dynamics in Post-Pandemic Environment – The Case of Romania," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 600-609, August.
• Hyeladi Stanley Dibal & Habila Abel Haruna & Chinyere C. Onyejiaku & Ogbole Friday Ogbole & Josaphat Uchechukwu J. Onwumere, 2024. "Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(2), pages 248-269, May.
• Xin Li & Zheng Li & Meng Qin & Weike Zhang & Chi-Wei Su, 2024. "Chinese eSports Industry’s Boom and Recession: Evidence From Bubble Detection Framework," SAGE Open, , vol. 14(1), pages 21582440231, February.
• Mubarik Salifu & James Atta Peprah & William Godfred Cantah, 2024. "Legal Systems, Property Rights, and Financial Development in Sub-Saharan Africa," SAGE Open, , vol. 14(2), pages 21582440241, May.
• Ronald Nhleko & Daniel Schutte, 2024. "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , vol. 14(3), pages 21582440241, August.
• Vaz, Rolando, 2024. "The Regional Firm Density and the Growth of Firms in the Portuguese Textile and Clothing Industry," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 33(3), pages 1-24.
• Artur F. Tomeczek & Tomasz M. Napiórkowski, 2024. "PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 56-69.
• Sihong Chen & Qi Li & Qiaoyu Wang & Yu Yvette Zhang, 2024. "Multivariate models of commodity futures markets: a dynamic copula approach," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 581-601, Springer.
• Matteo Foglia & Eliana Angelini & Toan Luu Duc Huynh, 2024. "Tail risk connectedness in clean energy and oil financial market," Annals of Operations Research, Springer, vol. 334(1), pages 575-599, March.
• Lorenzo Silotto & Marco Scaringi & Marco Bianchetti, 2024. "XVA modelling: validation, performance and model risk management," Annals of Operations Research, Springer, vol. 336(1), pages 183-274, May.
• Thomas Conlon & Shaen Corbet & Richard McGee, 2024. "Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar," Annals of Operations Research, Springer, vol. 337(1), pages 45-73, June.
• Apostolos G. Katsafados & Dimitris Anastasiou, 2024. "Short-term prediction of bank deposit flows: do textual features matter?," Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.
  • Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
• Gero Friedrich Bone-Winkel & Felix Reichenbach, 2024. "Improving credit risk assessment in P2P lending with explainable machine learning survival analysis," Digital Finance, Springer, vol. 6(3), pages 501-542, September.
• Daniel Kirste & Alexander Poddey & Niclas Kannengießer & Ali Sunyaev, 2024. "On the influence of conventional and automated market makers on market quality in cryptoeconomic systems," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-18, December.
• Chun-I Lee & Chueh-Yung Tsao, 2024. "A comprehensive reexamination of the weather effects," Empirical Economics, Springer, vol. 66(3), pages 1333-1382, March.
• Jesus Gonzalez-Garcia, 2024. "Data transparency and sovereign financing conditions," Empirical Economics, Springer, vol. 66(4), pages 1735-1755, April.
• Diby Francois Kassi & Yao Li & Thierry Yobouet Gnangoin & Siele Jean Tuo & Franck Edouard Gnahe & Ruqia Shaikh & Dang Yongjie, 2024. "Green credits, green securities, renewable energy, and environmental quality: a comparative analysis of sustainable development across Chinese provinces," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 1-37, October.
• Lewis Liu, 2024. "Green innovation, firm performance, and risk mitigation: evidence from the USA," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(9), pages 24009-24030, September.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024. "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(4), pages 1001-1040, December.
• Mellouli Dhoha & Wael Dammak & Hind Alnafisah & Ahmed Jeribi, 2024. "Dynamic spillovers between natural gas and BRICS stock markets during health and political crises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 453-485, June.
• Naseem Al Rahahleh & Ahmed Al Qurashi, 2024. "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 729-755, September.
• Jules Clement Mba, 2024. "Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-36, December.
• Wei Liu & Yoshihisa Suzuki, 2024. "Stock liquidity, financial constraints, and innovation in Chinese SMEs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-43, December.
• Bassam A. Ibrahim & Ahmed A. Elamer & Thamir H. Alasker & Marwa A. Mohamed & Hussein A. Abdou, 2024. "Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
• Christian Urom & Gideon Ndubuisi & Hela Mzoughi & Khaled Guesmi, 2024. "Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-31, December.
• Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar, 2024. "Volatility spillovers among leading cryptocurrencies and US energy and technology companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-37, December.
• Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024. "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
• Andrew L. Allan & Chong Liu & David J. Prömel, 2024. "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, vol. 28(1), pages 215-257, January.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024. "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, vol. 28(3), pages 813-863, July.
• Osama Wagdi & Atef Fathi, 2024. "The impact of top management team members diversity on corporations’ performance and value: evidence from emerging markets," Future Business Journal, Springer, vol. 10(1), pages 1-26, December.
• Recep Ali Küçükçolak & Necla İlter Küçükçolak & Sami Küçükoğlu, 2024. "The impact of the Russia–Ukraine crisis on oil and gas shares: an event study approach," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 325-340, February.
• Xintong Wang & Ruoqi Han & Min Zheng, 2024. "Competitive strategy and stock market liquidity: a natural language processing approach," Information Technology and Management, Springer, vol. 25(1), pages 99-112, March.
• Tobias Hiller, 2024. "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(1), pages 67-74, March.
• Marc W. Simpson & Axel Grossmann, 2024. "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 419-436, June.
• Heeho Kim & Zhang Hongxia, 2024. "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 978-998, December.
• Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous cycles in heterogeneous agent models: a state-space approach," Journal of Evolutionary Economics, Springer, vol. 34(4), pages 739-782, December.
• R. L. Manogna & Deepali Desai, 2024. "Nexus of Monetary Policy and Productivity in an Emerging Economy: Supply-Side Transmission Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(1), pages 45-61, March.
• Noura Metawa & Hussein Tamimi & Rania Itani, 2024. "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice (ed.), Business Analytics and Decision Making in Practice, chapter 0, pages 155-173, Springer.
• Kevin Smith, 2024. "Risk information, investor learning, and informational feedback," Review of Accounting Studies, Springer, vol. 29(1), pages 237-275, March.
• Thomas Bourveau & Alexandre Garel & Peter Joos & Arthur Petit-Romec, 2024. "When attention is away, analysts misplay: distraction and analyst forecast performance," Review of Accounting Studies, Springer, vol. 29(1), pages 916-958, March.
• Michael L. Barnett & Valentin Dimitrov & Feng Gao, 2024. "The nail that sticks out: corporate social responsibility and shareholder proposals," Review of Accounting Studies, Springer, vol. 29(2), pages 1575-1618, June.
• Mei Luo & Shuangchen Yu, 2024. "Financial reporting for cryptocurrency," Review of Accounting Studies, Springer, vol. 29(2), pages 1707-1740, June.
• Andy Fodor & Kelley Bergsma Lovelace & Vijay Singal & Jitendra Tayal, 2024. "Does firm life cycle stage affect investor perceptions? Evidence from earnings announcement reactions," Review of Accounting Studies, Springer, vol. 29(2), pages 1039-1096, June.
• Ahmed M. Abdalla & Colin D. B. Clubb, 2024. "Classification shifting using income-decreasing special items: measurement and valuation issues," Review of Accounting Studies, Springer, vol. 29(3), pages 2871-2926, September.
• Ben Lourie & N. Bugra Ozel & Alexander Nekrasov & Chenqi Zhu, 2024. "Consensus credit ratings: a view from banks," Review of Accounting Studies, Springer, vol. 29(3), pages 2391-2436, September.
• Prince Hikouatcha & Guillaume Tchoffo & Vatis Christian Kemezang & Jules Roger Feudjo, 2024. "An insight on non-standard asset pricing: does COVID-19 matter in the crypto-asset market?," SN Business & Economics, Springer, vol. 4(3), pages 1-30, March.
• Amane Saito & Hisashi Tanizaki, 2024. "Volatility and returns of ESG indices: evidence from Japan," SN Business & Economics, Springer, vol. 4(3), pages 1-21, March.
• Artur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2024. "Measuring Market Liquidity and Liquidity Mismatches Across Sectors," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 131-194, Springer.
  • Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021. "Measuring Market Liquidity and Liquidity Mismatches across Sectors," Bank of Russia Working Paper Series wps82, Bank of Russia.
• Hsiao-Peng Fu & Shu-Fan Hsieh, 2024. "Seasonality, Monetary Supply and Taiwanese Momentum," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-2.
• Kuo-Shing Chen, 2024. "Investigating the Impact of Financial Reporting for Cryptocurrencies on Company Value," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(3), pages 1-6.
• Fabio Pizzutilo, 2024. "Financial Markets, Efficiency, and Credit Intermediation," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 13(4), pages 1-1.
• Cristiano Baldassari & Massimiliano Meschini & Paola Nascenzi, 2024. "Stochastic Inflation and the Term Structure of Interest Rates: a Simple Diffusion Model," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 13(4), pages 1-2.
• Sánchez Serrano, Antonio & Andersen, Isabel, 2024. "A map of the euro area financial system," ESRB Occasional Paper Series 26, European Systemic Risk Board.
• Ichiro Iwasaki & Shigeki Ono, 2024. "Economic development and the finance–growth nexus: a meta-analytic approach," Applied Economics, Taylor & Francis Journals, vol. 56(57), pages 8021-8038, December.
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• Ahmed H. Elsayed & Ricardo M. Sousa, 2024. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, vol. 30(16), pages 1855-1875, November.
  • Elsayed, Ahmed H. & Sousa, Ricardo M., 2024. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
• Papavassiliou, Vassilios G. & Xia, Fan Dora, 2025. "Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Economics Letters, Elsevier, vol. 247(C).
  • Vassilios G. Papavassilioua & Fan Dora Xiab, 2024. "Liquidity in the euro-area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis," Working Papers 202406, Geary Institute, University College Dublin.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew OBrien & Andrei Shleifer, 2024. "Long-Term Expectations and Aggregate Fluctuations," NBER Macroeconomics Annual, University of Chicago Press, vol. 38(1), pages 311-347.
  • Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew OBrien & Andrei Shleifer, 2023. "Long-Term Expectations and Aggregate Fluctuations," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 311-347, National Bureau of Economic Research, Inc.
  • Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew O'Brien & Andrei Shleifer, 2023. "Long Term Expectations and Aggregate Fluctuations," NBER Working Papers 31578, National Bureau of Economic Research, Inc.
• Luca Gelsomini, 2024. "On the Profitability of Rumors," Working Papers 2024: 06, Department of Economics, University of Venice "Ca' Foscari".
• LAI, Ping-fu (Brian) & HUANG, Haoqin & LIANG, Haobin, 2024. "The Chinese National Holiday’S Influence On The Chinese Stock Market And Various Industries: An Empirical Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(3), pages 26-45, September.
• Comporek Michał, 2024. "Earnings Management in Business Groups during the SARS-CoV-2 Pandemic," Central European Economic Journal, Sciendo, vol. 11(58), pages 286-304.
• Tang Donny, 2024. "The Effect of Financial Development on Economic Growth among the Central and Eastern European Countries," Central European Economic Journal, Sciendo, vol. 11(58), pages 406-423.
• Mnari Othman & Faouel Bassma, 2024. "Price limit bands, risk-return tradeoff and asymmetric volatility: Evidence from Tunisian Stock Exchange sectors," Economics and Business Review, Sciendo, vol. 10(3), pages 142-162.
• Akarsu Sergen & Yilmaz Neslihan, 2024. "Social media disagreement and financial markets: A comparison of stocks and Bitcoin," Economics and Business Review, Sciendo, vol. 10(4), pages 189-213.
• Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024. "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, vol. 12(3), pages 55-73.
• Pilch Bartłomiej, 2024. "Have COVID-19 and the War in Ukraine Caused a Decline in the Value Relevance of Accounting Information? Evidence from Poland," Folia Oeconomica Stetinensia, Sciendo, vol. 24(2), pages 252-279.
• Morhachov Illia & Oviechkina Olena & Maslosh Olha & Serikova Olha, 2024. "Assessment of the Possibility of Significant Growth of Corporate Shares with Large Capitalization," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 46(2), pages 202-212.
• Abdić Adem & Abdić Ademir & Lazović-Pita Lejla & Kanlić Fahir, 2024. "Is There a Relationship between Macroeconomic Variables and Stock Market Indices in Bosnia and Herzegovina?," Naše gospodarstvo/Our economy, Sciendo, vol. 70(3), pages 48-70.
• Güngör Arifenur & Güngör Mahmut Sami, 2024. "The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries," South East European Journal of Economics and Business, Sciendo, vol. 19(2), pages 60-81.
• Deari Fitim & Koku Paul Sergius, 2024. "Do Local Political Elections Affect Daily Stock Returns? Evidence from the Republic of North Macedonia's MBI10 Index," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(1), pages 98-116, March.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 456-472, March.
  • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-21, June.
  • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers 202319, University of Pretoria, Department of Economics.
• Tobias Hiller, 2024. "Varying weights of marginal contributions: One approach to solving the low-risk puzzle?," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-9, March.
• N. Dileep & G. Kotreshwar, 2024. "Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-22, March.
• Yuqin Zhou & Shan Wu & Zhenhua Liu, 2024. "Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-24, June.
• Dilip B. Madan & King Wang, 2024. "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 27(03n04), pages 1-27, May.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024. "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-33, December.
• Lu Wang & Yanxi Li & Xiaochong Li, 2024. "Corporate Social Responsibility Disclosure, Media Coverage And Financial Performance: An Empirical Analysis In The Chinese Context," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(01), pages 251-268, March.
• Yuchen Song & Fangyan Li, 2024. "The Construction And Application Of Financial Stress Index In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(03), pages 935-953, June.
• Qu Feng & Shang-Jin Wei & Guiying Laura Wu & Mengying Yuan, 2024. "A Narrative On Overseas Listings By Chinese Firms," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(05), pages 1811-1844, September.
• Bin Wu & Yunjing Liu & Min Zhang & Ziyi Zhang, 2024. "Capital Market Consequences of Information about Individual Auditors," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(04), pages 1-49, December.
• Trung K. Do & Henry Hongren Huang & Albert Tsang, 2024. "Terrorist Attacks, Corporate Social Responsibility, and Firm Value," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(04), pages 1-51, December.
• Robert A Jarrow & Arkadev Chatterjea, 2024. "An Introduction to Derivative Securities, Financial Markets, and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13797.
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Derivatives and Risk Management," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 1, pages 2-20, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Interest Rates," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 2, pages 21-49, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Stocks," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 3, pages 50-68, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Forwards and Futures," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 4, pages 69-88, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Options," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 5, pages 89-108, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Arbitrage and Trading," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 6, pages 109-125, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Financial Engineering and Swaps," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 7, pages 126-148, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Forwards and Futures Markets," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 8, pages 152-169, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Futures Trading," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 9, pages 170-189, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Futures Regulations," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 10, pages 190-206, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Cost-of-Carry Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 11, pages 207-225, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Extended Cost-of-Carry Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 12, pages 226-252, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Futures Hedging," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 13, pages 253-282, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Options Markets and Trading," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 14, pages 286-307, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Option Trading Strategies," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 15, pages 308-333, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Option Relations," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 16, pages 334-364, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Single-Period Binomial Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 17, pages 365-388, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Multiperiod Binomial Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 18, pages 389-418, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "The Black–Scholes–Merton Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 19, pages 419-458, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 20, pages 459-490, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Yields and Forward Rates," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 21, pages 494-533, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Interest Rate Swaps," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 22, pages 534-553, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "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 554-587, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2024. "Multiperiod Binomial HJM Model," World Scientific Book Chapters, in: AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management, chapter 24, pages 588-613, World Scientific Publishing Co. Pte. Ltd..
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• Sommer, Christoph, 2024. "The role of capital markets for small and medium-sized enterprise (SME) finance," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302340, Verein für Socialpolitik / German Economic Association.
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• Merve GERÇEK & Cem Güney ÖZVEREN, 2024. "Redefining Organizational Culture for the Digital Age: A Model Proposal for Digital Organizational Culture," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 54-71.
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• Murad ALIYEV & Sadagat ALIYEVA, 2024. "Revisiting Digital Transformation of Azerbaijan Higher Education in the New Digital Era," Yildiz Social Science Review, Yildiz Technical University, vol. 10(1), pages 72-83.
• Fergül ÖZGÜN & Meral UZUNÖZ ALTAN & Ayten Nahide KORKMAZ, 2024. "Bibliometric Analysis of Studies on the Relationship Between Environmental Quality, Economic Growth and Health," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 110-135, December .
• Burak YERLIKAYA, 2024. "Time Series Analysis on Credit Default Swap (CDS) and Market Indicators: The Case of Türkiye," Yildiz Social Science Review, Yildiz Technical University, vol. 10(2), pages 136-147, December .
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• Zafer DURAN, 2024. "Evaluation of Supply Chain Resilience in N-11 Countries by MEREC Based EDAS, MARCOS, WASPAS Integrated Method," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 1-15.
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• Tuğba ÖZEL & Ali Ekber AKGÜN, 2024. "Innovative Work Behaviour as Determinant of Process Innovation: An Empirical Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 27-35.
• Massimo Guidolin, 2024. "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 1, pages 1-72, World Scientific Publishing Co. Pte. Ltd..
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• MichaÅ‚ Comporek & Iryna Shchyrba, 2024. "Assessing The Impact Of The Sars-Cov-2 Pandemic On Earnings Management Behaviour In Poland," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 10(1).
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• Abbas Saad Hamada Alkhuzaie & Muzaffar Asad & Ala'a Zuhair Ahmad Mansour & Mohammed Ali Bait Ali Sulaiman & Umar Nawaz Kayani & Muhammad Uzair Asif, 2024. "Compliance with Accounting Standards by Jordanian SMEs," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 89-107.
• Farah Amalia & Harjum Muharam & Irene Rini Demi Pangestuti, 2024. "Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 114-129.
• Radoslav Raykov, 2024. "Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns," Staff Working Papers 24-46, Bank of Canada.
• Radoslav Raykov, 2024. "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers 24-6, Bank of Canada.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024. "BoC–BoE Sovereign Default Database: What’s new in 2024?," Staff Analytical Notes 2024-19, Bank of Canada.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024. "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2024?," Staff Analytical Notes 2024-19fr, Bank of Canada.
• Murat KARAKAYA & Sadiye OKTAY, 2024. "Investigating the Relationship Between the Banking Sector and Capital Market Variables in Turkiye Using Toda-Yamamoto Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 19-36.
• Dilara DEMIREZ & Serkan Yilmaz KANDIR, 2024. "Investigating the Relationship between Selected Risk Measures and Sustainability Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 18(1), pages 37-59.
• Ángel Estrada & Carlos Pérez Montes & Jorge Abad & Carmen Broto & Esther Cáceres & Alejandro Ferrer & Jorge Galán & Gergely Ganics & Javier García Villasur & Samuel Hurtado & Nadia Lavín & Joël Marbet, 2024. "Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos," Occasional Papers 2414, Banco de España.
• Vincenzo Cuciniello, 2024. "Market perceptions, monetary policy, and credibility," Temi di discussione (Economic working papers) 1449, Bank of Italy, Economic Research and International Relations Area.
• Akinlo Taiwo & Idachaba Daniel Adukwu, 2024. "Insurance and economic growth in sub-Saharan Africa: Institutional quality threshold effect," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 69(241), pages 7-39, April – J.
• Zubair Munawwara, 2024. "Impact Of Crude Oil Price Volatility On Indian Stock Market Returns: A Quantile Regression Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 69(242), pages 93-128, July – Se.
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• Burban, Valentin & De Backer, Bruno & Vladu, Andreea Liliana, 2024. "Inflation (de-)anchoring in the euro area," Working Paper Series 2964, European Central Bank.
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• Onur Şeyranlıoğlu, 2024. "Fourier Birim Kök Testleri ile Finansal Yakınsama Hipotezi Geçerliliğinin Sınanması: Kırılgan Beşli Örneği," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(1), pages 11-30, June.
• Ethem KILIÇ, 2024. "DC-MSV Modeli ile Türkiye’deki CDS Primleri ile Vadeli İşlemler Piyasası Arasındaki İlişkinin Analizi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(2), pages 11-20, December.
• Byeungchun Kwon & Taejin Park & Fernando Perez-Cruz & Phurichai Rungcharoenkitkul, 2024. "Large language models: a primer for economists," BIS Quarterly Review, Bank for International Settlements, December.
• Rodney Garratt & Maarten RC van Oordt, 2024. "Crypto Exchange Tokens," BIS Working Papers 1201, Bank for International Settlements.
• Nguyễn Kim Phước, 2024. "Mối quan hệ giữa đa dạng hóa thu nhập, vốn nhân lực, quy mô và hiệu quả tài chính của các ngân hàng thương mại cổ phần của Việt Nam niêm yết trên HOSE," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(9), pages 79-95.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024. "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
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• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
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• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers 2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Yoosoon Chang & Fabio Gómez-Rodríguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAMA Working Papers 2023-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Pyun, Chaehyun, 2024. "The Wikipedia effect: Analyzing investor attention for strategic investment decisions," Economics Letters, Elsevier, vol. 241(C).
• Machokoto, Michael & Sikochi, Anywhere, 2024. "Not a one-trick pony: Price impact of rating agency information," Economics Letters, Elsevier, vol. 241(C).
• Bricker, Jesse & Li, Geng, 2024. "Your friends, your credit: Social capital measures derived from social media and the credit market," Economics Letters, Elsevier, vol. 242(C).
  • Jesse Bricker & Geng Li, 2023. "Your Friends, Your Credit: Social Capital Measures Derived from Social Media and the Credit Market," Finance and Economics Discussion Series 2023-048, Board of Governors of the Federal Reserve System (U.S.).
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024. "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, vol. 242(C).
• Chen, Yilin & Sun, Chentong, 2024. "A new method for measuring financial resilience," Economics Letters, Elsevier, vol. 242(C).
• Harel, Arie & Harpaz, Giora, 2024. "Why stock analysts may make wrong predictions?," Economics Letters, Elsevier, vol. 244(C).
• Carta, Nicola & Carta, Matteo & Rigoni, Ugo, 2024. "The countdown to carbon neutrality: Implications for passive investors," Economics Letters, Elsevier, vol. 244(C).
• Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias, 2024. "Measuring tail risk," Journal of Econometrics, Elsevier, vol. 241(2).
• Shi, Shuping & Yu, Jun & Zhang, Chen, 2024. "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, vol. 245(1).
  • Shuping Shi & Jun Yu & Chen Zhang, 2024. "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers 202416, University of Macau, Faculty of Business Administration.
• Cordoni, Francesco & Sancetta, Alessio, 2024. "Consistent causal inference for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 246(1).
• Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, vol. 29(C), pages 113-131.
  • Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers 2101.00422, arXiv.org.
  • Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
• Sever, Can & Yücel, Emekcan, 2024. "Does informality hinder financial development convergence?," Economic Systems, Elsevier, vol. 48(2).
• Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
• Chen, Wen, 2024. "How does local government debt affect bank loan pricing? Evidence from loan-level data," Economic Systems, Elsevier, vol. 48(3).
• Tian, Renfang & Xu, Jingjing & Feng, Hui & McFarlane, Adian, 2024. "A maximum entropy bootstrap approach to financial development and economic growth in China," Economic Systems, Elsevier, vol. 48(4).
• Disli, Mustafa & Jalaly, Shakir, 2024. "The performance of Islamic and conventional microfinance loans in Afghanistan: The Taliban and beyond," Emerging Markets Review, Elsevier, vol. 59(C).
• Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024. "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, vol. 59(C).
• Xu, Dandan & Liu, Yuting, 2024. "How does technological progress affect provincial financial resilience? Evidence at the provincial level in China," Emerging Markets Review, Elsevier, vol. 60(C).
• Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024. "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, vol. 61(C).
• Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024. "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, vol. 78(C).
• Xu, Guang & Zhang, Xiaoyan, 2024. "The aftermath of covenant violations: Evidence from China's corporate debt securities," Journal of Empirical Finance, Elsevier, vol. 78(C).
• Ghanbari, Hamed, 2024. "Persistent and transient variance components in option pricing models with variance-dependent Kernel," Journal of Empirical Finance, Elsevier, vol. 79(C).
• Ceballos, Luis & Piljak, Vanja & Swinkels, Laurens, 2024. "Is firm-level political risk priced in the corporate bond market?," Journal of Empirical Finance, Elsevier, vol. 79(C).
• Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024. "Asymmetric volatility spillover between crude oil and other asset markets," Energy Economics, Elsevier, vol. 130(C).
  • Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2023. "Asymmetric volatility spillover between crude oil and other asset markets," Cardiff Economics Working Papers E2023/27, Cardiff University, Cardiff Business School, Economics Section.
• Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024. "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, vol. 132(C).
• Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024. "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, vol. 133(C).
• Yousaf, Imran & Ijaz, Muhammad Shahzad & Umar, Muhammad & Li, Yanshuang, 2024. "Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis," Energy Economics, Elsevier, vol. 133(C).
• Ali, Shoaib & Umar, Muhammad & Naveed, Muhammad & Shan, Shan, 2024. "Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach," Energy Economics, Elsevier, vol. 134(C).
• Sankar, Namasi G. & Nag, Suryadeepto & Chakrabarty, Siddhartha P. & Basu, Sankarshan, 2024. "The carbon premium: Correlation or causality? Evidence from S&P 500 companies," Energy Economics, Elsevier, vol. 134(C).
• Sirin, Selahattin Murat & Yilmaz, Berna N., 2024. "Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?," Energy Economics, Elsevier, vol. 136(C).
• Barbosa, Maria de Fatima & Street, Alexandre & Fanzeres, Bruno, 2024. "A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies," Energy Economics, Elsevier, vol. 136(C).
• Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024. "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, vol. 136(C).
• Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024. "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, vol. 136(C).
• Li, Di & Wu, Zhige & Tang, Yixuan, 2024. "Do climate risks affect dirty–clean energy stock price dynamic correlations?," Energy Economics, Elsevier, vol. 136(C).
• Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024. "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, vol. 136(C).
• Yousaf, Imran & Ohikhuare, Obaika M. & Li, Yong & Li, Yanshuang, 2024. "Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach," Energy Economics, Elsevier, vol. 139(C).
• Apergis, Nicholas & Fahmy, Hany, 2024. "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, vol. 140(C).
• Hao, Wei & Pham, Linh, 2024. "Dynamic connectedness in the higher moments between clean energy and oil prices," Energy Economics, Elsevier, vol. 140(C).
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Upreti, Vineet, 2024. "Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective," Energy Economics, Elsevier, vol. 140(C).
• Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
• Kocaarslan, Baris & Mushtaq, Rizwan, 2024. "The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach," Energy Policy, Elsevier, vol. 184(C).
• Michelfelder, Richard A. & Pilotte, Eugene A., 2024. "U.S. vertically integrated electric utility greenhouse gas emissions and carbon risk premiums around the Paris Accord," Energy Policy, Elsevier, vol. 195(C).
• Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
• Dutta, Anupam & Bouri, Elie & Rothovius, Timo & Azoury, Nehme & Uddin, Gazi Salah, 2024. "Does oil price volatility matter for the US transportation industry?," Energy, Elsevier, vol. 290(C).
• Mangee, Nicholas, 2024. "Stock price swings and fundamentals: The role of Knightian uncertainty," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Sharma, Aarti & Singhal, Ankit & Ramanna, Vishwanatha Saragur, 2024. "The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024. "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Podhorsky, Andrea, 2024. "Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Cao, Hung & Phan, Hieu V. & Silveri, Sabatino, 2024. "Data breach disclosures and stock price crash risk: Evidence from data breach notification laws," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Su, Fei & Guan, Mengyao & Liu, Yujie & Liu, Jia, 2024. "ESG performance and corporate fraudulence: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Zhao, Mingguo & Park, Hail, 2024. "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Harris, Richard D.F. & Mazibas, Murat & Rambaccussing, Dooruj, 2024. "Bitcoin replication using machine learning," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024. "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024. "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Zabavnik, Darja & Verbič, Miroslav, 2024. "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024. "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Chen, Jia & Yi, Xingjian & Liu, Hao, 2024. "Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Zhang, Sijia & Gregoriou, Andros & Wu, He, 2024. "Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Odusami, Babatunde O. & Akinsomi, Omokolade, 2024. "Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024. "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Klein, Olga & Klein, Daniel, 2024. "Institutional consensus after earnings announcements: Information or crowding?," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024. "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024. "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Zhao, Shengli, 2024. "Objective acceptability indexes," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Nguyen, Thach V.H. & Truong, Cameron, 2024. "When Hollywood movies steal the show, stock returns dance more with the market!," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Apostolakis, George N. & Giannellis, Nikolaos, 2024. "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 95(PC).
• Luo, Runmei & Ye, Yong, 2024. "Do firms listen to the ESG voices of minority investors? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Basnayake, Dananjani & Naranpanawa, Athula & Selvanathan, Saroja & Bandara, Jayatilleke S., 2024. "Financial inclusion through digitalization and economic growth in Asia-Pacific countries," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024. "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, vol. 96(PB).
• Zhong, Tingyong & Duan, Ying & Ding, Zhiguo, 2024. "How bankruptcy system innovation affects firm investment behavior: A quasi-natural experiment based on the establishment of bankruptcy courts in China," International Review of Financial Analysis, Elsevier, vol. 96(PB).

2023

• Kokila Kalimuthu & Shaik Saleem, 2023. "Linkages Between Festivals and Stock Market Returns: A Study of Indian Stock Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(1), pages 115-142, March.
• Mosab I. Tabash & Musla Valappil & Uzma Iqbal & Umar Farooq & Kai-Yin Woo, 2023. "Stock market Reaction to General Election in Pakistan: An Event Study Methodology," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(4), pages 90-113, December.
• Hakan Yıldırım & Saffet Akdağ & İ. Gökçe Kaya, 2023. "The Effect of US Monetary Policy Uncertainty on Stock Returns: Bist100 Example," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 38(120), pages 231-246, October.
• Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  • Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
• Paul Mukoki & Kalu Ojah & Odongo Kodongo, 2023. "Liquidity in Domestic Public Debt Markets for Enabling Infrastructure Financing: The Case of Sub-Saharan Africa," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 1-25.
• John Dhokotera & Josine Uwilingiye & Khouzeima Moutanabbir, 2023. "Sovereign Default Risk and Financial Market Returns in Africa," The African Finance Journal, Africagrowth Institute, vol. 25(1), pages 45-62.
• Jules Clément Mba & Magdaline Mbong Mai, 2023. "Asymmetric Connectedness within Cryptocurrency Ecosystem: An asymmetric Power ARCH (APARCH) Approach," The African Finance Journal, Africagrowth Institute, vol. 25(2), pages 18-30.
• Münevvere Yıldız, 2023. "Türkiye’nin Karbon Nötrlüğü Hedefinde Ekonomik Faktörlerin Rolü," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 102-129.
• Şencan Felek & Cihat Karademir & Reşat Ceylan, 2023. "Bitcoin ile Karbon Emisyonu İlişkisi: Doğrusal Olmayan Eşbütünleşme Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 141-162.
• Yasin Erdem Çevik & Furkan Emirmahmutoğlu, 2023. "Borsalarda Gelişimin Göstergesi Olarak İşleme Kapanma: Schumpeteryan Bir Bakış Açısı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(1), pages 20-39.
• Metin Coşkun & Gözde Bozkurt & Melih Sefa Yavuz, 2023. "Borsa İstanbul 100 Endeksini Etkileyen Yatırımcı Profilleri: Yerliler mi Yabancılar mı?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(2), pages 263-282.
• Ömer Serkan Gülal & Gökhan Seçme & Eda Köse, 2023. "Predicting Financial Distress in the BIST Industrials Index: Evaluating Traditional Models and Clustering Techniques," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(4), pages 660-680.
• Julia A. Varlamova & Natalia I. Larionova & Julia S. Kolesnikova, 2023. "Modelling Outflow Remittances in the Digital Era: A Subnational Analysis of Russia," R-Economy, Ural Federal University, Graduate School of Economics and Management, vol. 9(2), pages 155-172.
• Selma Belhouchet & Anis Ben Amar, 2023. "Stock Market Performance, COVID-19 Related Government Measures, And Immunization: Evidence from The G7," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 22(2), pages 185-201, June.
• Harrison Hong & Edward Shore, 2023. "Corporate Social Responsibility," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 327-350, November.
• David Sraer & David Thesmar, 2023. "How to Use Microdata for Macro-Finance," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 387-406, November.
• Zhiguo He & Wei Wei, 2023. "China's Financial System and Economy: A Review," Annual Review of Economics, Annual Reviews, vol. 15(1), pages 451-483, September.
  • Zhiguo He & Wei Wei, 2022. "China's Financial System and Economy: A Review," NBER Working Papers 30324, National Bureau of Economic Research, Inc.
• Ыбраев Ж.Ж. // Ybrayev Zh., 2023. "Взаимодействие макропруденциальной и денежно-кредитной политик в Казахстане: цели, инструменты, эффекты. // Interrelation between Macroprudential and Monetary Policies: Goals, Instruments, Effects," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1 Special, pages 92-102.
• Ыбраев Ж.Ж. // Ybrayev Zh., 2023. "Взаимодействие макропруденциальной и денежно-кредитной политик в Казахстане: цели, инструменты, эффекты. // Interrelation between Macroprudential and Monetary Policies: Goals, Instruments, Effects," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue Special, pages 92-102.
• Tomislava Pavic Kramaric & Marko Miletic & Petar Pepur, 2023. "The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms," International Journal of Economic Sciences, European Research Center, vol. 12(2), pages 92-106, November.
• Duc Huu Nguyen & Irina P. Khominich, 2023. "The measurement of green economic quality in the BRICS countries: Should they prioritize financing for environmental protection, economic growth, or social goals?," Russian Journal of Economics, ARPHA Platform, vol. 9(2), pages 183-200, July.
• Inoua, Sabiou M. & Smith, Vernon L., 2023. "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  • Sabiou M. Inoua & Vernon L. Smith, 2021. "A Classical Model of Speculative Asset Price Dynamics," Working Papers 21-21, Chapman University, Economic Science Institute.
  • Sabiou Inoua & Vernon Smith, 2023. "A Classical Model of Speculative Asset Price Dynamics," Papers 2307.00410, arXiv.org.
• Laeven, Roger J.A. & Rosazza Gianin, Emanuela & Zullino, Marco, 2024. "Law-invariant return and star-shaped risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 140-153.
  • Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2023. "Law-Invariant Return and Star-Shaped Risk Measures," Papers 2310.19552, arXiv.org.
• Zafer DURAN, 2023. "Evaluation of Supply Chain Resilience in N-11 Countries by MEREC Based EDAS, MARCOS, WASPAS Integrated Method," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 1-15.
• Nurullah PERGEN & Ali RAZA & Mumtaz ALİ, 2023. "The effects of Intrapreneurship Tendencies on Social Innovation in Organizations: A Practice on Employees in Cooling-Heating Sector in Istanbul Türkiye," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 16-26.
• Tuğba ÖZEL & Ali Ekber AKGÜN, 2023. "Innovative Work Behaviour as Determinant of Process Innovation: An Empirical Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 27-35.
• Ekrem ARIKAN & Feyzullah YETGİN, 2023. "Analysis of Factors Affecting Corporate Governance Maturity Level: A Research on the Companies Traded on Borsa İstanbul," Yildiz Social Science Review, Yildiz Technical University, vol. 9(1), pages 36-54.
• Halit KESKİN & Hatice Tuba ETLİOĞLU BAŞARAN, 2023. "Conversation Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 1-1.
• Halit KESKİN & Hatice Tuba ETLİOĞLU BAŞARAN, 2023. "Conversation Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 55-63.
• Perlin Naz CÖMERT & Yonca Deniz GÜROL, 2023. "Understanding Unconscious Thoughts of the Self: Imaginative Metaphor Elicitation Technique in Qualitative Research," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 64-72.
• Emel ESEN & Edibe ÖZBAY, 2023. "Descriptive Emotion Sharing: Photovoice," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 73-83.
• Berivan TATAR, 2023. "Synthesizing the Meta-Synthesis Research in Management and Organization Studies: Where Are We? Where Should We Go?," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 84-94.
• Ali Ekber AKGÜN & Muhammed Buğrahan HATİBOĞLU, 2023. "Understanding Online Communities in the Age of Digital Boundaries: What is Netnography?," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 95-103.
• Ali Ekber AKGÜN & Muhammed Buğrahan HATİBOĞLU, 2023. "Understanding Online Communities in the Age of Digital Boundaries: What is Netnography?," Yildiz Social Science Review, Yildiz Technical University, vol. 9(2), pages 96-103.
• Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023. "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers 23203, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Tatiana Kolomoiets & Daria Yevtushenko & Oleksii Makarenkov & Maryna Tytarenko, 2023. "Politically Exposed Persons In Terms Of State Financial Monitoring: Are The Models Of Their Regulatory Definition Successful?," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 9(5).
• S Kannadas & Mousumi Sengupta, 2023. "Impact of Locus of Control on Financial Risk-Taking Behaviour: A Perception Study among Married Earning Women in India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 143-159.
• Venugopala Rao Kuntamalla & Krishna Jyotreddy Maguluri, 2023. "Impact of Financial Ratios on Stock Prices of Manufacturing Companies: Evidence from India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 169-181.
• Cristina BALINT & Alexandra DERECICHEI, 2023. "The Effects Of The Macroeconomic Factors On The Bucharest Stock Exchange During The Covid-19 Pandemic," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Cornelia POP, 2023. "Hotel Companies At Bucharest Stock Exchange. What Do They Offer To Investors?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Patrick Aldridge & David Cimon & Rishi Vala, 2023. "Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs," Discussion Papers 2023-30, Bank of Canada.
• Gabriel Bruneau & Javier Ojea Ferreiro & Andrew Plummer & Marie-Christine Tremblay & Aidan Witts, 2023. "Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data," Discussion Papers 2023-32, Bank of Canada.
• Jonathan Chiu & Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023. "On the Fragility of DeFi Lending," Staff Working Papers 23-14, Bank of Canada.
• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
  • Temel Taskin & Franz Ulrich Ruch, 2023. "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers 23-37, Bank of Canada.
• Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers 2311, Banco de España.
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• Kalina Kavaldjieva, 2023. "Create Fair Value in Related Parties," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 139-163, August.
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• Benedikt Ballensiefen & Angelo Ranaldo, 2023. "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 223-265.
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• Adam Farago & Erik Hjalmarsson, 2023. "Small Rebalanced Portfolios Often Beat the Market over Long Horizons," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 307-342.
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• Itay Goldstein, 2023. "Information in Financial Markets and Its Real Effects," Review of Finance, European Finance Association, vol. 27(1), pages 1-32.
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• Flavius Valentin Jakubowicz & Ionela Munteanu & Marioara Mirea, 2023. "Developments in Cryptocurrency Transactions and Implications for Audit and Accounting Activities," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 951-957, August.
• Bàrbara Llacay & Gilbert Peffer, 2023. "Modelo evolutivo del impacto de técnicas VaR en los mercados financieros [Evolutionary model of the impact of VaR techniques on financial markets]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 36(1), pages 1-26, December.
• Asgar Ali & K. N. Badhani, 2023. "Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 27-43, February.
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• Wenjun Wang, 2023. "Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 148-163, March.
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• Gunturu, Vamsi Krishna & Abidi, Qambar, 2023. "A study on impact of IBC," MPRA Paper 116850, University Library of Munich, Germany.
• Johnson, Leroy & Osabuohien, Evans, 2023. "Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone," MPRA Paper 118135, University Library of Munich, Germany.
• Asano, Koji, 2023. "Reputation and the Wall Street Walk," MPRA Paper 118158, University Library of Munich, Germany.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2023. "Supply-leading or demand-following financial sector and economic development nexus: evidence from data-rich Indonesia," MPRA Paper 119132, University Library of Munich, Germany, revised 10 Nov 2023.
• Wale-Awe, Olawale & Evans, Olaniyi, 2023. "Financial inclusion through digital channels and the growth-inequality-poverty triangle: Evidence from Africa," MPRA Paper 119455, University Library of Munich, Germany.
• Lee, King Fuei, 2023. "Effects of Monetary Policy Frameworks on Stock Market Volatilities: An Empirical Study of Global Economies," MPRA Paper 119755, University Library of Munich, Germany.
• Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "Policy Formulation for an Optimal Level of Savings in a Dynamic Setting," MPRA Paper 121352, University Library of Munich, Germany, revised 29 Oct 2023.
• Obregon, Carlos, 2023. "Social Choice and Institutionalism," MPRA Paper 122458, University Library of Munich, Germany.
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• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023. "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers 202330, University of Pretoria, Department of Economics.
• Mercédesz Mészáros & Máté Csiki & Gábor Dávid Kiss, 2023. "The Volatility of Green and Non-green Sovereign Bonds on the Emerging EU Markets," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2023(1), pages 25-44.
• Kubra SARITEPECI & Ayhan KAPUSUZOGLU & Nildag Basak CEYLAN, 2023. "A Review On The Relationships Among Adaptive Markets Hypothesis, The Efficient Markets Hypothesis And Behavioural Finance," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 22(2), pages 3-12.
• Kanis Saengchote, 2023. "Developers’ Leverage, Capital Market Financing, and Fire Sale Externalities: Evidence from the Thai Condominium Market," PIER Discussion Papers 212, Puey Ungphakorn Institute for Economic Research.
• Glenn P. Jenkins, 2023. "Rates of Return Taxation from Private Capital in Canada," Development Discussion Papers 1973-04, JDI Executive Programs.
• Kazuhiro Hiraki & George Skiadopoulos, 2023. "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers 946, Queen Mary University of London, School of Economics and Finance.
• Cristina Balint, 2023. "The Impact of the Macroeconomic Factors on the Bucharest Stock Exchange during the Latest Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 26(86), pages 54-66, December,.
• Shrestha, Keshab & Philip, Sheena Sara Suresh & Peranginangin, Yessy, 2023. "Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk," American Business Review, Pompea College of Business, University of New Haven, vol. 26(1), pages 203-225, May.
• Barth, James R. & Cebula, Richard J. & Nguyen, Nguyen T.H., 2023. "New Empirical Evidence on Factors Influencing the Yield on High-Grade Municipal Bonds," American Business Review, Pompea College of Business, University of New Haven, vol. 26(2), pages 503-518, November.
• Karakoç, Bahadır & Arcagök, Uğur, 2023. "The Cultural Diversity of the Board of Directors and Capital Structure," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 14(3), pages 351-368, July.
• Islam, Md Amirul & Uddin, Muhammad Salah & Thambiah, Seethaletchumy & Ahmed, Elsadig Musa & Rauf, Md Abdur, 2023. "Do Women's Attitudes Matter in Acceptance of Islamic Microfinance? Evidence from Malaysia," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 27(1), pages 61-85, March.
• Impenna, Claudio, 2023. "The Crypto Ecosystem: Prospects and Challenges for Regulators," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(3), pages 297-310.
• Abate, Giorgio & Branzoli, Nicola & Gallo, Raffaele, 2023. "Crypto-Asset Markets: Structure, Market Developments in 2022 and Policy Considerations," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(3), pages 353-386.
• Kusumawardani, Adelita Faraulia & Asrihapsari, Andi, 2023. "Financial Performance Analysis of Local Government: A Case Study on Karanganyar Regency," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, vol. 7(2), pages 66-80, December.
• Yagli , Ibrahim & Cetenak , Emin Huseyin, 2023. "Financial Development and Capital Allocation Efficiency Nexus: Do Sources and Dimensions of Financial Development Matter?," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 83-103, June.
• do Nascimento, André de Souza & Bittencourt, Mauricio Vaz Lobo, 2023. "Mercado de Crédito Como Determinante do Crescimento Econômico: evidências para os municípios brasileiros (2002-2018)," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 17(1), pages 63-89.
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• Kamberi, Gojart, 2023. "Exploring The Epistemological Role Of The Decomposed S&P 500 Signal Components On The Formation Of Investors’ Sentiment," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 14(1), pages 25-42.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2023. "Relative Signed Jump and Future Stock Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 25-45, March.
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• Kuznetsova, Maria (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена), 2023. "Empirical approaches and models for assessing the effects of climate change on the economy and monetary policy [Эмпирические Подходы И Модели Оценки Последствий Климатических Изменений Для Экономик," Working Papers w202319, Russian Presidential Academy of National Economy and Public Administration.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023. "Analysis of the yield factors of russian government bonds [Анализ Факторов Доходности Российских Облигаций Федерального Займа]," Working Papers w202328, Russian Presidential Academy of National Economy and Public Administration.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023. "Analysis of the impact of monetary shocks on the term structure of interest rates in the russian economy [Анализ Влияния Монетарных Шоков На Временную Структуру Процентных Ставок В Российской Эконо," Working Papers w202329, Russian Presidential Academy of National Economy and Public Administration.
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• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivatives: Introduction and Overview," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Markets and Trading," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 3, pages 43-80, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 5, pages 139-200, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Introduction to Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 6, pages 201-229, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 7, pages 231-277, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Strategies and Payoffs," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 8, pages 279-321, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 9, pages 323-379, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 10, pages 381-404, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Options in Corporate Finance and Real Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 11, pages 405-432, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 13, pages 471-502, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 14, pages 503-519, World Scientific Publishing Co. Pte. Ltd..
• Greppmair, Stefan & Jank, Stephan, 2023. "Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities," Discussion Papers 31/2023, Deutsche Bundesbank.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023. "How should the long-term investor harvest variance risk premiums?," CFR Working Papers 23-06, University of Cologne, Centre for Financial Research (CFR).
• Brühl, Volker, 2023. "The Green Asset Ratio (GAR) - a new KPI for credit institutions," CFS Working Paper Series 683, Center for Financial Studies (CFS).
• Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2023. "Dark trading and financial markets stability," CFS Working Paper Series 691, Center for Financial Studies (CFS).
• Kräussl, Roman & Pollet, Joshua M. & Stefanova, Denitsa, 2023. "Closed-end funds and discount control mechanisms," CFS Working Paper Series 707, Center for Financial Studies (CFS).
• Hinsche, Isabelle Cathérine & Klump, Rainer, 2023. "Mirror, mirror on the wall, who is transitioning amongst them all?," CFS Working Paper Series 712, Center for Financial Studies (CFS).
• Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
• Daube, Carl Heinz, 2023. "Die Auswirkungen des aktuellen wirtschaftlichen und geopolitischen Umfelds auf die Kapitalkosten von Unternehmen," EconStor Preprints 270727, ZBW - Leibniz Information Centre for Economics.
• Daube, Carl Heinz, 2023. "Cost of Capital - challenges for companies in current economic environment," EconStor Preprints 270872, ZBW - Leibniz Information Centre for Economics.
• von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
• Sheenan, Lisa, 2023. "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, vol. 58(PC).
  • Sheenan, Lisa, 2023. "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series 2023/05, Queen's University Belfast, Queen's Business School.

2022

• Feng Dong & Zhiwei Xu & Yu Zhang, 2022. "Bubbly Bitcoin," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(3), pages 973-1015, October.
• Subhamitra Patra & Gourishankar S. Hiremath, 2022. "An Entropy Approach to Measure the Dynamic Stock Market Efficiency," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(2), pages 337-377, June.
• Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022. "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2023-2033, August.
• Jake Thomas & Wentao Yao & Frank Zhang & Wei Zhu, 2022. "Meet, beat, and pollute," Review of Accounting Studies, Springer, vol. 27(3), pages 1038-1078, September.
• Hong-Yi Chen & Alice C. Lee & Cheng-Few Lee, 2022. "Alternative Errors-in-Variables Models and Their Applications in Finance Research," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 100, pages 2369-2408, Springer.
• Liu Min Shirley, 2022. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 103, pages 2501-2537, Springer.
• Matthew Brigida & Chin W. Yang & Ken Hung, 2022. "How Consistent Are the Judges of Portfolio Performance?," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 107, pages 2627-2631, Springer.
• Chiuling Lu & Chou-Yen Wu, 2022. "Review of REIT and MBS," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 26, pages 835-848, Springer.
• Guanming He & April Zhichao Li & Dongxiao Shen, 2022. "The Role of Earnings Management in Equity Valuation," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 88, pages 2061-2094, Springer.
• Gianluca Gucciardi, 2022. "Measuring the relative development and integration of EU countries’ capital markets using composite indicators and cluster analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(4), pages 1043-1083, November.
• 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.
• Claudio Boido & Paolo Ceccherini & Alessia D'Imperio, 2022. "ESG Scores - Is it the new way to build a European portfolio?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
• Jinho Choi & Alexander den Ruijter & Kimi Xu Jiang & Edmund Moshammer, 2022. "Japan’s sovereign rating in the post-pandemic era," Working Papers 52, European Stability Mechanism.
• Daniel Carvalho, 2022. "Intra-financial assets and the intermediation role of the financial sector," Trinity Economics Papers tep0622, Trinity College Dublin, Department of Economics.
• Antinolfi, Gaetano & Carapella, Francesca & Carli, Francesco, 2022. "Transparency and collateral: central versus bilateral clearing," Theoretical Economics, Econometric Society, vol. 17(1), January.
  • Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018. "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series 2018-017, Board of Governors of the Federal Reserve System (U.S.).
• Brett Palatiello & Philip Pilkington, 2022. "Government Deficits and Interest Rates: A Keynesian View," Working Papers Series inetwp183, Institute for New Economic Thinking.
• 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, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
  • Csoka, Peter & Herings, P.J.J., 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, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
  • Csoka, Peter & Herings, P.J.J., 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.
• Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022. "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 19-35.
• Goran Mojanoski, 2022. "Long-Run And Short-Run Causality Between Stock Price Indices And Macroeconomic Variables: Evidence Of Panel Vecm Analysis From Bosnia And Herzegovina, Croatia, North Macedonia And Serbia," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 20(2), pages 3-14, November.
• Cotter, John & Salvador, Enrique, 2022. "The non-linear trade-off between return and risk and its determinants," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 100-132.
  • 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.
• Chenglu Jin & Thomas Conlon & John Cotter, 2023. "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1483-1518.
  • Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
  • Chenglu Jin & Thomas Conlon & John Cotter, 2022. "Co-skewness across Return Horizons," Working Papers 202210, Geary Institute, University College Dublin.
• Alfonsina Iona & Andrea Calef & Ifigenia Georgiou, 2023. "Credit Market Freedom and Corporate Decisions," Mathematics, MDPI, vol. 11(7), pages 1-13, March.
  • Andrea Calef & Ifigenia Georgiou & Alfonsina Iona, 2022. "Credit Market Freedom and Corporate Decisions," University of East Anglia School of Economics Working Paper Series 2022-09, School of Economics, University of East Anglia, Norwich, UK..
• Adam Gersl & Pervin Dadashova & Yuliya Bazhenova & Vladyslav Filatov & Anatolii Hlazunov & Roman Soltysiak, 2022. "A Heatmap for Monitoring Systemic Financial Stability Risks in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 253, pages 27-46.
• Urom, C. & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, K., 2022. "Dynamic dependence between clean investments and economic policy uncertainty," MERIT Working Papers 2022-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Bolek Monika & Gniadkowska-Szymańska Agata & Lyroudi Katerina, 2022. "Covid-19 Pandemic and Day-of-the-week Anomaly in Omx Markets," Central European Economic Journal, Sciendo, vol. 9(56), pages 158-177, January.
• 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.
• Kluzek Marta & Schmidt-Jessa Katarzyna, 2022. "Special state aid measures during COVID-19 and corporate dividend policy: Early evidence from Polish public companies," Economics and Business Review, Sciendo, vol. 8(1), pages 72-89, April.
• Podedworna-Tarnowska Dorota & Kaszyński Daniel, 2022. "Stock returns and liquidity after listing switch on the Warsaw Stock Exchange," Economics and Business Review, Sciendo, vol. 8(4), pages 111-135, December.
• Azeez N.P. Abdul, 2022. "Does Demonetisation in India Achieve its Objectives?," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 15(3), pages 336-350, September.
• Tomeczek Artur F., 2022. "A minimum spanning tree analysis of the Polish stock market," Journal of Economics and Management, Sciendo, vol. 44(1), pages 420-445, January.
• Shahriar Ahanaf & Mehzabin Saima & Azad Md. Abul Kalam, 2022. "Impact of Country-Level Governance and Ownership Concentration on Firm Value in Central Europe," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(1), pages 153-170, June.
• Shahriar Ahanaf & Mehzabin Saima & Azad Md. Abul Kalam, 2022. "Impact of Country-Level Governance and Ownership Concentration on Firm Value in Central Europe," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 30(2), pages 153-170, June.
• Özen Ercan & Hodžić Sabina & Yildirim Ahmet Eren, 2022. "The Linkage Between Fiscal Policy and Non-Performing Household Loans in Turkey," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 113-124, December.
• 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.
• Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022. "The behaviour of U.S. stocks to financial and health risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4607-4618, October.
  • Salissu, Afees & Raheem, Ibrahim & Eigbiremolen, Godstime, 2020. "The behaviour of U.S. stocks to financial and health risks," MPRA Paper 105354, University Library of Munich, Germany.
• Filippo Gusella, 2022. "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
  • 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.
• Mohamed Albaity & Ray Saadaoui Mallek & Abu Hanifa Md. Noman & Hussein A. Hassan Al-Tamimi, 2022. "Bank Credit Growth and Trust: Does Institutional Quality Matter? Evidence from the Association of Southeast Asian Nations," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(02), pages 223-259, September.
• Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022. "Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-46, March.
• Richard Lu & Jai-Jen Wang & Wing-Keung Wong, 2022. "Investment Based On Size, Value, Momentum And Income Measures: A Study In The Taiwan Stock Market," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-33, December.
• Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022. "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
  • Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019. "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers 201959, University of Pretoria, Department of Economics.
• Claudio Zara & Shyaam Ramkumar, 2022. "Circular Economy And Default Risk," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-24, June.
• Shih-Kuo Yeh & Wan-Ru Yang & Ren-Raw Chen & Chung-Ying Yeh, 2022. "Stock Liquidity Risk and Cash Preservation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 25(04), pages 1-21, December.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022. "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1377-1388, June.
  • 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.
• J Robert Buchanan, 2022. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12964.
• Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
• Theissen, Erik & Westheide, Christian, 2022. "One for the money, two for the show? The number of designated market makers and liquidity," CFR Working Papers 22-10, University of Cologne, Centre for Financial Research (CFR).
• 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.
• Zarifhonarvar, Ali, 2022. "The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review," EconStor Preprints 266369, ZBW - Leibniz Information Centre for Economics.
• Baumgartner, Tim & Güttler, André, 2022. "Bitcoin flash crash on May 19, 2021: What did really happen on Binance?," IWH Discussion Papers 25/2022, Halle Institute for Economic Research (IWH).
• Eibelshäuser, Steffen & Smetak, Fabian, 2022. "Frequent batch auctions and informed trading," SAFE Working Paper Series 344, Leibniz Institute for Financial Research SAFE.
• Sagade, Satchit & Scharnowski, Stefan & Westheide, Christian, 2022. "Broker colocation and the execution costs of customer and proprietary orders," SAFE Working Paper Series 366, Leibniz Institute for Financial Research SAFE.
• Lausen, Jens & Clapham, Benjamin & Gomber, Peter & Bender, Micha, 2022. "Drivers and effects of stock market fragmentation - Insights on SME stocks," SAFE Working Paper Series 367, Leibniz Institute for Financial Research SAFE.
• Croce, Mariano M. & Marchuk, Tatyana & Schlag, Christian, 2022. "The leading premium," SAFE Working Paper Series 371, Leibniz Institute for Financial Research SAFE.
• Dilger, Alexander, 2022. "Der Zufall in den Wirtschaftswissenschaften," Discussion Papers of the Institute for Organisational Economics 5/2022, University of Münster, Institute for Organisational Economics.
• Stinner, Jona & Tyrell, Marcel, 2022. "Proof-Of-Work Consensus Under Exogenous Distress: Evidence from Mining Shocks in the Bitcoin Ecosystem," VfS Annual Conference 2022 (Basel): Big Data in Economics 264115, Verein für Socialpolitik / German Economic Association.
• Beckmeyer, Heiner & Wiedemann, Timo, 2022. "Recovering Missing Firm Characteristics with Attention-Based Machine Learning," VfS Annual Conference 2022 (Basel): Big Data in Economics 264135, Verein für Socialpolitik / German Economic Association.
• Brückbauer, Frank & Cezanne, Thibault, 2022. "Bank manager sentiment, loan growth and bank risk," ZEW Discussion Papers 22-066, ZEW - Leibniz Centre for European Economic Research.
• 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.
• Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2022. "The Time Variation in Risk Appetite and Uncertainty," Management Science, INFORMS, vol. 68(6), pages 3975-4004, June.
  • 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.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022. "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series 9956, CESifo.
  • António Afonso & Krzysztof Beck & Karen Jackson, 2022. "Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting," Working Papers REM 2022/0246, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Yesim Sendur, 2022. "The Covid-19 Pandemic and Digitalization in Financial Markets," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 1025-1038, December.
• Kemal Faruk Yazgan & Arif Saldanli, 2022. "Financing Expense Restrictions’ Effects on Capital Structure," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 72(72-2), pages 877-900, December.
• Peter Csoka & P. Jean-Jacques Herings, 2022. "Centralized clearing mechanisms: A programming approach," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 7(1), pages 45-69, December.
• Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2023. "The systemic risk of US oil and natural gas companies," Energy Economics, Elsevier, vol. 121(C).
  • Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2022. "The systemic risk of US oil and natural gas companies," JRC Working Papers in Economics and Finance 2022-11, Joint Research Centre, European Commission.
• Matthew Lorig & Natchanon Suaysom, 2022. "Options on bonds: implied volatilities from affine short-rate dynamics," Annals of Finance, Springer, vol. 18(2), pages 183-216, June.
• Dilip B. Madan & King Wang, 2022. "Two sided efficient frontiers at multiple time horizons," Annals of Finance, Springer, vol. 18(3), pages 327-353, September.
• Lamprini Zarpala & Dimitris Voliotis, 2022. "Blind portfolios’ auctions in two-rounds," Annals of Finance, Springer, vol. 18(4), pages 545-552, December.
• 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.
• Ritesh Kumar Dubey & A. Sarath Babu & Rajneesh Ranjan Jha & Urvashi Varma, 2022. "Algorithmic Trading Efficiency and its Impact on Market-Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 381-409, September.
• Eric Alexander Sugandi, 2022. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 411-447, September.
• 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.
• Qianqian Guo & Zhifang Su & Chaoshin Chiao, 2022. "Carbon emissions trading policy, carbon finance, and carbon emissions reduction: evidence from a quasi-natural experiment in China," Economic Change and Restructuring, Springer, vol. 55(3), pages 1445-1480, August.
• 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.
  • Martin Hodula & Ngoc Anh Ngo, 2020. "Finance, Growth and (Macro)Prudential Policy: European Evidence," Working Papers 2020/2, Czech National Bank.
• 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.
• Stylianos Perrakis, 2022. "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 369-401, September.
• Padma Kadiyala, 2022. "Response of ETF flows and long-run returns to investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(4), pages 489-531, December.
• Hui-Ju Tsai & Yangru Wu, 2022. "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, vol. 178(3), pages 735-755, July.
• Kazuhiro Takino, 2022. "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, vol. 25(2), pages 137-171, July.
• Philip Stahl, 2022. "Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index," Review of Derivatives Research, Springer, vol. 25(3), pages 315-339, October.
• 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.
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• Cornelia Pop, 2022. "Bucharest Stock Exchange Development Between 1995 And 2020. From Frontier To Secondary Emerging Market," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
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  • 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.
• Eric Tong, 2022. "The Repercussions of War Risks," CAMA Working Papers 2022-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ahmed H. Elsayed & Ricardo M. Sousa, 2024. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, vol. 30(16), pages 1855-1875, November.
  • Elsayed, Ahmed H. & Sousa, Ricardo M., 2024. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
• James, Kevin R. & Kotak, Akshay & Tsomocos, Dimitri, 2022. "Ideas, idea processing, and TFP growth in the US: 1899 to 2019," LSE Research Online Documents on Economics 116448, London School of Economics and Political Science, LSE Library.
• DeFusco, Anthony A. & Tang, Huan & Yannelis, Constantine, 2022. "Measuring the welfare cost of asymmetric information in consumer credit markets," Journal of Financial Economics, Elsevier, vol. 146(3), pages 821-840.
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  • DeFusco, Anthony A. & Tang, Huan & Yannelis, Constantine, 2022. "Measuring the welfare cost of asymmetric information in consumer credit markets," LSE Research Online Documents on Economics 116693, London School of Economics and Political Science, LSE Library.
• Dasgupta, Amil & Maug, Ernst, 2022. "Delegation chains," LSE Research Online Documents on Economics 118852, London School of Economics and Political Science, LSE Library.
• Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023. "Dynamic Asset-Backed Security Design," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 3282-3314.
  • Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2022. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 118859, London School of Economics and Political Science, LSE Library.
  • Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2023. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 119375, London School of Economics and Political Science, LSE Library.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2022. "High-frequency trading in the stock market and the costs of option market making," LSE Research Online Documents on Economics 118885, London School of Economics and Political Science, LSE Library.
• Koenraadt, Jeroen & Leung, Edith, 2022. "Investor reactions to crypto token regulation," LSE Research Online Documents on Economics 121614, London School of Economics and Political Science, LSE Library.
• 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, 2022. "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics 121948, 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.
• A.T.M. Adnan, 2022. "Asian perspective of capital market performance amid the COVID 19 pandemic," Asian Journal of Accounting Research, Emerald Group Publishing Limited, vol. 8(3), pages 210-235, June.
• Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir, 2022. "Revisiting the performance of the scaled momentum strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 519-539, January.
• Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu, 2022. "Urban vibrancy, human capital and firm valuation in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 415-432, January.
• Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir, 2022. "Revisiting the performance of the scaled momentum strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 519-539, January.
• Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu, 2022. "Urban vibrancy, human capital and firm valuation in China," China Finance Review International, Emerald Group Publishing Limited, vol. 12(3), pages 415-432, January.
• Davoud Mahmoudinia & Seyed Mohammad Mostolizadeh, 2022. "(A)symmetric interaction between house prices, stock market and exchange rates using linear and nonlinear approach: the case of Iran," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(4), pages 648-671, April.
• Anthony Kyiu & Edward Jones & Hao Li, 2022. "Stock return synchronicity in a weak information environment: evidence from African markets," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(2), pages 446-469, April.
• XiaoXiao Han & Skander Lazrak & Samir Trabelsi, 2022. "Does organizational form really matter to investment firms?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 19(3), pages 473-490, April.
• Işıl Candemir & Cenk C. Karahan, 2022. "Determinants of time-varying equity risk premia in an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(6), pages 1492-1520, September.
• Edson Zambon Monte, 2022. "A long-memory analysis for the CBOE Brazil ETF volatility index," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(11), pages 5155-5171, February.
• Yu Hu & Xiaoquan Jiang & Wenjun Xue, 2022. "The relationship between institutional ownership and idiosyncratic volatility: evidence from the stock markets of China and the USA," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(9), pages 2549-2573, November.
• Mohamed Albaity & Ray Saadaoui Mallek & Hussein A. Hassan Al-Tamimi & Philip Molyneux, 2022. "Do trust and country governance affect credit growth in GCC countries?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 16(3), pages 516-538, November.
• Tran Thai Ha Nguyen & Gia Quyen Phan & Wing-Keung Wong & Massoud Moslehpour, 2022. "The influence of market power on liquidity creation of commercial banks in Vietnam," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 30(3), pages 166-186, August.
• Sumaira Chamadia & Mobeen Ur Rehman & Muhammad Kashif, 2022. "Do average higher moments predict aggregate returns in emerging stock markets?," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 120-145, January.
• Abdulazeez Y.H. Saif-Alyousfi, 2022. "The impact of COVID-19 and the stringency of government policy responses on stock market returns worldwide," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 15(1), pages 87-105, January.
• Soumaya Ben Khelifa & Sonia Arsi, 2022. "Islamic equity funds and stock market: dynamic relation and market timing during the COVID-19 outbreak," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 40(4), pages 837-850, July.
• Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022. "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(4), pages 790-805, June.
• Opeoluwa Adeniyi Adeosun & Olumide Adeola Adeosun & Mosab I. Tabash & Suhaib Anagreh, 2022. "News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(2), pages 173-200, February.
• Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
• Pragati Priya & Chandan Sharma, 2022. "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 15(1), pages 16-34, December.
• Folorunsho M. Ajide & Titus Ayobami Ojeyinka, 2022. "Financial development and entrepreneurship: insights from Africa," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 30(5), pages 596-617, April.
• Mariem Mejri & Hakim Ben Othman & Hussein A. Abdou & Khaled Hussainey, 2022. "Comparing the value-relevance of AAOIFI versus IFRS accounting numbers in the Takaful industry," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 14(7), pages 1065-1087, December.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022. "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(2), pages 206-244, February.
• Nives Botica Redmayne & Fawzi Laswad & Dimu Ehalaiye & Warwick Stent, 2022. "Insights on management commentary in financial reports: the views of users, preparers and auditors," Meditari Accountancy Research, Emerald Group Publishing Limited, vol. 31(4), pages 817-840, February.
• Saisai Li & Qianhua Lei & Liuyang Ren, 2022. "The increasing number of subsidiaries and stock price crash risk: evidence from the Chinese stock market," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 35(1), pages 105-125, August.
• Pratheepkanth Puwanenthiren, 2022. "National development level effects on capital budgeting practices: a comparative study of nature vs nurture," PSU Research Review, Emerald Group Publishing Limited, vol. 8(1), pages 227-247, January.
• Imran Yousaf & Jassem Alokla, 2022. "Herding behaviour in the Islamic bank market: evidence from the Gulf region," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(5), pages 617-633, March.
• Jinsha Zhao, 2022. "Do economic crises cause trading in Bitcoin?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(4), pages 465-490, April.
• Lars Tegtmeier, 2022. "Modeling the volatilities of globally listed private equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(1), pages 64-85, March.
• Lee A. Smales, 2022. "Investor attention and cryptocurrency price crash risk: a quantile regression approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 490-505, February.
• Fehmi Özsoy & Nükhet Doðan, 2022. "Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey," International Econometric Review (IER), Econometric Research Association, vol. 14(1), pages 1-20, March.
• Michael Nana Owusu-Akomeah & Joseph Asare & Emmanuel Atta Kumah & Stephen Owusu Afriyie, 2022. "Holistic Analysis of the Relationship Between Capital Structure and Stock Price of Consumer Staples," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 38-60.
• 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.
• Anna Ludwiczak & Maciej Czarnecki, 2022. "Financial Liquidity Management During Crisis," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 232-244.
• Anna Ludwiczak & Maciej Czarnecki, 2022. "Financial Liquidity Management During Crisis," European Research Studies Journal, European Research Studies Journal, vol. 0(Special B), pages 232-244.
• Yulia Vymyatnina & Aleksandr Chernykh, 2022. "Green Factor Influence on the Yield of Stocks and Bonds in the Russian Financial Market," EUSP Department of Economics Working Paper Series 2022/01, European University at St. Petersburg, Department of Economics.
• Divakaruni, Anantha & Zimmerman, Peter, 2023. "The Lightning Network: Turning Bitcoin into money," Finance Research Letters, Elsevier, vol. 52(C).
  • Anantha Divakaruni & Peter Zimmerman, 2022. "The Lightning Network: Turning Bitcoin into Money," Working Papers 22-19, Federal Reserve Bank of Cleveland.
• Benjamin Knox, 2022. "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series 2022-014r1, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jan 2025.
• Antulio N. Bomfim, 2023. "Credit default swaps," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 19, pages 429-450, Edward Elgar Publishing.
  • Antulio N. Bomfim, 2022. "Credit Default Swaps," Finance and Economics Discussion Series 2022-023, Board of Governors of the Federal Reserve System (U.S.).
• Celso Brunetti & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer, 2024. "Climate-Related Financial Stability Risks for the United States: Methods and Applications," Economic Policy Review, Federal Reserve Bank of New York, vol. 30(1), pages 1-37, October.
  • Celso Brunetti & John Caramichael & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer, 2022. "Climate-related Financial Stability Risks for the United States: Methods and Applications," Finance and Economics Discussion Series 2022-043, Board of Governors of the Federal Reserve System (U.S.).
• Benjamin Dennis, 2022. "Climate Change and Financial Policy: A Literature Review," Finance and Economics Discussion Series 2022-048, Board of Governors of the Federal Reserve System (U.S.).
• Lewis, Karen K. & Liu, Edith X., 2022. "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers 17596, C.E.P.R. Discussion Papers.
  • Karen K. Lewis & Edith X. Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," Finance and Economics Discussion Series 2022-075, Board of Governors of the Federal Reserve System (U.S.).
  • Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
• 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.).
  • Werner, Ingrid M & Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.
• Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
• Nathan Kaplan & Claire Kramer Mills & Asani Sarkar, 2022. "Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms?," Liberty Street Economics 20220706, Federal Reserve Bank of New York.
• Andreas Fuster & David Lucca & James Vickery, 2023. "Mortgage-backed securities," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 15, pages 331-357, Edward Elgar Publishing.
  • Fuster, Andreas & Lucca, David & 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 Vickery, 2025. "Mortgage-Backed Securities," Working Papers 25-10, Federal Reserve Bank of Philadelphia.
  • Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
• Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover, 2025. "All-to-All Trading in the U.S. Treasury Market," Economic Policy Review, Federal Reserve Bank of New York, vol. 31(2), pages 1-27, February.
  • Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover, 2022. "All-to-All Trading in the U.S. Treasury Market," Staff Reports 1036, Federal Reserve Bank of New York.
• Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022. "Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP," Staff Reports 1041, Federal Reserve Bank of New York.
• Filippo Gusella, 2022. "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
  • 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.
• Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.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 & Maria I. Chernova, 2022. "What Should be the Strategy for Stock Market Development in the New Environment [Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• 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.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022. "Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• 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.
• Azilawati Banchit, Dayang Ernie, 2022. "Agency Conflicts, Dividend Payments, and Ownership Concentration in Comparison of Shariah and Non-Shariah Compliant Listed Companies," GATR Journals afr218, Global Academy of Training and Research (GATR) Enterprise.
• Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
  • Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
• Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, vol. 84(C).
  • Sean Foley & Bart Frijns & Alexandre Garel & Tai-Yong Roh, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," Post-Print hal-03844008, HAL.
• 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.
  • David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print hal-04412029, HAL.
• 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.
  • David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print hal-04412029, HAL.
  • David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Post-Print hal-04448652, HAL.
• Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
  • Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Post-Print hal-04478741, HAL.
• Rainer Lippert, 2022. "Die Werttheorie von Karl Marx - neu interpretiert [Karl Marx's theory of value - reinterpreted]," Working Papers hal-03592387, HAL.
• Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," HEC Research Papers Series 1459, HEC Paris.
  • Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," Working Papers hal-03890671, HAL.
  • Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," CEPR Discussion Papers 17606, C.E.P.R. Discussion Papers.
• Csoka, Peter & Herings, P.J.J., 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, P.J.J., 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.
• 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.
• Anwar, Amar & Iwasaki, Ichiro, 2022. "The Finance–Growth Nexus inAsia : A Meta-Analytic Approach," CEI Working Paper Series 2022-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Thomas Hammer & Patrick Siegfried, 2022. "Value-Based Controlling & International Accounting of Economic Value Added (EVA) - An Overview," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 43-48, June.
• Lesia Hariaha, 2022. "Methodological Basis for Studying the Financial Markets Transformation," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 101-106, December.
• Che-Ming Yang & Shuo-Ming Xing, 2022. "Evidence On Relationships Between Oil, Gold, And The China Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 16(1), pages 35-46.
• Adam Lai & Lan Liu, California, 2022. "Seasonal Variations In Treasury Notes Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 16(1), pages 47-58.
• Eli Remolona & James Yetman, 2022. "De jure Benchmark Bonds," International Journal of Central Banking, International Journal of Central Banking, vol. 18(3), pages 89-124, September.
  • Eli M Remolona & James Yetman, 2019. "De jure benchmark bonds," BIS Working Papers 830, Bank for International Settlements.
  • Eli Remolona & James Yetman, 2020. "De jure benchmark bonds," CAMA Working Papers 2020-84, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2021

• González-Sánchez, Mariano, 2021. "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, vol. 38(C).
• Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021. "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, vol. 38(C).
• Scharnowski, Stefan, 2021. "Understanding Bitcoin liquidity," Finance Research Letters, Elsevier, vol. 38(C).
• Amairi, Haifa & Zantour, Ahlem & Saadi, Samir, 2021. "Information dissemination and price discovery," Finance Research Letters, Elsevier, vol. 38(C).
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• Tehrani , Reza & Veisizadeh , Vahid, 2021. "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(1), pages 43-70, March.
• Ariannejad , Aghil & Tehrani , Reza, 2021. "Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 377-398, September.
• Tamás Katona, 2021. "Decentralized Finance - The Possibilities of a Blockchain "Money Lego" System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(1), pages 74-102.
• Emilia Nemeth-Durko & Anita Hegedus, 2021. "Climate Change in the Capital Markets: A Study of Actively Managed Green Bond Funds," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(4), pages 38-64..
• Mathias Dewatripont & Marie Montigny & Gregory Nguyen, 2021. "When trust is not enough: Bank resolution, SPE, Ring-fencing and group support," Working Paper Research 403, National Bank of Belgium.
• Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021. "Institutional Order Handling and Broker-Affiliated Trading Venues," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3364-3402, National Bureau of Economic Research, Inc.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021. "Is There A Replication Crisis In Finance?," NBER Working Papers 28432, National Bureau of Economic Research, Inc.
• Jacky Lin & Genevieve C. Selden & John B. Shoven & Clemens Sialm, 2021. "Replicating the Dow Jones Industrial Average," NBER Working Papers 28528, National Bureau of Economic Research, Inc.
• Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers 16029, C.E.P.R. Discussion Papers.
  • Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers 28697, National Bureau of Economic Research, Inc.
• Jose Pizarro & Eduardo S. Schwartz, 2021. "Optimal Harvest with Multiple Fishing Zones, Endogenous Price and Global Uncertainty," NBER Working Papers 28732, National Bureau of Economic Research, Inc.
• Oleg Itskhoki & Dmitry Mukhin, 2019. "Mussa Puzzle Redux," 2019 Meeting Papers 1434, Society for Economic Dynamics.
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  • Itskhoki, Oleg & Mukhin, Dmitry, 2021. "Mussa Puzzle Redux," CEPR Discussion Papers 16301, C.E.P.R. Discussion Papers.
• Taylor, Alan M. & Sufi, Amir, 2021. "Financial crises: A survey," CEPR Discussion Papers 16450, C.E.P.R. Discussion Papers.
  • Amir Sufi & Alan M. Taylor, 2021. "Financial crises: A survey," NBER Working Papers 29155, National Bureau of Economic Research, Inc.
• Klemperer, Paul & Bulow, Jeremy, 2021. "Misdiagnosing Bank Capital Problems," CEPR Discussion Papers 16680, C.E.P.R. Discussion Papers.
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• DeFusco, Anthony A. & Tang, Huan & Yannelis, Constantine, 2022. "Measuring the welfare cost of asymmetric information in consumer credit markets," Journal of Financial Economics, Elsevier, vol. 146(3), pages 821-840.
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• Kun Li & Xin (Kelly) Liu & Shang-Jin Wei, 2021. "Is Stock Index Membership for Sale?," NBER Working Papers 29365, National Bureau of Economic Research, Inc.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
• Keller, Wolfgang & Shiue, Carol, 2021. "The Economic Consequences of the Opium War," CEPR Discussion Papers 16242, C.E.P.R. Discussion Papers.
  • Wolfgang Keller & Carol H. Shiue, 2021. "The Economic Consequences of the Opium War," NBER Working Papers 29404, National Bureau of Economic Research, Inc.
• Emanuele Citera, 2021. "Stock Returns, Market Trends, and Information Theory: A Statistical Equilibrium Approach," Working Papers 2116, New School for Social Research, Department of Economics.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021. "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, vol. 10(1), pages 65-81, April.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021. "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, vol. 10(3), pages 329-381, August.
• Burkhard Raunig, 2021. "Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)," Working Papers 234, Oesterreichische Nationalbank (Austrian Central Bank).
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks," Discussion Papers in Economics and Business 21-23, Osaka University, Graduate School of Economics.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business 21-24, Osaka University, Graduate School of Economics, revised Dec 2021.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business 21-24-Rev., Osaka University, Graduate School of Economics, revised Dec 2021.
• Torben Andersen & Ilya Archakov & Leon Grund & Nikolaus Hautsch & Yifan Li & Sergey Nasekin & Ingmar Nolte & Manh Cuong Pham & Stephen Taylor & Viktor Todorov, 2021. "A Descriptive Study of High-Frequency Trade and Quote Option Data [Stealth Trading in Options Markets]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 128-177.
• Joel Hasbrouck, 2021. "Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, vol. 19(3), pages 395-430.
• Peter N Dixon, 2021. "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency? [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 122-168.
• Ilan Cooper & Liang Ma & Paulo Maio & Dennis Philip, 2021. "Multifactor Models and Their Consistency with the APT [Eigenvalue ratio test for the number of factors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 402-444.
• Mehran Azimi & Anup Agrawal, 2021. "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning [Cash holdings and credit risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 762-805.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021. "Are Monthly Market Returns Predictable? [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 806-836.
• Michael J Cooper & Michael Halling & Wenhao Yang, 2021. "The Persistence of Fee Dispersion among Mutual Funds [The emerging landscape of retail e-commerce]," Review of Finance, European Finance Association, vol. 25(2), pages 365-402.
• Andrew Bird & Stephen A Karolyi & Thomas G Ruchti & Phong Truong, 2021. "More is Less: Publicizing Information and Market Feedback [Illiquidity and stock returns: cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 25(3), pages 745-775.
• Ricardo J Caballero & Alp Simsek, 2021. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
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• Jinghan Cai & Jibao He & Wenxi Jiang & Wei Xiong, 2021. "The Whack-a-Mole Game: Tobin Taxes and Trading Frenzy [Range-based estimation of stochastic volatility models]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5723-5755.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021. "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1907-1951.
• Simon C Smith & Allan Timmermann & Stijn Van Nieuwerburgh, 2021. "Break Risk [Maximum likelihood estimation of the equity premium]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 2045-2100.
• Amber Anand & Chotibhak Jotikasthira & Kumar Venkataraman, 2021. "Mutual Fund Trading Style and Bond Market Fragility," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2993-3044.
• Amber Anand & Mehrdad Samadi & Jonathan Sokobin & Kumar Venkataraman, 2021. "Institutional Order Handling and Broker-Affiliated Trading Venues [Performance of institutional trading desks: An analysis of persistence in trading costs]," The Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3364-3402.
• Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
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  • Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
  • Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
• Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021. "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 426-428, August.
• Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021. "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 691-696, August.
• Silvia Ghiță-Mitrescu, 2021. "Trends of the Energy Market Reflection on the Capital Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1023-1030, December.
• Meneses Cerón, Luis Ángel & Carabalí Mosquera, Jaime Andrés & Pérez Pacheco, Camilo Andrés, 2021. "La relación entre el gobierno corporativo y la valoración, apalancamiento y desempeño financiero en Colombia || The relationship between corporate governance, valuation, leverage and financial perform," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 324-340, December.
• Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
• Michal Bernardelli & Zbigniew Korzeb & Pawel Niedziolka, 2021. "The banking sector as the absorber of the COVID-19 crisis’ economic consequences: perception of WSE investors," Oeconomia Copernicana, Institute of Economic Research, vol. 12(2), pages 335-374, June.
• Muhammad Jamil & Hifsa Mobeen, 2021. "Mechanism of Volatility Spillover Between Stock, Currency, and Commodity Markets of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 60(1), pages 49-64.
• Mendiela, Pauline, 2021. "Information security breaches and financial market reaction: the French case," MPRA Paper 105029, University Library of Munich, Germany.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 74(C).
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• Sapre, Nikhil, 2021. "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper 106668, University Library of Munich, Germany.
• K M, Siby, 2021. "A Study on Consumer Perception of Digital Payment Methods in times of Covid Pandemic," MPRA Paper 107002, University Library of Munich, Germany.
• Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
• Jung, Seungho & Lee, Jongmin & Lee, Seohyun, 2021. "The impact of geopolitical risk on stock returns: Evidence from inter-Korea geopolitics," MPRA Paper 108006, University Library of Munich, Germany.
• Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021. "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper 109231, University Library of Munich, Germany.
• Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
• Atoi, Ngozi Victor & Nwambeke, Chinedu G., 2021. "Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach," MPRA Paper 109305, University Library of Munich, Germany.
• Manda, Vijaya Kittu & Sana, Alekhya, 2021. "Impact Of Mental Health And Well-Being Of Indian Stock Market Traders," MPRA Paper 109941, University Library of Munich, Germany.
• Stefano Bosi & Thai Ha‐Huy & Cao‐Tung Pham & Ngoc‐Sang Pham, 2022. "Ascendant altruism and asset price bubbles," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 532-551, December.
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• Chiad, Faycal & Hadj Sahraoui, Hamoudi, 2021. "What Drives Stock Market Development in Arab Countries?," MPRA Paper 112035, University Library of Munich, Germany, revised 2021.
• Nanaeva, Zhamal & Aysan, Ahmet Faruk, 2021. "Fintech As a Financial Disruptor: The Bibliometric Analysis," MPRA Paper 115535, University Library of Munich, Germany.
• Javaid, Shahid Hussain, 2021. "Non-interest Income and Profitability: A Case of Pakistani Banks," MPRA Paper 117425, University Library of Munich, Germany, revised 2022.
• Víctor A. Beker, 2020. "How to prevent a new global financial crisis," Asociación Argentina de Economía Política: Working Papers 4309, Asociación Argentina de Economía Política.
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• 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).
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• Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021. "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers 202147, University of Pretoria, Department of Economics.
• Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021. "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers 202152, University of Pretoria, Department of Economics.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023. "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., vol. 23(2), pages 228-244, June.
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• Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
• Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
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• Małgorzata Jabłońska & Joanna Fila, 2021. "Conditions for Development of Entrepreneurship in Regions of Visegrad Group Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(4), pages 470-488.
• Anca Ioana TROTO (IACOB), 2021. "Study On The Structure Of Financial Markets In The European Union And The Evolution Of Emerging Stock Markets," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 20(3), pages 85-92.
• Philipp Meinen & Ana Cristina Soares, 2022. "Markups and Financial Shocks," The Economic Journal, Royal Economic Society, vol. 132(647), pages 2471-2499.
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  • Ana Cristina Soares & Philipp Meinen, 2021. "Markups and Financial Shocks," Working Papers w202122, Banco de Portugal, Economics and Research Department.
• Kanis Saengchote, 2021. "Decentralized Lending and Its Users: Insights from Compound," PIER Discussion Papers 162, Puey Ungphakorn Institute for Economic Research.
• Nicholas Garvin & David W Hughes & José-Luis Peydró, 2021. "The Role of Collateral in Borrowing," RBA Research Discussion Papers rdp2021-01, Reserve Bank of Australia.
• 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," Bank of Lithuania Working Paper Series 98, Bank of Lithuania.
  • 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, 2022. "Financial Development, Reforms and Growth," Discussion Paper Series 2022_07, Department of Economics, University of Macedonia, revised Sep 2022.
• Mehar, Muhammad Ayub, 2021. "COVID-19, Digital Transactions, and Economic Activities: Puzzling Nexus of Wealth Enhancement, Trade, and Financial Technology," ADBI Working Papers 1294, Asian Development Bank Institute.
• Bayar, Yilmaz & Sakar, Emre, 2021. "Impact of Domestic Public Borrowing on Financial Development: Evidence from EU Transition Economies," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 28(1), pages 18-42, June.
• YOLOĞLU, Zehra, 2021. "Measuring Financial Performance with Ratio Analysis: An Empirical Practice on Firms Operating in the Technology Sector," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(2), pages 27-53, December.
• Senol, Zekai, 2021. "Volatility Spillover between the Stock Market, Exchange Rates, Interest Rates and CDS Premiums: Evidence from Turkey (Borsa Endeksi, Döviz Kuru, Faiz Oranları ve CDS Primleri Arasındaki Oynaklık Yayıl," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(1), pages 111-126, January.
• Erdogan, Hilal H., 2021. "Beta Herding in the Covid-19 Era: Evidence from Borsa Istanbul," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(2), pages 359-368, April.
• Polat, Mehmet Ali & Fendoglu, Eda, 2021. "Effects of The Construction Sector on Economic Growth and Financial Markets: The Case of Turkey (İnşaat Sektörünün Ekonomik Büyüme ve Finansal Piyasalar Üzerindeki Etkileri: Türkiye Örneği)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(3), pages 575-598, July.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023. "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
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• Hatemi-J, Abdulnasser & Taha, Viyan, 2021. "Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(4), pages 537-546.
• Mokni, Khaled & Nakhli, Mohamed Sahbi & Mnari, Othman & Bougatef, Khemaies, 2021. "Symmetric and Asymmetric Causal Relationship between Oil Prices and G7 Stock Markets: A Bootstrap Rolling-Window Granger Causality Test," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 36(4), pages 718-744.
• Paisley, Matt & Packard, Will & Baghdadi, Samer & Rhodes, Chris, 2021. "Operational Resilience:Industry Benchmarking," Journal of Financial Transformation, Capco Institute, vol. 53, pages 18-23.
• Javaheri, Bakhtiar & Ahmadzadeh, Khaled & Shahveisi, Homeyra, 2021. "Investigating the Effect of Institution Quality on Financial Development in Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(4), pages 251-270, February.
• Rezaei, Sadeq & Mehrara, Mohsen, 2021. "Dynamics of Symmetric Informed Trading and Order Flow Shock at Tehran Exchange Stock: A Hidden Markov Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(1), pages 25-54, June.
• Onour , Ibrahim A., 2021. "Modeling and assessing systematic risk in stock markets in major oil exporting countries," Economic Consultant, Scientific and Educational Initiative LLC, vol. 35(3), pages 18-29.
• Hsiang-Hsi Liu & Yu-Cheng Lin, 2021. "Relationships among US S&P500 Stock Index, its Futures and NASDAQ Index Futures with Volatility Spillover and Jump Diffusion: Modeling and Hedging Performance," Bulletin of Applied Economics, Risk Market Journals, vol. 8(1), pages 121-148.
• Marianna Brunetti & Roberta De Luca, 2023. "Pairs trading in the index options market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 145-173, March.
  • Marianna Brunetti & Roberta De Luca, 2021. "Pairs Trading In The Index Options Market," CEIS Research Paper 512, Tor Vergata University, CEIS, revised 02 Sep 2021.
• Tanweer Akram, 2021. "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, vol. 66(2), pages 323-339, October.
• Suranjana Joarder & Diganta Mukherjee, 2021. "The Lead–Lag Relationship Between Futures and Spot Price—A Case of the Oil and Oilseed Contracts Traded on Indian Exchange," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 7-33, June.
• Lee A. Smales, 2021. "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 523-547, August.
• Shesadri Banerjee & Jayanthi K. Anand & Shashanka Bhide, 2021. "Estimation of Macro-financial Linkages for the Indian Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(1), pages 7-47, April.
• Lan Khanh Chu, 2021. "Financial Access of Latin America and Caribbean Firms: What Are the Roles of Institutional, Financial, and Economic Development?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 227-263, December.
• 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, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• 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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• Jiang, Jinglin & Liao, Li & Lu, Xi & Wang, Zhengwei & Xiang, Hongyu, 2021. "Deciphering big data in consumer credit evaluation," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 28-45.
• Gao, Xin & Xu, Weidong & Li, Donghui & Xing, Lu, 2021. "Media coverage and investment efficiency," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 270-293.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021. "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 365-391.
• Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021. "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 1-22.
• Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021. "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 207-223.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
• Kocaarslan, Baris & Soytas, Ugur, 2021. "Reserve currency and the volatility of clean energy stocks: The role of uncertainty," Energy Economics, Elsevier, vol. 104(C).
• 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.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021. "Hedging stocks with oil," Energy Economics, Elsevier, vol. 93(C).
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021. "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, vol. 95(C).
• Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021. "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, vol. 96(C).
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021. "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, vol. 97(C).
• Urom, Christian & Mzoughi, Hela & Abid, Ilyes & Brahim, Mariem, 2021. "Green markets integration in different time scales: A regional analysis," Energy Economics, Elsevier, vol. 98(C).
• Smales, L.A., 2021. "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 73(C).
• Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 74(C).
  • Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper 105353, University Library of Munich, Germany.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021. "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, vol. 74(C).
• Siddique, Md Abubakar & Akhtaruzzaman, Md & Rashid, Afzalur & Hammami, Helmi, 2021. "Carbon disclosure, carbon performance and financial performance: International evidence," International Review of Financial Analysis, Elsevier, vol. 75(C).
  • Md Abubakar Siddique & Md Akhtaruzzaman & Afzalur Rashid & Helmi Hammami, 2021. "Carbon disclosure, carbon performance and financial performance: International evidence," Post-Print hal-03329120, HAL.
• Au Yong, Hue Hwa & Laing, Elaine, 2021. "Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Goodell, John & Li, Mingsheng & Liu, Desheng, 2021. "Price informativeness and state-owned enterprises: Considering their heterogeneity," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Liu, Cai & Varotto, Simone, 2021. "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021. "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, vol. 77(C).
• Wahidin, Deni & Akimov, Alexandr & Roca, Eduardo, 2021. "The impact of bond market development on economic growth before and after the global financial crisis: Evidence from developed and developing countries," International Review of Financial Analysis, Elsevier, vol. 77(C).
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019. "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers 2019-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Bajzik, Josef, 2021. "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Josef Bajzik, 2020. "Trading Volume and Stock Returns: A Meta-Analysis," Working Papers IES 2020/45, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2020.
• Su, Fei & Feng, Xu & Tang, Songlian, 2021. "Do site visits mitigate corporate fraudulence? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
• Smith, Simon C., 2021. "International stock return predictability," International Review of Financial Analysis, Elsevier, vol. 78(C).

2020

• Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 44-76, December.
• Muhammad Hanif & Kiran Zafar, 2020. "Developments in Islamic Finance Literature: Evidence from Specialized Journals التطورات في أدبيات التمويل الإسلامي: أدلة من دوريات متخصصة," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(2), pages 3-23, July.
• Albert S. Kyle & Anna A. Obizhaeva, 2020. "Adverse Selection and Liquidity: From Theory to Practice," Working Papers w0268, New Economic School (NES).
• Güven Sevil & Tutku Ünkaracalar, 2020. "An Assessment of The Relationship Between CDS Spreads And Portfolio Investments: Turkey Case," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(113), pages 285-300, April.
• Haşmet Sarıgül, 2020. "A Research on the Relationship Between Sovereign Credit Default Swap Premiums and Stock Indexes in Emerging Financial Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 103-128, October.
• Esengül Salihoglu, 2020. "Determinants of Profitability Performances of Commercial Banks in Turkey after the Global Crisis Period," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 211-240, October.
• Mehmet Emin Yıldız & Naci Yılmaz, 2020. "Comparing Performances of the Portfolios Created According to the Net Working Capital Approach: Example of Istanbul Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 241-262, October.
• Serdar Ögel & Halil İbrahim Gökgöz, 2020. "Analysis of the Relation of Bist 100 and Participation Index With Interest and Exchange Rates," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 35(114), pages 353-374, October.
• Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 44-76, December.
  • Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(4), pages 44-76, December.
• ÇağatayORÇUN, 2020. "İnternet Tabanlı Yatırımcı İlişkileri Analizi: Borsa İstanbul Ulaştırma Sektöründe Bir İnceleme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(1), pages 128-139.
• Melih Özçalık & Sevinç Güler Özçalık, 2020. "Turizm Endeksinde Döviz Kuru Etkisi: BIST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(2), pages 374-388.
• Umut Uyar & Gözde Sarak, 2020. "Finansal Oranlar ile Firma Değeri İlişkisinin Borsa İstanbul ve Londra Borsası İmalat Sanayi Sektörlerinde Karşılaştırılması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(3), pages 537-560.
• Türker Şimşek & Oktay Özkan, 2020. "The Time-Varying Impact of Covid-19 on Stock Returns: Evidence on Developed Countries from a Bootstrap Rolling Window Causality Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(SI), pages 1-12.
• Suzanne K. Hayes & Bree L. Dority & Sarah J. Borchers, 2020. "Equity Crowdfunding Success: An Examination Of Title Ii Offerings," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 25, pages 9-25, June.
• Ngoc Bao Vuong & Yoshihisa Suzuki, 2020. "Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(2), pages 157-175, June.
• Dumitru BELDIMAN & Alia Gabriela DUȚĂ, 2020. "Possibilities to Quantify the Impact of Accessing Structural Funds and Cohesion Using Econometric Models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 21-33, November.
• Ionela BUTU & Petre BREZEANU, 2020. "Fighting VAT Fraud through Administrative Tools in the European Union," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 90-101, November.
• Kreitmeir, David & Lane, Nathaniel & Raschky, Paul A, 2020. "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SocArXiv aw7sq, Center for Open Science.
  • David Kreitmeir & Nathan Lane & Paul A. Raschky, 2022. "The Value of Names – Civil Society, Information, and Governing Multinationals on the Global Periphery," CSAE Working Paper Series 2022-06, Centre for the Study of African Economies, University of Oxford.
  • David Kreitmeir & Nathan Lane & Paul A. Raschky, 2020. "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SoDa Laboratories Working Paper Series 2020-10, Monash University, SoDa Laboratories.
• Adam Czelleng, 2020. "Market liquidity and funding liquidity: Empirical analysis of liquidity flows using VAR framework," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 70(4), pages 513-530, December.
• Levent Bulut & Islam Rizvanoghlu, 2020. "Is gold a safe haven? The international evidence revisited," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 70(4), pages 531-549, December.
• 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).
  • 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.
  • 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.
• Amir Rafique & Muhammad Umer Quddoos & Irfan Khadim & Muhammad Tariq, 2020. "Financial and Operating Performance of Initial Public Offerings in Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 2(1), pages 35-42, June.
• Gianluca Cassese, 2021. "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.
  • Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
• Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
  • Victor Olkhov, 2020. "Volatility Depends on Market Trades and Macro Theory," Papers 2008.07907, arXiv.org, revised Jun 2024.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  • Simon Trimborn & Wolfgang Karl Hardle, 2020. "CRIX an index for cryptocurrencies," Papers 2009.09782, arXiv.org.
• Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2021. "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.
  • Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2020. "Preventing crash in stock market: The role of economic policy uncertainty during COVID-19," Papers 2010.01043, arXiv.org, revised Aug 2021.
• Jannatul Ferdaous & Senjuti Barua, 2020. "Firm-Specific Factors and Stock Returns: Evidence from Selected Private Commercial Banks Listed on the Dhaka Stock Exchange," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1259-1268, November.
• Fu Qiao & Yan Yan, 2020. "A Demand-Oriented Industry-Specific Volatility Spillover Network Analysis of China’s Stock Market around the Outbreak of COVID-19," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1321-1341, November.
• 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.
• Christian Peitz & Yuanhua Feng & Bernard M. Gilroy & Nico Stoeckmann, 2020. "The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(4), pages 427-438, April.
• 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.
• Young Sik Kim & Keun Jae Park, 2020. "R&D Spending and Stock Returns: Evidence from South Korea," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(7), pages 744-757, July.
• 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.
• Chew Xin-Er & Ng Sin Huei & Ong Tze San & Teh Boon Heng, 2020. "Underpinning Theories of IPO Underpricing: Evidence from Malaysia," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 10(10), pages 560-573, October.
• Fatma Doğruel & Ali Suut Doğruel, 2020. "Regional Wage, Productivity Differences and Location Choice of Manufacturing Sector in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 6(1), pages 1-16.
• Cem Başlevent, 2020. "The Changing Household Structure in Turkey: How are the Single-person Households Doing?," Yildiz Social Science Review, Yildiz Technical University, vol. 6(1), pages 17-31.
• Harun Kalmaç & Emine Tahsin, 2020. "Relationship Between Growth and Education in the Context of Middle-Income Trap: Cases of Turkey, Brazil, and Mexico," Yildiz Social Science Review, Yildiz Technical University, vol. 6(1), pages 33-60.
• Zehra Bozbay & Elif Taşkın, 2020. "The Effects of Consumer Personality, Brand Personality and Store Personality on Purchase Intention," Yildiz Social Science Review, Yildiz Technical University, vol. 6(1), pages 61-80.
• Uzay Çetin, 2020. "Complex Systems and Data Science," Yildiz Social Science Review, Yildiz Technical University, vol. 6(2), pages 119-130.
• Hasan Tatlıpınar, 2020. "Examination of Nonlinear Dynamic Systems and Complexity Science," Yildiz Social Science Review, Yildiz Technical University, vol. 6(2), pages 81-97.
• Semanur Soyyiğit & Ercan Eren, 2020. "Covid-19 and Digitalization: Network Analysis On Industrial Robots Trade Among The Bri Countries," Yildiz Social Science Review, Yildiz Technical University, vol. 6(2), pages 99-118.
• Michel Dacorogna, 2020. "High Frequency Trading, a Boon or a Threat?," BANCARIA, Bancaria Editrice, vol. 1, pages 89-96, January.
• David Beers & Elliot Jones & John Walsh, 2020. "BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources," Technical Reports 117, Bank of Canada.
• Davoodalhosseini, Seyed Mohammadreza, 2022. "Optimal taxation in asset markets with adverse selection," European Economic Review, Elsevier, vol. 147(C).
  • Seyed Mohammadreza Davoodalhosseini, 2020. "Optimal Taxation in Asset Markets with Adverse Selection," Staff Working Papers 20-11, Bank of Canada.
• Rodney J. Garratt & Maarten R. C. van Oordt, 2023. "Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies," Management Science, INFORMS, vol. 69(11), pages 6482-6507, November.
  • 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 Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021. "Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
  • 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.
• Vuslat US, 2020. "A Panel VAR Approach on Analyzing Non-Performing Loans in the Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 14(1), pages 1-38.
• Irma Alonso, 2020. "El impacto de las medidas no convencionales de política monetaria sobre las percepciones de eventos extremos en situaciones de crisis," Boletín Económico, Banco de España, issue 4/2020.
• Irma Alonso, 2020. "The impact of unconventional monetary policies on perceptions of extreme events at times of crisis," Economic Bulletin, Banco de España, issue 4/2020.
• Gambacorta, Leonardo & Frost, Jon & 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, 2024. "Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets," Review of Finance, European Finance Association, vol. 28(1), pages 163-201.
  • 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 V. Mercado, 2023. "Bilateral capital flows: Gravity, push and pull," International Finance, Wiley Blackwell, vol. 26(1), pages 36-63, April.
  • 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.
  • Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers tep0818, Trinity College Dublin, Department of Economics.
  • Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Working Papers wp34, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Gambacorta, Leonardo & Frost, Jon & 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.
• Andrey Zotov, 2020. "Problems of functioning of banks in the context of the financial crisis," Russian Journal of Money and Finance, Bank of Russia, vol. 1(3), pages 20-24.
• 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.
  • Tibor Szendrei & Katalin Varga, 2017. "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers 2017/9, Magyar Nemzeti Bank (Central Bank of Hungary).
• 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.
  • Giglio, Stefano & Feng, Guanhao & 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.
• Avdoulas Christos & Bekiros Stelios & Lucey Brian, 2020. "The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-23, September.
• 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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• 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.
• 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 ÄŒižo & 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 ÄŒižo & 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.
  • 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 & 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.
  • 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 A 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.
• Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
  • 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.
• Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021. "Trade policy uncertainty and stock returns," Journal of International Money and Finance, Elsevier, vol. 119(C).
  • 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.
  • Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0834, 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.
• Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023. "Macro-financial spillovers," Journal of International Money and Finance, Elsevier, vol. 133(C).
  • John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2023. "Commodity futures return predictability and intertemporal asset pricing," Journal of Commodity Markets, Elsevier, vol. 31(C).
  • John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020. "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers 202011, Geary Institute, University College Dublin.
  • John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2023. "Commodity futures return predictability and intertemporal asset pricing," Post-Print hal-04192933, HAL.
• Dominique Pépin & Stephen Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Post-Print hal-04648224, HAL.
  • 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.
• 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.
  • 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.
• 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.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Savva, Christos S., 2020. "Weekly dynamic conditional correlations among cryptocurrencies and traditional assets," Working Papers 2072/417680, Universitat Rovira i Virgili, Department of Economics.
• 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.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
  • Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
  • Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
  • Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
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• KEVSER, Mustafa & DOGAN, Mesut, 2020. "The Analysis Of Relationship Between Participation-30 Index In Turkey And Commodity Markets, National And International Indexes," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(2), pages 37-48, June.
• DRAGHIA, Andreea & STEFONI, Sorina Emanuela, 2020. "A Financial Systemic Stress Index For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(3), pages 41-50, September.
• YANG, Tzu-Yi, 2020. "The Correlation Between Economic Indicators And Taiwan Stock Market €“ A Case Study Of Leading And Lagging Indicators," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(4), pages 41-59, December.
• 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.
• Weychert Ewa, 2020. "Financial development and income inequality," Central European Economic Journal, Sciendo, vol. 7(54), pages 84-100, January.
• 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.
• Marcinkowska Elżbieta, 2020. "Blockchain effect on the New Connect Stock Exchange," Journal of Economics and Management, Sciendo, vol. 40(2), pages 52-73, June.
• Janusz Gajda & Rafał Walasek, 2020. "Fractional differentiation and its use in machine learning," Working Papers 2020-32, Faculty of Economic Sciences, University of Warsaw.
• 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).
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• 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, Mutascu Publishing, vol. 10(2), pages 97-121, December.
• Seyed Mohammadreza Davoodalhosseini, 2020. "Adverse Selection With Heterogeneously Informed Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1307-1358, August.
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• 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.
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• Iryna Kaminska & Gabriele Zinna, 2020. "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.
  • Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
• 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.
  • 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," 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.
• 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.
• 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..
• Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.
• Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020. "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers 20/09, Department of Economics, University of York.
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• Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Discussion Papers 46/2020, Deutsche Bundesbank.
• Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
  • Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
• Müller, Alexander & Paulick, Jan, 2020. ""The devil is in the details, but so is salvation": Different approachesin money market measurement," Discussion Papers 66/2020, Deutsche Bundesbank.
• Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  • Chen, Andrew Y. & Zimmermann, Tom, 2020. "Open source cross-sectional asset pricing," CFR Working Papers 20-04, University of Cologne, Centre for Financial Research (CFR).
  • Andrew Y. Chen & Tom Zimmermann, 2021. "Open Source Cross-Sectional Asset Pricing," Finance and Economics Discussion Series 2021-037, Board of Governors of the Federal Reserve System (U.S.).
• Mirjalili, Seyed Hossein & Baan, Hassan & Soroosh, Abouzar & Botshekan, Mohammad Hashem, 2020. "Islamic Social Banking Platform (Case of Resalat Islamic Bank)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15(1), pages 35-54.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
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• Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
  • 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.
  • 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).
• Schnabl, Gunther & Sonnenberg, Nils, 2020. "Monetary policy, financial regulation and financial stability: A comparison between the Fed and the ECB," Working Papers 166, University of Leipzig, Faculty of Economics and Management Science.
• Graeme G. Acheson & Gareth Campbell & Áine Gallagher & John D. Turner, 2021. "Independent women: investing in British railways, 1870–1922," Economic History Review, Economic History Society, vol. 74(2), pages 471-495, May.
  • Acheson, Graeme & Campbell, Gareth & Gallagher, Aine & Turner, John D., 2020. "Independent Women: Investing in British Railways, 1870-1922," QBS Working Paper Series 2020/02, Queen's University Belfast, Queen's Business School.
• T. Flavin & M.Dongey & L. Sheenan, 2020. "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series n307-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  • Dungey, Mardi H. & Flavin, Thomas & Sheenan, Lisa, 2020. "Banks and Sovereigns: Did Adversity Bring Them Closer?," QBS Working Paper Series 2020/05, Queen's University Belfast, Queen's Business School.
• William Quinn & John D. Turner, 2023. "Bubbles in history," Business History, Taylor & Francis Journals, vol. 65(4), pages 636-655, May.
  • Quinn, William & Turner, John D., 2020. "Bubbles in history," QUCEH Working Paper Series 2020-07, Queen's University Belfast, Queen's University Centre for Economic History.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2022. "Do designated market makers provide liquidity during a flash crash?," SAFE Working Paper Series 270, Leibniz Institute for Financial Research SAFE, revised 2022.
• Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
  • Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020. "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series 288, Leibniz Institute for Financial Research SAFE.
• Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020. "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series 291, Leibniz Institute for Financial Research SAFE.
• Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
  • Fricke, Daniel & Wilke, Hannes, 2020. "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224511, Verein für Socialpolitik / German Economic Association.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023. "The multifaceted impact of US trade policy on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 388-406, April.
  • Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020. "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.
  • Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.

2019

• Jerzy Marcinkowski, 2019. "Dynamics of the Financial Markets and the Wealth Concentration," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 323-332, Springer.
• Yangyang Chen & Rui Ge & Henock Louis & Leon Zolotoy, 2019. "Stock liquidity and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 24(1), pages 309-340, March.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019. "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(4), pages 443-473, October.
  • Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019. "Liquidity in the German stock market," CFR Working Papers 19-02, University of Cologne, Centre for Financial Research (CFR).
• Smile Dube, 2019. "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-7.
• Feriel Gharbi, 2019. "Time-varying volatility spillovers among bitcoin and commodity currencies," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-2.
• Guagliano, Claudia & Mazzacurati, Julien & Kenny, Oisin & Braunsteffer, Achim, 2019. "Use of credit default swaps by UCITS funds: evidence from EU regulatory data," ESRB Working Paper Series 95, European Systemic Risk Board.
• Luca Agnello & Vitor Castro & Ricardo Sousa, 2019. "The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases," Working Papers 34, European Stability Mechanism.
• Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019. "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, vol. 183(C), pages 520-545.
  • Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
• Araujo, Aloisio & Gama, Juan Pablo & Pascoa, Mario Rui, 2019. "Crashing of efficient stochastic bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 136-143.
  • Aloisio Araujo & Juan Pablo Gama & Mario R. Pascoa, 2019. "Crashing of Efficient Stochastic Bubbles," School of Economics Discussion Papers 0819, School of Economics, University of Surrey.
• Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019. "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
  • Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017. "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP) dp-619, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019. "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
  • Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020. "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  • Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Abdullah Kazdal & Halil Ibrahim Korkmaz & Muhammed Hasan Yilmaz, 2019. "Composing High-Frequency Financial Conditions Index and Implications for Economic Activity," Working Papers 1926, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Halil Ibrahim Aydin & Ozgur Ozel, 2019. "Term Premium in Turkish Lira Interest Rates," Working Papers 1933, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Nevin Cavusoglu & Michael D. Goldberg & Joshua Stillwagon, 2019. "New Evidence on the Portfolio Balance Approach to Currency Returns," Working Papers Series 89, Institute for New Economic Thinking.
• Tanweer Akram & Anupam Das, 2019. "The Long-Run Determinants of Indian Government Bond Yields," Asian Development Review, MIT Press, vol. 36(1), pages 168-205, March.
• Mustafa Ozturk & Yavuz Agan, 2017. "Determinants of Industrial Production in Turkey," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(2), pages 1-16.
• 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.
• Nicholas BURGESS, 2019. "Convexity Adjustments Made Easy: An Overview of Convexity Adjustment Methodologies in Interest Rate Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(2), pages 41-83.
• Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021. "Trade policy uncertainty and stock returns," Journal of International Money and Finance, Elsevier, vol. 119(C).
  • 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.
  • Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0834, 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.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
  • 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.
• Chenglu Jin & Thomas Conlon & John Cotter, 2023. "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1483-1518.
  • Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
  • Chenglu Jin & Thomas Conlon & John Cotter, 2022. "Co-skewness across Return Horizons," Working Papers 202210, Geary Institute, University College Dublin.
• 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, vol. 11(1), pages 8-18, April.
• Yassin Ibrahim Eltahir & Osama Azmi Sallam & Hussien Omer Osman & Fethi Klabi, 2019. "Volatility Interdependences In The Saudi Stocks Market," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(1), pages 81-88, April.
• Leli Sumarni, 2019. "Financial Development And Economic Growth In Indonesia: An Ardl-Bounds Testing Approach," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(1), pages 89-96, April.
• Syajarul Imna Mohd Amin & Aisyah Abdul-Rahman & Hawati Janor & Khairi Mohd Asri, 2019. "Financial development and performance of palm oil industry in Malaysia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 11(2), pages 135-151, October.
• 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, 2023. "Safe Asset Carry Trade," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(2), pages 223-265.
  • Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
• Eckhard Platen & Renata Rendek, 2019. "Dynamics of a Well-Diversified Equity Index," Research Paper Series 398, Quantitative Finance Research Centre, University of Technology, Sydney.
• F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019. "The Microstructure of Endogenous Liquidity Provision," Research Paper Series 402, Quantitative Finance Research Centre, University of Technology, Sydney.
• Gerhard Sorger, 2019. "Endogenous credit constraints: the role of informational non-uniqueness," Vienna Economics Papers 1903, University of Vienna, Department of Economics.
• Gerhard Sorger, 2019. "Endogenous credit constraints: the role of informational non-uniqueness," Vienna Economics Papers vie1903, University of Vienna, Department of Economics.
• STEFANOVA, St. Julia, 2019. "Prospects And Challenges Facing Frontier Stock Markets In The Western Balkans: Quo Vadis?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(2), pages 6-31, June.
• KIRKPINAR, Aysegul & ERER, Elif & ERER, Deniz, 2019. "Is There A Rational Bubble In Bist 100 And Sector Indices?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(3), pages 21-33, September.
• Sheilla Nyasha Corresponding author & Nicholas M. Odhiambo, 2019. "Do Financial Systems Spur Economic Growth in the USA? An Empirical Investigation," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(2), pages 165-185, March.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Do financial systems spur economic growth in the USA? An empirical investigation," Working Papers 18833, University of South Africa, Department of Economics.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2019. "Do Financial Systems Spur Economic Growth in the USA? An Empirical Investigation," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(2), pages 165-185.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Do financial systems spur economic growth in the USA? An empirical investigation," Working Papers 18833, University of South Africa, Department of Economics.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Sciendo, vol. 22(3), pages 145-162, September.
• Rydzewski Rafał, 2019. "Market-to-Book Ratio and Creative Industries– Example of Polish Video Games Developers," Economics and Culture, Sciendo, vol. 16(1), pages 137-147, June.
• Frydrych Sylwia, 2019. "The Rationale and Conditions for the Issuing of Polish Treasury Bonds on Foreign Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 15(1), pages 59-72, March.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 27(4), pages 71-94, December.
• Lambrev Dimitar, 2019. "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, vol. 65(3), pages 23-39, September.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics 19/15, University of Waikato.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics 19/16, University of Waikato.
• Grossman, Richard & Campbell, Gareth & Turner, John, 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," CEPR Discussion Papers 13717, C.E.P.R. Discussion Papers.
  • Gareth Campbell & Richard S.Grossman & John D. Turner, 2019. "Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929," Wesleyan Economics Working Papers 2019-003, Wesleyan University, Department of Economics.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," QBS Working Paper Series 2019/07, Queen's University Belfast, Queen's Business School.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the cult of equity: New monthly indices of the British share market, 1829-1929," QUCEH Working Paper Series 2019-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Amat Adarov & Richard Grieveson & Mario Holzner & Olga Pindyuk & Hermine Vidovic, 2019. "Unsecured Lending in Central and Southeast Europe," wiiw Market Report 1, The Vienna Institute for International Economic Studies, wiiw.
• Maarten van Oordt & Chen Zhou, 2019. "Systemic risk and bank business models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 365-384, April.
• Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
  • Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
• Olaf Korn & Paolo Krischak & Erik Theissen, 2019. "Illiquidity transmission from spot to futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1228-1249, October.
  • Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017. "Illiquidity transmission from spot to futures markets," CFR Working Papers 14-10, University of Cologne, Centre for Financial Research (CFR), revised 2017.
• Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2019. "Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1209-1235, August.
  • Janko Cizel & Jon Frost & Aerdt G. F. J. Houben & Peter Wierts, 2016. "Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures," IMF Working Papers 2016/094, International Monetary Fund.
• Milan Nedeljkovic & Christian Saborowski, 2019. "The Relative Effectiveness of Spot and Derivatives‐Based Intervention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1455-1490, September.
  • Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo.
• 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.
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Derivatives and Risk Management," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 1, pages 2-21, World Scientific Publishing Co. Pte. Ltd..
• 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..
• Choi Sangyup & Yoon Chansik, 2022. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 397-434, June.
  • Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," GRU Working Paper Series GRU_2019_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," Working papers 2019rwp-142, Yonsei University, Yonsei Economics Research Institute.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "The Rehabilitation of Glidepath Investing," Discussion Papers 19/17, Department of Economics, University of York.
• Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 151-165.
  • Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Discussion Papers 12/2019, Deutsche Bundesbank.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019. "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(4), pages 443-473, October.
  • Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019. "Liquidity in the German stock market," CFR Working Papers 19-02, University of Cologne, Centre for Financial Research (CFR).
• Greppmair, Stefan & Theissen, Erik, 2019. "Small is beautiful? How the introduction of mini futures contracts affects the regular contract," CFR Working Papers 19-06, University of Cologne, Centre for Financial Research (CFR).
• Cebiroglu, Gökhan & Hautsch, Nikolaus & Walsh, Christopher, 2019. "Revisiting the stealth trading hypothesis: Does time-varying liquidity explain the size-effect?," CFS Working Paper Series 625, Center for Financial Studies (CFS).
• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
  • Fratzscher, Marcel & Rieth, Malte, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(4), pages 745-775.
  • Rieth, Malte & Fratzscher, Marcel, 2014. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100277, Verein für Socialpolitik / German Economic Association.
  • Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," European Economy - Discussion Papers 009, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
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• Sitikantha Parida, 2019. "Impact of competition on fund disclosures and consumer search costs," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 18(2), pages 198-220, May.
• Ahmed Bouteska & Boutheina Regaieg, 2019. "Earnings forecast revisions and securities prices evolution in the Tunisian stock market," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 11(2), pages 165-187, June.
• Stavros Stavroyiannis & Vassilios Babalos, 2019. "Time-varying herding behavior within the Eurozone stock markets during crisis periods," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(2), pages 83-96, July.
• Fotini Economou, 2019. "Herding in frontier markets: evidence from the Balkan region," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 12(2), pages 119-135, August.
• Mariya Gubareva, 2019. "Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(1), pages 18-27, September.
• Matt Brigida & William R. Pratt, 2019. "High-frequency trading and the weekly natural gas storage report," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(4), pages 547-566, September.
• Panos Fousekis, 2019. "Crude oil price and implied volatility," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(2), pages 168-182, May.
• Giulio Palomba & Luca Riccetti, 2019. "Asset management with TEV and VaR constraints: the constrained efficient frontiers," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(4), pages 492-516, September.
• Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer, 2019. "Risk analysis of energy in Vietnam," Documentos de Trabajo del ICAE 2019-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J., 2019. "Risk Analysis of Energy in Vietnam," Econometric Institute Research Papers EI2019-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• N. Serap Vurur, 2019. "Does the Sustainability Index Make a Difference in Returns?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 9(3-4), pages 17-28.
• Agata Kliber & Katarzyna Wlosik, 2019. "Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(4), pages 324-341, August.
• 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.
  • Trebesch, Christoph & Schlegl, Matthias & Wright, Mark, 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," 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).
• 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, 2025. "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 381-421.
  • 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 125375, 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.
• Gilles de Truchis & Elena Ivona Dumitrescu, 2019. "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers 2019-14, University of Paris Nanterre, EconomiX.
  • Gilles de Truchis & Elena Ivona Dumitrescu, 2019. "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," Working Papers hal-04141871, HAL.
• Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019. "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers 2019-15, University of Paris Nanterre, EconomiX.
  • Gilles de Truchis & Florent Dubois & Elena Ivona Dumitrescu, 2019. "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," Working Papers hal-04141882, 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.
• Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2020. "Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  • Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2019. "Should We Worry about the Decline of the Public Corporation? A Brief Survey of the Economics and External Effects of the Stock Market," Working Paper Series 1298, Research Institute of Industrial Economics.
• Houlberg, Jacob Graubæk, 2019. "Cryptocurrencies: Applications, Complications and Solutions," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2019(1), pages 1-24.
• Wilhelmsson, Mats, 2022. "What is the impact of macroprudential regulations on the Swedish housing market?," Journal of Housing Economics, Elsevier, vol. 57(C).
  • Wilhelmsson, Mats, 2019. "What is the impact of macroprudential regulations on the Swedish housing market?," Working Paper Series 19/6, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• 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.
• Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited: The Role of Interactions," Working Papers 2019:4, Lund University, Department of Economics.
  • Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited:The Role of Interactions," Knut Wicksell Working Paper Series 2019/1, Lund University, Knut Wicksell Centre for Financial Studies.
• Aase, Knut K. & Bjerksund, Petter, 2019. "The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations," Discussion Papers 2019/7, Norwegian School of Economics, Department of Business and Management Science, revised 03 Feb 2021.
• Bjerksund, Petter & Schjelderup, Guttorm, 2019. "Does a Wealth Tax Discriminate against Domestic Investors?," Discussion Papers 2019/16, Norwegian School of Economics, Department of Business and Management Science.
• David Knezevic & Martin Nordström & Pär Österholm, 2021. "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(1), February.
  • Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
• Andrei Simonov & Vadim Zyamalov, 2019. "Long Run Return and Survival Factors of ICO," HSE Economic Journal, National Research University Higher School of Economics, vol. 23(4), pages 585-604.
• Ilia Kuchin & Gennady Baranovskii & Yury Dranev & Alexander Chulok, 2019. "Does Green Bonds Placement Create Value For Firms?," HSE Working papers WP BRP 101/STI/2019, National Research University Higher School of Economics.
• Konishi, Masaru & 小西, 大 & Yoshida, Takashi, 2019. "The Prewar Financial System and the Dynamics of Corporate Financing," Working Paper Series G-1-20, Hitotsubashi University Center for Financial Research.
• Lynda S. Livingston, 2019. "Skewness, Cryptocurrency, And Peer-Topeer Loans: An Asset Allocation Exercise For A Unique Student-Managed Fund," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 11(1), pages 29-50.
• Gregory Arburn & Laura Harper, 2019. "Derivatives Markets And Managed Money: Implications For Price Discovery," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(1), pages 53-61.
• Johannes M. Gerlach & Julia K. T. Lutz, 2019. "Evidence On Usage Behavior And Future Adoption Intention Of Fintechs And Digital Finance Solutions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(2), pages 83-105.
• Mario Aceves Mejia & Rufina Georgina Hernandez Contreras & Luis Alejandro Louvier Hernandez & Jose Francisco Tenorio Martinez & Cesar Daniel Nolasco Perez, 2019. "Impulse-Response Relationship Between Economic Growth And Sectorial Stock Market Dynamic, Mexico 1998-2018 Relacion Impulso-Respuesta Entre Crecimiento Economico Y Dinamica Bursatil Sectorial, Mexico ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 12(1), pages 21-40.
• Manzano, Osmel & Ruiz-Arranz, Marta & Rivera, Luis & Trejos, Alberto & Prat, Jordi & Rojas-Romagosa, Hugo & Guevara, Porfirio & Auguste, Sebastián & Linares, Jennifer & Abuelafia, Emmanuel & Lagarda, , 2019. "El futuro de Centroamérica: Retos para un desarrollo sostenible," IDB Publications (Books), Inter-American Development Bank, number 9705.
• Ahmad Jawad & Klein Christian, 2019. "Islamic Banking And Economic Growth: Applying The Conventional Hypothesis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(1), pages 1-26, February.
• Ahmad Jawad & Klein Christian, 2019. "Islamic Banking And Economic Growth: Applying The Conventional Hypothesis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(1), pages 37-62, February.
• Nashr Akbar & Abdul Wahid al Faizin, 2019. "Proving Al-Maqrizi’S Concept Of The Determinants Of Inflation: Cross Border Analysis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(4), pages 873-890, November.
• Nashr Akbar & Abdul Wahid al Faizin, 2019. "Proving Al-Maqrizi’S Concept Of The Determinants Of Inflation: Cross Border Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 5(4), pages 873-890.
• Ansari, Md Gyasuddin & Sensarma, Rudra, 2019. "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 130-151.
  • Md Gyasuddin Ansari & Rudra Sensarma, 2019. "US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?," Working papers 343, Indian Institute of Management Kozhikode.
• Imlak Shaikh, 2019. "Behaviors of Stocks and Fear Index from Terrorist Attacks: Empirical Evidence from SENSEX and NVIX," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 18(2), pages 195-219, September.

2018

• 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.
• Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018. "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, vol. 24(C), pages 137-144.
• 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.
• Auer, Benjamin R., 2018. "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, vol. 24(C), pages 289-290.
• Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018. "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, vol. 24(C), pages 42-48.
• Lee, Chia-Hao & Chou, Pei-I, 2018. "Financial openness and market liquidity in emerging markets," Finance Research Letters, Elsevier, vol. 25(C), pages 124-130.
• Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.
• Choi, Hae Mi, 2018. "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, vol. 25(C), pages 47-54.
• Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos, 2018. "Bid–ask spread and liquidity searching behaviour of informed investors in option markets," Finance Research Letters, Elsevier, vol. 25(C), pages 96-102.
• Mestel, Roland & Murg, Michael & Theissen, Erik, 2018. "Algorithmic trading and liquidity: Long term evidence from Austria," Finance Research Letters, Elsevier, vol. 26(C), pages 198-203.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, vol. 26(C), pages 32-39.
• Feng, Wenjun & Wang, Yiming & Zhang, Zhengjun, 2018. "Informed trading in the Bitcoin market," Finance Research Letters, Elsevier, vol. 26(C), pages 63-70.
• Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2018. "Datestamping the Bitcoin and Ethereum bubbles," Finance Research Letters, Elsevier, vol. 26(C), pages 81-88.
• Siikanen, Milla & Baltakys, Kęstutis & Kanniainen, Juho & Vatrapu, Ravi & Mukkamala, Raghava & Hussain, Abid, 2018. "Facebook drives behavior of passive households in stock markets," Finance Research Letters, Elsevier, vol. 27(C), pages 208-213.
• Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
• Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, vol. 27(C), pages 65-79.
• Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar, 2018. "The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach," Finance Research Letters, Elsevier, vol. 27(C), pages 91-98.
• Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018. "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, vol. 37(C), pages 1-16.
• Chung, Kee H. & Chuwonganant, Chairat, 2018. "Market volatility and stock returns: The role of liquidity providers," Journal of Financial Markets, Elsevier, vol. 37(C), pages 17-34.
• Ho, Hwai-Chung & Wang, Hsiao-Chuan, 2018. "Momentum lost and found in corporate bond returns," Journal of Financial Markets, Elsevier, vol. 38(C), pages 60-82.
• Benos, Evangelos & Žikeš, Filip, 2018. "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, vol. 39(C), pages 24-43.
• Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018. "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, vol. 40(C), pages 75-91.
• Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018. "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, vol. 41(C), pages 1-16.
• Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018. "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, vol. 41(C), pages 17-35.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018. "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
  • D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
  • Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
• Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Liquidity risk in sequential trading networks," Games and Economic Behavior, Elsevier, vol. 109(C), pages 565-581.
  • Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2016. "Liquidity Risk in Sequential Trading Networks," Working Paper Series 16-039, Harvard University, John F. Kennedy School of Government.
  • Kariv, Shachar & Kotowski, Maciej Henryk & Leister, C. Matthew, 2018. "Liquidity risk in sequential trading networks," Scholarly Articles 35165081, Harvard Kennedy School of Government.
• da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018. "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, vol. 35(C), pages 106-114.
• Oriol, Nathalie & Rufini, Alexandra & Torre, Dominique, 2018. "Fifty-shades of grey: Competition between dark and lit pools in stock exchanges," Information Economics and Policy, Elsevier, vol. 45(C), pages 68-85.
  • Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018. "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print halshs-01860709, HAL.
• Atanasova, Christina & Li, Mingxin, 2018. "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 117-138.
• Kanas, Angelos & Molyneux, Philip, 2018. "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 204-227.
• Alkan, Ulas & Guner, Biliana, 2018. "Preferences for lottery stocks at Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 211-223.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018. "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 1-16.
• Murphy, Austin, 2018. "Bond pricing in the biggest city bankruptcy in history: The effects of state emergency management laws on default risk," International Review of Law and Economics, Elsevier, vol. 54(C), pages 106-117.
• Chapman, Kimball, 2018. "Earnings notifications, investor attention, and the earnings announcement premium," Journal of Accounting and Economics, Elsevier, vol. 66(1), pages 222-243.
• Abad, David & Massot, Magdalena & Pascual, Roberto, 2018. "Evaluating VPIN as a trigger for single-stock circuit breakers," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 21-36.
• Bayar, Tumennasan & Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Leverty, Ty & Tehranian, Hassan, 2018. "An examination of the relation between strategic interaction among industry firms and firm performance," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 248-263.
• Baxamusa, Mufaddal & Jalal, Abu, 2018. "Industry networks and IPO waves," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 129-146.
• Maio, Paulo & Philip, Dennis, 2018. "Economic activity and momentum profits: Further evidence," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 466-482.
• Podstawski, Maximilian & Velinov, Anton, 2018. "The state dependent impact of bank exposure on sovereign risk," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 63-75.
  • Maximilian Podstawski & Anton Velinov, 2016. "The State Dependent Impact of Bank Exposure on Sovereign Risk," Discussion Papers of DIW Berlin 1550, DIW Berlin, German Institute for Economic Research.
• Du, Qianqian & Shen, Rui, 2018. "Peer performance and earnings management," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 125-137.
• Bertoni, Fabio & Lugo, Stefano, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 146-158.
  • Fabio Bertoni & Stefano Lugo, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print hal-02312138, HAL.
• Avramov, Doron & Kaplanski, Guy & Levy, Haim, 2018. "Talking Numbers: Technical versus fundamental investment recommendations," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 100-114.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018. "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 51-66.
• Choi, Hae Mi, 2018. "A tale of two uncertainties," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 81-99.
• Narayanan, Rajesh & Uzmanoglu, Cihan, 2018. "How do firms respond to empty creditor holdout in distressed exchanges?," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 251-266.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018. "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 315-336.
• ElFayoumi, Khalid, 2018. "The balance sheet effects of oil market shocks: An industry level analysis," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 112-127.
• Hain, Martin & Uhrig-Homburg, Marliese & Unger, Nils, 2018. "Risk factors and their associated risk premia: An empirical analysis of the crude oil market," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 44-63.
• Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur, 2018. "Is food financialized? Yes, but only when liquidity is abundant," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 82-96.
• Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf, 2018. "Managing renewable energy production risk," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 1-19.
• Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
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• 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.
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• Obregón, Carlos, 2018. "Beyond behavioral economics: who is the economic man," MPRA Paper 89653, University Library of Munich, Germany.
• Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper 89689, University Library of Munich, Germany.
• 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.
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  • Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
• Condorelli, Stefano, 2018. "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper 89888, University Library of Munich, Germany.
• Tumasyan, Hovik, 2018. "A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral," MPRA Paper 90806, University Library of Munich, Germany.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
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• Kore Marc Guei, 2019. "Does financial structure matter for economic growth: evidence from South Africa," Economics Bulletin, AccessEcon, vol. 39(3), pages 1941-1957.
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• Moradia, Abha & Mehta, Ashish C., 2018. "Analyzing gold returns: Indian perspective," MPRA Paper 92989, University Library of Munich, Germany.
• Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
  • Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
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• Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
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  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
• 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.
• Riza Demirer & Rangan Gupta, 2018. "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers 201811, University of Pretoria, Department of Economics.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019. "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, vol. 28(C), pages 398-411.
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• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
• Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020. "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, vol. 68(C).
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• Goodness Aye, 2018. "Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach," Working Papers 201827, University of Pretoria, Department of Economics.
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  • Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
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  • 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.
• Akhona Myataza & Rangan Gupta, 2018. "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers 201878, University of Pretoria, Department of Economics.
• Dušan Staniek, 2018. "The Expectations Hypothesis in the Theory and Practice of Current Interest Rate Instruments [Hypotéza očekávání v teorii a praxi současných úrokových instrumentů]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(2), pages 61-79.
• Jan Bastin, 2018. "Risk-Based Investing in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 55-72.
• Sinem Guler Kangalli Uyar & Umut Uyar, 2018. "Quantile Parameter Heterogeneity in the Finance-Growth Relation: The Case of OECD Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 92-112.
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• Ayhan KAPUSUZOGLU & Nildag Basak CEYLAN, 2018. "Multidimensional Scaling For Credit Default Swap (Cds): Evidence From Oecd Countries," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 17(3), pages 3-8.
• Anthony Brassil & Gabriela Nodari, 2018. "A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market," RBA Research Discussion Papers rdp2018-01, Reserve Bank of Australia.
• Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
• Mark Wright, 2018. "The Seniority Structure of Sovereign Debt," 2018 Meeting Papers 928, Society for Economic Dynamics.
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• 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.
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  • 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.
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• 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.
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• 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.
• Jugnu Ansari, 2018. "Macroprudential Policies in SEACEN Economies," Working Papers wp33, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Rogelio V. Mercado, 2023. "Bilateral capital flows: Gravity, push and pull," International Finance, Wiley Blackwell, vol. 26(1), pages 36-63, April.
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• Ender BAYKUT & Veysel KULA, 2018. "Determining the Regime Structure of BIST-100 Index: Markov Regime Switching Approach," Proceedings of International Academic Conferences 6408963, International Institute of Social and Economic Sciences.
• Przemyslaw Grobelny & Maciej Stradomski & Piotr Stobiecki, 2018. "Determinants of merger and acquisition activity in Poland," Proceedings of International Academic Conferences 6409376, International Institute of Social and Economic Sciences.
• Erkan POYRAZ & Bilge TÜRKÜN KAYA, 2018. "Effects of Sovereign Credit Rate Announcements on Turkey Stock Exchange Market," Proceedings of International Academic Conferences 6508957, International Institute of Social and Economic Sciences.
• Pi-Hsia Yen, 2018. "Selling Losers and Winners: A Test of the Disposition and House Money Effect," Proceedings of Economics and Finance Conferences 6910161, International Institute of Social and Economic Sciences.
• Abdul Haque & Adeel Nasir, 2018. "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences 7108551, International Institute of Social and Economic Sciences.
• Leslaw Pietrewicz, 2018. "The Role of Capital Markets in Stimulating the Fourth Industrial Revolution (Rola rynkow kapitalowych w stymulowaniu czwartej rewolucji przemyslowej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(72), pages 89-102.
• Edyta Mioduchowska-Jaroszewicz, 2018. "Information Asymmetry and Financial Statement (Asymetria informacji a sprawozdanie finansowe)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(27), pages 45-53.
• Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.
• Semen SON-TURAN, 2018. "Türkiye’de Yükseköğrenim Finansmanının Özelleştirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
• Melek AKSU & Şakir SAKARYA, 2018. "Pricing of Covered Warrants: An Analysis on Borsa İstanbul," Sosyoekonomi Journal, Sosyoekonomi Society.
• Brian Muyambiri & Nicholas M. Odhiambo, 2018. "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(2-3), pages 62-73, April-Sep.
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• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
• Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
• Mariya Gubareva & Maria Rosa Borges, 2018. "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, vol. 266(1), pages 71-100, July.
• Dimitrios Koutmos, 2018. "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, vol. 266(1), pages 441-498, July.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
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• George Galanos & Manolis Koutoulakis & Angelos Kotios, 2018. "Seven Years of Adjustment Policies in Greece: Fighting Against Causes or Symptoms?," Contributions to Economics, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou (ed.), The Political Economy of Development in Southeastern Europe, pages 83-108, Springer.
• Jun-ichi Maskawa & Koji Kuroda & Joshin Murai, 2018. "Multiplicative random cascades with additional stochastic process in financial markets," Evolutionary and Institutional Economics Review, Springer, vol. 15(2), pages 515-529, December.
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• Merve Tuncay, 2018. "Do political risks matter in the financial markets?: evidence from Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 209-227, June.
• Tiantian Mao & Jun Cai, 2018. "Risk measures based on behavioural economics theory," Finance and Stochastics, Springer, vol. 22(2), pages 367-393, April.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018. "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, vol. 22(2), pages 241-280, April.
• Ulrich Horst & Dörte Kreher, 2018. "Second order approximations for limit order books," Finance and Stochastics, Springer, vol. 22(4), pages 827-877, October.
• Ludger Schuknecht, 2018. "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 53(2), pages 94-100, March.
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• Benjamin Rainer Auer, 2018. "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 66-88, January.
• Yu Zhang & Weihong Huang, 2018. "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 961-983, September.
• Sarveshwar Kumar Inani, 2018. "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 129-154, March.
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• Dilip Kumar, 2018. "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 313-335, June.
• Muhammad Ali Nasir & Min Du, 2018. "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 363-388, June.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2018. "Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 209-221, Springer.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018. "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 511-521, Springer.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018. "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(3), pages 209-230, July.
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• Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018. "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series 14, European Systemic Risk Board.
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• 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.
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• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2021. "Financial and nonfinancial global stock market volatility shocks," Economic Modelling, Elsevier, vol. 96(C), pages 128-134.
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• Rogelio V. Mercado, 2023. "Bilateral capital flows: Gravity, push and pull," International Finance, Wiley Blackwell, vol. 26(1), pages 36-63, April.
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  • Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers tep0818, Trinity College Dublin, Department of Economics.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022. "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, vol. 227(1), pages 65-84.
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• de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM a0a4fb82-734a-442a-9ea1-a, Tilburg University, School of Economics and Management.
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  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM 6e799247-e229-4b41-a717-d, Tilburg University, School of Economics and Management.
  • De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
• de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM a0a4fb82-734a-442a-9ea1-a, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM 6e799247-e229-4b41-a717-d, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
  • De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
• De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM a0a4fb82-734a-442a-9ea1-a, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Other publications TiSEM 6e799247-e229-4b41-a717-d, Tilburg University, School of Economics and Management.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Carlo Alberto Notebooks 576, Collegio Carlo Alberto.
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• John Cotter & Niall McGeever, 2018. "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers 201804, Geary Institute, University College Dublin.
• Bård Misund & Rune Nygård, 2018. "Big Fish: Valuation of the World's Largest Salmon Farming Companies," Marine Resource Economics, University of Chicago Press, vol. 33(3), pages 245-261.
  • Misund, Bard & Nygard, Rune, 2017. ""Big Fish": Valuation of the world's largest salmon farming companies ," UiS Working Papers in Economics and Finance 2017/11, University of Stavanger.
• Mesakh Prihanto Surya Putra & Apriani Dorkas Rambu Atahau & Robiyanto Robiyanto, 2018. "Cross–asset class portfolio between gold and stocks in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 10(1), pages 69-81, April.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018. "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance 1807, University of St. Gallen, School of Finance.
• Farshid Abdi & Botao Wu, 2018. "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance 1828, University of St. Gallen, School of Finance.
• Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
• Gerhard Sorger, 2018. "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers 1802, University of Vienna, Department of Economics.
• 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 1803, University of Vienna, Department of Economics.
• Gerhard Sorger, 2018. "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers vie1802, University of Vienna, Department of Economics.
• 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.
• Krasimira Kostadinova Naydenova, 2018. "The Problem of Administratively Forced Process Going Public," Business & Management Compass, University of Economics Varna, issue 2, pages 83-102.
• Karanovic Goran & Karanovic Bisera, 2018. "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business, Sciendo, vol. 65(1), pages 1-11, March.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(3), pages 247-268, September.
  • Nyasha Sheilla & Odhiambo Nicholas M., 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 247-268, September.
• Vunjak Nenad & Vitomir Jelena & Antonijević Tamara & Stojanović Petra, 2018. "Investment Management Strategy in Financial Markets," Economics, Sciendo, vol. 6(2), pages 49-56, December.
• Muyambiri Brian & Odhiambo Nicholas M., 2018. "Financial Development and Investment in Botswana: A Multivariate Causality Test," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 72-89, December.
• Olarewaju Odunayo Magret, 2018. "Income Diversification in Low Income Sub-Saharan African Countries’ Commercial Banks: A “Blessing” or “Curse”?," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 90-105, December.
• Liu Lu, 2018. "Is There Relationship between Renewable Electrical Consumption and Economic Growth in Romania?," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 9(3), pages 137-144, December.
• Zhihong Jian & Zhican Zhu & Jie Zhou & Shuai Wu, 2018. "The Magnet Effect of Circuit Breakers: A role of price jumps and market liquidity," Departmental Working Papers 2018-01, The University of Winnipeg, Department of Economics.
• Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2018. "Short-Selling Bans and the Global Financial Crisis: Are They Interconnected?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 64(2), pages 159-177.
  • Martin T. Bohl, Badye Essid, Pierre Siklos, 2018. "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers 0112, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Philippe Bracke & Edward W. Pinchbeck & James Wyatt, 2018. "The Time Value of Housing: Historical Evidence on Discount Rates," Economic Journal, Royal Economic Society, vol. 128(613), pages 1820-1843, August.
  • Bracke, Philippe & Pinchbeck, Edward & Wyatt, James, 2016. "The time value of housing: historical evidence on discount rates," Bank of England working papers 621, Bank of England.
  • Bracke, Philippe & Pinchbeck, Edward W. & Wyatt, James, 2017. "The time value of housing: historical evidence on discount rates," LSE Research Online Documents on Economics 86393, London School of Economics and Political Science, LSE Library.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
  • Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
• Pietro Reichlin, 2018. "Money Creation: Tax or Public Liquidity?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 1073-1094, August.
  • Reichlin, Pietro, 2015. "Money Creation: Tax or Public Liquidity?," CEPR Discussion Papers 10819, C.E.P.R. Discussion Papers.
• 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 & Nagel, Stefan & Matveev, Dmitry, 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).
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
• Podstawski, Maximilian & Velinov, Anton, 2018. "The state dependent impact of bank exposure on sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 88, pages 63-75.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
  • Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
• Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints 183471, ZBW - Leibniz Information Centre for Economics.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2022. "The big bang: Stock market capitalization in the long run," Journal of Financial Economics, Elsevier, vol. 145(2), pages 527-552.
  • Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," MPRA Paper 88581, University Library of Munich, Germany.
  • Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The big bang: Stock market capitalization in the long run," IBF Paper Series 02-18, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main.
  • Dmitry Kuvshinov & Kaspar Zimmermann, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," Working Papers 0136, European Historical Economics Society (EHES).
  • 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.
• Ma, Jason Z. & Deng, Xiang & Ho, Kung-Cheng & Tsai, Sang-Bing, 2018. "Regime-switching determinants of emerging markets sovereign credit risk swaps spread," Economics Discussion Papers 2018-52, Kiel Institute for the World Economy (IfW Kiel).
• Härdle, Wolfgang Karl & Ling, Chengxiu, 2018. "How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?," IRTG 1792 Discussion Papers 2018-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Wolfgang Karl Härdle & Campbell R Harvey & Raphael C G Reule, 2020. "Understanding Cryptocurrencies," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 181-208.
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• Kariuki, Caroline & Kimundi, Gillian & Makambi, Steve, 2018. "The nexus between financial inclusion and financial stability: Credit, savings and asset quality of Kenyan banks," KBA Centre for Research on Financial Markets and Policy Working Paper Series 29, Kenya Bankers Association (KBA).
• Acheson, Graeme G. & Campbell, Gareth & Gallagher, Áine & Turner, John D., 2018. "Independent women: Shareholders in the age of the suffragettes," QUCEH Working Paper Series 2018-09, Queen's University Belfast, Queen's University Centre for Economic History.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
  • Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
  • Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
  • Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2020. "Networks in risk spillovers: A multivariate GARCH perspective," Working Papers 2020:16, Department of Economics, University of Venice "Ca' Foscari".
• Panzica, Roberto Calogero, 2018. "Idiosyncratic volatility puzzle: The role of assets' interconnections," SAFE Working Paper Series 228, Leibniz Institute for Financial Research SAFE.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018. "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series 231, Leibniz Institute for Financial Research SAFE.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2020. "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk," SAFE Working Paper Series 234, Leibniz Institute for Financial Research SAFE, revised 2020.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018. "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181542, Verein für Socialpolitik / German Economic Association.
• Thaler, Dominik, 2018. "A Large Central Bank Balance Sheet? The Role of Interbank Market Frictions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181632, Verein für Socialpolitik / German Economic Association.
• 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.
• Hakan Altın & Cemil Süslü, 2018. "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 33(109), pages 31-50, April.
• Hasan Hüseyin Yıldırım & Ceren Yıldız & Özgür Aydemir, 2018. "The Effects of Credit Rating Agencies S&P, Moody’s and Fitch’s Notes on Stock Indices for Turkey: Evidence from Borsa Istanbul 2012-2016," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 33(109), pages 9-30, April.
• 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.
• Goran Karanovic & Bisera Karanovic, 2018. "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(1), pages 1-11, March.
• Bação Pedro & Duarte António Portugal & Sebastião Helder & Redzepagic Srdjan, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business, Sciendo, vol. 65(2), pages 97-117, June.
  • Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 97-117, June.
  • Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers 2018-06, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Nyasha Sheilla & Odhiambo Nicholas M., 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 247-268, September.
  • Sheilla Nyasha & Nicholas M. Odhiambo, 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(3), pages 247-268, September.
• 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.
  • Schmukler, Sergio & Cortina Lorente, Juan & Didier, Tatiana, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," CEPR Discussion Papers 13008, C.E.P.R. Discussion Papers.
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• 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.
• Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
• Byström, Hans, 2018. "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.
• Brawn, Derek A. & Šević, Aleksandar, 2018. "“Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend”," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 132-152.
• Chen, Zhongdong & Daves, Phillip R., 2018. "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 94-104.
• 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.

2017

• Abdelkarim Ahmed Guendouz, 2017. "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 143-165, October.
• Abdelkarim Ahmed Guendouz عبدالكريم أحمد موسى قندوز, 2017. "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 143-165, January.
• Husnu Tekin & Burak Sencer Atasoy & Hasan Murat Ertugrul, 2017. "The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الأرباح الإسلامية: تحليل للقطاع المصرفي ," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(SI), pages 103-117, April.
• 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.
• Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, 2017. "Coarse Competitive Equilibrium and Extreme Prices," American Economic Review, American Economic Association, vol. 107(1), pages 109-137, January.
  • Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, "undated". "Coarse Competitive Equilibrium and Extreme Prices," Working Paper 8365, Harvard University OpenScholar.
  • Wolfgang Pesendorfer & Tomasz Strzalecki & Faruk Gul, 2014. "Coarse Competitive Equilibrium and Extreme Prices," 2014 Meeting Papers 1412, Society for Economic Dynamics.
• Ricardo Lagos & Guillaume Rocheteau & Randall Wright, 2017. "Liquidity: A New Monetarist Perspective," Journal of Economic Literature, American Economic Association, vol. 55(2), pages 371-440, June.
• Bertsatos, Georgios & Sakellaris, Plutarchos & Tsionas, Mike G., 2017. "Did the financial crisis affect the market valuation of large systemic U.S. banks?," Journal of Financial Stability, Elsevier, vol. 32(C), pages 115-123.
  • Georgios Bertsatos & Plutarchos Sakellaris, 2017. "Did the Financial Crisis affect the Market Valuation of Large Systemic U.S. Banks?," Working Papers 201709, Athens University Of Economics and Business, Department of Economics.
• Baah Aye Kusi & Agyapomaa Gyeke-Dako & Elikplimi Komla Agbloyor, 2017. "Bank Profitability Determination in Income Brackets in Africa: A Shareholder versus Stakeholder Perspective," The African Finance Journal, Africagrowth Institute, vol. 19(2), pages 29-46.
• Md. Abu HASAN & Anita ZAMAN, 2017. "Volatility Nexus Between Stock Market And Macroeconomic Variables In Bangladesh: An Extended Garch Approach," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(2), pages 233-243, June.
• Marin OPRIÈšESCU & Dumitru BELDIMAN, 2017. "Romania’s regional development strategy between 2014-2020," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 7-18, November.
• Octavian Mihai PERPELEA & Dumitru BELDIMAN, 2017. "Romania on the threshold of EU accession, from the perspective of a decade of Europeanism," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 88-96, November.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017. "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers 142, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• John E. Parsons, 2017. "The Fundamentals Underlying Oil and Natural Gas Derivative Markets," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 283-300, November.
• Gary Gorton, 2017. "The History and Economics of Safe Assets," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 547-586, September.
• Сейдахметова С.С. & Тусаева А.К., 2017. "Влияние Макроэкономических Показателей На Приток Прямых Иностранных Инвестиций В Республику Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 11-19.
• Md. Mohibul Islam & Anisul M. Islam, 2017. "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(9), pages 157-15-172, 09-2017.
• Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series 386, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
• Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
  • Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
• Serhat Koloğlugil & Burcu Tekeş & Mercan Atalay, 2017. "Türkiye’de Özgür ve Açık Kaynak Kodlu Yazılım Üretimi: Bireysel ve Sosyal Motivasyonların Karsılaştırmalı Analizi," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 1-22.
• Kenan Göçer, 2017. "The Role of Cattle Forage Production in Sustainable Cattle Breeding in Turkey through Spatial Statistical Methods," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 23-34.
• Ferda Halıcıoğlu & Kasım Eren, 2017. "Testing Twin Deficits and Saving-Investment Nexus in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 35-46.
  • Ferda, HALICIOGLU & Kasim, EREN, 2013. "Testing Twin Deficits and Saving-Investment Nexus in Turkey," MPRA Paper 50098, University Library of Munich, Germany.
  • HALICIOGLU, Ferda & EREN, Kasim, 2017. "Testing Twin Deficits and Saving-Investment Nexus in Turkey," MPRA Paper 83529, University Library of Munich, Germany.
• Zehra Bilgen Susanlı, 2017. "Türkiye’de İşgücüne Katılım, İstihdam ve Beşeri Sermaye Dışsallıkları," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 47-58.
• Sıdıka Başçı & Aysegül Durucan, 2017. "A Review of Small and Medium Sized Enterprises (SMEs) in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 59-80.
• Tuğçe Ozansoy Çadırcı & Arif Emre Akmaz, 2017. "The Impact of Healthscape on Customer Satisfaction and Loyalty in Public and Private Healthcare Institutions," Yildiz Social Science Review, Yildiz Technical University, vol. 3(1), pages 81-96.
• Murat Yıldızoğlu, 2017. "Evolutionary Dynamics and Economic Complexity," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 1-18.
• Ceren Çehreli & İpek Dursun & Yaman Barlas, 2017. "Speculative Dynamics of Exchange Rates in Turkey: A System Dynamics Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 103-120.
• Kaan İrfan Öğüt & Serçin Şahin, 2017. "A Non-Walrasian Analysis of Asset Price Movements under the Tobin-Blanchard-Samuelson Model: A System Dynamics Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 121-136.
• Rüya Eser & Hale Kırer Silva Lecuna, 2017. "Mekansal İktisat ve Mekansal Kompleksite Üzerine Bir Değerlendirme," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 137-153.
• Mehmet Gençer, 2017. "Review of Methods of Social Network Analysis," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 19-34.
• Ercan Eren & Demet Topal Koç, 2017. "AB Ülkeleri ve Türkiye'nin Ticaret İlişkilerine Ağ Yaklaşımı," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 35-64.
• Semanur Soyyiğit & Yasemin Asu Çırpıcı, 2017. "An Input-Output Network Structure Analysis Of Selected Countries," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 65-88.
• Semanur Soyyiğit & Çiğdem Boz, 2017. "Global Input - Output Analysis: A Network Approach," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 89-102.
• Marios Panayides & Barbara Rindi & Ingrid M.Werner, 2017. "Trading Fees and Intermarket Competition," BAFFI CAREFIN Working Papers 1751, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Violetta Kharabara, 2017. "Analysis Of Mortgage Lending In Banks In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(3).
• Maria Cristina Arcuri & Marina Brogi & Gino Gandolfi, 2017. "Cyber risk in the financial industry, the market reactions," BANCARIA, Bancaria Editrice, vol. 4, pages 35-49, April.
• Alberto Banfi & Fiorenzo Di Pasquali, 2017. "Ecb policies and 10 years of liquidity management: the road to Qe exit," BANCARIA, Bancaria Editrice, vol. 7, pages 37-46, July.
• Andrea Paltrinieri & Enrico Geretto & Maurizio Polato, 2017. "Volatility Exchange Traded Notes: a case study," BANCARIA, Bancaria Editrice, vol. 12, pages 64-72, December.
• Piyadasa Edirisuriya, 2017. "Financial Deepening, Economic Growth and Corruption: The Case of Islamic Banking," Review of Economics & Finance, Better Advances Press, Canada, vol. 8, pages 1-16, May.
• Ibrahim M. Awad & Abdel-Rahman Al-Ewesat, 2017. "Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 83-97, August.
• Jean-Sébastien Fontaine & James Hately & Adrian Walton, 2017. "Repo Market Functioning when the Interest Rate Is Low or Negative," Discussion Papers 17-3, Bank of Canada.
• Guillaume Ouellet Leblanc & Maarten van Oordt, 2017. "Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators," Staff Analytical Notes 17-15, Bank of Canada.
• Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
• Hernández Vega Marco A., 2017. "Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event Study Analysis Using High Frequency Data from Mexico," Working Papers 2017-02, Banco de México.
• 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.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017. "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 1-35, September.
• Fatima Syed & Naimat U. Khan, 2017. "Islamic Calendar Anomalies: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 104-122, September.
• Muhammad Suhail Rizwan & Asifa Obaid & Dawood Ashraf, 2017. "The Impact of Corporate Social Responsibility on Default Risk: Empirical evidence from US Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 36-70, September.
• Saddiqa & Ayaz ul Haq, 2017. "Firm Characteristics and Cash-Cash Flow Sensitivity of the Manufacturing Sector of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 71-103, September.
• Shahzad Hussain & Syed Muhammad Amir Shah, 2017. "Corporate Governance and Downside Systematic Risk with a Moderating Role of Socio-Political in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(4), pages 233-258, December.
• Yilmaz Bayar, 2017. "Public Governance And Financial Development In Central And Eastern European Countries," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 24, pages 53-65, March.
• W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem s asset purchases and money market rates," Working papers 652, Banque de France.
• Arrata, W. & Gautier, A. & Lopez, P. & Rahmouni-Rousseau, I. & Girotti, M. & Mojon, B. & Szczerbowicz, U. & Vari, M. & Foucault, T., 2017. "12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France," Bulletin de la Banque de France, Banque de France, issue 210, pages 35-43.
• W. Arrata & A. Gautier & P. Lopez & I. Rahmouni-Rousseau & M. Girotti & B. Mojon & U. Szczerbowicz & M. Vari & T. Foucault, 2017. "12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 45, pages 23-30, Spring.
• Bogumila Brycz & Tadeusz Dudycz & Michal J. Kowalski, 2017. "Is the success of an issuer an investor success? Evidence from Polish IPOs," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 17(1), pages 57-77.
• Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
• Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2020. "The shifting drivers of global liquidity," Journal of International Economics, Elsevier, vol. 125(C).
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
  • Gambacorta, Leonardo & Goldberg, Linda S. & Avdjiev, Stefan & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
• Dmitry Kreptsev & Sergei Seleznev, 2017. "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series wps27, Bank of Russia.
• Mario Bergara & Jorge Ponce, 2017. "How disruptive are Fintechs?," Documentos de trabajo 2017012, Banco Central del Uruguay.
• Peter Gomber & Satchit Sagade & Erik Theissen & Moritz Christian Weber & Christian Westheide, 2017. "Competition Between Equity Markets: A Review Of The Consolidation Versus Fragmentation Debate," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 792-814, July.
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Competition between equity markets: A review of the consolidation versus fragmentation debate," SAFE Working Paper Series 35, Leibniz Institute for Financial Research SAFE, revised 2016.
• Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
  • Stambaugh, Robert F. & Pástor, LuboÅ¡ & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
• Jean†Edouard Colliard & Peter Hoffmann, 2017. "Financial Transaction Taxes, Market Composition, and Liquidity," Journal of Finance, American Finance Association, vol. 72(6), pages 2685-2716, December.
  • Hoffmann, Peter & Colliard, Jean-Edouard, 2017. "Financial transaction taxes, market composition, and liquidity," Working Paper Series 2030, European Central Bank.
• Roman Horvath & Eva Horvatova & Maria Siranova, 2017. "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers 368, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017. "Financial development, rule of law and wealth inequality : Bayesian model averaging evidence," BOFIT Discussion Papers 12/2017, Bank of Finland, Institute for Economies in Transition.
  • Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017. "Financial development, rule of law and wealth inequality: Bayesian model averaging evidence," BOFIT Discussion Papers 12/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
• Jieun Lee & KeeH.Chung, 2017. "The Effect of Market Volatility on Liquidity and Stock Returns in the Korean Stock Market," Working Papers 2017-18, Economic Research Institute, Bank of Korea.
• Se-Hyung Jo & Yong-Min Lee & Jeong-Hoon Kim, 2017. "Impacts of Aging on Households Assets and Liabilities (in Korean)," Working Papers 2017-27, Economic Research Institute, Bank of Korea.
• M. Kabir Hassan & Selim Kayhan & Tayfur Bayatb, 2017. "Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 1-9, March.
• Slah Bahloul & Mourad Mroua & Nader Naifar, 2017. "The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 62-74, March.
• Eyup Kadioglu & Ender Aykut Yilmaz, 2017. "Is the free cash flow hypothesis valid in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(2), pages 111-116, June.
• Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, September.
  • Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Kim Dukpa & Kim Yunjung & Bak Yuhyeon, 2017. "Multi-level factor analysis of bond risk premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-19, December.
• Rabah Arezki & Bertrand Candelon & Amadou N. R. Sy, 2017. "Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ?," Revue économique, Presses de Sciences-Po, vol. 68(HS1), pages 211-227.
• Gunther Capelle-Blancard, 2017. "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 37-58.
  • Gunther Capelle-Blancard, 2017. "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03029280, HAL.
  • Gunther Capelle-Blancard, 2017. "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Post-Print hal-03029280, HAL.
• Ugo Panizza, 2017. "Non-linéarités dans la relation entre finance et croissance," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 83-94.
• Bas Bonekamp & Tom van Veen, 2017. "Terrorist Attacks and Financial Markets," CESifo Working Paper Series 6324, CESifo.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers 22492, National Bureau of Economic Research, Inc.
  • Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017. "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series 6560, CESifo.
  • Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series 2016-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016. "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series 533, Center for Financial Studies (CFS).
• Michael Schatz & Didier Sornette, 2017. "Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics," Swiss Finance Institute Research Paper Series 17-21, Swiss Finance Institute.
• Tarun Chordia & Amit Goyal & Alessio Saretto, 2017. "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series 17-37, Swiss Finance Institute, revised Apr 2018.
• Magdalena Tywoniuk, 2017. "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series 17-45, Swiss Finance Institute.
• Alejandro Jara & Eduardo Olaberría, 2017. "¿Todos los flujos de capitales están asociados a auges de los precios de las viviendas? Evaluación empírica," Investigación Conjunta-Joint Research, in: Gerardo Licandro & Jorge Ponce (ed.), Precios de activos internos, fundamentos globales y estabilidad financiera, edition 1, volume 1, chapter 3, pages 79-116, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
• Mario Bergara & Jorge Ponce, 2017. "How Disruptive are Fintechs?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 203-241, July-Dece.
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• Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," EconomiX Working Papers 2017-23, University of Paris Nanterre, EconomiX.
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• Csóka, Péter & Jean-Jacques Herings, P., 2019. "Liability games," Games and Economic Behavior, Elsevier, vol. 116(C), pages 260-268.
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• Grimstvedt Meling, Tom, 2017. "Tick sizes in illiquid order books," Working Papers in Economics 6/17, University of Bergen, Department of Economics.
• Grimstvedt Meling, Tom, 2017. "Anonymous trading in equities," Working Papers in Economics 7/17, University of Bergen, Department of Economics.
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• Odegaard, Bernt Arne, 2017. "The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016," UiS Working Papers in Economics and Finance 2017/1, University of Stavanger.
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• Osmundsen, Kjartan Kloster, 2017. "Using Expected Shortfall for Credit Risk Regulation," UiS Working Papers in Economics and Finance 2017/4, University of Stavanger.
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• Camelia Catalina Joldes, 2017. "The Impact of Globalization on the Capital Market in Romania," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 5(1), pages 3-8, March.
• Aleksandr Baykov & Olha Pavuk, 2017. "Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 120-131, March.
• Olena Oliynyk-Dunn, 2017. "Development of the Financial System and Models of Financing Agricultural Enterprises: USA Experience," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 91-99, September.
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  • Michiel Bijlsma & Clemens Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper 340, CPB Netherlands Bureau for Economic Policy Analysis.
  • M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
• Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
  • Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series 386, Quantitative Finance Research Centre, University of Technology, Sydney.
• Brian Muyambiri & NM Odhiambo, 2018. "South Africa’s Financial Development and its Role in Investment," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(1), pages 101-120.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2017. "South Africa's financial development and its role in investment," Working Papers 22084, University of South Africa, Department of Economics.
• Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Sorin PETRE - PricewaterhouseCoopers & Romania, 2017. "Valuation Multiples in the Context of Bucharest Stock Exchange and Local M&A Market," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 12(2), pages 4-51.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 125(1), pages 3-12.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 135(1), pages 3-12.
• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  • David E. Giles & Qinlu Chen, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• KORKMAZ, Özge, 2017. "Is Minsky’S Instability Hypothesis Acceptable For The Relation Between Borrowing Rate And Profitability?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(1), pages 6-27.
• ŞENOL, Zekai & KARACA, Süleyman Serdar, 2017. "The Effect Of Enterprise Risk Management On Firm Performance: A Case Study On Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(2), pages 6-30.
• Krasimira Naydenova, 2017. "Receivables Investment Trusts as an Alternative for the Participation of Institutional Investors in Infrastructure Projects," Business & Management Compass, University of Economics Varna, issue 3, pages 291-302.
• Gemra Kamil, 2017. "Public Issue of Bank Bonds Case Study of Bank Pocztowy S.A," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(1), pages 35-46, November.
• Nyasha Sheilla & Odhiambo Nicholas M., 2017. "Bank Versus Stock Market Development in Brazil: An ARDL Bounds Testing Approach," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 7-21, April.
• Ibrahima Diallo & Isatou Mendy, 2017. "Impact Of Financial Development On Economic Growth In The Wamz: A Heterogeneous Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 17(1), pages 1-18, June.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017. "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers 142, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Richard S.Grossman, 2017. "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers 2017-003, Wesleyan University, Department of Economics.
• Grossman, Richard, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers 12121, C.E.P.R. Discussion Papers.
  • Richard S.Grossman, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers 2017-004, Wesleyan University, Department of Economics.
• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
  • Kim Oosterlinck, 2013. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB 13-039, ULB -- Universite Libre de Bruxelles.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository 2013/232458, ULB -- Universite Libre de Bruxelles.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," CRETA Online Discussion Paper Series 01, Centre for Research in Economic Theory and its Applications CRETA.
• Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises: A local Gaussian correlation approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(12), pages 1179-1204, December.
  • Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers wp2016-11, Bank of Estonia, revised 06 Feb 2017.
• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
  • Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 1-10, November.
• Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017. "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, vol. 35(C), pages 11-28.
  • Kiseok Nam & Shahriar Khaksari & Moonsoo Kang, 2017. "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 11-28, November.
• Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Donald J Smith, 2017. "Valuation in a World of CVA, DVA, and FVA:A Tutorial on Debt Securities and Interest Rate Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10511.
• Edward E Williams & John A Dobelman, 2017. "Quantitative Financial Analytics:The Path to Investment Profits," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10555, February.
• Wai-Sum Chan & Yiu-Kuen Tse, 2017. "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10564, February.
• Donald J Smith, 2017. "An Introduction to Bond Valuation Using a Binomial Tree," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 1, pages 1-12, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Traditional Fixed-Rate Corporate Bonds," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 2, pages 13-45, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Floating-Rate Notes and Interest Rate Caps and Floors," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 3, pages 47-71, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Fixed-Income Bonds Having Embedded Call and Put Options," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 4, pages 73-92, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing Interest Rate Swaps with CVA and DVA," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 5, pages 93-136, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Valuing an Interest Rate Swap Portfolio with CVA, DVA, and FVA," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 6, pages 137-161, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Structured Notes," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 7, pages 163-182, World Scientific Publishing Co. Pte. Ltd..
• Donald J Smith, 2017. "Summary," World Scientific Book Chapters, in: Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives, chapter 8, pages 183-188, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "The Challenge: Can You Attain Wealth in Today’s Investment Environment?," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Financial Mathematics," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 2, pages 37-58, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "The Securities Markets and Macroeconomics," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 3, pages 59-107, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Financial Statement Analysis," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 4, pages 109-169, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Forecasting Techniques," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 5, pages 171-194, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Analysis of Fixed Income Securities," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 6, pages 195-259, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Analysis of Common Stocks," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 7, pages 261-358, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Futures and Options," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 8, pages 359-395, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Risk, Uncertainty, Utility and Portfolio Theory," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 9, pages 397-444, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Capital Market Theory, Efficiency, and Imperfections," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 10, pages 445-510, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Appendices," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 11, pages 511-592, World Scientific Publishing Co. Pte. Ltd..
• Sangyup Choi & Ms. Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers 2017/074, International Monetary Fund.
  • Sangyup Choi & Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," Working papers 2017rwp-112, Yonsei University, Yonsei Economics Research Institute.
• 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.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers 17/06, Department of Economics, University of York.
• Roman Horvath & Eva Horvatova & Maria Siranova, 2017. "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers 368, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017. "Financial development, rule of law and wealth inequality: Bayesian model averaging evidence," BOFIT Discussion Papers 12/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
• Fricke, Christoph & Fricke, Daniel, 2021. "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, vol. 52(C).
  • Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
• Olaf Korn & Paolo Krischak & Erik Theissen, 2019. "Illiquidity transmission from spot to futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1228-1249, October.
  • Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017. "Illiquidity transmission from spot to futures markets," CFR Working Papers 14-10, University of Cologne, Centre for Financial Research (CFR), revised 2017.
• 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), revised 2019.
  • 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.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Horvath, Akos, 2019. "How effective are trading pauses?," Journal of Financial Economics, Elsevier, vol. 131(2), pages 378-403.
  • Hautsch, Nikolaus & Horvath, Akos, 2017. "How effective are trading pauses?," CFS Working Paper Series 571, Center for Financial Studies (CFS).
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series 572, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017. "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series 580, Center for Financial Studies (CFS).
• Al-Faryan, Mamdouh Abdulaziz Saleh, 2017. "The relationship between corporate governance mechanisms and the performance of Saudi listed firms," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14(2-2), pages 338-349.
• Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2017. "Ownership structure and corporate governance: What does the data reveal about Saudi listed firms?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14(4-2), pages 413-424.
• Turner, John D., 2017. "The development of English company law before 1900," QUCEH Working Paper Series 2017-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023. "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
  • Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
• Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168209, Verein für Socialpolitik / German Economic Association.
• Flore, Raphael, 2017. "Costless Capital Requirements," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168226, Verein für Socialpolitik / German Economic Association.

2016

• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
  • Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
  • Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
  • Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Post-Print halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Post-Print hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
• Rubi Ahmad & Oyebola Fatima Etudaiye-Muhtar & Bolaji Tunde Matemilola & Amin Noordin Bany-Ariffin, 2016. "Financial market development, global financial crisis and economic growth: evidence from developing nations," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 199-214, December.
• Qianyun Huang & Terrance R. Skantz, 2016. "The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements," Review of Accounting Studies, Springer, vol. 21(1), pages 198-250, March.
• Didier Brandao,Tatiana & Levine,Ross Eric & Schmukler,Sergio L., 2015. "Capital market financing, firm growth, and firm size distribution," Policy Research Working Paper Series 7353, The World Bank.
  • Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2016. "Capital market financing, firm growth, and firm size distribution," ESRB Working Paper Series 04, European Systemic Risk Board.
  • Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015. "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers 172015, Hong Kong Institute for Monetary Research.
• Célérier, Claire & Vallée, Boris, 2016. "Catering to investors through product complexity," ESRB Working Paper Series 14, European Systemic Risk Board.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018. "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
  • D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
  • Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
• Didier Brandao,Tatiana & Levine,Ross Eric & Schmukler,Sergio L., 2015. "Capital market financing, firm growth, and firm size distribution," Policy Research Working Paper Series 7353, The World Bank.
  • Didier, Tatiana & Levine, Ross & Schmukler, Sergio L., 2016. "Capital market financing, firm growth, and firm size distribution," ESRB Working Paper Series 4, European Systemic Risk Board.
  • Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015. "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers 172015, Hong Kong Institute for Monetary Research.
• Clancy, Daragh & Merola, Rossana, 2017. "Countercyclical capital rules for small open economies," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 332-351.
  • Daragh Clancy & Rossana Merola, 2016. "Countercyclical capital rules for small open economies," Working Papers 10, European Stability Mechanism.
• Matteo Cominetta, 2016. "Financial Contagion: A New Perspective (and a New Test)," Working Papers 12, European Stability Mechanism.
• 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, 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.
  • 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 of CATT hal-01880322, HAL.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
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• Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
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• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016. "Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks," CAMA Working Papers 2016-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Bahar Sen Dogan & Murat Midilic, 2016. "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers 1611, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Vuslat Us, 2017. "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, vol. 24(3), pages 186-192, February.
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• Georgios Mantsios & Stylianos Xanthopoulos, 2016. "The Beta intervalling effect during a deep economic crisis - evidence from Greece," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 9(1), pages 19-26, April.
• Karan Bhanot, 2016. "Social Finance," Working Papers 0160fin, College of Business, University of Texas at San Antonio.
• Thomas Conlon & John Cotter & Chenglu Jin, 2016. "The Intervaling Effect on Higher-Order Co-Moments," Working Papers 201602, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
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• Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
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  • Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
• Csoka, Péter & Herings, P. Jean-Jacques, 2016. "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum 037, Maastricht University, Graduate School of Business and Economics (GSBE).
• Eric Jondeau, 2016. "Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc"," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 49-50, August.
• Thomas Nitschka, 2016. "Risk premia on Swiss government bonds and sectoral stock indexes during international crises:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 51-67, August.
• Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
• Nihad Aliyev & Xue-Zhong He, 2016. "Toward a General Model of Financial Markets," Research Paper Series 371, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Papers 1610.09875, arXiv.org.
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• MUYAMBIRI, Brian & ODHIAMBO, Nicholas M., 2017. "The Impact of Financial Development on Investment in Botswana: an ARDL-Bounds Testing Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(2), pages 193-216.
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• Brian Muyambiri & Nicholas M. Odhiambo, 2018. "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(2-3), pages 62-73, April-Sep.
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• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
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• Uluc Aysun, 2016. "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Working Papers 2016-01, University of Central Florida, Department of Economics.
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• KORKMAZ, Özge & ERER, Elif & ERER, Deniz, 2016. "The Factors Affecting Credit Bubbles: The Case Of Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(1), pages 37-53.
• NAGY, Ágnes & DÉZSI-BENYOVSZKI, Annamária & SZÉKELY, Imre, 2016. "Measuring Financial Systemic Stress In Romania: A Composite Indicator Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(3), pages 28-38.
• Giulia Baschieri & Andrea Carosi & Stefano Mengoli, 2016. "Initial Public Offerings and the Firm Location," Working Papers 13, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Dębski Wiesław & Feder-Sempach Ewa & Świderski Bartosz, 2016. "Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 75-92, December.
• Baltes Nicolae & Dragoe Alexandra-Gabriela-Maria, 2016. "The exchange rates – indicators for assessing the financial performance of the companies from Romania," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 26(1), pages 1-10, March.
• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, vol. 32(2), pages 383-409.
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• 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.
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• Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016. "Bank Diversification and Overall Financial Strength: International Evidence," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 25(3), pages 169-213, August.
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• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
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• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016. "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 30-45, January.
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• Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
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• Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
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• Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2016. "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 795-812, June.
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• Knut K. Aase, 2016. "Recursive utility using the stochastic maximum principle," Quantitative Economics, Econometric Society, vol. 7(3), pages 859-887, November.
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• Smales, Lee A., 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, vol. 28(C), pages 46-55.
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• Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
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• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
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• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26.
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• Nyasha S. & Odhiambo N. M., 2016. "The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom," Global Economy Journal, De Gruyter, vol. 16(2), pages 389-410, June.
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• Jan W Dash, 2016. "Quantitative Finance and Risk Management:A Physicist's Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9003, February.
• Aurora MURGEA, 2016. "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 9(1), pages 49-61, June.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016. "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers 16/11, Department of Economics, University of York.
• Ma, Guonan & Yao, Wang, 2016. "Can the Chinese bond market facilitate a globalizing renminbi?," BOFIT Discussion Papers 1/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
• Schlepper, Kathi, 2016. "High-frequency trading in the Bund futures market," Discussion Papers 15/2016, Deutsche Bundesbank.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series 143, Leibniz Institute for Financial Research SAFE.
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• Ludger Schuknecht, 2018. "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 53(2), pages 94-100, March.
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• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers 22492, National Bureau of Economic Research, Inc.
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• Brühl, Volker, 2016. "How to define a Systemically Important Financial Institution (SIFI): A new perspective," CFS Working Paper Series 538, Center for Financial Studies (CFS).
• Hassan, Fadi & Di Mauro, Filippo & Ottaviano, Gianmarco I. P., 2016. "Banks credit and productivity growth in the EU," EIB Working Papers 2016/05, European Investment Bank (EIB).
• Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016. "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(3), pages 311-319.
• Punzi, Maria Teresa, 2016. "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers 61, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
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• Ben-Haim, Yakov & Demertzis, Maria, 2016. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
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• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
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  • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW Kiel).
• Nuzzo, Simone & Morone, Andrea, 2017. "Asset markets in the lab: A literature review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 42-50.
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• Campbell, Gareth & Rogers, Meeghan & Turner, John D., 2016. "The rise and decline of the UK's provincial stock markets, 1869-1929," QUCEH Working Paper Series 2016-03, Queen's University Belfast, Queen's University Centre for Economic History.
• 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.
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• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," CFR Working Papers 16-04, University of Cologne, Centre for Financial Research (CFR).
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• Härdle, Wolfgang Karl & Trimborn, Simon, 2015. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2015-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Linton, Marco & Teo, Ernie Gin Swee & Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016. "Dynamic topic modelling for cryptocurrency community forums," SFB 649 Discussion Papers 2016-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Irum Saba & Kausar Abbas, 2016. "Human Capital, Trade and Economic Growth: A Comparative Study of OIC Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(7), pages 348-354, July.
• Alejandro Jara & Nestor Romero, 2016. "International Synchronicity of Housing Prices," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(2), pages 115-134, October.
• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
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• Zhang, Ruixin & Ben Naceur, Sami, 2019. "Financial development, inequality, and poverty: Some international evidence," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 1-16.
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• Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2019. "Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1209-1235, August.
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• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
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• Guillermo Benavides Perales, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," 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. 11(1), pages 55-77, Enero-Jun.
• Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, Universität Innsbruck.
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• Ikechukwu Kelikume, 2016. "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 185-197, Special I.
• Dilip B. Madan, 2016. "Benchmarking in two price financial markets," Annals of Finance, Springer, vol. 12(2), pages 201-219, May.
• Dilip B. Madan, 2016. "Adapted hedging," Annals of Finance, Springer, vol. 12(3), pages 305-334, December.
• Rudra P. Pradhan & Mak B. Arvin & Sara E. Bennett & Mahendhiran Nair & John H. Hall, 2016. "Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(2), pages 175-201, June.
• Virginia Magda Luisa Minni, 2016. "Can Greater Bank Capital Lead to Less Bank Lending?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(1), pages 135-137, March.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
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• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2016. "The influence of investment experience on market prices: laboratory evidence," Experimental Economics, Springer;Economic Science Association, vol. 19(2), pages 394-411, June.
• Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
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• Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  • Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
• Isaac Otchere & Sana Mohsni, 2016. "Changing organizational form in the stock exchange industry and risk-taking," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 427-451, November.
• Laetitia Pozniak & Sabrina Bellanca & Francesco Vullo, 2016. "Determinants of Internet Financial Communication: Evidence from AIM Italia," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(1), pages 111-112, February.
• Michael P. Hughes & Karl Rogers, 2016. "Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 151-170, May.
• Christos Kollias & Stephanos Papadamou, 2016. "Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis," Journal of Business Ethics, Springer, vol. 138(3), pages 493-505, October.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
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• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
• Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
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• Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
• Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, vol. 27(1), pages 119-138, February.
• Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, vol. 27(1), pages 119-138, February.
• Yubin Li & Chen Zhao & Zhaodong Zhong, 2016. "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, vol. 19(2), pages 113-146, July.
• Paul B. McGuinness, 2016. "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 291-333, February.
• Paul McGuinness, 2016. "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 291-333, February.
• Nianhang Xu & Kam C. Chan & Chih-Hsiang Chang, 2016. "A quality-based global assessment of financial research," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 605-631, April.
• Jesse Y. Chan & Kam C. Chan & Jamie Y. Tong & Feida (Frank) Zhang, 2016. "Using Google Scholar citations to rank accounting programs: a global perspective," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 29-55, July.
• Jinliang Li, 2016. "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 475-512, October.
• Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
• Chung Baek, 2016. "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1043-1061, November.
• Charlie Charoenwong & David K. Ding & Tiong Yang Thong, 2016. "Decimalization, IPO aftermath, and liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1303-1344, November.
• Gokhan Sahin Gunes & Sumru Oz, 2016. "Response of Turkish Financial Markets to Negative Interest Rate Announcements of the ECB," Koç University-TUSIAD Economic Research Forum Working Papers 1614, Koc University-TUSIAD Economic Research Forum.
• Masahito Kato, 2016. "Analyst Recommendation Bias and Brokerage House Shareholding," Discussion Papers 1635, Graduate School of Economics, Kobe University.
• Havran, Dániel & Váradi, Kata, 2016. "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of O," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 966-992.
• Gül YEÞÝLÇELEBÝ, 2016. "IX. European Conference on Social and Behavioral Sciences," Journal of Economics Library, KSP Journals, vol. 3(1), pages 163-164, March.
• Leroi RAPUTSOANE, 2016. "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, KSP Journals, vol. 3(2), pages 203-214, June.
• M. Akýn DOÐANAY, 2016. "The Twentieth Symposium of Finance," Journal of Economics Bibliography, KSP Journals, vol. 3(4), pages 644-645, December.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016. "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers e-15-013, Graduate School of Economics , Kyoto University.
• 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.
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• Stephanía Mosquera & Natalia Restrepo & Jorge Uribe, 2016. "Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 155-178, Julio - D.
• Bose, Subir & Ladley, Daniel & Li, Xin, 2020. "The role of hormones in financial markets," International Review of Financial Analysis, Elsevier, vol. 67(C).
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• Cüneyt Akar, 2016. "Analyzing the Synchronization between the Financial and Business Cycles in Turkey," Journal of Reviews on Global Economics, Lifescience Global, vol. 5, pages 25-35.
• Aysegul Ates, 2016. "Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(1), pages 35-42, February.
• Domingo Alberto Tarzia, 2016. "Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(2), pages 31-45, April.
• Mohd Sollehudin Shuib & Azizi A. Bakar & Amirul F. Osman & Hydzulkifli Hashim & Aiman bin Fadzil, 2016. "Implementation of Al-Wadiah (saving instrument) Contract in Contemporary Gold Transaction," Journal of Business, LAR Center Press, vol. 1(4), pages 35-38, September.
• Davallou , Maryam & Sadrynia , Mostafa, 2016. "The Impact of Asymmetric Risk on Expected Return," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(1), pages 1-13, January.
• Nikolaos Mitianoudis & Theologos Dergiades, 2016. "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series 2016_04, Department of Economics, University of Macedonia, revised Dec 2016.
• Domenica Tropeano, 2016. "Hedging, Arbitrage, and the Financialization of Commodities Markets," International Journal of Political Economy, Taylor & Francis Journals, vol. 45(3), pages 241-256, July.
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• Domenica Tropeano, 2018. "Negative interest rates on deposit facility in the Eurozone: a failed attempt to revive the unsecured interbank market," Working Papers 83-2018, Macerata University, Department of Finance and Economic Sciences, revised Apr 2018.
• Domenica Tropeano, 2016. "Hedging, Arbitrage, and the Financialization of Commodities Markets," International Journal of Political Economy, Taylor & Francis Journals, vol. 45(3), pages 241-256, July.
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• Javier López Bernardo & Engelbert Stockhammer & Félix López Martínez, 2016. "A post Keynesian theory for Tobin’s in a stock-flow consistent framework," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 39(2), pages 256-285, April.
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• Raymond Leh Bin Ling & Jeng Yuan Chia, 2016. "Portfolio Diversification Strategy in the Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, vol. 24(1), pages 38-67.
• Alberto Bucci & Simone Marsiglio, 2019. "Financial development and economic growth: long‐run equilibrium and transitional dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(3), pages 331-359, July.
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• Pan, Lei & Mishra, Vinod, 2018. "Stock market development and economic growth: Empirical evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 661-673.
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• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
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• Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
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• Lukasz Prorokowski, 2016. "Rank-order statistics for validating discriminative power of credit risk models," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 227-250.
• Marcin Koltuniak, 2016. "Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 251-266.
• Stefano Giglio & Bryan Kelly, 2018. "Excess Volatility: Beyond Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 71-127.
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• Campbell R. Harvey & Yan Liu, 2016. "Rethinking Performance Evaluation," NBER Working Papers 22134, National Bureau of Economic Research, Inc.
• Saki Bigio & Jennifer La’O, 2020. "Distortions in Production Networks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2187-2253.
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• John H. Cochrane, 2017. "Macro-Finance," Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
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• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016. "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series 533, Center for Financial Studies (CFS).
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• Robert P. Bartlett, III & Justin McCrary, 2016. "How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps," NBER Working Papers 22551, National Bureau of Economic Research, Inc.
• Edward Glaeser & Wei Huang & Yueran Ma & Andrei Shleifer, 2017. "A Real Estate Boom with Chinese Characteristics," Journal of Economic Perspectives, American Economic Association, vol. 31(1), pages 93-116, Winter.
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• Ari Levine & Yao Hua Ooi & Matthew Richardson, 2016. "Commodities for the Long Run," NBER Working Papers 22793, National Bureau of Economic Research, Inc.
• Robins, Russell P. & Smith, Geoffrey Peter, 2016. "No More Weekend Effect," Critical Finance Review, now publishers, vol. 5(2), pages 417-424, December.
• Viktoria Baklanova & Cecilia R. Caglio & Frank M. Keane & Burt Porter, 2016. "A pilot survey of agent securities lending activity," Staff Reports 790, Federal Reserve Bank of New York.
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• Mark Rachwalski & Quan Wen, 2016. "Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 6(2), pages 303-328.
• G. Andrew Karolyi, 2016. "Home Bias, an Academic Puzzle," Review of Finance, European Finance Association, vol. 20(6), pages 2049-2078.
• Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016. "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, vol. 20(6), pages 2379-2409.
• Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess, 2016. "Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3211-3244.
• Huaizhi Chen & Lauren Cohen & Dong Lou, 2016. "Industry Window Dressing," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3354-3393.
• Jawad M. Addoum & Alok Kumar, 2016. "Political Sentiment and Predictable Returns," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3471-3518.
• Alina Rydzewska, 2016. "Contemporary Nature Of Stock Exchange In View Of The Process Of Demutualization," Oeconomia Copernicana, Institute of Economic Research, vol. 7(1), pages 49-62, March.
• Diana Boshkovska & Elizabeta Djambaska & Vladimir Petkovski & Vesna Georgieva Svrtinov, 2016. "Market Capitalization and Factors of Its Determination – The Case of Republic of Macedonia," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 16(1), pages 41-52.
• Romeo Matthew Balanquit, 2016. "Threshold Bank-run Equilibrium in Dynamic Games," UP School of Economics Discussion Papers 201607, University of the Philippines School of Economics.
• Attaullah Shah & Zahoor Khan, 2016. "Importance of Judicial Efficiency in Capital Structure Decisions of Small Firms: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 361-394.
• Javier Lopez Bernardo, 2016. "A post-Keynesian theory for the yield on equity markets," Working Papers 1613, Post Keynesian Economics Society (PKES).
• Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2016. "Financialisation: Dimensions and determinants. A cross-country study," Working Papers 1619, Post Keynesian Economics Society (PKES).
• Javier Lopez Bernardo, 2016. "A post-Keynesian theory for the yield on equity markets," Working Papers PKWP1613, Post Keynesian Economics Society (PKES).
• Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2016. "Financialisation: Dimensions and determinants. A cross-country study," Working Papers PKWP1619, Post Keynesian Economics Society (PKES).
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• Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016. "Political connections and IPO underpricing: An efficiency problem," MPRA Paper 69427, University Library of Munich, Germany.
• Andrew Phiri, 2017. "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 9(1), pages 19-33.
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• Prempeh, Kwadwo Boateng, 2016. "Macroeconomic Variables and Stock Price Volatility in Ghana," MPRA Paper 70545, University Library of Munich, Germany.
• García Muñoz, Luis Manuel & Palomar Burdeus, Juan Esteban & de Lope Contreras, Fernando, 2016. "The recursive nature of KVA: KVA mitigation from KVA," MPRA Paper 70927, University Library of Munich, Germany.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
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• Ali, Salman Syed, 2016. "Islamic Sukuk Default and Issues in Their Resolution: The Case of Villamar Sukuk," Working Papers 2016-5, The Islamic Research and Teaching Institute (IRTI).
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• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
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  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Post-Print hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint) hal-01302382, HAL.
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  • Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Post-Print halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016. "Corporate disclosure: a review of its (direct and indirect) benefits and costs," Working Papers hal-01391688, HAL.
• Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers 2016-27, University of Paris Nanterre, EconomiX.
  • Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," Working Papers hal-04141582, HAL.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015. "Should Dark Pools be Banned from Regulated Exchanges?," GREDEG Working Papers 2015-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2016. "Should dark PoolS be banned from regulated exchangeS?," Working Papers halshs-01254447, HAL.
• 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 of CATT hal-01880322, HAL.
• Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
  • Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017. "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1375-1402, August.
  • Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
  • Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016. "Interactions among High-Frequency Traders," Working Papers in Economics 680, University of Gothenburg, Department of Economics.
• Byström, Hans, 2016. "The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements," Working Papers 2016:1, Lund University, Department of Economics.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018. "Cross-commodity news transmission and volatility spillovers in the German energy markets," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 231-243.
  • Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2016. "Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets," Working Papers 2016:2, Lund University, Department of Economics, revised 11 Oct 2017.
• Byström, Hans, 2018. "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.
• Jankensgård, Håkan & Vilhelmsson, Anders, 2016. "Ownership Determinants of Stock Return Volatility," Knut Wicksell Working Paper Series 2016/3, Lund University, Knut Wicksell Centre for Financial Studies.
• Valseth, Siri, 2016. "Likviditeten i det norske statsobligasjonsmarkedet," UiS Working Papers in Economics and Finance 2016/14, University of Stavanger.
• Meling, Tom Grimstvedt & Odegaard, Bernt Arne, 2016. "Tick Size Wars," UiS Working Papers in Economics and Finance 2016/15, University of Stavanger.
• Ødegaard, Bernt Arne, 2016. "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2016/16, University of Stavanger.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
• BHATTACHARYA, Debarati & LI, Wei-Hsien & RHEE, S. Ghon, 2016. "Does Better Corporate Governance Encourage Higher Payout? : Risk, Agency Cost, and Dividend Policy," Discussion paper series HIAS-E-20, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Simon Trimborn & Wolfgang Karl Härdle, 2015. "CRIX or evaluating Blockchain based currencies," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Simon Trimborn & Wolfgang Karl Härdle, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong, 2016. "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers SFB649DP2016-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee, 2016. "The Cross-Section of Crypto-Currencies as Financial Assets: An Overview," SFB 649 Discussion Papers SFB649DP2016-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Marco Linton & Wolfgang K. Härdle & Ernie Gin Swee Teo & Elisabeth Bommes & Cathy Yi-Hsuan Chen, 2016. "Dynamic Topic Modelling for Cryptocurrency Community Forums," SFB 649 Discussion Papers SFB649DP2016-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Svitlana Denga & Akansha Jain, 2016. "Definition, Classification and Use of Derivative Financial Instruments," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 90-99, March.
• Jeffry Haber, 2016. "Spliced Correlation: Theory Development," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 10(1), pages 65-69.
• Mohamad Jais & Chandana Gunathilaka, 2016. "Illiquidity Exposure Of Size And Value In Malaysian Equity Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(2), pages 81-90.
• Yang-Chao Wang & Jui-Jung Tsai & Yi Lin, 2016. "The Influence Of Shanghai-Hong Kong Stock Connect On The Mainland China And Hong Kong Stock Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 1-10.
• Renato Balbontín, 2016. "Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(1), pages 1-13.
• Philipp Kallerhoff, 2016. "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, vol. 9(12), pages 13-22, December.
• Frances N. Obafemi & Chukwuedo S. Oburota & Chukwunonso V. Amoke, 2016. "Financial Deepening and Domestic Investment in Nigeria," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(3), pages 40-54, March.
• Ozge KORKMAZ & Esref Savas BASCI & SuleymanSerdar KARACA, 2016. "Macroeconomic Variables Affecting Bist30 Index Value in Turkey," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 3(1), pages 201-207, October.
• Chrysovalantis Gaganis, 2016. "Assessing the overall performance of microfinance institutions," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 52-83.
  • Chrysovalantis Gaganis, 2016. "Assessing the Overall Performance of Microfinance Institutions," Working Papers 1603, University of Crete, Department of Economics.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers 12/16, Institute for Fiscal Studies.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers CWP12/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics 1620, Faculty of Economics, University of Cambridge.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers 2033, Cowles Foundation for Research in Economics, Yale University.

2015

• Chow, Victor & Lai, Christine W., 2015. "Conditional Sharpe Ratios," Finance Research Letters, Elsevier, vol. 12(C), pages 117-133.
• Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah, 2015. "Testing for asymmetric causality between U.S. equity returns and commodity futures returns," Finance Research Letters, Elsevier, vol. 12(C), pages 38-47.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015. "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, vol. 12(C), pages 77-91.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015. "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, vol. 13(C), pages 130-136.
• Godek, Paul E., 2015. "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, vol. 13(C), pages 29-35.
• Brawn, Derek & Sevǐc, Aleksandar, 2015. "Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases," Finance Research Letters, Elsevier, vol. 13(C), pages 66-73.
• Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015. "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, vol. 14(C), pages 178-187.
• Chauhan, Yogesh & Wadhwa, Kavita & Syamala, Sudhakar Reddy & Goyal, Abhinav, 2015. "Block-ownership structure, bank nominee director and crash-risk," Finance Research Letters, Elsevier, vol. 14(C), pages 20-28.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015. "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, vol. 14(C), pages 36-44.
• Park, James L., 2015. "Equity returns of distressed equity issuers," Finance Research Letters, Elsevier, vol. 14(C), pages 93-103.
• Ehsani, Sina & Lien, Donald, 2015. "A note on minimum riskiness hedge ratio," Finance Research Letters, Elsevier, vol. 15(C), pages 11-17.
• Kim, Thomas, 2015. "Does individual-stock skewness/coskewness reflect portfolio risk?," Finance Research Letters, Elsevier, vol. 15(C), pages 167-174.
• Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015. "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, vol. 15(C), pages 232-238.
• Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
• Guan, Xian & Saxena, Konark, 2015. "Capital market seasonality: The curious case of large foreign stocks," Finance Research Letters, Elsevier, vol. 15(C), pages 85-92.
• He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015. "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, vol. 22(C), pages 27-49.
• Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S., 2015. "Options market makers׳ hedging and informed trading: Theory and evidence," Journal of Financial Markets, Elsevier, vol. 23(C), pages 26-58.
• Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy, 2015. "Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm," Journal of Financial Markets, Elsevier, vol. 25(C), pages 52-79.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
  • Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
  • Paola Paiardini, 2009. "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance 0908, Birkbeck, Department of Economics, Mathematics & Statistics.
• Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015. "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, vol. 26(C), pages 64-84.
• Bansal, Vipul K. & Marshall, John F., 2015. "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, vol. 26(C), pages 47-63.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  • Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
  • Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper 61440, University Library of Munich, Germany.
• Dierkes, Thomas & Ortmann, Karl Michael, 2015. "On the efficient utilisation of duration," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 29-37.
• Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015. "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 306-312.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "The impact of oil price shocks on the stock market return and volatility relationship," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 41-54.
  • Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers 2014-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Mansor, F. & Bhatti, M.I. & Ariff, M., 2015. "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 102-115.
• Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2015. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 18-29.
• Kambouroudis, Dimos S. & McMillan, David G., 2015. "Is there an ideal in-sample length for forecasting volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 114-137.
• Chen, Doris & Dempsey, Michael & Lajbcygier, Paul, 2015. "Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 162-177.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2015. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 40-52.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers 2010_30, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts," SIRE Discussion Papers 2010-107, Scottish Institute for Research in Economics (SIRE).
• Riedel, Christoph & Wagner, Niklas, 2015. "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 53-64.
• Lleo, Sébastien & Ziemba, William T., 2015. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, vol. 31(2), pages 399-425.
  • Lleo, Sebastien & Ziemba, Bill, 2014. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics 60960, London School of Economics and Political Science, LSE Library.
• Ho, Liang-Chun & Huang, Chia-Hsing, 2015. "The nonlinear relationships between stock indexes and exchange rates," Japan and the World Economy, Elsevier, vol. 33(C), pages 20-27.
• Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
• Choy, Siu-Kai, 2015. "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 26-42.
• Chuluun, Tuugi, 2015. "The role of underwriter peer networks in IPOs," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 62-78.
• Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan, 2015. "Do mutual funds herd in industries?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 1-16.
• Tavin, Bertrand, 2015. "Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 158-178.
• Fajardo, José, 2015. "Barrier style contracts under Lévy processes: An alternative approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 179-187.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015. "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
  • Bussiere, M. & Hoerova, M. & Klaus, B., 2012. "Commonality in hedge fund returns: driving factors and implications," Working papers 373, Banque de France.
  • Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014. "Commonality in hedge fund returns: driving factors and implications," Working Paper Series 1658, European Central Bank.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015. "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 72-86.
• Sim, Nicholas & Zhou, Hongtao, 2015. "Oil prices, US stock return, and the dependence between their quantiles," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 1-8.
• Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun, 2015. "A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 9-22.
• Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A., 2015. "Risk, illiquidity or marketability: What matters for the discounts on private equity placements?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 41-50.
• Guillaume, F., 2015. "The LIX: A model-independent liquidity index," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 214-231.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015. "Bond market event study methods," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 281-293.
• Zhang, Yue, 2015. "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 309-326.
• Cahan, Steven F. & Chen, Chen & Chen, Li & Nguyen, Nhut H., 2015. "Corporate social responsibility and media coverage," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 409-422.
• Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2015. "The determinants of price discovery: Evidence from US-Canadian cross-listed shares," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 457-468.
• Bessler, Wolfgang & Wolff, Dominik, 2015. "Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 1-20.
• Chen, Yangyang & Rhee, S. Ghon & Veeraraghavan, Madhu & Zolotoy, Leon, 2015. "Stock liquidity and managerial short-termism," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 44-59.
• Mamatzakis, Emmanuel & Tsionas, Mike G., 2015. "How are market preferences shaped? The case of sovereign debt of stressed euro-area countries," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 106-116.
• Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015. "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 172-183.
• Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir, 2015. "Housing price growth and the cost of equity capital," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 283-300.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "Time-varying effect of oil market shocks on the stock market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 150-163.
  • Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2015. "Time-varying effect of oil market shocks on the stock market," CAMA Working Papers 2015-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015. "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 327-339.
  • Thomas Stöckl & Jürgen Huber & Michael Kirchler & Florian Lindner, 2013. "Hot Hand and Gambler's Fallacy in Teams: Evidence from Investment Experiments," Working Papers 2013-04, Faculty of Economics and Statistics, Universität Innsbruck.
• Ehling, Paul & Heyerdahl-Larsen, Christian, 2015. "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, vol. 160(C), pages 438-462.
• Eraker, Bjørn & Ready, Mark, 2015. "Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks," Journal of Financial Economics, Elsevier, vol. 115(3), pages 486-504.
• Aiken, Adam L. & Clifford, Christopher P. & Ellis, Jesse A., 2015. "Hedge funds and discretionary liquidity restrictions," Journal of Financial Economics, Elsevier, vol. 116(1), pages 197-218.
• Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  • Hau, Harald & Efing, Matthias, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
  • Matthias Efing & Harald Hau, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series 13-21, Swiss Finance Institute.
• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  • Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, Department of Economics and Business Economics, Aarhus University.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
  • Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
  • Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
• Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku, 2015. "Home bias, risk differential, and cultural spatial spillover effects," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 114-136.
• Fink, Fabian & Schüler, Yves S., 2015. "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 6-26.
• Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015. "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, vol. 35(C), pages 23-42.
  • Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014. "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business 14-01, Osaka University, Graduate School of Economics.
• Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  • Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
  • Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
  • Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  • Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
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• Agarwal, Vikas & Mullally, Kevin A. & Naik, Narayan Y., 2015. "The Economics and Finance of Hedge Funds: A Review of the Academic Literature," Foundations and Trends(R) in Finance, now publishers, vol. 10(1), pages 1-111, December.
• Nicolae-Marius JULA, 2015. "Modelling loans and deposits during electoral years in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 3(1), pages 43-48, June.
• Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference guide to U.S. repo and securities lending markets," Staff Reports 740, Federal Reserve Bank of New York.
  • Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
• Chiriac Silviu-Cornel-Virgil & Ofileanu Dimi, 2015. "Modern Options For The Financing Of The Real Estate Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 873-881, July.
• Andone Diana, 2015. "Aggregate Rating Model In Romanian Tourism," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 361-369, December.
• Dilip B. Madan, 2015. "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 260-292.
• Janine Balter, 2015. "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
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• Eric Budish & Peter Cramton & John Shim, 2015. "Editor's Choice The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(4), pages 1547-1621.
• Hitesh Doshi & Redouane Elkamhi & Mikhail Simutin, 2015. "Managerial Activeness and Mutual Fund Performance," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 156-184.
• Agostino Capponi & Martin Larsson, 2015. "Price Contagion through Balance Sheet Linkages," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 5(2), pages 227-253.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
  • de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011. "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers 8630, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014. "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM a51b5d9e-2687-4972-930f-4, Tilburg University, School of Economics and Management.
• Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2015. "Investor Information, Long-Run Risk, and the Term Structure of Equity," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 706-742.
  • Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2007. "Investor Information, Long-Run Risk, and the Term Structure of Equity," NBER Working Papers 12912, National Bureau of Economic Research, Inc.
• John Cotter & Stuart Gabriel & Richard Roll, 2015. "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 913-936.
  • John Cotter & Stuart Gabriel & Richard Roll, 2014. "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers 201412, Geary Institute, University College Dublin.
• Peiran Jiao, 2015. "Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions," Economics Series Working Papers 765, University of Oxford, Department of Economics.
• Gian Piero Aielli & Massimiliano Caporin, 2015. "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers 0193, Dipartimento di Scienze Economiche "Marco Fanno".
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
  • Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers 1507.00250, arXiv.org.
  • Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
• Amin Babaei Falah & Morteza Sardari, 2015. "A novel application of grey principal component analysis to determine stockholder’s approach towards financial ratios," Business and Economic Horizons (BEH), Prague Development Center, vol. 11(1), pages 41-50, April.
• Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & Slawomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, pages 68-76, Institute of Economic Research.
  • Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & S³awomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, chapter 7, pages 68-76, Institute of Economic Research.
• Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & S³awomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, chapter 7, pages 68-76, Institute of Economic Research.
  • Monika Hadas-Dyduch, 2015. "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, in: Monika Papiez & Slawomir Smiech (ed.),Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, edition 1, volume 1, pages 68-76, Institute of Economic Research.
• Aleksandra Pieloch-Babiarz, 2015. "Catering Approach To The Dividend Payment Policy On The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(2), pages 183-206, June.
• Joanna Malecka, 2015. "Revenues, Expenses, Profitability And Investments Of Potential Contenders For The Status Of A Listed Company In Poland," Oeconomia Copernicana, Institute of Economic Research, vol. 6(4), pages 91-122, December.
• Aneta Giedrewicz-Niewinska, 2015. "Udzial pracownikow w nadzorze korporacyjnym w spolce europejskiej," Working Papers 33/2015, Institute of Economic Research, revised May 2015.
• Katarzyna Kubiszewska, 2015. "Banking concentration in the Baltic and Western Balkan states – selected issues," Working Papers 68/2015, Institute of Economic Research, revised Apr 2015.
• Joanna Malecka, 2015. "Revenues, expenses, profitability and investments of potential contenders for the status of a listed company in Poland," Working Papers 78/2015, Institute of Economic Research, revised Apr 2015.
• Biedermann, Zsuzsánna, 2015. "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, vol. 60(1), pages 78-94.
• Javier Lopez Bernardo & Engelbert Stockhammer & Felix Lopez Martinez, 2015. "A post-Keynesian theory for Tobin's q in a stock-flow consistent framework," Working Papers 1509, Post Keynesian Economics Society (PKES).
• Javier López Bernardo & Engelbert Stockhammer & Félix López Martínez, 2016. "A post Keynesian theory for Tobin’s in a stock-flow consistent framework," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 39(2), pages 256-285, April.
  • Engelbert Stockhammer & Felix Lopez Martinez, 2015. "A post-Keynesian theory for Tobin's q in a stock-flow consistent framework," Working Papers PKWP1509, Post Keynesian Economics Society (PKES).
• Nguyen Van, Phuong, 2015. "A good news or bad news has greater impact on the Vietnamese stock market?," MPRA Paper 61194, University Library of Munich, Germany.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, vol. 28(C), pages 95-110.
  • Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015. "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper 61440, University Library of Munich, Germany.
• García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban, 2015. "Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA," MPRA Paper 62086, University Library of Munich, Germany.
• Bell, Peter N, 2015. "Comment on Mahmoodzadeh’s Tick Size Change in the Wholesale Foreign Exchange Market," MPRA Paper 62157, University Library of Munich, Germany.
• Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 21(1), pages 53-60, January.
  • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers 201509, University of Pretoria, Department of Economics.
  • Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
• Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015. "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper 63028, University Library of Munich, Germany.
• Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017. "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 152-169.
  • Peresetsky, Anatoly & Yakubov, Ruslan, 2015. "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper 64579, University Library of Munich, Germany.
• Peter, Eckley, 2015. "Measuring economic uncertainty using news-media textual data," MPRA Paper 64874, University Library of Munich, Germany, revised 01 May 2015.
• Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.
• Chouliaras, Andreas, 2015. "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper 65585, University Library of Munich, Germany.
• Chouliaras, Andreas, 2015. "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper 65875, University Library of Munich, Germany.
• Ali, Muhammad & Syed ali, Raza & Chin-Hong, Puah, 2015. "Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model," MPRA Paper 66023, University Library of Munich, Germany.
• Gu, Xian & Kowalewski, Oskar, 2016. "Creditor rights and the corporate bond market," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 215-238.
  • Gu, Xian & Kowalewski, Oskar, 2015. "Creditor rights and corporate bond market," MPRA Paper 67022, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015. "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper 67181, University Library of Munich, Germany.
• Hammad, Siddiqi, 2015. "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper 67403, University Library of Munich, Germany.
• Premepeh, kwadwo Boateng & Odartei-Mills, Eugene, 2015. "Corporate governance structure and shareholder wealth maximisation," MPRA Paper 68087, University Library of Munich, Germany.
• Bornah, Mathew, 2015. "The approach of the host cities to the issue of managing the stadiums following Euro 2012," MPRA Paper 68204, University Library of Munich, Germany.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
• Siddiqi, Hammad, 2015. "Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles," MPRA Paper 68729, University Library of Munich, Germany.
• 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.
• Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015. "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper 70942, University Library of Munich, Germany.
• Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015. "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper 74573, University Library of Munich, Germany, revised 2016.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  • Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
• Khan, Muhammad Kamran & Nouman, Mohammad & Imran, Muhammad, 2015. "Determinants of financial performance of financial sectors (An assessment through economic value added)," MPRA Paper 81281, University Library of Munich, Germany.
• Jaffery, Ada & Mamoon, Dawood, 2015. "Socio-economic Perspective of Microfinance as a poverty reduction tool," MPRA Paper 81485, University Library of Munich, Germany.
• Mansur, Alfan & Liu, Yichang & Zaman, Kazi Arif Uz, 2015. "Portfolio Shocks and the Dynamics of the Real Economy of Australia (1980-2014): A Structural Vector Autoregressive Model Approach," MPRA Paper 93992, University Library of Munich, Germany, revised 17 May 2015.
• Camilleri, Silvio John, 2015. "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper 95301, University Library of Munich, Germany.
• Asandului, Mircea & Lupu, Dan & Mursa, Gabriel Claudiu & Muşetescu, Radu, 2015. "Dynamic relations between CDS and stock markets in Eastern European countries," MPRA Paper 95506, University Library of Munich, Germany.
• Fukuda, Takashi, 2015. "Evidence of Korea’s Finance-Growth Nexus: VARX Analysis with Financial Crisis and Openness," MPRA Paper 98787, University Library of Munich, Germany.
• Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, vol. 131(C), pages 83-85.
  • Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
• Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016. "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 184-191.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers 201508, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 21(1), pages 53-60, January.
  • Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
  • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers 201509, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.
  • Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017. "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 121-146, February.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 15-07, Eastern Mediterranean University, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 201524, University of Pretoria, Department of Economics.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016. "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2895-2898, July.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers 201536, University of Pretoria, Department of Economics.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015. "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers 201575, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
  • Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015. "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers 201576, University of Pretoria, Department of Economics.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
  • Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015. "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers 201579, University of Pretoria, Department of Economics.
• Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015. "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers 201582, University of Pretoria, Department of Economics.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
  • Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015. "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers 201588, University of Pretoria, Department of Economics.
  • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW Kiel).
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  • Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
  • Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015. "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers 201595, University of Pretoria, Department of Economics.
• Ioana Andrada Moldovan (Gavril), 2015. "Does the Financial System Promote Sustainable Development? Evidence from Eastern European Countries," Central European Business Review, Prague University of Economics and Business, vol. 2015(2), pages 40-47.
• Jan Bastin, 2015. "Volatility Effect: An Application on the German Stock Market [Efekt nízkého rizika: Aplikace na německý akciový trh]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2015(1), pages 36-54.
• Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers 2015-4, Princeton University. Economics Department..
• Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers 2015-5, Princeton University. Economics Department..
• Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
  • Iberico, Luis Antonio & Winkelried, Diego, 2015. "Calendar Effects in Latin American Stock Markets," Working Papers 2015-008, Banco Central de Reserva del Perú.
• TANASE, George Cosmin, 2015. "Business Intelligence and Performance Management," Romanian Distribution Committee Magazine, Romanian Distribution Committee, vol. 6(3), pages 24-27, September.
• Kaiji Chen & Alfonso Irarrazabal, 2015. "The Role of Allocative Efficiency in a Decade of Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 523-550, July.
  • Kaiji Chen, 2013. "The Role of Allocative Efficiency in A Decade of Recovery," 2013 Meeting Papers 886, Society for Economic Dynamics.
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• Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014. "Equilibrium corporate finance and intermediation," Economics Working Papers ECO2014/09, European University Institute.
  • Piero Gottardi & Guido Ruta & Alberto Bisin, 2015. "Equilibrium Corporate Finance and Intermediation," 2015 Meeting Papers 358, Society for Economic Dynamics.
• Khoutem Ben Jedidia, 2015. "Trade openness-financial development nexus: Bounds testing approach and causality tests for Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(58), pages 27-50, December.
• Pasrun Adam, 2015. "A Model of the Dynamic of the Relationship between Stock Prices and Economic Growth of Indonesia," Applied Economics and Finance, Redfame publishing, vol. 2(3), pages 12-19, August.
• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  • Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
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• Jaehun CHOI & Hosung LIM & Rogelio Jr. MERCADO & Cyn-Young PARK, 2015. "Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets," Working Papers 2015-8, Economic Research Institute, Bank of Korea.
  • Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung, 2015. "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series 427, Asian Development Bank.
• Burger, John & Warnock, Francis & Warnock, Veronica Cacdac, 2015. "Bond Market Development in Developing Asia," ADB Economics Working Paper Series 448, Asian Development Bank.
• Le, Thai-Ha & Kim, Jungsuk & Lee, Minsoo, 2015. "Institutional Quality, Trade Openness, and Financial Development in Asia: An Empirical Investigation," ADB Economics Working Paper Series 452, Asian Development Bank.
• Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2015. "Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(2), pages 213-228.
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• Zimmermann, Horst, 2015. "The deep roots of the government debt crisis," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 41-58.
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• Ariane Szafarz, 2015. "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
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• Soederlind, Paul, 2015. "Testing Competing Factor Pricing Models," Working Papers on Finance 1524, University of St. Gallen, School of Finance, revised May 2016.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2019. "Do Financial Systems Spur Economic Growth in the USA? An Empirical Investigation," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(2), pages 165-185.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Do financial systems spur economic growth in the USA? An empirical investigation," Working Papers 18833, University of South Africa, Department of Economics.
• S. Nyasha & N. M. Odhiambo, 2016. "The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 16(2), pages 389-410, June.
  • Nyasha S. & Odhiambo N. M., 2016. "The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom," Global Economy Journal, De Gruyter, vol. 16(2), pages 389-410, June.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "The impact of bank-based and market-based financial development on economic growth: time-series evidence from the United Kingdom," Working Papers 18834, University of South Africa, Department of Economics.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2017. "Are Banks and Stock Markets Complements Or Substitutes? Empirical Evidence from Three Countries," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 15(1 (Spring), pages 81-101.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Are banks and stock markets complements or substitutes? Empirical evidence from three countries," Working Papers 18926, University of South Africa, Department of Economics.
• Aurelia BOBE, 2015. "Business Valuation. Adjusting Markets Multiples for Country Risk in Emerging Markets - Empirical Study for Romania," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 10(2), pages 68-85.
• Federico Maglione, 2015. "Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR," Working Papers 2015:05, Department of Economics, University of Venice "Ca' Foscari".
• Michele Costola & Massimiliano Caporin, 2016. "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-26, March.
  • Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
• Atilla Cifter, 2015. "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(1), pages 55-76, March.
• Atilla Cifter, 2015. "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(1), pages 55-76.
• Krasimira Naydenova, 2015. "Institutional Influence On The Liquidity Of The Bulgarian Stock Market," Business & Management Compass, University of Economics Varna, issue 4, pages 78-89.
• Piasecki Krzysztof & Siwek Joanna, 2015. "Behavioural Present Value Defined as Fuzzy Number – a New Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 15(2), pages 27-41, December.
• Siemińska Ewa & Krajewska Małgorzata, 2015. "Exchange Rate Risk On The Mortgage Market," Real Estate Management and Valuation, Sciendo, vol. 23(4), pages 74-84, December.
• Druica Elena & Valsan Calin & Ianole Rodica, 2015. "Residential Real Estate in Europe: An Exploration of Common Risk Factors," Review of Economic Perspectives, Sciendo, vol. 15(4), pages 413-429, December.
• Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
• Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015. "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers 172015, Hong Kong Institute for Monetary Research.
  • Didier Brandao,Tatiana & Levine,Ross Eric & Schmukler,Sergio L., 2015. "Capital market financing, firm growth, and firm size distribution," Policy Research Working Paper Series 7353, The World Bank.
  • Didier, Tatiana & Levine, Ross & Schmukler, Sergio L., 2016. "Capital market financing, firm growth, and firm size distribution," ESRB Working Paper Series 4, European Systemic Risk Board.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015. "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, vol. 34(C), pages 207-224.
  • Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014. "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers 3614, Center for Quantitative Economics (CQE), University of Muenster.
  • Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos, 2015. "The effect of index futures trading on volatility: Three markets for Chinese stocks," LCERPA Working Papers 0087, Laurier Centre for Economic Research and Policy Analysis, revised 01 Feb 2015.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
  • Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
• Rodrigo Chicaroli & Pedro L. Valls Pereira, 2015. "Predictability of Equity Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(6), pages 427-440, September.
  • Pereira, Pedro L. Valls, 2009. "Predictability of equity models," Textos para discussão 176, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  • Valls Pereira, Pedro L. & Chicaroli, Rodrigo, 2009. "Predictability of Equity Models," MPRA Paper 10955, University Library of Munich, Germany.
• Hans Byström, 2015. "Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(8), pages 753-775, August.
  • Byström, Hans, 2014. "Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges," Working Papers 2014:34, Lund University, Department of Economics.
• Gara Afonso & Ricardo Lagos, 2015. "The Over‐the‐Counter Theory of the Fed Funds Market: A Primer," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 127-154, June.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "The over-the-counter theory of the fed funds market: a primer," Staff Reports 660, Federal Reserve Bank of New York.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "The Over-the-Counter Theory of the Fed Funds Market: A Primer," Working Papers 711, Federal Reserve Bank of Minneapolis.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," CRETA Online Discussion Paper Series 01, Centre for Research in Economic Theory and its Applications CRETA.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," CRETA Online Discussion Paper Series 01, Centre for Research in Economic Theory and its Applications CRETA.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
• Eduardo Olaberría, 2015. "US Long-Term Interest Rates and Capital Flows to Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-32.
  • Eduardo Olaberría, 2014. "US Long Term Interest Rates and Capital Flows to Emerging Economies," OECD Economics Department Working Papers 1155, OECD Publishing.
• Eduardo Olaberría, 2015. "US Long-Term Interest Rates and Capital Flows to Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-32.
  • Eduardo Olaberría, 2014. "US Long Term Interest Rates and Capital Flows to Emerging Economies," OECD Economics Department Working Papers 1155, OECD Publishing.
• Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015. "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-24.
• Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015. "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-24.
• Ricky Chee Jiun Chia & Shiok Ye Lim & Pui Khuan Ong & Siew Fong Teh, 2015. "Pre And Post Chinese New Year Holiday Effects: Evidence From Hong Kong Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(04), pages 1-14.
• Ricky Chee Jiun Chia & Shiok Ye Lim & Pui Khuan Ong & Siew Fong Teh, 2015. "Pre And Post Chinese New Year Holiday Effects: Evidence From Hong Kong Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(04), pages 1-14.
• Anastasios G Malliaris & William T Ziemba (ed.), 2015. "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984.
• Laurent L Jacque, 2015. "Global Derivative Debacles:From Theory to Malpractice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9520.
• Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524.
• Ruogu Li, 2015. "Reform of the International Monetary System and Internationalization of the Renminbi," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9673.
• Christopher Hian Ann Ting, 2015. "An Introduction to Quantitative Finance:A Three-Principle Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9707, February.
• Xingyun Peng, 2015. "Financial Theory:Perspectives from China," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number u011.
• Xingyun PENG, 2015. "Money, Monetary Systems, and Statistics," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 1, pages 3-21, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial System," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 2, pages 23-48, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Time Value of Money," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 3, pages 49-70, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Time Allocation of Resources: Whether to Save or Spend," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 4, pages 71-89, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Asset Selection and Risk Management of Lender–Savers," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 5, pages 91-112, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financing Options for Borrower–Spenders," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 6, pages 113-136, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Institutions in the Financial System," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 7, pages 139-166, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Commercial Bank Operations and Management," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 8, pages 167-203, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Long-Term Capital Markets," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 9, pages 205-233, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Short-Term Money Markets," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 10, pages 235-260, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Foreign Exchange Markets," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 11, pages 261-282, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Derivatives Market," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 12, pages 283-317, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Money Supply," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 13, pages 321-358, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Demand for Money," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 14, pages 359-382, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Interest Rate Levels and Interest Rate Structure," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 15, pages 383-407, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Price Levels: Inflation and Deflation," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 16, pages 409-427, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Exchange Rate Determination and the Exchange Rate System," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 17, pages 429-452, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Balance of Payments," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 18, pages 453-477, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "National Income and Output Determination: The IS–LM Model," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 19, pages 479-499, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Monetary Policy Operations of the Central Bank," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 20, pages 501-548, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Development and Financial Structure," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 21, pages 551-575, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Deepening and Financial Liberalization," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 22, pages 577-601, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Crises," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 23, pages 603-629, World Scientific Publishing Co. Pte. Ltd..
• Xingyun PENG, 2015. "Financial Regulation and Supervision," World Scientific Book Chapters, in: FINANCIAL THEORY Perspectives from China, chapter 24, pages 631-651, World Scientific Publishing Co. Pte. Ltd..
• Paul A. Samuelson, 2015. "Proof that Properly Anticipated Prices Fluctuate Randomly," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 2, pages 25-38, World Scientific Publishing Co. Pte. Ltd..
• Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
  • Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394-394.
• Eugene F. Fama & Kenneth R. French, 2015. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 4, pages 79-102, World Scientific Publishing Co. Pte. Ltd..
  • Fama, Eugene F & French, Kenneth R, 1987. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage," The Journal of Business, University of Chicago Press, vol. 60(1), pages 55-73, January.
• Ramaprasad Bhar & A. G. Malliaris, 2015. "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 5, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
  • Bhar, Ramaprasad & Malliaris, A G, 1998. "Volume and Volatility in Foreign Currency Futures Markets," Review of Quantitative Finance and Accounting, Springer, vol. 10(3), pages 285-302, May.
• Claude B. Erb & Campbell R. Harvey, 2015. "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 6, pages 125-178, World Scientific Publishing Co. Pte. Ltd..
• Robert S. Steigerwald, 2015. "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 7, pages 181-246, World Scientific Publishing Co. Pte. Ltd..
• Barbara J. Mack, 2015. "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 8, pages 247-285, World Scientific Publishing Co. Pte. Ltd..
• Paul E. Peterson & Jin Wook Choi, 2015. "Agricultural Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 9, pages 289-323, World Scientific Publishing Co. Pte. Ltd..
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015. "World Metal Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 10, pages 325-347, World Scientific Publishing Co. Pte. Ltd..
• Bluford H. Putnam, 2015. "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 11, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
• Tim Weithers, 2015. "Currency Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 12, pages 381-405, World Scientific Publishing Co. Pte. Ltd..
• Betty Simkins & Yuecheng Jia, 2015. "Energy Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 13, pages 407-434, World Scientific Publishing Co. Pte. Ltd..
• Tom Nohel & Steven K. Todd, 2015. "Volatility as an Asset Class," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 14, pages 437-464, World Scientific Publishing Co. Pte. Ltd..
• Jin Wook Choi & Jin Man Lee, 2015. "Housing Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 15, pages 465-485, World Scientific Publishing Co. Pte. Ltd..
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015. "Freight Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 16, pages 487-510, World Scientific Publishing Co. Pte. Ltd..
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015. "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 17, pages 511-544, World Scientific Publishing Co. Pte. Ltd..
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015. "Electricity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 18, pages 545-565, World Scientific Publishing Co. Pte. Ltd..
• Rita l. D'Ecclesia, 2015. "Climate Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 19, pages 567-603, World Scientific Publishing Co. Pte. Ltd..
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015. "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 20, pages 605-639, World Scientific Publishing Co. Pte. Ltd..
• Alexandre Ziegler & William T. Ziemba, 2015. "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 21, pages 643-688, World Scientific Publishing Co. Pte. Ltd..
• Sebastien Lleo & William T. Ziemba, 2015. "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 22, pages 689-750, World Scientific Publishing Co. Pte. Ltd..
  • Ziemba, Bill & Lleo, Sebastien, 2014. "How to lose money in derivatives: examples from hedge funds and bank trading departments," LSE Research Online Documents on Economics 61219, London School of Economics and Political Science, LSE Library.
• W. William Woolsey & Scott Sumner, 2015. "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 23, pages 751-770, World Scientific Publishing Co. Pte. Ltd..
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015. "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 24, pages 771-804, World Scientific Publishing Co. Pte. Ltd..
  • Pies, Ingo & Will, Matthias Georg & Glauben, Thomas & Prehn, Sören, 2013. "The ethics of financial speculation in futures markets," Discussion Papers 2013-21, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
• Ruogu Li, 2015. "The Gold Standard," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 1, pages 3-10, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "The Gold-exchange Standard," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 2, pages 11-16, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "The Bretton Woods System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 3, pages 17-30, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Patterns in the Evolution of the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 4, pages 31-36, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Characteristics of the Current International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 5, pages 39-52, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Appraisal of the Current International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 6, pages 53-66, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Sustainability of the Current International Monetary System — An Analysis," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 7, pages 67-84, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Causes, Development, and Impact of the Global Financial Crisis," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 8, pages 87-116, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Global Financial Crisis' Impact on the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 9, pages 117-128, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Adjust Global Economic Imbalance and Reform the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 10, pages 129-136, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Proposals for Reforming the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 11, pages 139-146, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Realistic Choice for Reforming the International Monetary System," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 12, pages 147-166, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "China and Current International Monetary System Reform," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 13, pages 167-178, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Regional Currency Cooperation Theory," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 14, pages 181-188, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "European Currency Cooperation," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 15, pages 189-196, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "East Asian Currency Cooperation," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 16, pages 197-212, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "China and East Asian Currency Cooperation," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 17, pages 213-224, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Currency Internationalization," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 18, pages 227-234, World Scientific Publishing Co. Pte. Ltd..
• Ruogu Li, 2015. "Internationalization of Major Currencies," World Scientific Book Chapters, in: Reform of the International Monetary System and Internationalization of the Renminbi, chapter 19, pages 235-252, World Scientific Publishing Co. Pte. Ltd..
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• Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
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• Julijana Angelovska, 2015. "Macedonian Small Investors’ Behavior Towards Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 18(1), pages 51-60, May.
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• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, vol. 32(2), pages 383-409.
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• Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2016. "Market discipline across bank governance models: Empirical evidence from German depositors," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 126-138.
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• Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.
• Bednarek, Peter & Dinger, Valeriya & von Westernhagen, Natalja, 2015. "Fundamentals matter: Idiosyncratic shocks and interbank relations," Discussion Papers 44/2015, Deutsche Bundesbank.
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• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
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• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
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• Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K., 2015. "Resiliency: A dynamic view of liquidity," CFR Working Papers 15-04, University of Cologne, Centre for Financial Research (CFR).
• Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015. "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers 15-11, University of Cologne, Centre for Financial Research (CFR).
• Ben-Haim, Yakov & Demertzis, Maria, 2016. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
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• Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2015. "On the role of market makers for money market liquidity and tensions," Kiel Working Papers 2013, Kiel Institute for the World Economy (IfW Kiel).
• Schier, Michael & Voigtländer, Michael, 2015. "Immobilienpreise: Ist die Entwicklung am deutschen Wohnungsmarkt noch fundamental gerechtfertigt?," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 42(1), pages 57-73.
• Graeme G. Acheson & Gareth Campbell & John D. Turner, 2017. "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," Business History, Taylor & Francis Journals, vol. 59(4), pages 607-637, May.
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• Holger Kraft & Claus Munk & Sebastian Wagner, 2018. "Housing Habits and Their Implications for Life-Cycle Consumption and Investment [The evolution of homeownership rates in selected OECD countries: demographic and public policy influences]," Review of Finance, European Finance Association, vol. 22(5), pages 1737-1762.
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• Härdle, Wolfgang Karl & Trimborn, Simon, 2015. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2015-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
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  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
• Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael, 2015. "Advertising, Attention, and Financial Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113032, Verein für Socialpolitik / German Economic Association.
• Siemroth, Christoph, 2015. "The impossibility of informationally efficient markets when forecasts are self-defeating," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113110, Verein für Socialpolitik / German Economic Association.
• Scholtens, Bert & Veldhuis, Rineke, 2015. "How does the development of the financial industry advance renewable energy? A panel regression study of 198 countries over three decades," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113114, Verein für Socialpolitik / German Economic Association.
• Jank, Stephan, 2015. "Specialized human capital, unemployment risk, and the value premium," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113214, Verein für Socialpolitik / German Economic Association.
• Kranz Sebastian & Löffler Gunter & Posch Peter N., 2019. "Predatory Short Sales and Bailouts," German Economic Review, De Gruyter, vol. 20(4), pages 469-491, December.
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• Mária Bohdalová & Michal Greguš, 2015. "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, vol. 3(0), pages 188-195, September.
• Shafi A. Khaled & A. Wahhab Khandker, 2015. "Profit-Loss Sharing Contract Formation Under Zero Interest Financial System عقد المشاركة من الأرباح والخسائر في ظل نظام مالي بدون ربا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 28(2), pages 75-107, July.
• Dolores Moreno-Herrero & José Sánchez Campillo & Manuel Salas-Velasco, 2015. "Factores asociados al rendimiento en competencia financiera en PISA 2012," Investigaciones de Economía de la Educación volume 10, in: Marta Rahona López & Jennifer Graves (ed.), Investigaciones de Economía de la Educación 10, edition 1, volume 10, chapter 28, pages 551-570, Asociación de Economía de la Educación.
• Suthawan Prukumpai, 2015. "Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(2), pages 54-76, December.
• Jan Annaert & Frans Buelens & Marc Deloof, 2015. "Long-run stock returns: evidence from Belgium 1838–2010," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 9(1), pages 77-95, January.
• Rafiq Raji & Kalu Ojah, 2015. "Does Investor Sentiment Explain The Seasonality Of Overreaction? Examples Of The Nigerian And South African Equity Markets," The African Finance Journal, Africagrowth Institute, vol. 17(2), pages 25-54.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
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• Marian Siminica & Silviu-Valentin CARSTINA, 2015. "Correlation Analysis Of The Company'S Liquidity, Patrimony Structure And Efficiency Indicators," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(43), pages 7-16.
• Octavian PERPELEA & Tatiana PAUN, 2015. "The Greek Crisis and the Generalization of Euro in European Union," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 103-112, December.
• Sonia Wos, 2015. "Rynek Neuer Markt: droga od sukcesu do porażki / Neuer Markt: from Success to Failure," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 11, pages 176-189, September.
• Luca Benzon & Olena Chyruk, 2015. "The Value and Risk of Human Capital," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 179-200, December.
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• Daniel Covitz & Nellie Liang & Tobias Adrian, 2015. "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
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• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
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• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
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• Jozef Baruník & Tomáš Křehlík, 2018. "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 271-296.
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• Fabio Caccioli & Imre Kondor & G'abor Papp, 2015. "Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error," Papers 1510.04943, arXiv.org.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2015. "Factor Models as "Explanatory UniÖers" versus "Explanatory Ideals" of Empirical Regularities of Stock Returns," MPRA Paper 122254, University Library of Munich, Germany.
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• Ercan EREN, 2015. "Developments in (macro) economics; Towards a new (macro) economics'," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 1-35.
• John E. ROEMER, 2015. "Ideology, politics and the concentration of capital," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 37-44.
• Remzi ALTUNIŞIK, 2015. "Büyük veri: Fırsatlar kaynağı mı yoksa yeni sorunlar yumağı mı?," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 45-76.
• Cem Başlevent & Ayşenur Acar, 2015. "Recent trends in informal employment in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 77-88.
• Massimo BAGARANIY, 2015. "Applying multicriteria analysis in on-going evaluation of EU structural programmes," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 1-17.
• Stefano FANTACONEY & Petya G. GARALOVA & Carlo MILANI, 2015. "Structural budget balance and fiscal policy: The limits of the European approach," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 19-34.
• Gozde ÜNAL & Ömer FARUK TAN, 2015. "Performance evaluation of a-type Turkish mutuals funds in the era of quantitative easing," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 35-46.
• Cigdem DIKMEN, 2015. "A research on the perception level of the success criteria of learning organizations among a group of physicians and nurses," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 47-59.
• Dhananjay TRIPATHI, 2015. "Beyond pessimism: Analysing prospect for asian regionalism with cooperation between India, China and ASEAN," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 61-74.
• Ahmet Hakan YÜKSEL, 2015. "The impasse of the machine metaphor in organization and management: Ontological and epistemological rejuvenation during interregnum," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 75-88.
• Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers CWP08/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics 1552, Faculty of Economics, University of Cambridge.
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• Kostiantyn Vozianov, 2015. "Main Trends Of Derivatives' Market Development In Central And Eastern Europe," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(1).
• Volodymyr Matskiv, 2015. "Economic Essence And Components Of Financial Support Of Agricultural Sector," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(2).
• Hideyuki Kamiryo, 2015. "Hyperbola Economics Towards A Utopian Economy," Hyperbola Economics towards A Utopian Economy, Better Advances Press, Canada, edition 1, number 01 edited by Dr. Yisheng Huang, May.
• Eduardo Ariel Corso, 2015. "Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(73), pages 91-115, December.
• Eduardo Corso, 2015. "Ambiguity and portfolio decisions," BCRA Working Paper Series 201567, Central Bank of Argentina, Economic Research Department.
• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015. "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(1), pages 103-126.
• Vuslat US, 2015. "Do Banks Respond Asymmetrically to the Global Crisis? Evidence From Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(2), pages 9-44.
• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015. "First-time corporate bond issuers in Italy," Questioni di Economia e Finanza (Occasional Papers) 269, Bank of Italy, Economic Research and International Relations Area.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015. "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers) 277, Bank of Italy, Economic Research and International Relations Area.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs' margin policies on repo markets," BIS Working Papers 515, Bank for International Settlements.
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• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015. "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 14, pages 443-463, Banco de la Republica de Colombia.
  • Ligia Alba Melo B. & Jorge Ramos F. & Hector Zarate S., 2013. "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia 795, Banco de la Republica de Colombia.
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• Andrés J. García Bernal & José E. Gómez-González & Tatiana A. Mora-Arbeláez & Mauricio Villamizar-Villegas, 2015. "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, vol. 45(2), pages 221-268, December.
  • Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 12934, Banco de la Republica.
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• Syed Muhammad Majid Shah & Fahad Abdullah, 2015. "A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 7(1), pages 41-66, April.
• Julija Cerović & Vesna Karadžić, 2015. "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(206), pages 87-116, July - Se.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
  • Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs' margin policies on repo markets," BIS Working Papers 515, Bank for International Settlements.
• Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015. "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Sciendo, vol. 6(1), pages 36-55, March.
• Peter Gomber & Uwe Schweickert & Erik Theissen, 2015. "Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach," European Financial Management, European Financial Management Association, vol. 21(1), pages 52-78, January.
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• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
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• Philippe Bracke, 2015. "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 403-431, June.
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• Muhamed Zulkhibri, 2015. "A synthesis of theoretical and empirical research on sukuk," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(4), pages 237-248, December.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015. "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 365-393.
• Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015. "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 394-437.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015. "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 571-630.
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• Gerard Hartsink, 2015. "La technologie est le meilleur garant de la gestion des risques sur les marchés financiers," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 143-154.
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• Samuel Guérineau & Relwende Sawadogo, 2015. "On the determinants of life insurance development in Sub-Saharan Africa: the role of the institutions quality in the effect of economic development," CERDI Working papers halshs-01178838, HAL.
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• Luca De Angelis & Attilio Gardini, 2015. "Disequilibria and Contagion in Financial Markets: Evidence from a New Test," Journal of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 247-265, November.
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• Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES 2015/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2015.
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• Mathias Hoffmann & Iryna Stewen, 2020. "Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation," Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 2013-2055.
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• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016. "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 814-833, December.
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• Yuki SATO, 2015. "Innovation, Delegation, and Asset Price Swings," Swiss Finance Institute Research Paper Series 15-03, Swiss Finance Institute, revised Mar 2015.
• Martin HERDEGEN & Martin SCHWEIZER, 2015. "Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)," Swiss Finance Institute Research Paper Series 15-05, Swiss Finance Institute.
• Nyborg, Kjell G., 2017. "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
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• Tahir CHOULLI & Martin SCHWEIZER, 2015. "Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales," Swiss Finance Institute Research Paper Series 15-15, Swiss Finance Institute.
• Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015. "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series 15-36, Swiss Finance Institute.
• Carlo Sala & Giovanni Barone-Adesi, 2015. "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series 15-50, Swiss Finance Institute, revised Apr 2016.
• Vincent Bogousslavsky & Pierre Collin-Dufresne & Mehmet Sağlam, 2018. "Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch," Swiss Finance Institute Research Paper Series 18-41, Swiss Finance Institute.
• Chunming Yuan & Tanu J. Pongsiri, 2015. "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Andreea Maria PECE, 2015. "The Connection Between Economic Growth And Stock Markets," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 445-450, April.
• Paula VOICU & Petruta MIHAI, 2015. "Application Of Technical Level On Two Fruit And Vegetable Juicers," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 587-591, April.
• Mariana Rodica ŢÎRLEA, 2015. "Issues Regarding The Financial Flow Projections In The Selection Of Investment Projects," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 207-210, June.
• Gerardo Licandro & Jorge Ponce (ed.), 2015. "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, edition 1, volume 1, number 4sp, December.
• Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES 2015/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2015.
  • Jakub Mateju & Michal Kejak, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," Working Papers 2015/16, Czech National Bank.
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• Leticia Estévez Cerqueira & María Isabel Cambón Murcia, 2015. "A Spanish Financial Market Stress Indicator (FMSI)," CNMV Working Papers CNMV Working Papers no 60, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Andrés J. García Bernal & José E. Gómez-González & Tatiana A. Mora-Arbeláez & Mauricio Villamizar-Villegas, 2015. "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, vol. 45(2), pages 221-268, December.
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• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015. "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público 14253, Universidad EAFIT.
• Carlos Alberto Cuadros Lara, 2015. "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 18(2), pages 309-342, December.
• Rojas, Emilio & Kristjanpoller, Werner, 2015. "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31, January.
• Caroline Sulzbach Pletsch & Estelamaris Reif & Tarcísio Pedro Da Silva, 2015. "Análise da relacao entre o valor economico agregado (EVA) e os indicadores do mercado de empresas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 0(1), pages 157-173, June.
• Paulo Sérgio Almeida Santos & Andréia Carpes Dani & Roberto Carlos Klann, 2015. "Concentracao de propriedade e o impairment loss sobre o goodwill: investigacao empírica no contexto das companhias abertas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 0(1), pages 175-188, June.
• Andrés J. García Bernal & José E. Gómez-González & Tatiana A. Mora-Arbeláez & Mauricio Villamizar-Villegas, 2015. "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, vol. 45(2), pages 221-268, December.
  • Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 12934, Banco de la Republica.
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• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
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• Massa, Massimo & von Beschwitz, Bastian & Keim, Donald B, 2015. "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers 10534, C.E.P.R. Discussion Papers.
• Massa, Massimo & von Beschwitz, Bastian, 2015. "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers 10535, C.E.P.R. Discussion Papers.
• Massa, Massimo & Zhang, Lei, 2015. "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers 10536, C.E.P.R. Discussion Papers.
• Andriy Bodnaruk & Bekhan Chokaev & Andrei Simonov, 2019. "Downside Risk Timing by Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 9(1), pages 171-196.
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• Nyborg, Kjell G., 2017. "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
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• Pietro Reichlin, 2018. "Money Creation: Tax or Public Liquidity?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 1073-1094, August.
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• Cukierman, Alex & Melnick, Rafi, 2015. "The Conquest of Israeli Inflation and Current Policy Dilemmas," CEPR Discussion Papers 10955, C.E.P.R. Discussion Papers.
• Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015. "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers 3815, Center for Quantitative Economics (CQE), University of Muenster.
• Benedikt Rotermann & Bernd Wilfling, 2015. "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers 4015, Center for Quantitative Economics (CQE), University of Muenster.
• Philipp Adämmer & Martin T. Bohl, 2015. "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers 4415, Center for Quantitative Economics (CQE), University of Muenster.
• Ki Beom Binh & Hogyu Jhang, 2015. "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 335-352, November.
• Ting Luo & Zhiguo Xiao, 2015. "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 515-542, November.
• Sergio Masciantonio, 2015. "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(1), pages 25-64.
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• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
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• Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
  • Robert Vermeulen & Marco Hoeberichts & Borek Vašícek & Diana Žigraiová & Katerina Šmídková & Jakob de Haan, 2015. "Financial stress indices and financial crises," DNB Working Papers 469, Netherlands Central Bank, Research Department.
• Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob, 2017. "Leading indicators of financial stress: New evidence," Journal of Financial Stability, Elsevier, vol. 28(C), pages 240-257.
  • Borek Vašícek & Diana Žigraiová & Marco Hoeberichts & Robert Vermeulen & Katerina Šmídková & Jakob de Haan, 2015. "Leading indicators of financial stress: New evidence," DNB Working Papers 476, Netherlands Central Bank, Research Department.
• Yakov Ben-Haim & Maria Demertzis, 2015. "Decision making in times of uncertainty: An info-gap perspective," DNB Working Papers 487, Netherlands Central Bank, Research Department.
• Dong Chen & Yanmin Gao & Mayank Kaul & Charles Ka Yui Leung & Desmond Tsang, 2016. "The Role of Sponsors and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore," International Real Estate Review, Global Social Science Institute, vol. 19(2), pages 197-221.
  • Chen, Dong & Gao, Yanmin & Kaul, Mayank & Leung, Charles Ka Yui & Tsang, Desmond, 2014. "The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore," MPRA Paper 60490, University Library of Munich, Germany.
  • Dong Chen & Yanmin Gao & Mayank Kaul, & Charles Ka Yui Leung & Desmond Tsang, 2015. "The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore," ISER Discussion Paper 0920, Institute of Social and Economic Research, The University of Osaka.
• Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," Working Papers hal-04141378, HAL.
  • Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," EconomiX Working Papers 2015-39, University of Paris Nanterre, EconomiX.
• Lescourret, Laurence & Moinas, Sophie, 2014. "Liquidity Supply across Multiple Trading Venues," TSE Working Papers 14-533, Toulouse School of Economics (TSE), revised Mar 2015.
  • Lescourret, Laurence & Moinas, Sophie, 2015. "Liquidity Supply across Multiple Trading Venues," ESSEC Working Papers WP1505, ESSEC Research Center, ESSEC Business School.
  • Laurence Lescourret & Sophie Moinas, 2015. "Liquidity Supply across Multiple Trading Venues," Working Papers hal-01137813, HAL.
• Michael Cooper & Alexei Ovtchinnikov, 2015. "Geographical Vibrancy and Firm Performance," Working Papers hal-02002786, HAL.
  • Ovtchinnikov , Alexei & Cooper , Michael, 2015. "Geographical Vibrancy and Firm Performance," HEC Research Papers Series 1090, HEC Paris.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1371-1390, June.
  • Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
• Jean-Edouard Colliard & Peter Hoffmann, 2015. "The impact of financial transaction taxes: new evidence," Research Bulletin, European Central Bank, vol. 22, pages 17-20.
• Ferrando, Annalisa & Mulier, Klaas, 2015. "The real effects of credit constraints: evidence from discouraged borrowers in the euro area," Working Paper Series 1842, European Central Bank.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015. "Tick Size: Theory and Evidence," Working Paper Series 2015-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2016. "Assessing asset pricing models using revealed preference," Journal of Financial Economics, Elsevier, vol. 119(1), pages 1-23.
  • Jonathan B. Berk & Jules H. van Binsbergen, 2014. "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers 20435, National Bureau of Economic Research, Inc.
  • Berk, Jonathan B. & van Binsbergen, Jules H., 2015. "Assessing Asset Pricing Models Using Revealed Preference," Research Papers 3130, Stanford University, Graduate School of Business.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018. "Dynamic directed random matching," Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
  • Darrell Duffie & Lei Qiao & Yeneng Sun, 2015. "Dynamic Directed Random Matching," NBER Working Papers 21731, National Bureau of Economic Research, Inc.
  • Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017. "Dynamic Directed Random Matching," Research Papers repec:ecl:stabus:3359, Stanford University, Graduate School of Business.
  • Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2015. "Dynamic Directed Random Matching," Research Papers 3359, Stanford University, Graduate School of Business.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019. "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 288-314, June.
  • Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015. "Capital Controls and the Cost of Debt," Documentos de Trabajo 307, Centro de Economía Aplicada, Universidad de Chile.
  • Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015. "Capital Controls and the Cost of Debt," Working Papers 15-02, University of Pennsylvania, Wharton School, Weiss Center.
  • Eugenia Andreasen & Mr. Martin Schindler & Mr. Patricio A Valenzuela, 2017. "Capital Controls and the Cost of Debt," IMF Working Papers 2017/135, International Monetary Fund.
• Fethi Belhaj & Ezzeddine Abaoub, 2015. "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 354-364.
• Samet G nay, 2015. "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 515-522.
• Takawira Tyavambiza & Davis Nyangara, 2015. "Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 590-602.
• Nimantha Manamperi, 2015. "A Comparative Analysis on US Financial Stress Indicators," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 613-623.
• Trust Kganyago & Victor Gumbo, 2015. "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 638-646.
• Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015. "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 968-978.
• Khattab Ahmed & Mpabe Bodjongo Mathieu Juliot & Ihadiyan Abid, 2015. "Financial Development, Financial Instability and Economic Growth: The Case of Maghreb Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 1043-1054.
• Nikolaos Sariannidis & Georgios Galyfianakis & Evagelos Drimbetas, 2015. "The Effect of Financial and Macroeconomic Factors on the Oil Market," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1084-1091.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019. "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 288-314, June.
  • Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015. "Capital Controls and the Cost of Debt," Working Papers 15-02, University of Pennsylvania, Wharton School, Weiss Center.
  • Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015. "Capital Controls and the Cost of Debt," Documentos de Trabajo 307, Centro de Economía Aplicada, Universidad de Chile.
  • Eugenia Andreasen & Mr. Martin Schindler & Mr. Patricio A Valenzuela, 2017. "Capital Controls and the Cost of Debt," IMF Working Papers 2017/135, International Monetary Fund.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series 246, Edinburgh School of Economics, University of Edinburgh.
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series 258, Edinburgh School of Economics, University of Edinburgh, revised Jun 2015.
  • Carillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers 2015-40, Scottish Institute for Research in Economics (SIRE).
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the U.K.," Working Papers 43, Peruvian Economic Association.
  • Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers 2015-52, Scottish Institute for Research in Economics (SIRE).
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the U.K," Working Paper Series 2014-21, Federal Reserve Bank of San Francisco.
  • Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the U.K," IZA Discussion Papers 8430, Institute of Labor Economics (IZA).
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series 246, Edinburgh School of Economics, University of Edinburgh.
  • Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers 2015-52, Scottish Institute for Research in Economics (SIRE).
  • Carillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers 2015-40, Scottish Institute for Research in Economics (SIRE).
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the U.K," Working Paper Series 2014-21, Federal Reserve Bank of San Francisco.
  • Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the U.K," IZA Discussion Papers 8430, Institute of Labor Economics (IZA).
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the U.K.," Working Papers 43, Peruvian Economic Association.
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series 258, Edinburgh School of Economics, University of Edinburgh, revised Jun 2015.
• Charitou, Andreas, 2015. "Discussion of “The Association Between Energy Taxation, Participation in an Emissions Trading System, and the Intensity of Carbon Dioxide Emissions in the European Union”," The International Journal of Accounting, Elsevier, vol. 50(4), pages 418-426.
• Al-Ississ, Mohamad, 2015. "The holy day effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 5(C), pages 60-80.
• Drerup, Tilman, 2015. "Diurnal rhythms in investor sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 7(C), pages 71-81.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015. "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, vol. 34(C), pages 207-224.
  • Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014. "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers 3614, Center for Quantitative Economics (CQE), University of Muenster.
  • Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos, 2015. "The effect of index futures trading on volatility: Three markets for Chinese stocks," LCERPA Working Papers 0087, Laurier Centre for Economic Research and Policy Analysis, revised 01 Feb 2015.
• Wu, Guiying Laura & Feng, Qu & Li, Pei, 2015. "Does local governments’ budget deficit push up housing prices in China?," China Economic Review, Elsevier, vol. 35(C), pages 183-196.
  • Guiying Laura WU & Qu FENG & Pei LI, 2014. "Does Local Governments' Budget Deficit Push Up Housing Prices in China?," Economic Growth Centre Working Paper Series 1409, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015. "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 203-219.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Arouri, Mohamed & Teulon, Frédéric, 2015. "Stock returns and inflation in Pakistan," Economic Modelling, Elsevier, vol. 47(C), pages 23-31.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015. "Financial stability and economic performance," Economic Modelling, Elsevier, vol. 48(C), pages 25-40.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," Working Papers hal-01064263, HAL.
  • Jerome Creel & Paul Hubert & Fabien Labondance, 2014. "Financial Stability and Economic Performance," Working papers wpaper35, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," SciencePo Working papers Main hal-01064263, HAL.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2013. "Financial stability and economic performance," Documents de Travail de l'OFCE 2013-24, Observatoire Francais des Conjonctures Economiques (OFCE).
• Dunbar, Kwamie & Amin, Abu S., 2015. "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 174-192.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015. "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 64-76.
• Flavin, Thomas J. & Sheenan, Lisa, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 167-186.
  • Thomas Flavin & Lisa Sheenan, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?," Economics Department Working Paper Series n260-15.pdf, Department of Economics, National University of Ireland - Maynooth.
• Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
• Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, vol. 131(C), pages 83-85.
  • Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
• Breitenlechner, Max & Gächter, Martin & Sindermann, Friedrich, 2015. "The finance–growth nexus in crisis," Economics Letters, Elsevier, vol. 132(C), pages 31-33.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015. "Portfolio selection: An alternative approach," Economics Letters, Elsevier, vol. 135(C), pages 141-143.
• Eeckhoudt, Louis R. & Laeven, Roger J.A., 2015. "The probability premium: A graphical representation," Economics Letters, Elsevier, vol. 136(C), pages 39-41.
• Cederburg, Scott & O’Doherty, Michael S., 2015. "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, vol. 186(1), pages 113-128.
• Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka, 2015. "Contagion risk in the Czech financial system: A network analysis and simulation approach," Economic Systems, Elsevier, vol. 39(1), pages 156-180.
  • Vaclav Hausenblas & Ivana Kubicova & Jitka Lesanovska, 2012. "Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach," Working Papers 2012/14, Czech National Bank.
• Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015. "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, vol. 77(C), pages 1-19.
• Castro, Fernanda & Kalatzis, Aquiles E.G. & Martins-Filho, Carlos, 2015. "Financing in an emerging economy: Does financial development or financial structure matter?," Emerging Markets Review, Elsevier, vol. 23(C), pages 96-123.
• Zeng, Songlin & Bec, Frédérique, 2015. "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 50-61.
  • Frédérique BEC & Songlin ZENG, 2013. "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," THEMA Working Papers 2013-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015. "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 180-200.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015. "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 3-18.
• Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015. "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 104-113.
• Chang, Sanders S. & Wang, F. Albert, 2015. "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 19-33.
• Maio, Paulo & Philip, Dennis, 2015. "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 287-308.
• Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur, 2015. "A comparison of implied and realized volatility in the Nordic power forward market," Energy Economics, Elsevier, vol. 48(C), pages 288-294.
• Reboredo, Juan C., 2015. "Is there dependence and systemic risk between oil and renewable energy stock prices?," Energy Economics, Elsevier, vol. 48(C), pages 32-45.
• Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
  • John Cotter & Jim Hanly, 2014. "Performance of Utility Based Hedges," Working Papers 201404, Geary Institute, University College Dublin.
• Bouri, Elie, 2015. "Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis," Energy Economics, Elsevier, vol. 51(C), pages 590-598.
• Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena, 2015. "The economics of aesthetics and record prices for art since 1701," Explorations in Economic History, Elsevier, vol. 57(C), pages 79-94.
• Marra, Miriam, 2015. "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 148-167.
• Smales, Lee A., 2015. "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 40-50.
• Hudson, Robert S. & Gregoriou, Andros, 2015. "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 151-162.
• Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015. "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
  • Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.
• Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu, 2015. "The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 84-95.
• Elzahar, Hany & Hussainey, Khaled & Mazzi, Francesco & Tsalavoutas, Ioannis, 2015. "Economic consequences of key performance indicators' disclosure quality," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 96-112.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015. "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 122-131.
• Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.
• Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015. "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 76-87.
• Smales, Lee A. & Yang, Yi, 2015. "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 292-302.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015. "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 320-328.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015. "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 329-339.
• Hassanein, Ahmed & Hussainey, Khaled, 2015. "Is forward-looking financial disclosure really informative? Evidence from UK narrative statements," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 52-61.
• Assaf, Ata, 2015. "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 172-182.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015. "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 183-198.
  • Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015. "Commonality on Euronext: Do location and account type matter?," Post-Print hal-01667400, HAL.
• Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015. "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 407-420.

2014

• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015. "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, vol. 118(1), pages 113-134.
  • Tim Bollerslev & Viktor Todorov & Lai Xu, 2014. "Tail Risk Premia and Return Predictability," CREATES Research Papers 2014-49, 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.
• Serrao, Amilcar, 2014. "The influence of behavior factors in setting the agricultural futures market prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170326, Agricultural and Applied Economics Association.
• Zulauf, Carl R. & Sanghyo, Kim, 2014. "Is Storage Rational When the Price is Expected to Decline? An Initial Study Using Data from U.S. Futures and Options Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170593, Agricultural and Applied Economics Association.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
  • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
  • Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
  • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
• Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers halshs-01065775, HAL.
  • Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers 1445, Aix-Marseille School of Economics, France.
• Anca Simina POPESCU, 2014. "European Funds – Instrument for Economic Stability/Growth," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 190-197, December.
• Assist. Prof. Dr. Ercan ÖZEN, PhD, 2014. "Evaluation Of Customers’ Bank Perception In Terms Of Financial Growth," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(22), pages 177-196, APRIL.
• Daciana Ionela NEAMÞIU, 2014. "Prevention, monitoring and control irregularities in obtaining and use of European non-reimbursable funds," Alma Mater University journal, Alma Mater University jornal of Sibiu, vol. 7(1), pages 61-65, April.
• Teodor Hada & Radu Mărginean & Marina Simona Lukacs, 2014. "Taxation Issues In Romanian Pre-University Education Payroll Compared To The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(16), pages 1-15.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014. "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(16), pages 1-19.
• Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," Energy Economics, Elsevier, vol. 45(C), pages 1-9.
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• John Cotter & Enrique Salvador, 2014. "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers 201414, Geary Institute, University College Dublin.
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• Felipe Klein, 2014. "Estimación de la probabilidad de default: un modelo probit para los bancos argentinos," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 2(2), pages 88-115, Octubre.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
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• Dean Uckar & Andrej Grbin, 2014. "Identification Of Significant Financial Indicators For The Market Valuation Of Croation Shares," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 23(2), pages 573-588, december.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics 1459, Faculty of Economics, University of Cambridge.
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• Emanuele Filiberto Rossi, 2014. "Mini bonds issuing and listing in the Italian market," BANCARIA, Bancaria Editrice, vol. 12, pages 66-76, December.
• Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 01 edited by Dr. Yisheng Huang, May.
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• David Beers & Jean-Sébastien Nadeau, 2014. "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports 101, Bank of Canada.
• Giovanni Giusti & Janet Hua Jiang & Yiping Xu, 2014. "Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets," Staff Working Papers 14-18, Bank of Canada.
• Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
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• George Jiang & Ingrid Lo & Giorgio Valente, 2014. "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers 14-56, Bank of Canada.
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• Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
• Valentina Michelangeli & Mario Pietrunti, 2014. "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.
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• Hernández del Valle Gerardo, 2014. "On a new class of barrier options," Working Papers 2014-23, Banco de México.
• Víctor Alexánder Díaz Espana, 2014. "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 104-126, July.
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• Ihsan Ullah & Attaullah Shah, 2014. "The Effect of Capital Structure on Abnormal Stock Returns: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 6(1), pages 1-18, April.
• Muhammad Mahmood Shah Khan & Farrukh Ijaz & Ejaz Aslam, 2014. "Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 6(2), pages 27-46, October.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
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• FOUCAULT, Thierry & DUGAST, Jérôme, 2014. "False News, Informational Efficiency, and Price Reversals," HEC Research Papers Series 1036, HEC Paris.
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• Jon Frost & Ayako Saiki, 2014. "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 722-743, September.
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• He, Qing & Xue, Chang & Zhu, Chenqi, 2014. "Financial development and patterns of industrial specialization : Regional evidence from China," BOFIT Discussion Papers 12/2014, Bank of Finland, Institute for Economies in Transition.
• Nyberg, Peter & Vaihekoski, Mika, 2014. "Descriptive analysis of the Finnish stock market : Part II," Research Discussion Papers 10/2014, Bank of Finland.
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• Sensoy, Ahmet, 2015. "An alternative way to track the hot money in turbulent times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 215-220.
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• Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr., 2014. "Overconfidence, turnover, and return: evidence from the Brazilian market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 351-383.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2014. "Risk Measures Theory: a comprehensive survey," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(3), pages 411-464.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
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• Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine, 2014. "Le marché obligataire corporate : un levier pour les PME-ETI ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 107-126.
• Joël Petey, 2014. "Les émissions obligataires des PME et ETI allemandes : entre M ittelstand et junk bonds," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 127-148.
• Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine, 2014. "Alternext : un marché au bilan contrasté," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 149-166.
• Valérie Revest & Alessandro Sapio, 2014. "L'Alternative Investment Market : un modèle pour le financement des petites et moyennes capitalisations ?," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 167-188.
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• Paul Lagneau-Ymonet & Amir Rezaee & Angelo Riva, 2014. "« I s the proof of the pudding in the eating? » Comparaison entre l'Alternative Investment Market et Alternext," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 189-206.
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• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
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• Hannes Schwandt, 2018. "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, vol. 10(4), pages 349-377, October.
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• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
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• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015. "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, vol. 38(7), pages 1090-1114, July.
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• Michael Clauss, 2014. "The dynamics of European banking union: the process of its making and its role in future financial and economic integration," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 14(4), pages 68-76, January.
• Yoshihiro Yura & Hideki Takayasu & Didier Sornette & Misako Takayasu, 2014. "Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations," Swiss Finance Institute Research Paper Series 14-06, Swiss Finance Institute.
• Timur Kuran & Jared Rubin, 2014. "The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law," Working Papers 14-22, Chapman University, Economic Science Institute.
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• Adina APĂTĂCHIOAE, 2014. "L`Incidence De Crises Sur Les Systèmes Bancaires Européens," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 17-24, November.
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• Víctor Alexander Díaz, 2014. "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 104-126, July.
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• Carlos E. Martínez & Juan S. Ledesma & Alfredo O. Russo, 2014. "Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina," Estudios Gerenciales, Universidad Icesi, June.
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• Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers 1445, Aix-Marseille School of Economics, France.
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• Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP) 2014/13, Corvinus University of Budapest.
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• Hans Byström, 2015. "Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(8), pages 753-775, August.
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• Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Norwegian School of Economics, Department of Business and Management Science.
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• Odegaard, Bernt Arne, 2014. "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013," UiS Working Papers in Economics and Finance 2014/1, University of Stavanger.
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• Markus Reiß & Viktor Todorov & George Tauchen, 2014. "Nonparametric Test for a Constant Beta over a Fixed Time Interval," SFB 649 Discussion Papers SFB649DP2014-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Dragos Stefan Oprea, 2014. "The Fisher effect: Evidence from the Romanian Stock Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(5), pages 637-644, May.
• Dragos Stefan Oprea, 2014. "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 463-471, July.
• Dinh Tran Ngoc Huy, 2014. "The Volatility of Market Risk In Viet Nam Listed Public Utilities Company Groups during and after the Financial Crisis 2007-2009," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(1), pages 26-37, March.
• Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima, 2014. "An Empirical Examination of Negative Economic Value Added Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(1), pages 103-112.
• Omar Gharaibeh & Graham Bornholt & Michael Dempsey, 2014. "Evidence on Industry Cost of Equity Estimators," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 1-15.
• Lynda S. Livingston, 2014. "Finding The Discount Rate For A Private Firm Using Public Comparables," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 5(1), pages 37-49.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics 1459, Faculty of Economics, University of Cambridge.
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• Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ, 2014. "Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(336), pages 59-82.
• Marcello Pericoli, 2014. "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 1-42, March.
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• Pascalis Raimondos-Møller & Alan Woodland, 2014. "Steepest ascent tariff reform," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(1), pages 69-99, January.
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• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
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• M. Anis, 2014. "Tests of non-monotonic stochastic aging notions in reliability theory," Statistical Papers, Springer, vol. 55(3), pages 691-714, August.
• Marco Pagano & ESRB Advisory Scientific Committee, 2014. "Is Europe Overbanked?," mBank - CASE Seminar Proceedings 132, CASE-Center for Social and Economic Research.
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• Ender DEMIR & Chi Keung Marco LAU & Ka Wai Terence FUNG, 2014. "The Effect Of International Soccer Games On Exchange Rates Using Evidence From Turkey," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 145-156, December.
• Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania, 2015. "Fiscal and monetary policies in complex evolving economies," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 166-189.
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  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," LEM Papers Series 2014/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," GREDEG Working Papers 2014-07, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2015. "Fiscal and monetary policies in complex evolving economies," Post-Print halshs-01241658, HAL.
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  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," Working Papers 05/2014, University of Verona, Department of Economics.
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  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," SciencePo Working papers Main hal-03460560, HAL.
• Gunnar Prause, 2014. "A holistic concept for the sustainable evaluation of company shares," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 2(1), pages 37-42, September.
• Rod Cross & Victor Kozyakin, 2012. "Fact and Fiction in FX Arbitrage Processes," Working Papers 1211, University of Strathclyde Business School, Department of Economics.
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• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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• Minxian Yang, 2014. "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers 2014-16, School of Economics, The University of New South Wales.
• Dakshina G. De Silva & Rachel A. J. Pownall, 2014. "Going green: does it depend on education, gender or income?," Applied Economics, Taylor & Francis Journals, vol. 46(5), pages 573-586, February.
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• Jos� Fajardo & Ernesto Mordecki, 2014. "Skewness premium with L�vy processes," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1619-1626, September.
• Gürgün, Gözde & Ünalmış, İbrahim, 2014. "Is gold a safe haven against equity market investment in emerging and developing countries?," Finance Research Letters, Elsevier, vol. 11(4), pages 341-348.
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• Juan A. Montecino & Gerald Epstein, 2014. "Intra-Financial Lending, Credit, and Capital Formation," Working Papers Series 21, Institute for New Economic Thinking.
• Gerald Epstein & Iren Levina & Juan A. Montecino, 2014. "Long-term trends in intra-financial sector lending in the U.S. 1950 - 2012," Working Papers Series 22, Institute for New Economic Thinking.
• Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.
• Marcin Wojtowicz, 2014. "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers 14-138/IV/ DSF82, Tinbergen Institute.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
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• Dorota Ostrowska, 2014. "Insurance Market Development In Comparison With Other Financial Markets Segments In Poland In The Prosperity And Recession," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 5(3), pages 153-170, September.
• Lescourret, Laurence & Moinas, Sophie, 2014. "Liquidity Supply across Multiple Trading Venues," TSE Working Papers 14-533, Toulouse School of Economics (TSE), revised Mar 2015.
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• Samuel Brazys & Peter Heaney & Patrick Paul Walsh, 2014. "From the Great Lakes to the Great Rift Valley: Does Strategic Economic Policy Explain the 2009 Malawi Election?," Working Papers 201401, Geary Institute, University College Dublin.
• Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
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• Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania, 2015. "Fiscal and monetary policies in complex evolving economies," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 166-189.
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  • Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," GREDEG Working Papers 2014-07, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
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• Kompa Krzysztof & Witkowska Dorota, 2014. "Construction Of Hedonic Price Index For The “Most Liquid” Polish Painters," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 76-100, December.
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• Nyberg, Peter & Vaihekoski, Mika, 2014. "Descriptive analysis of the Finnish stock market: Part II," Bank of Finland Research Discussion Papers 10/2014, Bank of Finland.
• Schwarz, Claudia, 2014. "Investor fears and risk premia for rare events," Discussion Papers 03/2014, Deutsche Bundesbank.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014. "Who trades on momentum?," Discussion Papers 42/2014, Deutsche Bundesbank.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing," CFR Working Papers 14-05, University of Cologne, Centre for Financial Research (CFR).
• Sönksen, Jantje & Grammig, Joachim, 2021. "Empirical asset pricing with multi-period disaster risk: A simulation-based approach," Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
  • Sönksen, Jantje & Grammig, Joachim, 2020. "Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR), revised 2020.
• Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2014. "Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?," CFS Working Paper Series 468, Center for Financial Studies (CFS).
  • Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017. "Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?," Rationality and Competition Discussion Paper Series 28, CRC TRR 190 Rationality and Competition.
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models," CFS Working Paper Series 479, Center for Financial Studies (CFS).
• Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFS Working Paper Series 480, Center for Financial Studies (CFS).
• Roman Kräussl & Elizaveta Mirgorodskaya, 2014. "News Media Sentiment and Investor Behavior," LSF Research Working Paper Series 14-03, Luxembourg School of Finance, University of Luxembourg.
  • Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014. "News media sentiment and investor behavior," CFS Working Paper Series 492, Center for Financial Studies (CFS).
• Bag, Dinabandhu, 2014. "Market leverage of real estate firms in India: empirical study," EconStor Conference Papers 272924, ZBW - Leibniz Information Centre for Economics.
• Injadat, Ehab M. M., 2014. "Futures and Forwards Contracts from Perspective of Islamic Law," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(2), pages 241-252.
• Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," Energy Economics, Elsevier, vol. 45(C), pages 1-9.
  • Ladislav Kristoufek, 2014. "Leverage effect in energy futures," Papers 1403.0064, arXiv.org.
  • Kristoufek, Ladislav, 2014. "Leverage effect in energy futures," FinMaP-Working Papers 17, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Hattendorff, Christian, 2014. "Natural resources, demand for external finance and financial development," Discussion Papers 2014/33, Free University Berlin, School of Business & Economics.
• Hattendorff, Christian, 2014. "Natural resources, export concentration and financial development," Discussion Papers 2014/34, Free University Berlin, School of Business & Economics.
• Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-43.
  • Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
• Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-43.
  • Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2014. "Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?," Ruhr Economic Papers 506, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Reiß, Markus & Todorov, Viktor & Tauchen, George, 2014. "Nonparametric test for a constant beta over a fixed time interval," SFB 649 Discussion Papers 2014-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Xu, Hongmei, 2014. "Why do small Chinese firms list on the Frankfurt Stock Exchange?," Discussion Papers of the Institute for Organisational Economics 11/2014, University of Münster, Institute for Organisational Economics.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 14, University of Passau, Faculty of Business and Economics.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
  • Fratzscher, Marcel & Rieth, Malte, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(4), pages 745-775.
  • Rieth, Malte & Fratzscher, Marcel, 2014. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100277, Verein für Socialpolitik / German Economic Association.
  • Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," European Economy - Discussion Papers 009, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
• Fricke, Daniel & Gerig, Austin, 2014. "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100402, Verein für Socialpolitik / German Economic Association.
• Ruenzi, Stefan & Focke, Florens & Niessen-Ruenzi, Alexandra, 2014. "A Friendly Turn: Advertising Bias in the News Media," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100497, Verein für Socialpolitik / German Economic Association.
• Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100607, Verein für Socialpolitik / German Economic Association.
• Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100614, Verein für Socialpolitik / German Economic Association.
• Mathias Hoffmann & Iryna Stewen, 2020. "Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation," Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 2013-2055.
  • Mathias Hoffmann & Iryna Stewen, 2014. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," ECON - Working Papers 183, Department of Economics - University of Zurich.
  • Stewen, Iryna & Hoffmann, Mathias, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112834, Verein für Socialpolitik / German Economic Association.
  • Mathias Hoffmann & Iryna Stewen, 2015. "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series 5332, CESifo.
  • Mathias Hoffmann & Iryna Stewen, 2016. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," CAMA Working Papers 2016-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hoffmann, Mathias & Stewen, Iryna, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series 27, Institute of Economic Research, Hitotsubashi University.

2013

• Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
• Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2013. "Environmental options and technological innovation: an evolutionary game model," Journal of Evolutionary Economics, Springer, vol. 23(2), pages 247-269, April.
  • Simone Borghesi & Angelo Antoci & Marcello Galeotti, 2009. "Environmental Options and Technological Innovation: An Evolutionary Game Model," Working Papers 2009.90, Fondazione Eni Enrico Mattei.
  • Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2009. "Environmental options and technological innovation: an evolutionary game model," Working Papers - Mathematical Economics 2009-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Antoci, Angelo & Borghesi, Simone & Galeotti, Marcello, 2009. "Environmental Options and Technological Innovation: An Evolutionary Game Model," Sustainable Development Papers 55289, Fondazione Eni Enrico Mattei (FEEM).
• Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
• Imlak Shaikh & Puja Padhi, 2013. "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(4), pages 445-460, March.
• Lukas Menkhoff, 2013. "Effiziente Finanzmärkte und soziale Dynamik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(12), pages 864-867, December.
• Thomas Fricke, 2013. "Finanzkrise: Der Reformeifer geht am Kern des Märkteproblems vorbei," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(5), pages 342-347, May.
• Simplice Anutechia ASONGU, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Chapters of Financial Aspects of Recent Trends in the Global Economy book,in: Rajmund Mirdala (ed.), Financial Aspects of Recent Trends in the Global Economy, volume 1, chapter 1, pages 12-32 ASERS Publishing.
  • Asongu, Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper 56803, University Library of Munich, Germany.
  • Asongu Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Working Papers 13/035, African Governance and Development Institute..
• Mohammed MRAOUA & Rachid ELLAIA & Abdelkhalak EL HAMI, 2013. "Weather Effects On Returns And Volatility: Evidence From Morocco," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(2), pages 174-183, July.
• Julien Chevallier & Florian Ielpo, 2013. "Cross-market linkages between commodities, stocks and bonds," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 1008-1018, July.
• Julien Chevallier & Florian Ielpo, 2013. "Volatility spillovers in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1211-1227, September.
• Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(15), pages 1383-1402, October.
  • Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00947001, HAL.
• Sofiane Aboura & Julien Chevallier, 2013. "An equicorrelation measure for equity, bond, foreign exchange and commodity returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1618-1624, December.
• Georges Dionne & Thouraya Triki, 2013. "On risk management determinants: what really matters?," The European Journal of Finance, Taylor & Francis Journals, vol. 19(2), pages 145-164, February.
  • Dionne, Georges & Triki, Thouraya, 2004. "On risk management determinants: What really matters?," Working Papers 04-4, HEC Montreal, Canada Research Chair in Risk Management.
  • Georges Dionne & Thouraya Triki, 2004. "On Risk Management Determinants: What Really Matters?," Cahiers de recherche 0417, CIRPEE.
• S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  • Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
• Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 695-705, September.
  • Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers 84, Aboa Centre for Economics.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2013. "The reactive volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1697-1706, November.
  • Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012. "The Reactive Volatility Model," Papers 1209.5190, arXiv.org, revised Apr 2013.
• Mustafa Okur & Emrah Cevik, 2013. "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
  • Okur, Mustafa & Cevik, Emrah Ismail, 2013. "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper 71477, University Library of Munich, Germany, revised 2013.
• Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.
  • Afego, Pyemo, 2011. "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper 33931, University Library of Munich, Germany, revised 16 May 2011.
• Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
  • Asongu Simplice, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute. 12/004, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper 36055, University Library of Munich, Germany.
• Phuong Pham, Thu & Joakim Westerholm, P., 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 202-223.
  • Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers 17210, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Thu Phuong Pham, 2015. "Broker ID transparency and price impact of trades: evidence from the Korean Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 11(1), pages 117-131, February.
  • Pham, Thu Phuong, 2013. "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers 17211, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers 17212, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013. "Reserve Options Mechanism : A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(3), pages 45-60.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013. "Reserve Options Mechanism and FX Volatility," Working Papers 1303, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013. "Systemic Risk Contribution of Individual Banks," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(Special I), pages 5-23.
  • Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013. "Systemic Risk Contribution of Individual Banks," Working Papers 1318, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• , H. B., 2013. "Ergodic Markov equilibrium with incomplete markets and short sales," Theoretical Economics, Econometric Society, vol. 8(1), January.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013. "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers 13-154/IV/DSF63, Tinbergen Institute.
• Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Discussion Paper 2013-020, Tilburg University, Center for Economic Research.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Discussion Paper 2013-020, Tilburg University, Center for Economic Research.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 695-705, September.
  • Pekka Mannonen & Elias Oikarinen, 2013. "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers 84, Aboa Centre for Economics.
• Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013. "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 776-797, July.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," IDEI Working Papers 769, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2014.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," HEC Research Papers Series 968, HEC Paris.
  • Bruno Biais & Thierry Foucault & Sophie Moinas, 2015. "Equilibrium fast trading," Post-Print halshs-01400252, HAL.
• Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
  • Peter Dawson, 2013. "The Capital Asset Pricing Model in Economic Perspective," Alumni working papers 2013-01, University of Connecticut, Department of Economics, revised Nov 2014.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 201325, University of Pretoria, Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers 1404, University of Nevada, Las Vegas , Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013. "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers 2013-13, University of Connecticut, Department of Economics.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers 201343, University of Pretoria, Department of Economics.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
• Mercedes Alda & Luis Ferruz, 2013. "Management fees: Determinants and influence of legal limits. Evidence from Spanish pension funds," Estudios de Economia, University of Chile, Department of Economics, vol. 40(2 Year 20), pages 157-178, December.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
  • Peter Csoka & P. Jean-Jacques Herings, 2013. "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS 1331, Institute of Economics, Centre for Economic and Regional Studies.
  • Péter Csóka & P. Jean-Jacques Herings, 2014. "Risk Allocation under Liquidity Constraints," Working Papers 2014.47, Fondazione Eni Enrico Mattei.
  • Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development 172703, Fondazione Eni Enrico Mattei (FEEM).
  • Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013. "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance 1318, University of St. Gallen, School of Finance.
• Jan Baldeaux & Eckhard Platen, 2015. "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(3), pages 305-331, September.
  • Jan Baldeaux & Eckhard Platen, 2013. "Credit Derivative Evaluation and CVA under the Benchmark Approach," Research Paper Series 324, Quantitative Finance Research Centre, University of Technology, Sydney.
• KiHoon Jimmy Hong, 2013. "Does More Frequent Trading Increase the Volatility? – Theoretical Evidence at Asset and Portfolio Level," Research Paper Series 332, Quantitative Finance Research Centre, University of Technology, Sydney.
• Maurizio d'AMATO, 2013. "Real Estate Valuation Using Cyclical Capitalization Models," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 8(2), pages 54-71.
• Umut Halaç & Fatma Dilvin TaÅŸkın & Efe ÇaÄŸlar ÇaÄŸlı, 2013. "The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 499-513, June.
• Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013. "Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 499-513.
• Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India: Evidence from capital markets," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 111-137.
  • Sergio Schmukler & Tatiana Didier, 2013. "The Financing and Growth of Firms in China and India: Evidence from Capital Markets," 2013 Meeting Papers 98, Society for Economic Dynamics.
  • Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India : evidence from capital markets," Policy Research Working Paper Series 6401, The World Bank.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 331, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series wp1045, William Davidson Institute at the University of Michigan.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers IES 2013/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2013.
  • Tomas Havranek & Roman Horvath & Petra Valickova, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 2013/05, Czech National Bank.
• Philippe Bracke, 2013. "House Prices and Rents: Micro Evidence from a Matched Dataset in Central London_x0003_," ERSA conference papers ersa13p112, European Regional Science Association.
• Nadezhda Lvova & Ivan Darushin, 2013. "Russian Securities Market: Prospects for Regional Development," ERSA conference papers ersa13p804, European Regional Science Association.
• Carolina Castagnetti & Eduardo Rossi, 2013. "Euro Corporate Bond Risk Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 372-391, April.
  • Castagnetti, Carolina & Rossi, Eduardo, 2008. "Euro corporate bonds risk factors," MPRA Paper 13440, University Library of Munich, Germany.
• Javier Andr√Âs & √Ìscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2010. "Banking competition, collateral constraints and optimal monetary policy," Working Papers 1001, Banco de España.
• Bekiros, Stelios D., 2013. "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, vol. 22(4), pages 213-219.
  • Stelios D. Bekiros, 2013. "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 213-219, November.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-24.
• Jeffrey R. Stokes, 2013. "What is the (Real Option) Value of a College Degree?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-27.
• Jeffrey R. Stokes, 2013. "What is the (Real Option) Value of a College Degree?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-27.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013. "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1-17.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013. "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(03), pages 1-17.
• Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Ma, Chenghu & Wong, Wing-Keung, 2010. "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.
  • Chenghu Ma & Wing-Keung Wong, 2013. "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• 马成虎 & 汪先珍, 2013. "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Bruna Škarica, 2013. "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series 1307, Faculty of Economics and Business, University of Zagreb.
• Julijana Angelovska, 2013. "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 93-101, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers 15/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
• Agarwal, Vikas & Ma, Linlin, 2013. "Managerial multitasking in the mutual fund industry," CFR Working Papers 13-10, University of Cologne, Centre for Financial Research (CFR).
• Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
  • Benjamin R. Auer & Horst Rottmann, 2013. "Is there a Friday the 13th Effect in Emerging Asian Stock Markets?," CESifo Working Paper Series 4409, CESifo.
  • Auer, Benjamin R. & Rottmann, Horst, 2013. "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere 35, University of Applied Sciences Amberg-Weiden (OTH).
• Lee, Bong Soo & Ryu, Doojin, 2013. "Stock returns and implied volatility: A new VAR approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-20.
• Stein, Michael, 2013. "German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability," Ruhr Economic Papers 454, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2015. "Tail parameters of stable distributions using one million observations of real estate returns from fi.ve continents," Journal of Real Estate Research, American Real Estate Society, vol. 37(2), pages 245-280.
  • Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2015. "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Journal of Real Estate Research, Taylor & Francis Journals, vol. 37(2), pages 245-280, April.
  • Stein, Michael & Piazolo, Daniel & Stoyanov, Stoyan V., 2013. "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Ruhr Economic Papers 465, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Adams, Zeno & Füss, Roland & Gropp, Reint, 2014. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 575-598, June.
  • Adams, Zeno & Füss, Roland & Gropp, Reint E., 2013. "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series 20, Leibniz Institute for Financial Research SAFE.
• Peter Gomber & Satchit Sagade & Erik Theissen & Moritz Christian Weber & Christian Westheide, 2017. "Competition Between Equity Markets: A Review Of The Consolidation Versus Fragmentation Debate," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 792-814, July.
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Competition between equity markets: A review of the consolidation versus fragmentation debate," SAFE Working Paper Series 35, Leibniz Institute for Financial Research SAFE, revised 2016.
• Bibinger, Markus & Mykland, Per A., 2013. "Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing," SFB 649 Discussion Papers 2013-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank, 2013. "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," European Economic Review, Elsevier, vol. 62(C), pages 41-57.
  • Dönges, Jutta & Heinemann, Frank & Daniëls, Tijmen R., 2013. "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," SFB 649 Discussion Papers 2013-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2013. "Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency," SFB 649 Discussion Papers 2013-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus & Vetter, Mathias, 2013. "Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps," SFB 649 Discussion Papers 2013-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Grammig, Joachim G. & Jank, Stephan, 2010. "Creative destruction and asset prices," CFR Working Papers 10-14, University of Cologne, Centre for Financial Research (CFR).
  • Grammig, Joachim & Jank, Stephan, 2013. "Creative destruction and asset prices," University of Tübingen Working Papers in Business and Economics 61, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Fabian Fink & Yves S. Schüler, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," Working Paper Series of the Department of Economics, University of Konstanz 2013-01, Department of Economics, University of Konstanz.
  • Schüler, Yves S. & Fink, Fabian, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79692, Verein für Socialpolitik / German Economic Association.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
• Salvador Rivas Aceves, 2013. "La Regulación del Sistema Financiero: Un Modelo de Crecimiento," 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. 8(2), pages 181-203, Julio-Dic.
• Roger J. A. Laeven & Mitja Stadje, 2013. "Entropy Coherent and Entropy Convex Measures of Risk," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 265-293, May.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
• Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015. "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 327-339.
  • Thomas Stöckl & Jürgen Huber & Michael Kirchler & Florian Lindner, 2013. "Hot Hand and Gambler's Fallacy in Teams: Evidence from Investment Experiments," Working Papers 2013-04, Faculty of Economics and Statistics, Universität Innsbruck.
• Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio, 2013. "Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(37), pages 55-75, primer tr.
• John M. Kagochi & Omar M. Al Nasser & Ellene Kebede, 2013. "Does financial development hold the key to economic growth?: the case of sub-saharan Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 47(2), pages 61-79, July-Dece.
• Renata Karkowska, 2013. "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5(4), pages 535-547, December.
• Benjamin Blau, 2013. "Informed short sales and option introductions," Annals of Finance, Springer, vol. 9(3), pages 365-382, August.
• Robert Fernholz & Tomoyuki Ichiba & Ioannis Karatzas, 2013. "A second-order stock market model," Annals of Finance, Springer, vol. 9(3), pages 439-454, August.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
  • Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010. "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series 229, Central Bank of Brazil, Research Department.
• Hasanjan Sayit, 2013. "Absence of arbitrage in a general framework," Annals of Finance, Springer, vol. 9(4), pages 611-624, November.
• Ryle Perera, 2013. "Optimal investment, consumption–leisure, insurance and retirement choice," Annals of Finance, Springer, vol. 9(4), pages 689-723, November.
• Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013. "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
  • Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
• Benjamin Auer, 2013. "The low return distortion of the Sharpe ratio," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(3), pages 299-306, September.
• Nelson Areal & Maria Cortez & Florinda Silva, 2013. "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 397-429, December.
• Dimitrios Kyriazis & Chris Christou, 2013. "A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(2), pages 131-151, May.
• Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
• David Downs & Z. Güner, 2013. "Commercial Real Estate, Information Production and Market Activity," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 282-298, February.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
• Jürgen Huber & Michael Kirchler, 2013. "Corporate campaign contributions and abnormal stock returns after presidential elections," Public Choice, Springer, vol. 156(1), pages 285-307, July.
  • Jürgen Huber & Michael Kirchler, 2008. "Corporate campaign contributions and abnormal stock returns after presidential elections," Working Papers 2008-18, Faculty of Economics and Statistics, Universität Innsbruck.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
• Alex Huang, 2013. "Value at risk estimation by quantile regression and kernel estimator," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 225-251, August.
• Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013. "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 253-272, August.
• Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013. "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 611-629, November.
• Kam Chan & Jamie Tong & Frank Zhang, 2013. "Accounting research in the Asia–Pacific region: an update," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 675-694, November.
• Karin Jõeveer, 2013. "What do we know about the capital structure of small firms?," Small Business Economics, Springer, vol. 41(2), pages 479-501, August.
  • Karin Joeveer, 2005. "What Do We Know about the Capital Structure of Small Firms?," CERGE-EI Working Papers wp283, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
  • Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
  • Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Schüler, Yves S. & Fink, Fabian, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79692, Verein für Socialpolitik / German Economic Association.
  • Fabian Fink & Yves S. Schüler, 2013. "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," Working Paper Series of the Department of Economics, University of Konstanz 2013-01, Department of Economics, University of Konstanz.
• Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013. "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers 1303, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013. "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers 1304, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
  • Turan G. Bali & Robert F. Engle & Yi Tang, 2013. "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1305, Koc University-TUSIAD Economic Research Forum.
• Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
  • Turan G. Bali & Hao Zhou, 2013. "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1306, Koc University-TUSIAD Economic Research Forum.
• Masahiko Egami & Yasuyuki Kato & Tomochika Sawaki, 2013. "An Analysis of CDS Market Liquidity by the Hawkes Process," Discussion papers e-13-001, Graduate School of Economics Project Center, Kyoto University.
• Michael Stein, 2013. "German Open Ended Real Estate Fund Performance – The Impact of Liquidity," Credit and Capital Markets, Credit and Capital Markets, vol. 46(1), pages 119-151.
• Dominique Jacob, 2013. "Quels sont les enseignements de l'histoire du fédéralisme américain pour la zone euro actuelle ?," Larefi Working Papers 1305, Larefi, Université Bordeaux 4.
• Safi Ullah Khan & Zaheer Abbas, 2013. "Does Equity Derivatives Trading Affect the Systematic Risk of the Underlying Stocks in an Emerging Market: Evidence from Pakistan’s Futures Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 63-80, Jan-June.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014. "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, vol. 82(5), pages 549-595, September.
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  • Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
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• Khakpoor Moghadam , Amir, 2013. "Economic Freedom and Banking Stability in Selected Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(4), pages 137-157, October.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andr√Âs & √Ìscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
  • Javier Andrés & Óscar Arce & Carlos Thomas, 2010. "Banking competition, collateral constraints and optimal monetary policy," Working Papers 1001, Banco de España.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013. "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 1-47, March - J.
• Jaroslaw Godyn, 2013. "Intellectual Capital Valuation and Stock Market Performance in an Era of Financial Turmoil: Blue Chip Banks Listed in Stock Exchanges of the Visegrad Countries," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 9(02), pages 53-61.
• Banterle, Alessandro & Vandone, Daniela, 2013. "Price Volatility and Risk Management: The Case of Rice," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria 164766, International European Forum on System Dynamics and Innovation in Food Networks.
  • Alessandro BANTERLE & Daniela VANDONE, 2013. "Price volatility and risk management: the case of rice," Departmental Working Papers 2013-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Olga Gorelkina & Wolfgang Kuhle, 2018. "Information Aggregation through Stock Prices and the Cost of Capital," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 174(2), pages 399-420, June.
  • Olga Gorelkina & Wolfgang Kuhle, 2013. "Information Aggregation Through Stock Prices and the Cost of Capital," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_18, Max Planck Institute for Research on Collective Goods.
• Aurora Murgea & Robert D. Reisz, 2013. "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
  • Aurora Murgea & Robert Reisz, 2012. "Does the market make us happy? The stock market and well-being," FEAA Working Papers 2012.FEAA.F.03, West University of Timisoara, Romania, Faculty of Economics and Business Administration.
• Gerardo Coppola, 2013. "The European Retail Banking and the Day after the SEPA Migration," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 365-388.
• Dennis W. Jansen, 2013. "Understanding the Sum of Perpetuities Method for Valuing Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, vol. 39(1), pages 65-72.
• Piet Clement & Ivo Maes, 2013. "The BIS and the Latin American debt crisis of the 1980s," Working Paper Research 247, National Bank of Belgium.
• Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
• Claude B. Erb & Campbell R. Harvey, 2013. "The Golden Dilemma," NBER Working Papers 18706, National Bureau of Economic Research, Inc.
• Cihak, Martin & Demirguc-Kunt, Asli & Feyen, Erik & Levine, Ross, 2013. "Financial Development in 205 Economies, 1960 to 2010," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 17-36.
  • Martin Čihák & Asli Demirgüč-Kunt & Erik Feyen & Ross Levine, 2013. "Financial Development in 205 Economies, 1960 to 2010," NBER Working Papers 18946, National Bureau of Economic Research, Inc.
• Adrian Buss & Bernard Dumas, 2019. "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
  • Dumas, Bernard & Buss, Adrian, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers 9524, C.E.P.R. Discussion Papers.
  • Adrian Buss & Bernard Dumas, 2015. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 21421, National Bureau of Economic Research, Inc.
  • Adrian Buss & Bernard Dumas, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 19155, National Bureau of Economic Research, Inc.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 2985-3028.
  • Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers 19309, National Bureau of Economic Research, Inc.
• Ing-Haw Cheng & Harrison Hong & Kelly Shue, 2013. "Do Managers Do Good with Other People's Money?," NBER Working Papers 19432, National Bureau of Economic Research, Inc.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2013. "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," NBER Working Papers 19460, National Bureau of Economic Research, Inc.
• Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2020. "Firm Volatility in Granular Networks," Journal of Political Economy, University of Chicago Press, vol. 128(11), pages 4097-4162.
  • Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2013. "Firm Volatility in Granular Networks," NBER Working Papers 19466, National Bureau of Economic Research, Inc.
  • Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2014. "Firm Volatility in Granular Networks," 2014 Meeting Papers 253, Society for Economic Dynamics.
  • Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017. "Firm Volatility in Granual Networks," CEPR Discussion Papers 12284, C.E.P.R. Discussion Papers.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October.
  • Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013. "The Joint Cross Section of Stocks and Options," NBER Working Papers 19590, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013. "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers 19619, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers 19705, National Bureau of Economic Research, Inc.
• Petru CATAN & Viorica ŞEPTELICI, 2013. "Financial Stability Review Of The Microfinance Sector In Moldova," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 89-95.
• Alina MOLDOVAN-MADAN, 2013. "New Opportunities On The Market Of Mergers And Acquisitions For 2014," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 182-186.
• Michael Bleaney & Zhiyong Li, 2015. "The performance of bid-ask spread estimators under less than ideal conditions," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(1), pages 98-127, March.
  • Michael Bleaney & Zhiyong Li, 2013. "The performance of bid-ask spread estimators under less than ideal conditions," Discussion Papers 13/05, University of Nottingham, School of Economics.
• Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," Research Papers 2132, Stanford University, Graduate School of Business.
  • Jeremy Bulow & Paul Klemperer, 2013. "Market-Based Bank Capital Regulation," Economics Papers 2013-W12, Economics Group, Nuffield College, University of Oxford.
  • Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," CEPR Discussion Papers 9618, C.E.P.R. Discussion Papers.
• Rintaro Tamaki, 2013. "The future of the Asian economic and financial community," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2012(2), pages 67-78.
• Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund, 2013. "ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 100-118.
• Ciupac-Ulici Maria-Lenuta & Ardelean Ciprian George & Nistor Ioan Alin, 2013. "Theoretical Aspects Of Financial Liberalization Process," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 867-875, July.
• NAN Anca-Petruta, 2013. "Study About The Usage Of Agricultural Insurance Based On Indexes In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 331-338, December.
• Tarnaczi Tibor & Kulcsar Edina, 2013. "The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 451-462, December.
• Nattapol TAKKABUTR, 2013. "Model-free Implied Volatility Index of Japanese Stock Market," Discussion Papers in Economics and Business 13-03, Osaka University, Graduate School of Economics.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series wp1045, William Davidson Institute at the University of Michigan.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 331, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers IES 2013/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2013.
  • Tomas Havranek & Roman Horvath & Petra Valickova, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 2013/05, Czech National Bank.
• Michał Brzozowski & Joanna Siwińska-Gorzelak, 2013. "Public Spending Volatility and Financial Market Development," CESifo Economic Studies, CESifo Group, vol. 59(1), pages 72-92, March.
• Erkko Etula, 2013. "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(3), pages 486-521, June.
  • Erkko Etula, 2009. "Broker-dealer risk appetite and commodity returns," Staff Reports 406, Federal Reserve Bank of New York.
• Seongman Moon & Carlos Velasco, 2014. "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 151-173.
  • Seongman Moon & Carlos Velasco, 2013. "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 151-173, December.
• John Muellbauer, 2013. "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 610-645, AUTUMN.
  • John Muellbauer, 2013. "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers 681, University of Oxford, Department of Economics.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(1), pages 38-94.
  • Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc.
  • Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012. "The Wealth-Consumption Ratio," CEPR Discussion Papers 9022, C.E.P.R. Discussion Papers.
• Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 745-773.
  • Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 2985-3028.
  • Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers 19309, National Bureau of Economic Research, Inc.
• Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013. "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 768-805.
  • Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor, 2011. "CDS auctions," LSE Research Online Documents on Economics 119063, London School of Economics and Political Science, LSE Library.
  • Makarov, Igor & Chernov, Mikhail & Gorbenko, Alexander, 2011. "CDS Auctions," CEPR Discussion Papers 8456, C.E.P.R. Discussion Papers.
  • Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov, 2011. "CDS Auctions," FMG Discussion Papers dp688, Financial Markets Group.
• Avram Marioara & Drãguºin Cristina-Petrina, 2013. "The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1070-1075, May.
• John Muellbauer, 2013. "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 610-645, AUTUMN.
  • John Muellbauer, 2013. "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers 681, University of Oxford, Department of Economics.
• Gaël Giraud & Cécile Renourad (ed.), 2013. "20 Propuestas para reformar el capitalismo," Books, Fondo Editorial, Universidad del Pacífico, edition 1, volume 1, number 13-02, June.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 1. Hacer de la función social de la empresa una prioridad estretégica: estimular y controlar," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 1, pages 17-33, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 2. Por un control independiente, financiero y extrafinanciero de las empresas," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 2, pages 33-49, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 3. Integrar el medio ambiente, lo social y la gobernanza al análisis financiero y la inversión," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 3, pages 49-61, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 4. Valorizar al asalariado para volver a dar sentido a la empresa," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 4, pages 61-69, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 5. Remunerar a los operadores financieros por su justo valor," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 5, pages 69-81, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 6. Formar a los analistas y a los operadores financieros," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 6, pages 81-91, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 7. Titulizar mejor para reparar los daños de la crisis," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 7, pages 91-105, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 8. Transformar los derivados de crédito en activos dignos de confianza," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 8, pages 105-115, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 9. Restaurar la función principal de los mercados de futuros de materias primas," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 9, pages 115-123, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 10. Poner la matemática financiera al servicio de lo real," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 10, pages 123-133, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 11. Mejorar el control de los riesgos," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 11, pages 133-143, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 12. Regular los fondos de pensiones para salvar a los jubilados europeos," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 12, pages 143-157, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 13. Reglamentar los mercados extrabursátiles," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 13, pages 157-167, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 14. Combinar Basilea II con los objetivos de la política económica," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 14, pages 167-179, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 15. Restablecer la verdad contable de los derivados exóticos," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 15, pages 179-195, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 16. Por una tributación desterritorializada para las multinacionales," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 16, pages 195-205, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 17. Hacia herramientas de medición de optimización fiscal," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 17, pages 205-219, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 18. Establecer impuesto globales," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 18, pages 219-233, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 19. Reformar el BCE para prevenir las burbujas," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 19, pages 233-257, Fondo Editorial, Universidad del Pacífico.
• Gaël Giraud & Cécile Renourad, 2013. "Propuesta 20. Por un capitalismo "verde", justo y pluralista," Chapters of Books, in: Gaël Giraud & Cécile Renourad (ed.), 20 Propuestas para reformar el capitalismo, edition 1, volume 1, chapter 20, pages 257-275, Fondo Editorial, Universidad del Pacífico.
• Alessandro Carretta & Vincenzo Farina & Elvira Anna Graziano & Marco Reale, 2013. "Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 1, pages 7-24, Palgrave Macmillan.
  • Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco, 2011. "Does investor attention influence stock market activity? The case of spin-off deals," MPRA Paper 33545, University Library of Munich, Germany.
• Yuanhua Feng & Lixin Sun, 2013. "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE 69, Paderborn University, CIE Center for International Economics.
• Slawomir Ireneusz Bukowski, 2013. "The Degree of the Polish and Slovak equity market integration with the euro area equity market," Quaderni del Dipartimento di Economia, Finanza e Statistica 115/2013, Università di Perugia, Dipartimento Economia.
• García Muñoz, Luis Manuel, 2013. "CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions," MPRA Paper 44252, University Library of Munich, Germany.
• Shahzad, Syed jawad hussain & Ali, Paeman & Saleem, Fawad & Ali, Sajid & Akram, Sehrish, 2013. "Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan," MPRA Paper 45095, University Library of Munich, Germany.
• Hatemi-J, Abdulnasser, 2013. "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper 45170, University Library of Munich, Germany.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45860, University Library of Munich, Germany.
  • Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
  • Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45860, University Library of Munich, Germany.
• Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2013. "Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV [A GARCH model with autor," MPRA Paper 46328, University Library of Munich, Germany.
• Charles Ka Yui Leung & Edward Chi Ho Tang, 2015. "Speculating China Economic Growth through Hong Kong? Evidence from Stock Market IPOs and Real Estate Markets," International Real Estate Review, Global Social Science Institute, vol. 18(1), pages 45-87.
  • Leung, Charles Ka Yui & Tang, Edward Chi Ho, 2013. "Speculating China economic growth through Hong Kong? Evidence from the stock market IPO and real estate markets," MPRA Paper 46346, University Library of Munich, Germany.
• Masciantonio, Sergio, 2013. "Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective," MPRA Paper 46788, University Library of Munich, Germany.
• Ivanov, Sergei, 2013. "Interest rate paradox," MPRA Paper 47723, University Library of Munich, Germany.
• Commendatore, Pasquale & Michetti, Elisabetta & Purificato, Francesco, 2013. "Financial Development and Agglomeration," MPRA Paper 48425, University Library of Munich, Germany.
• Ratti, Ronald A. & Hasan, M. Zahid, 2013. "Oil Price Shocks and Volatility in Australian Stock Returns ‎," MPRA Paper 49043, University Library of Munich, Germany.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2017. "Further evidence on bear market predictability: The role of the external finance premium," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 106-121.
  • Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
• Akber, Ushna & Muhammad, Nabeel, 2013. "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper 49128, University Library of Munich, Germany.
• Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013. "Commodity house prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 875-887.
  • Charles Ka Yui Leung & Song Shi & Edward Tang, 2013. "Commodity house prices," Globalization Institute Working Papers 154, Federal Reserve Bank of Dallas.
  • Leung, Charles Ka Yui & Shi, Song & Tang, Edward Chi Ho, 2013. "Commodity house prices," MPRA Paper 49489, University Library of Munich, Germany.
• García Muñoz, Luis Manuel, 2013. "Interest rate modeling under multiple discounting curves," MPRA Paper 50357, University Library of Munich, Germany.
• Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew, 2013. "Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model," MPRA Paper 50544, University Library of Munich, Germany.
• Kozmenko, Olha & Kuzmenko, Olha, 2013. "Modeling the stability dynamics of Ukrainian banking system," MPRA Paper 50841, University Library of Munich, Germany.
• Chen, Yongmin & Gu, Dingwei & Yao, Zhiyong, 2013. "Rating Inflation versus Deflation: On Procyclical Credit Ratings," MPRA Paper 51159, University Library of Munich, Germany.
• Bayraci, Selcuk & Demiralay, Sercan, 2013. "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper 51909, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013. "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper 52474, University Library of Munich, Germany, revised 28 Oct 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper 53069, University Library of Munich, Germany, revised 04 Apr 2013.
• Malik, Saif Ullah, 2013. "Role of Foreign Private Investment and Remittance in Stock Market Development: Study of South Asia," MPRA Paper 54530, University Library of Munich, Germany.
• Asongu Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Working Papers of the African Governance and Development Institute. 13/035, African Governance and Development Institute..
  • Asongu, Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper 56803, University Library of Munich, Germany.
• Rossi, Fabrizio & Cebula, Richard, 2013. "Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy," MPRA Paper 58403, University Library of Munich, Germany.
• Szarowska, Irena, 2013. "Can tax policy co-cause the crisis?," MPRA Paper 59780, University Library of Munich, Germany.
• Mustafa Okur & Emrah Cevik, 2013. "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
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• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
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• Jakub Kučera, 2013. "Definition, Benefits and Risks of High-Frequency Trading [Vymezení, přínosy a rizika vysokofrekvenčního obchodování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2013(5), pages 3-30.
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• Shakill Hassan, 2013. "South African Capital Markets An Overview," Working Papers 5962, South African Reserve Bank.
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• Galo Nuño & Carlos Thomas, 2017. "Bank Leverage Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 32-72, April.
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• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
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• Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India: Evidence from capital markets," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 111-137.
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• Pekkaya, Mehmet, 2013. "Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 4(2), pages 1-91, April.
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• Aliaga Lordemann, Javier & Garrón Vedia, Ignacio, 2013. "Pruebas de tensión al sistema bancario boliviano," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 19, pages 9-53, Mayo.
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• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
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• Aliaga Lordemann, Javier & Garrón Vedia, Ignacio, 2013. "Pruebas de tensión al sistema bancario boliviano," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 19, pages 9-53, Mayo.
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• Baresa, Suzana & Bogdan , Sinisa & Ivanovic, Zoran, 2013. "Strategy Of Stock Valuation By Fundamental Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(1), pages 45-51.
• Grubisic Seba, Mihaela, 2013. "Financing Policies Of Croatian Publicly Listed Firms," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(2), pages 127-141.
• Cerovic, Slobodan & Petrovic, Pero & Cerovic, Stanislav, 2013. "Economic Crisis Impact On Changes In International Financial Institutions Operating," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(2), pages 187-199.
• Zhiqiang HU & Yizhu WANG, 2013. "The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 115-131, October.
• Georgeta VINTILA, 2013. "A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 62-67, March.
• Georgeta VINTILA & Florinita DUCA, 2013. "Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(2), pages 88-93, May.
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• Michael Stein, 2013. "German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability," Ruhr Economic Papers 0454, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2013. "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Ruhr Economic Papers 0465, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Marcin Mrowiec, 2013. "Rediscovering Mises-Hayek Monetary And Business Cycle Theory In Light Of The Current Crisis: Credit Expansion As A Source Of Economic Boom And Bust," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 9(2), pages 64-74, October.
• Greg Clinch, 2013. "Disclosure quality, diversification and the cost of capital," Australian Journal of Management, Australian School of Business, vol. 38(3), pages 475-489, December.
• Nan Li & Alex YiHou Huang, 2011. "Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(2), pages 197-225, August.
• Javed Iqbal, 2012. "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(1), pages 61-91, April.
• Borio, Claudio, 2013. "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225, pages 3-13, August.
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• Veli Yilanci, 2013. "The Validity of the Halloween Effect in the Istanbul Stock Exchange," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 21-30, January.
• Vincenzo Candila, 2013. "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers 3_228, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
• Artur Wyszyński, 2013. "Ekonomiczne aspekty wejścia klubów piłkarskich na giełdę," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5-6, pages 123-151.
• Karkowska, Renata, 2013. "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," MPRA Paper 58802, University Library of Munich, Germany.
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• Shawkatul Islam Aziz & Shahanara Basher & Mohammad Rahim Uddin, 2013. "Efficiency Of The Stock Markets In Bangladesh: Evidence From Cse And Dse," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 5(3 (Decemb), pages 397-415.
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• Bastien Drut, 2013. "La répression financière est-elle la solution pour « liquider » la dette publique dans la zone euro ?," Working Papers CEB 13-003, ULB -- Universite Libre de Bruxelles.
• Quan-Hoang Vuong & Nancy K. Napier & Tran Tri Dung, 2013. "Rent-seekers' lost El Dorado: Vietnam's financial turmoil, 2007-2013," Working Papers CEB 13-020, ULB -- Universite Libre de Bruxelles.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
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• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
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• Argiro Svingou, 2013. "Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 63(1-2), pages 100-120, June.
• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
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• Marion Fourcade & Philippe Steiner & Wolfgang Streeck & Cornelia Woll, 2013. "Moral categories in the financial crisis: Discussion Forum," Sciences Po publications info:hdl:2441/6ggbvnr6mun, Sciences Po.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015. "Financial stability and economic performance," Economic Modelling, Elsevier, vol. 48(C), pages 25-40.
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• Yertai Tanai & Kuan-Pin Lin, 2013. "Mongolian and World Equity Markets: Volatilities and Correlations," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 136-164, December.
• Heeho Kim, 2013. "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(1), pages 62-79, January.
• Nima Nonejad, 2013. "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers 2013-26, Department of Economics and Business Economics, Aarhus University.
• Christian Bender & Mikko S. Pakkanen & Hasanjan Sayit, 2013. "Sticky continuous processes have consistent price systems," CREATES Research Papers 2013-38, Department of Economics and Business Economics, Aarhus University.
• Peter Christoffersen & Mathieu Fournier & Kris Jacobs, 2018. "The Factor Structure in Equity Options," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 595-637.
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• Petru CATAN & Viorica ŞEPTELICI, 2013. "Financial Stability Review Of The Microfinance Sector In Moldova," Economy and Sociology, The Journal Economy and Sociology, issue 3, pages 89-95.
• Alina MOLDOVAN-MADAN, 2013. "New Opportunities On The Market Of Mergers And Acquisitions For 2014," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 182-186.
• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013. "Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: the case of WAEMU," AAYE Policy Research Working Paper Series 13_005, Association of African Young Economists, revised Nov 2013.
• Nguena Christian Lambert & Tsafack Nanfosso Roger, 2014. "On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region," Economics Bulletin, AccessEcon, vol. 34(1), pages 354-372.
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• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013. "Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: the case of WAEMU," AAYE Policy Research Working Paper Series 5, Association of African Young Economists, revised Nov 2013.
• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013. "On the Sensitivity of Banking Activity Shocks: Evidence from CEMAC Sub-region," AAYE Policy Research Working Paper Series 7, Association of African Young Economists, revised Nov 2013.
• Robert J. Shiller, 2013. "Reflections on Finance and the Good Society," American Economic Review, American Economic Association, vol. 103(3), pages 402-405, May.
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• David E. Fagnan & Jose Maria Fernandez & Andrew W. Lo & Roger M. Stein, 2013. "Can Financial Engineering Cure Cancer?," American Economic Review, American Economic Association, vol. 103(3), pages 406-411, May.
• John H. Cochrane, 2013. "Finance: Function Matters, Not Size," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 29-50, Spring.
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• Robin Greenwood & David Scharfstein, 2013. "The Growth of Finance," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 3-28, Spring.
• Andrei A. Kirilenko & Andrew W. Lo, 2013. "Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 51-72, Spring.
• Thomas Philippon & Ariell Reshef, 2013. "An International Look at the Growth of Modern Finance," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 73-96, Spring.
• Martin T. Bohl & Farrukh Javed & Patrick M. Stephan, 2013. "Do Commodity Index Traders Destabilize Agricultural Futures Prices?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 59(2), pages 125-148.
• Lumengo Bonga-Bonga, 2013. "Assessing the Stock Market Wealth Effect in South Africa," The African Finance Journal, Africagrowth Institute, vol. 15(1), pages 1-12.
• Asongu, Simplice, 2013. "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper 56803, University Library of Munich, Germany.
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• Alessandro BANTERLE & Daniela VANDONE, 2013. "Price volatility and risk management: the case of rice," Departmental Working Papers 2013-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
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• Bohl, Martin T. & Stephan, Patrick M., 2013. "Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(4), pages 1-21, November.
• Hanabuchi, Tatsuya, 2013. "Investing in Agribusiness Stocks: What Lies Ahead!," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143041, Southern Agricultural Economics Association.
• D'Antoni, Jeremy M. & Detre, Joshua D., 2013. "Determining the Nature of Dependency between Agribusiness and Non-Agribusiness Stocks," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143080, Southern Agricultural Economics Association.
• Pancrazi, Roberto, 2014. "How beneficial was the Great Moderation after all?," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 73-90.
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• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
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• Bogdan DIMA & Ioan CUZMAN & Stefana DIMA (CRISTEA) & Otilia SARAMAT, 2013. "Effects of Financial and Non-Financial Information Disclosure on Prices’ Mechanisms for Emergent Markets: The Case of Bucharest Stock Exchange," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 12(1), pages 76-100, March.
• Giulio PALOMBA & Luca RICCETTI, 2013. "Asset Management with TEV and VaR;Constraints: the Constrained Efficient;Frontiers," Working Papers 392, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Yusuf Volkan Topuz & Nazlı Aksit, 2013. "The Effect of Marketing Expenses on Stock Returns: The Case of ISE Food Industry," Anadolu University Journal of Social Sciences, Anadolu University, vol. 13(1), pages 53-60, March.
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• Igbinedion Sunday Osahon & Oriakhi Dickson, 2013. "Fiscal Deficits And Stock Prices In Nigeria: An Empirical Evidence," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 259-274, june.
• Domagoj Sajter, 2013. "Algorithmic And High-Frequency Trading," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 321-336, june.
• Tihana Skrinjaric, 2013. "Investment Strategies Tailored To Daily Seasonality In Stock Returns," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 97-120, june.
• Giovanni Petrella & Andrea Resti, 2013. "Basel 3 and the liquidity of corporate and government bonds in Europe," BANCARIA, Bancaria Editrice, vol. 3, pages 22-36, March.
• Andrea Paltrinieri, 2013. "Stock Exchanges mergers: the case for the United Arab Emirates," BANCARIA, Bancaria Editrice, vol. 6, pages 94-102, June.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
• Anca Meda Burca, 2013. "Romanian Medical Services Financing Alternatives. A Quantitative Review Of Literature," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014. "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 118-138.
  • Ghysels, Eric & Marcellino, Massimiliano, 2013. "Regime Switches in the Risk-Return Trade-off," CEPR Discussion Papers 9698, C.E.P.R. Discussion Papers.
  • Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013. "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers 13-51, Bank of Canada.
• Ali Hakan MUTLUAY & Tuncay Turan TURABOGLU, 2013. "The Effects of Exchange Rate Fluctuations on Corporations and Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 7(1), pages 59-78.
• Ali Osman GURBUZ & Serhat YANIK & Yusuf AYTURK, 2013. "Income Diversification and Bank Performance: Evidence From Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 7(1), pages 9-29.
• Sergio Masciantonio, 2015. "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(1), pages 25-64.
  • Sergio Masciantonio, 2013. "Identifying and tracking global, EU and Eurozone systemically important banks with public data," Questioni di Economia e Finanza (Occasional Papers) 204, Bank of Italy, Economic Research and International Relations Area.
• Marcello Pericoli, 2013. "Macroeconomic and monetary policy surprises and the term structure of interest rates," Temi di discussione (Economic working papers) 927, Bank of Italy, Economic Research and International Relations Area.
• Gómez-González, José Eduardo & Silva, Luisa & Restrepo, Sergio & Salazar, Mauricio, 2013. "Flujos de capitales y fragilidad financiera," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 7, pages 261-299, Banco de la Republica de Colombia.
• Zárate-Perdomo, Juan Pablo & Cobo-Serna, Adolfo León & Gómez-González, José Eduardo, 2013. "Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 17, pages 645-674, Banco de la Republica de Colombia.
• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
  • Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 10749, Banco de la Republica.
  • Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013. "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 766, Banco de la Republica de Colombia.
• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015. "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 14, pages 443-463, Banco de la Republica de Colombia.
  • Ligia Alba Melo B & Jorge Ramos F & Hector Zarate S, 2013. "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia 11099, Banco de la Republica.
  • Ligia Alba Melo B. & Jorge Ramos F. & Hector Zarate S., 2013. "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia 795, Banco de la Republica de Colombia.
• Iftikhar-ul-Amin & Nadia Iftikhar & Muhammad Yasir, 2013. "Board Composition, CEO Duality and Corporate Financial Performance," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(1), pages 13-27, April.
• Monesa & Laila Taskeen Qazi, 2013. "The Effects of Oil Price Shocks on Economic Growth of Oil Exporting Countries: A Case of Six OPEC Economies," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(1), pages 65-87, April.
• Hanana Khan & Romana Bangash, 2013. "Nexus Between Microcredit and Poverty Alleviation: Time Series Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(2), pages 1-13, October.
• M Fahad Siddiqui & Shah Wali Khan, 2013. "Testing Hubris Hypothesis for Mergers in Pakistan: Using Event Study Technique," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(2), pages 89-105, October.
• Delatte, Anne-Laure & Lopez, Claude, 2013. "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5346-5356.
  • Delatte, Anne-Laure & Lopez, Claude, 2012. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," MPRA Paper 39860, University Library of Munich, Germany.
  • Delatte, A-L. & Lopez, C., 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula," Working papers 421, Banque de France.
  • Lopez, Claude & Delatte, Anne-Laure, 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," CEPR Discussion Papers 9558, C.E.P.R. Discussion Papers.
• Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
• Beißner, Patrick, 2015. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers 447, Center for Mathematical Economics, Bielefeld University.
• Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
• Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, vol. 4(1), pages 49-64, March.
• Andrey Zotov, 2013. "Institutional environment as a necessary condition for ensuring the stability of the banking system," Russian Journal of Money and Finance, Bank of Russia, vol. 734(17), pages 32-38.
• Juthathip Jongwanich & Douglas H. Brooks & Archanun Kohpaiboon, 2013. "Cross-border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," Asian Economic Journal, East Asian Economic Association, vol. 27(3), pages 265-284, September.
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• Francesco Caselli & Nicola Gennaioli, 2013. "Dynastic Management," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 971-996, January.
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  • Francesco Caselli & Nicola Gennaioli, 2006. "Dynastic Management," CEP Discussion Papers dp0741, Centre for Economic Performance, LSE.
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• David McCarthy & David Miles, 2013. "Optimal Portfolio Allocation for Corporate Pension Funds," European Financial Management, European Financial Management Association, vol. 19(3), pages 599-629, June.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
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  • Jean Paul Fitoussi & Joseph Stiglitz, 2011. "On the measurement of social progress and well being: some further thoughts," Documents de Travail de l'OFCE 2011-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Post-Print hal-03399466, HAL.
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• Pasquale TRIDICO, 2013. "The impact of the economic crisis on EU labour markets: A comparative perspective," International Labour Review, International Labour Organization, vol. 152(2), pages 175-190, June.
  • Pasquale Tridico, 2012. "The impact of the economic crisis on the EU labour market: a comparative perspective," Departmental Working Papers of Economics - University 'Roma Tre' 0153, Department of Economics - University Roma Tre.
• Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Discussion Paper 2013-020, Tilburg University, Center for Economic Research.
• Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
  • Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
• Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013. "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide," Journal of Finance, American Finance Association, vol. 68(2), pages 739-783, April.
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09, University of Cologne, Centre for Financial Research (CFR).
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• Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
  • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
  • Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2013. "In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns," Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 1-40, February.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
  • Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
• BALTES Nicolae & VASIU Diana Elena, 2013. "Case Study Regarding The Financial Performance Based On Rates Of Return, For Companies Listed On Bucharest Stock Exchange, Acting In Mining And Quarrying Domain," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(3), pages 123-142.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland, Institute for Economies in Transition.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers 15/2013, Bank of Finland, Institute for Economies in Transition.
• Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
• Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
  • Dimitrios P. Louzis & Angelos T. Vouldis, 2013. "A financial systemic stress index for Greece," Working Papers 155, Bank of Greece.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers 161, Bank of Greece.
• Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
• Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013. "Oil price shocks and volatility do predict stock market regimes," Working Papers 170, Bank of Greece.
• Kate Phylaktis & Gikas Manalis, 2013. "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(4), pages 79-92, December.
• Onder Buberkoku, 2013. "The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(52), pages 1-16, April.
• Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2013. "Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(4), pages 455-479.
• Vivien Levy-Garboua & Gérard Maarek, 2013. "La contrainte cachée du collatéral," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 197-220.
• Luc Goupil, 2013. "Trading à haute fréquence : empreinte de marché et enjeux de régulation," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 277-294.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
  • Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013. "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks 338, Collegio Carlo Alberto.
  • Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014. "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM f4256476-6503-4459-ba12-6, Tilburg University, School of Economics and Management.
• Kul B. Luintel & Yongdeng Xu, 2017. "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
  • Luintel, Kul B & Xu, Yongdeng, 2013. "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers E2013/6, Cardiff University, Cardiff Business School, Economics Section.
• Jeffrey MacIntosh, 2013. "High Frequency Traders: Angels or Devils?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 391, October.
• Philippe Bracke, 2015. "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 403-431, June.
  • Bracke, Philippe, 2013. "House prices and rents: micro evidence from a matched dataset in Central London," LSE Research Online Documents on Economics 49723, London School of Economics and Political Science, LSE Library.
  • Philippe Bracke, 2013. "House Prices and Rents: Micro Evidence from a Matched Dataset in Central London," SERC Discussion Papers 0127, Centre for Economic Performance, LSE.
• Vivek Ghosal & Yang Ye, 2013. "Business Decision-Making under Uncertainty: Evidence from Employment and Number of Businesses," CESifo Working Paper Series 4312, CESifo.
• Auer, Benjamin R. & Rottmann, Horst, 2014. "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 17-26.
  • Auer, Benjamin R. & Rottmann, Horst, 2013. "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere 35, University of Applied Sciences Amberg-Weiden (OTH).
  • Benjamin R. Auer & Horst Rottmann, 2013. "Is there a Friday the 13th Effect in Emerging Asian Stock Markets?," CESifo Working Paper Series 4409, CESifo.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Schwienbacher, Armin & Lambert, Thomas, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM f8f93890-8d13-41c2-9fb0-9, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM ec4ce347-9cad-4d91-b347-d, Tilburg University, School of Economics and Management.
• Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 602-623.
  • Markus Haas & Jochen Krause & Marc S. Paolella & Sven C. Steude, 2013. "Time-Varying Mixture GARCH Models and Asymmetric Volatility," Swiss Finance Institute Research Paper Series 13-04, Swiss Finance Institute.
• Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  • Hau, Harald & Efing, Matthias, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
  • Matthias Efing & Harald Hau, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series 13-21, Swiss Finance Institute.
• Xi Shen & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013. "The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(4), pages 53-64, December.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015. "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 506-526, July.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers IES 2013/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2013.
  • Tomas Havranek & Roman Horvath & Petra Valickova, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 2013/05, Czech National Bank.
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," Working Papers 331, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Petra Valickova & Tomas Havranek & Roman Horvath, 2013. "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series wp1045, William Davidson Institute at the University of Michigan.
• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
  • Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013. "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 766, Banco de la Republica de Colombia.
  • Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 10749, Banco de la Republica.
• Jairo Andrés Correa & John J. García, 2013. "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público 10670, Universidad EAFIT.
• José Joaquín Ortiz Bojacá, 2013. "¿Es necesaria y posible una teoría general para estructurar la ciencia contable?," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, December.
• Jorge Alberto Rivera Godoy & Ana Milena Padilla Ospina, 2013. "¿Los medios de comunicación en Colombia son una industria creadora de valor?," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 5(2), pages 89-113, December.
• Diógenes Lagos Cortés, 2013. "Análisis de las Prácticas de Gobierno Corporativo en la Bolsa de Valores de Colombia," Revista Ad-Minister, Universidad EAFIT, February.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
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  • Farmer, Roger & Nourry, Carine & Venditti, Alain, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," CEPR Discussion Papers 9283, C.E.P.R. Discussion Papers.
  • Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," AMSE Working Papers 1311, Aix-Marseille School of Economics, France, revised 26 Feb 2013.
  • Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," Working Papers halshs-00796672, HAL.
• Efing, Matthias & Hau, Harald, 2015. "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, vol. 116(1), pages 46-60.
  • Matthias Efing & Harald Hau, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series 13-21, Swiss Finance Institute.
  • Hau, Harald & Efing, Matthias, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
• Lucio Sarno & Maik Schmeling, 2014. "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
  • Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
• Adrian Buss & Bernard Dumas, 2019. "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
  • Adrian Buss & Bernard Dumas, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 19155, National Bureau of Economic Research, Inc.
  • Dumas, Bernard & Buss, Adrian, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers 9524, C.E.P.R. Discussion Papers.
  • Adrian Buss & Bernard Dumas, 2015. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 21421, National Bureau of Economic Research, Inc.
• Delatte, Anne-Laure & Lopez, Claude, 2013. "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5346-5356.
  • Delatte, Anne-Laure & Lopez, Claude, 2012. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," MPRA Paper 39860, University Library of Munich, Germany.
  • Lopez, Claude & Delatte, Anne-Laure, 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," CEPR Discussion Papers 9558, C.E.P.R. Discussion Papers.
  • Delatte, A-L. & Lopez, C., 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula," Working papers 421, Banque de France.
  • Anne-Laure Delatte & Claude Lopez, 2014. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," Post-Print hal-01410596, HAL.
• Bulow, Jeremy & Klemperer, Paul, 2013. "Market-Based Bank Capital Regulation," Research Papers 2132, Stanford University, Graduate School of Business.
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  • Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," CAMA Working Papers 2013-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  • Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara, 2013. "Asymmetry in government bond returns," AJRC Working Papers 1301, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013. "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3218-3226.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Finance Working Papers 23399, East Asian Bureau of Economic Research.
  • Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura, 2013. "Asymmetry in Government Bond Returns," Macroeconomics Working Papers 23399, East Asian Bureau of Economic Research.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
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• F. Riva & A. Calamia & L. Deville, 2013. "Liquidity in European equity ETFs: What really matters?," Post-Print hal-00846610, HAL.
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• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015. "Financial stability and economic performance," Economic Modelling, Elsevier, vol. 48(C), pages 25-40.
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• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
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• Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 329-353, February.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers 1231, Aix-Marseille School of Economics, France, revised 11 Nov 2012.
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• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015. "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, vol. 38(7), pages 1090-1114, July.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Knut Wicksell Working Paper Series 2013/12, Lund University, Knut Wicksell Centre for Financial Studies.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Working Papers 2013:14, Lund University, Department of Economics.
  • Melise Jaud & Madina Kukenova & Martin Strieborny, 2014. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," CESifo Working Paper Series 4660, CESifo.
• Byström, Hans, 2013. "Stock Prices and Stock Return Volatilities Implied by the Credit Market," Working Papers 2013:25, Lund University, Department of Economics, revised 14 Feb 2014.
• Byström, Hans, 2014. "The impact of currency movements on asset value correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 178-186.
  • Byström, Hans, 2013. "The Impact of Currency Movements on Asset Value Correlations," Working Papers 2013:33, Lund University, Department of Economics.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015. "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, vol. 38(7), pages 1090-1114, July.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Working Papers 2013:14, Lund University, Department of Economics.
  • Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Knut Wicksell Working Paper Series 2013/12, Lund University, Knut Wicksell Centre for Financial Studies.
  • Melise Jaud & Madina Kukenova & Martin Strieborny, 2014. "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," CESifo Working Paper Series 4660, CESifo.
• Steigum, Erling & Thøgersen, Øystein, 2013. "A crisis not wasted – Institutional and structural reforms behind Norway’s strong macroeconomic performance," Discussion Paper Series in Economics 18/2013, Norwegian School of Economics, Department of Economics.
• Aase, Knut K., 2013. "Recursive utility and disappearing puzzles for continuous-time models," Discussion Papers 2013/2, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2013. "Recursive utility and the equity premium puzzle: A discrete-time approach," Discussion Papers 2013/3, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
• Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013. "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance 2013/3, University of Stavanger.
• Brännäs, Kurt, 2013. "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies 855, Umeå University, Department of Economics.
• Brännäs, Kurt, 2013. "The Number of Traded Shares: A Time Series Modelling Approach," Umeå Economic Studies 860, Umeå University, Department of Economics.
• Markus Bibinger & Per A. Mykland, 2013. "Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing," SFB 649 Discussion Papers SFB649DP2013-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank, 2013. "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," European Economic Review, Elsevier, vol. 62(C), pages 41-57.
  • Jutta Dönges & Frank Heinemann & Tijmen R. Daniëls, 2013. "Crossing Network versus Dealer Market: Unique Equilibrium in the Allocation of Order Flow," SFB 649 Discussion Papers SFB649DP2013-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2013. "Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency," SFB 649 Discussion Papers SFB649DP2013-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger & Mathias Vetter, 2013. "Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps," SFB 649 Discussion Papers SFB649DP2013-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Laetitia Pozniak & Melanie Croquet & Olivier Colot, 2013. "The Relationship Between Financial Communication And Firm Performance: Evidence From France," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(1), pages 9-17.
• Ronald A. Stunda, 2013. "The Impact Of Economic Fluctuations On Earnings Forecasts," Accounting & Taxation, The Institute for Business and Finance Research, vol. 5(2), pages 55-64.
• Lynda S. Livingston, 2013. "Intraportfolio Correlation: An Application For Investments Students," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(1), pages 91-105.
• Lynda S. Livingston, 2013. "Adding Markowitz And Sharpe To Portfolio Investment Projects," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(2), pages 79-95.
• Ling T. He, 2013. "Mean Reversion of Volatility Around Extreme Stock Returns: Evidence from U.S. Stock Indexes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(4), pages 91-101.
• Laetitia Pozniak, 2013. "Internet Financial Communication: Evidence from Unregulated Markets of Brussels and Paris," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(5), pages 107-122.
• Lynda S. Livingston, 2013. "Pac.Nw Travel Online," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 4(2), pages 107-130.
• Jelena Minovic & Vlastimir Vukovic, 2013. "Analysis of the Serbian Capital Market," Economic Analysis, Institute of Economic Sciences, vol. 46(1-2), pages 1-11.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
  • Bruno Biais & Thierry Foucault & Sophie Moinas, 2015. "Equilibrium fast trading," Post-Print halshs-01400252, HAL.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," IDEI Working Papers 769, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2014.
  • Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," HEC Research Papers Series 968, HEC Paris.
• Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Buti, Sabrina & Rindi, Barbara & Wen, Yuanji & Werner, Ingrid M., 2013. "Tick Size Regulation and Sub-Penny Trading," Working Paper Series 2013-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Sabrina Buti & Barbara Rindi & Yuanji Wen & Ingrid M. Werner, 2013. "Tick Size Regulation and Sub-Penny Trading," Working Papers 492, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013. "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(323), pages 9-32.
• Metin TETİK & Mehmet İVRENDİ, 2013. "Para Politikası Beklentilerinin Finansal Yatırım Araçları Üzerindeki Etkileri: Türkiye Örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(333), pages 107-136.
• Evan F. Koenig, 2013. "Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 57-82, June.

2012

• Shan, Liwei & Gong, Stephen X., 2012. "Investor sentiment and stock returns: Wenchuan Earthquake," Finance Research Letters, Elsevier, vol. 9(1), pages 36-47.
• Jarrow, Robert & Protter, Philip, 2012. "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, vol. 9(2), pages 58-62.
• Simonato, Jean-Guy, 2012. "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, vol. 9(4), pages 213-219.
• Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2012. "What does PIN identify? Evidence from the T-bill market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 29-46.
• Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012. "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 81-107.
• Fong, Wai Mun, 2012. "Do expected business conditions explain the value premium?," Journal of Financial Markets, Elsevier, vol. 15(2), pages 181-206.
• Rhee, S. Ghon & Wu, Feng, 2012. "Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion," Journal of Financial Markets, Elsevier, vol. 15(2), pages 258-285.
• van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012. "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 26-42.
  • van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W., 2010. "Excess Based Allocation of Risk Capital," Discussion Paper 2010-123, Tilburg University, Center for Economic Research.
• Vivian, Andrew & Wohar, Mark E., 2012. "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 395-422.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012. "The role of data limitations, seasonality and frequency in asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 555-574.
• Smales, Lee A., 2012. "30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 1006-1023.
• Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J., 2012. "A variable impact neural network analysis of dividend policies and share prices of transportation and related companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 796-813.
• Galagedera, Don U.A., 2012. "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 834-854.
• Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012. "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1149-1175.
• Koutmos, Dimitrios, 2012. "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1176-1187.
• Broussard, John Paul & Vaihekoski, Mika, 2012. "Profitability of pairs trading strategy in an illiquid market with multiple share classes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1188-1201.
• Chakrabarty, Bidisha & Moulton, Pamela C., 2012. "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, vol. 53(3), pages 612-634.
• Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi, 2012. "Analysts' industry expertise," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 95-120.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
  • Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2010. "Determinants and Long-term Projections of Saving Rates in Developing Asia," ADB Economics Working Paper Series 228, Asian Development Bank.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," ISER Discussion Paper 0821, Institute of Social and Economic Research, The University of Osaka.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers 17581, National Bureau of Economic Research, Inc.
• Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2012. "Financial crisis, structure and reform," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2960-2973.
  • Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2011. "Financial Crisis, Structure and Reform," Working Papers 11-37, University of Pennsylvania, Wharton School, Weiss Center.
• Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.
• Chavez-Demoulin, V. & McGill, J.A., 2012. "High-frequency financial data modeling using Hawkes processes," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3415-3426.
• Fan, Longzhen & Tian, Shu & Zhang, Chu, 2012. "Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 239-248.
• Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng, 2012. "Do industries matter in explaining stock returns and asset-pricing anomalies?," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 355-370.
• Mun, Kyung-Chun, 2012. "The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 383-394.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
  • Becerra, Oscar & Cavallo, Eduardo A. & Scartascini, Carlos, 2010. "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers) 1980, Inter-American Development Bank.
  • Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications 4686, Inter-American Development Bank, Research Department.
• Xue, Yi & Gençay, Ramazan, 2012. "Trading frequency and volatility clustering," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 760-773.
  • Yi Xue & Ramazan Gencay, 2009. "Trading Frequency and Volatility Clustering," Working Paper series 31_09, Rimini Centre for Economic Analysis.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012. "The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1057-1066.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
• Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012. "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 992-1011.
• Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng, 2012. "Extreme downside risk and expected stock returns," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1492-1502.
• Mariano, Beatriz, 2012. "Market power and reputational concerns in the ratings industry," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1616-1626.
• Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1781-1788.
  • Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper 36897, University Library of Munich, Germany.
• Levy, Tamir & Yagil, Joseph, 2012. "The week-of-the-year effect: Evidence from around the globe," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1963-1974.
• Schuhmacher, Frank & Eling, Martin, 2012. "A decision-theoretic foundation for reward-to-risk performance measures," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2077-2082.
• Kim, Sangbae & In, Francis, 2012. "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2083-2094.
• Choy, Siu Kai & Wei, Jason, 2012. "Option trading: Information or differences of opinion?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2299-2322.
• Olmo, José & Sanso-Navarro, Marcos, 2012. "Forecasting the performance of hedge fund styles," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2351-2365.
• Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea, 2012. "Do financial systems converge? New evidence from financial assets in OECD countries," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 141-155.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
  • Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2012. "Irrationality and beliefs in a laboratory asset market: Is it me or is it you?," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 278-291.
• Cohen, Lauren & Lou, Dong, 2012. "Complicated firms," Journal of Financial Economics, Elsevier, vol. 104(2), pages 383-400.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  • Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  • Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
• Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012. "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, vol. 106(1), pages 114-131.
• Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
  • Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers 14904, National Bureau of Economic Research, Inc.
  • Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers 21, National Bank of Serbia.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
• Liu, Li-Gang & Pauwels, Laurent L., 2012. "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
  • Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 0805, Hong Kong Monetary Authority.
  • Liu, Li-Gang & Pauwels, Laurent, 2011. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 10/2011, University of Sydney Business School, Discipline of Business Analytics.
• Hirose, Yasuo & Ohyama, Shinsuke & Taniguchi, Ken, 2012. "The effects of Bank of Japan’s liquidity provision on the year-end premium," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 179-185.
• Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
  • Ron Bird & Danny Yeung, 2010. "How Do Investors React Under Uncertainty?," Working Paper Series 8, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
• Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed, 2012. "Co-movement of oil and stock prices in the GCC region: A wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 385-394.
• Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2012. "The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 516-530.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper 32255, University Library of Munich, Germany.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2012. "Asset pricing with idiosyncratic risk: The Spanish case," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 261-271.
• Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.
• Kwamie Dunbar & Abu S. Amin, 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt," Review of Financial Economics, John Wiley & Sons, vol. 21(3), pages 141-152, September.
  • Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
• Pol, Eduardo, 2012. "The preponderant causes of the USA banking crisis 2007–08," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 519-528.
• Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
  • Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Luciani, Matteo & Veredas, David, 2012. "Ranking systemically important financial institutions," Working Papers 15473, University of Tasmania, Tasmanian School of Business and Economics, revised 21 Nov 2012.
• Gulfen TUNA, 2012. "Kovaryans Matrisi Tahmininin Portfoy Secimine Etkisi: IMKB’de Farkli Yatirim Ufuklari icin Uygulama," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(3), pages 311-322.
• Kardaras, Constantinos & Robertson, Scott, 2012. "Robust maximization of asymptotic growth," LSE Research Online Documents on Economics 44994, London School of Economics and Political Science, LSE Library.
• Rodolfo Cermeño Bazán & M. Pavel Solís Montes, 2012. "Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 35-67, January-J.
• Qin Lei & Murli Rajan & Xuewu Wang, 2012. "An empirical analysis of corporate insiders' trading performance," China Finance Review International, Emerald Group Publishing Limited, vol. 2(3), pages 246-264, June.
• Qiang Chen & Daolun Chen & YuTing Gong, 2012. "An empirical analysis of dynamic relationship between stock market and bond market based on information shocks," China Finance Review International, Emerald Group Publishing Limited, vol. 2(3), pages 265-285, June.
• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
  • Mansor, Ibrahim H., 2011. "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 79-89, December.
• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
  • Mansor, Ibrahim H., 2011. "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 79-89, December.
• Simplice A. Asongu, 2012. "The 2011 Japanese earthquake, tsunami and nuclear crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(4), pages 340-353, November.
• Clay M. Moffett & Robert Brooks & Jin Q. Jeon, 2012. "The efficacy of Regulation SHO in resolving naked shorts," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(1), pages 72-98, February.
• Stavros Degiannakis & Christos Floros & Alexandra Livada, 2012. "Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence," Managerial Finance, Emerald Group Publishing, vol. 38(4), pages 436-452, March.
  • Degiannakis, Stavros & Floros, Christos & Livada, Alexandra, 2012. "Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence," MPRA Paper 80463, University Library of Munich, Germany.
• Philipp Koenig, 2012. "The effect of LNG on the relationship between UK and Continental European natural gas markets," Working Papers EPRG 1225, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Leonardo Becchetti & Nicola Ciampoli, 2012. "What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth," CEIS Research Paper 243, Tor Vergata University, CEIS, revised 20 Jul 2012.
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• Ceylan Onay & Gözde Ünal, 2012. "Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(1), pages 66-90, February.
• Bahattin Büyüksahin & Michel A. Robe, 2012. "Does It Matter Who Trades Energy Derivatives?," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, March.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2013. "In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns," Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 1-40, February.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
  • Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
• Caglio, Cecilia & Mayhew, Stewart, 2016. "Equity trading and the allocation of market data revenue," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 97-111.
  • Cecilia R. Caglio & Stewart Mayhew, 2012. "Equity trading and the allocation of market data revenue," Finance and Economics Discussion Series 2012-65, Board of Governors of the Federal Reserve System (U.S.).
• Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013. "Repo and Securities Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148, National Bureau of Economic Research, Inc.
  • Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and Securities Lending," NBER Working Papers 18549, National Bureau of Economic Research, Inc.
  • Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2012. "Repo and securities lending," Staff Reports 529, Federal Reserve Bank of New York.
• Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021. "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 700-717.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and Asset Prices: An Experiment," Working Papers 1033, George Mason University, Interdisciplinary Center for Economic Science.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and asset prices: an experiment," Staff Reports 548, Federal Reserve Bank of New York.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
• Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
  • Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012. "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports 581, Federal Reserve Bank of New York.
• Rossen Trendafilov & Erick W Rengifo, 2012. "Regime Identification in Limit Order Books," Fordham Economics Discussion Paper Series dp2012_04, Fordham University, Department of Economics.
• Giulio Cifarelli & Paolo Paesani, 2012. "An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?," Working Papers - Economics wp2012_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Gernot Hinterleitner & Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2012. "A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality," Working Paper Series, Social and Economic Sciences 2012-01, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
• Julien Barre & Alain Raybaut & Dominique Torre, 2012. "Banks Connectivity, Credit Risk Transfer and Stability of the Banking System," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(1), pages 75-96.
  • Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-00640936, HAL.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
• Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-01279771, HAL.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks Connectivity, Credit Risk Transfer, and Stability of the Banking System," Post-Print halshs-00723659, HAL.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," EconomiX Working Papers 2012-42, University of Paris Nanterre, EconomiX.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2013. "On the links between stock and commodity markets’ volatility," Post-Print hal-01385868, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers hal-04141042, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers 2012-20, CEPII research center.
• Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2014. "Do option-like incentives induce overvaluation? Evidence from experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 179-194.
  • Holmén, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2012. "Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets," Working Papers in Economics 540, University of Gothenburg, Department of Economics, revised 21 Nov 2012.
• Aase, Knut K., 2012. "What Puzzles? New insights in asset pricing," Discussion Papers 2012/13, Norwegian School of Economics, Department of Business and Management Science.
• Ødegaard, Bernt Arne, 2012. "Empirics of the Oslo Stock Exchange. Ownership results 1980-2009," UiS Working Papers in Economics and Finance 2012/4, University of Stavanger.
• Ødegaard, Bernt Arne, 2012. "Empirics of the Oslo Stock Exchange. Liquidity results 1980-2011," UiS Working Papers in Economics and Finance 2012/5, University of Stavanger.
• Ødegaard, Bernt Arne, 2012. "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2011," UiS Working Papers in Economics and Finance 2012/6, University of Stavanger.
• Emhjellen, Magne & Osmundsen, Petter, 2012. "Rate of return requirement for climate versus petroleum projects," UiS Working Papers in Economics and Finance 2012/7, University of Stavanger.
• Rakkestad, Ketil & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2012. "The liquidity of the Secondary Market for Debt Securities in Norway," UiS Working Papers in Economics and Finance 2012/12, University of Stavanger.
• Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
• Lönnbark, Carl, 2012. "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies 844, Umeå University, Department of Economics.
• Lönnbark, Carl, 2012. "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies 849, Umeå University, Department of Economics.
• Jenny Poschmann, 2012. "The Shadow Banking System - Survey and Typological Framework," Global Financial Markets Working Paper Series 27-2012, Friedrich-Schiller-University Jena.
• Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang, 2012. "Quantile Regression in Risk Calibration," SFB 649 Discussion Papers SFB649DP2012-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Gökhan Cebiroglu & Ulrich Horst, 2012. "Hidden Liquidity: Determinants and Impact," SFB 649 Discussion Papers SFB649DP2012-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mahmoud Dehghan Nayeri & Ali Faal Ghayoumi & Mohammad Ali Bidari, 2012. "Factors Affecting the Value Relevance of Accounting Information," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(2), pages 76-84, April.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
• Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral, 2012. "Responsible investments in a developing country: Case study of a Bolivian pilot experience," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 60-71.
• Kangrong Tan & Meifen Chu, 2012. "Estimation Of Portfolio Return And Value At Risk Using A Class Of Gaussian Mixture Distributions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(1), pages 97-107.
• Francisco Sancho & Luis Rivera & Julio Rosales, 2012. "Housing Finance in Central America: What is Holding It Back?," Research Department Publications 4761, Inter-American Development Bank, Research Department.
• Hsinan Hsu & Emily Ho, 2012. "The Optimal Total Costs for Writing a Straddle," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 13-24, June.
• Imroze Nandha & Harminder Singh & Randy Silvers, 2012. "Does Momentum Still Exist in the Australian Stock-Market?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 11(1), pages 89-92, June.
• Werner Kristjanpoller Rodriguez, 2012. "Day of the Week Effect in Latin American Stock Markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 27(1), pages 71-89, April.
• Marcela Jaramillo Jaramillo & María Antonieta García Benau, 2012. "Reacción del Mercado de Valores Mexicano ante los Escándalos Financieros: Evidencia Empírica," 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. 7(2), pages 129-153, Julio-Dic.
• Guillermo Sierra Juárez, 2012. "El Modelo SABR y su Relación con la Geometría Diferencial: Valuación de Opciones de Compra de Dólares del Banco de México," 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. 7(2), pages 185-209, Julio-Dic.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012. "Optimización de Portafolios con Capital en Riesgo Acotado," 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. 7(2), pages 211-231, Julio-Dic.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Caepr Working Papers 2012-001, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2013-4, Department of Research, Ipag Business School.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," CAEPR Working Papers 2012-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2013-4, Department of Research, Ipag Business School.
• Essers, Dennis & Cassimon, Danny, 2012. "Washing away original sin: vulnerability to crisis and the role of local currency bonds in Sub-Saharan Africa," IOB Working Papers 2012.12, Universiteit Antwerpen, Institute of Development Policy (IOB).
• Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel, 2012. "Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(34), pages 81-124, segundo t.
• Pineda-Saavedra, HUgo & Sierra-Juárez, Guillermo, 2012. "Opciones reales en la evaluación económica de activos minerales y energéticos," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(35), pages 67-83, tercer tr.
• Caberra-Llanos, Agustín Ignacio. & López-Gil, Samantha Sofía. & López-Herrera, Francisco., 2012. "Dependencia de largo plazo en los rendimientos de acciones mexicanas selectas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(14), pages 59-78, primer se.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
• Sanjay Banerji & Rajesh S. N. Raj & Kunal Sen, 2016. "Monitoring Costs, Credit Constraints and Entrepreneurship," Manchester School, University of Manchester, vol. 84(5), pages 573-599, September.
  • Banerji, Sanjay & Raj, Rajesh S.N. & Sen, Kunal, 2012. "Monitoring Costs, Credit Constraints and Entrepreneurship," IZA Discussion Papers 6594, Institute of Labor Economics (IZA).
• Gicheva, Dora & Ionescu, Felicia & Simpson, Nicole B., 2012. "The Effects of Credit Status on College Attainment and College Completion," IZA Discussion Papers 6719, Institute of Labor Economics (IZA).
• Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2012. "Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 8(2), pages 221-258, July.
• Florinita Duca, 2012. "What Determines The Capital Structure Of Listed Firms In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(3a), pages 523-531, September.
• Barnett, William A. & Jawadi, Fredj, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," MPRA Paper 40971, University Library of Munich, Germany.
  • William Barnett & Fredj Jawadi, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201237, University of Kansas, Department of Economics, revised Sep 2012.
• Marcel Blais & Philip Protter, 2012. "Signing trades and an evaluation of the Lee–Ready algorithm," Annals of Finance, Springer, vol. 8(1), pages 1-13, February.
• Dilip Madan, 2012. "A two price theory of financial equilibrium with risk management implications," Annals of Finance, Springer, vol. 8(4), pages 489-505, November.
• Jürgen Huber & Michael Kirchler, 2012. "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 89-105, March.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012. "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 179-215, June.
• Nicholas Rueilin Lee, 2012. "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 449-468, December.
• David Downs & Z. Güner, 2012. "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 167-183, January.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012. "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 435-449, August.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
  • Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
• John Turner & Wenwen Zhan, 2012. "Property rights and competing for the affections of Demos: the impact of the 1867 Reform Act on stock prices," Public Choice, Springer, vol. 150(3), pages 609-631, March.
• John Goodell & Richard Bodey, 2012. "Price-earnings changes during US presidential election cycles: voter uncertainty and other determinants," Public Choice, Springer, vol. 150(3), pages 633-650, March.
• Yoshie Saito, 2012. "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 149-175, February.
• Shah Khalid & Wali Ullah & Fazli Rabbi, 2012. "Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(1-2), pages 46-52, March-Jun.
• Sven Christian Berger & Bernd Skiera, 2012. "Elektronische Kreditmarktplätze: Funktionsweise, Gestaltung und Erkenntnisstand bei dieser Form des „Peer-to-Peer Lending“," Credit and Capital Markets, Credit and Capital Markets, vol. 45(3), pages 289-311.
• Karl-Heinz Tödter, 2012. "Risk Measurement with a Safety Belt: Pareto Meets Chebyshev," Credit and Capital Markets, Credit and Capital Markets, vol. 45(2), pages 175-187.
• De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
  • Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012. "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics 13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012. "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, vol. 1, pages 62-81.
• Nadezda Sinenko & Deniss Titarenko & Mikus Arins, 2012. "Latvian Financial Stress Index," Discussion Papers 2012/01, Latvijas Banka.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012. "A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice," Cahiers de recherche 1201, CIRPEE.
• Fesselmeyer, Eric & Mirman, Leonard J. & Santugini, Marc, 2014. "Risk sharing in an asymmetric environment," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 1-8.
  • Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012. "Risk Sharing in an Asymmetric Environment," Cahiers de recherche 1236, CIRPEE.
• Lora R. Todorova & Bodo Vogt, 2012. "Herding in a Laboratory Asset Market with a Rich Action Set," FEMM Working Papers 120022, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Hassanzadeh , Ali & Kianvand , Mehran, 2012. "The Impact of Macroeconomic Variables on Stock Prices:The Case of Tehran Stock Exchange," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(2), pages 171-190, December.
• Alagidede, Paul & Panagiotidis, Theodore, 2012. "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 117(1), pages 283-286.
  • Paul Alagidede & Theodore Panagiotidis, 2012. "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series 2012_04, Department of Economics, University of Macedonia, revised Apr 2012.
• Dániel Holló, 2012. "A system-wide financial stress indicator for the Hungarian financial system," MNB Occasional Papers 2012/105, Magyar Nemzeti Bank (Central Bank of Hungary).
• Adeline Saillard, 2012. "The role of complementarity and the financial liberalization in the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Martin Širůček, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 399-408.
  • Sirucek, Martin, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," MPRA Paper 68167, University Library of Munich, Germany, revised 2012.
• J. Vermeulen, 2012. "Belgium’s progress towards SEPA – the Single Euro Payments Area," Economic Review, National Bank of Belgium, issue iii, pages 45-68, December.
• Blazej Mazur & Mateusz Pipien, 2012. "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers 124, Narodowy Bank Polski.
• John Geanakoplos & Lasse Heje Pedersen, 2012. "Monitoring Leverage," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127, National Bureau of Economic Research, Inc.
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• Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2015. "The Housing Market(s) of San Diego," American Economic Review, American Economic Association, vol. 105(4), pages 1371-1407, April.
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• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2012. "Credit Supply and House Prices: Evidence from Mortgage Market Segmentation," NBER Working Papers 17832, National Bureau of Economic Research, Inc.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2014. "Private Equity Performance: What Do We Know?," Journal of Finance, American Finance Association, vol. 69(5), pages 1851-1882, October.
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• Farley Grubb, 2016. "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Research in Economic History, in: Research in Economic History, volume 32, pages 147-224, Emerald Group Publishing Limited.
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• Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein, 2012. "Endogenous Dividend Dynamics and the Term Structure of Dividend Strips," NBER Working Papers 18450, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers 18451, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012. "Do prices reveal the presence of informed trading?," NBER Working Papers 18452, National Bureau of Economic Research, Inc.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012. "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers 18555, National Bureau of Economic Research, Inc.
• Geert Bekaert & Alexander Popov, 2019. "On the Link Between the Volatility and Skewness of Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 746-790, December.
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• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
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• Vayanos, Dimitri & Wang, Jiang, 2012. "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, vol. 6(4), pages 221-317, November.
• Rabindra Joshi, 2012. "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 24(2), pages 61-75, October.
• Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
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• Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
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• Neil Shephard & Ole E. Barndorff-Nielsen, 2012. "Basics of Levy processes," Economics Series Working Papers 610, University of Oxford, Department of Economics.
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• Halmi Mirela, 2012. "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012. "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 614-619, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
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• Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
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• Hui Chen & Scott Joslin, 2012. "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2225-2256.
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• Oana Caliþoiu, 2012. "The Role of Stock Exchange in Romanian Market Capital Development," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1306-1310, May.
• Munteanu Irena, 2012. "The Leasing Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1559-1562, May.
• Georgeta VINTILA & Floriniþa DUCA, 2012. "The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1741-1744, May.
• Duca Floriniþa & Mihalache Raluca Andreea, 2012. "Corporate Governance Codes and their Implementation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1090-1093, Decembre.
• Radu Ioana & Sava Catalina Claudia, 2012. "Driving Economic Growth and Stock Market Liquidity through the Dynamics of the Mutual Fund Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1341-1346, Decembre.
• Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa, 2012. "Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1347-1352, Decembre.
• Bãtrînca Ghiorghe, 2012. "Practical Difficulties Generated by Cargo Description in Contracts for International Sale of Goods and Bills of Lading," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 5-9, Decembre.
• Birãu Felicia Ramona, 2012. "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(3), pages 1-61, Decembre.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2012. "Basics of Levy processes," Economics Papers 2012-W06, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard & Ole E. Barndorff-Nielsen, 2012. "Basics of Levy processes," Economics Series Working Papers 610, University of Oxford, Department of Economics.
• Eckhard Platen & Renata Rendek, 2012. "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 34-50, February.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
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• Botos, Katalin, 2012. "‘Saving Capitalism from the Capitalists’," Public Finance Quarterly, Corvinus University of Budapest, vol. 57(1), pages 140-148.
• Kovács, Levente, 2012. "Bank Taxes in the European Union," Public Finance Quarterly, Corvinus University of Budapest, vol. 57(3), pages 332-346.
• Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012. "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 399-417.
• Mohammad, Sulaiman D. & Naqvi, Syed Iqbal Hussain & Lal, Irfan & Zehra, Saba, 2012. "Arbitrage Price Theory (APT) and Karachi Stock Exchange (KSE)," MPRA Paper 106875, University Library of Munich, Germany.
• Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
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  • Simplice A, Asongu, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper 36055, University Library of Munich, Germany.
• Dakshina G. De Silva & Rachel A. J. Pownall, 2014. "Going green: does it depend on education, gender or income?," Applied Economics, Taylor & Francis Journals, vol. 46(5), pages 573-586, February.
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• Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1781-1788.
  • Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper 36897, University Library of Munich, Germany.
• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012. "EMU sovereign spreads and macroeconomic news," MPRA Paper 37200, University Library of Munich, Germany.
• Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012. "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper 37321, University Library of Munich, Germany.
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
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• Asongu Simplice, 2011. "Democracy and Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/021, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Democracy and Stock Market Performance in African Countries," MPRA Paper 38168, University Library of Munich, Germany.
• Selcuk, Cemil, 2012. "Distressed sales and liquidity in OTC markets," MPRA Paper 38188, University Library of Munich, Germany.
• Stavarek, Daniel & Heryan, Tomas, 2012. "Day of the week effect in central European stock markets," MPRA Paper 38431, University Library of Munich, Germany.
• FOUNANOU, Mathurin/M & RATSIMALAHELO, Zaka/Z, 2012. "Regulation and supervision of microfinance institutions: an example of cooperative credit society," MPRA Paper 39581, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Government Quality Determinants of Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/019, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Government quality determinants of stock market performance in African countries," MPRA Paper 39631, University Library of Munich, Germany.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2012. "Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010) [Interaction between the stock market and economic growth: An assessment of the Portugues," MPRA Paper 39808, University Library of Munich, Germany.
• Delatte, Anne-Laure & Lopez, Claude, 2013. "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5346-5356.
  • Delatte, Anne-Laure & Lopez, Claude, 2012. "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," MPRA Paper 39860, University Library of Munich, Germany.
  • Delatte, A-L. & Lopez, C., 2013. "Commodity and Equity Markets: Some Stylized Facts from a Copula," Working papers 421, Banque de France.
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• Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.
• Sinha, Pankaj & Mathur, Kritika, 2012. "Evolution of security transaction tax in India," MPRA Paper 40165, University Library of Munich, Germany.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
  • Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
  • C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012. "Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil," Working Papers wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
• William Barnett & Fredj Jawadi, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201237, University of Kansas, Department of Economics, revised Sep 2012.
  • Barnett, William A. & Jawadi, Fredj, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," MPRA Paper 40971, University Library of Munich, Germany.
• Lazarevski, Dimche & Mrsik, Jadranka, 2012. "Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits," MPRA Paper 41996, University Library of Munich, Germany.
• Luis Manuel, García Muñoz, 2012. "Collateral choice and the fundamental theorem of asset pricing," MPRA Paper 42451, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath, 2012. "Corporate Bond Market in India: Current Scope and Future Challenges," MPRA Paper 42478, University Library of Munich, Germany.
• Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
• Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012. "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones [A GARCH model with autorregresive conditional asymme," MPRA Paper 42548, University Library of Munich, Germany.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012. "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper 42566, University Library of Munich, Germany.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.
• Rossi, Francesco, 2012. "UK cross-sectional equity data: The case for robust investability filters," European Economic Letters, European Economics Letters Group, vol. 1(1), pages 6-13.
  • Rossi, Francesco, 2012. "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper 43312, University Library of Munich, Germany, revised Nov 2012.
• Baumöhl, Eduard & Lyócsa, Štefan, 2012. "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper 43431, University Library of Munich, Germany.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012. "Testing the covariance stationarity of CEE stocks," MPRA Paper 43432, University Library of Munich, Germany.
• Carney, Richard W. & Liu, Wai-Man (Raymond) & Ngo, Phong T. H., 2012. "Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance," MPRA Paper 43600, University Library of Munich, Germany.
• Kohonen, Anssi, 2014. "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 71-85.
  • Kohonen, Anssi, 2012. "Transmission of Government Default Risk in the Eurozone," MPRA Paper 43823, University Library of Munich, Germany.
• Hoffmann, Peter, 2012. "A dynamic limit order market with fast and slow traders," MPRA Paper 44621, University Library of Munich, Germany, revised Jan 2013.
• Shumska, Svitlana & Stepanenko-Lypovyk, Bohdana, 2012. "Міжнародні Злиття Та Поглинання У Фінансовому Секторі: Світові Тенденції Та Особливості Прояву В Україні [International mergers and acquisitions in financial sector: global trends and theirs featur," MPRA Paper 48426, University Library of Munich, Germany, revised Jul 2013.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "Mutual influence of the exchange assets: practical aspects," MPRA Paper 50785, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012. "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper 50790, University Library of Munich, Germany.
• Kozmenko, Olha & Kuzmenko, Olha, 2012. "The integration of the banking, insurance and reinsurance markets in Russia and Ukraine," MPRA Paper 50842, University Library of Munich, Germany.
• Wagner, Helmut & Matanovic, Eva, 2012. "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper 51204, University Library of Munich, Germany.
• Ahmed, Tehseen & Malik, Saif Ullah, 2012. "Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan," MPRA Paper 54737, University Library of Munich, Germany.
• Gulino, Salvatore, 2012. "Obsolescence Of The 30-Year Mortgage," MPRA Paper 55354, University Library of Munich, Germany.
• Martin Širůček, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 399-408.
  • Sirucek, Martin, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," MPRA Paper 68167, University Library of Munich, Germany, revised 2012.
• Degiannakis, Stavros & Floros, Christos & Livada, Alexandra, 2012. "Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence," MPRA Paper 80463, University Library of Munich, Germany.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 15-24, Eastern Mediterranean University, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working papers 2012-27, University of Connecticut, Department of Economics.
• Milan Bašta, 2012. "Wavelets and Estimation of Long Memory in Log Volatility and Time Series Perturbed by Noise," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2012(2), pages 3-20.
• Petr Dvořák, 2012. "Some Questions about Churning by Derivatives [K některým otázkám zjišťování churningu u derivátů]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2012(4), pages 6-14.
• Václav Leinweber, 2012. "Application of financial market approaches related to uncertainty into the area of Corporate Finance," Ekonomika a Management, Prague University of Economics and Business, vol. 2012(2), pages 24-36.
• Tomáš Buus, 2012. "What is Self-Influential Economic Theory?," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2012(1), pages 28-40.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012. "Un siècle et demi d’activité titres des banques commerciales américaines (un plaidoyer pour l’unité et la plasticité du système de financement)," Revue d'Économie Financière, Programme National Persée, vol. 105(1), pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012. "Systèmes financiers et croissance," Revue d'Économie Financière, Programme National Persée, vol. 106(2), pages 77-108.
• Arnoud W. A. Boot & Matej Marinč, 2012. "La stabilité du secteur bancaire : gérer la négociabilité et la complexité," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 171-194.
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• Błażej Mazur & Mateusz Pipień, 2012. "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(2), pages 95-116, June.
• Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2012. "Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 199-213, September.
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• Leonardo Becchetti & Nicola Ciampoli, 2012. "What is new in the finance-growth nexus: OTC derivatives, bank assets and growth," Econometica Working Papers wp40, Econometica.
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• Federico Nucera, 2012. "The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 6, December.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 0338, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Agata Gemzik-Salwach, 2012. "The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 8(4), pages 15-29, February.
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• Joachim Grammig & Erik Theissen, 2012. "Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 64(2), pages 82-100, April.
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• Sarah Draus & Mark van Achter, 2012. "Circuit Breakers and Market Runs," CSEF Working Papers 313, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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• David Le Bris, 2012. "Stock Returns, Governments and Market Foresight in France, 1871-2008," Working Papers CEB 12-007, ULB -- Universite Libre de Bruxelles.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
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• Nurullah Gur, 2012. "Financial Constraints, Quality of Institutions and Firm Size: What Do Perceptions Tell Us?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 2(2), pages 17-36, December.
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• Moritz Bassemir & Günther Gebhardt & Sascha Leyh, 2012. "Der Basiszinssatz in der Praxis der Unternehmensbewertung: Quantifizierung eines systematischen Bewertungsfehlers," Schmalenbach Journal of Business Research, Springer, vol. 64(6), pages 655-678, September.
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• Luís Pacheco, 2012. "Moody’S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 68-83, June.
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• Cross, Rod & Kozyakin, Victor, 2012. "Fact And Fiction In FX Arbitrage Processes," SIRE Discussion Papers 2012-86, Scottish Institute for Research in Economics (SIRE).
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• Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
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  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Marcelo Bianconi & Joe A. Yoshino, 2012. "Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation," Discussion Papers Series, Department of Economics, Tufts University 0772, Department of Economics, Tufts University.
• John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers 1208.0371, arXiv.org.
  • John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust," Working Papers 201217, Geary Institute, University College Dublin.
• Conlon, Thomas & Cotter, John, 2013. "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, vol. 36(C), pages 371-379.
  • Thomas Conlon & John Cotter, 2012. "Downside risk and the energy hedger's horizon," Working Papers 201219, Geary Institute, University College Dublin.
• Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
  • Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 15-24, Eastern Mediterranean University, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working papers 2012-27, University of Connecticut, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012. "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
  • Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
  • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
• Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
  • Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
  • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
  • Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013. "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 124-145.
  • Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis," Faculty Working Papers 22/12, School of Economics and Business Administration, University of Navarra.
• Bicchetti, David & Maystre, Nicolas Maystre, 2013. "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, vol. 2(3-4), pages 233-239.
  • Bicchetti, David & Maystre, Nicolas, 2012. "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper 37486, University Library of Munich, Germany.
  • David Bicchetti & Nicolas Maystre, 2012. "The Synchronized And Long-Lasting Structural Change On Commodity Markets: Evidence From High Frequency Data," UNCTAD Discussion Papers 208, United Nations Conference on Trade and Development.
• Ammann, Manuel & Frey, Roman & Verhofen, Michael, 2012. "Do Newspaper Articles Predict Aggregate Stock Returns?," Working Papers on Finance 1204, University of St. Gallen, School of Finance.
• Ke Du & Eckhard Platen & Renata Rendek, 2012. "Modeling of Oil Prices," Research Paper Series 321, Quantitative Finance Research Centre, University of Technology, Sydney.
• Eckhard Platen & Renata Rendek, 2012. "The Affine Nature of Aggregate Wealth Dynamics," Research Paper Series 322, Quantitative Finance Research Centre, University of Technology, Sydney.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
  • Kwamie Dunbar & Abu S. Amin, 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt," Review of Financial Economics, John Wiley & Sons, vol. 21(3), pages 141-152, September.
• Dilip B. Madan, 2012. "Execution Costs And Efficient Execution Frontiers," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-18.
• Dilip B. Madan, 2012. "Execution Costs And Efficient Execution Frontiers," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-18.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-24.
• Ioana VIASU & Constantin CHILARESCU, 2012. "Mixtures of Laws: a New Method to Estimate the Parameters," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 5(17), pages 5-22.
• Aurora Murgea & Robert D. Reisz, 2013. "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
  • Aurora Murgea & Robert Reisz, 2012. "Does the market make us happy? The stock market and well-being," FEAA Working Papers 2012.FEAA.F.03, West University of Timisoara, Romania, Faculty of Economics and Business Administration.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018. "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, vol. 34(1), pages 23-67, February.
  • Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012. "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers 13-05, Department of Economics, West Virginia University.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014. "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 1-12.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "Trend Following, Risk Parity and Momentum in Commodity Futures," Discussion Papers 12/28, Department of Economics, University of York.
• Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
  • Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
  • Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston.
• Jank, Stephan, 2012. "Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability," CFR Working Papers 12-08, University of Cologne, Centre for Financial Research (CFR).
• Kraemer-Eis, Helmut & Lang, Frank, 2012. "The importance of leasing for SME finance," EIF Working Paper Series 2012/15, European Investment Fund (EIF).
• Lee, Bong Soo & Ryu, Doojin, 2012. "Stock returns and implied volatility: A new VAR approach," Economics Discussion Papers 2012-51, Kiel Institute for the World Economy (IfW Kiel).
• Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre, 2012. "A directional-change event approach for studying financial time series," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-17.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
  • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining, 2012. "Quantile regression in risk calibration," SFB 649 Discussion Papers 2012-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2012. "Hidden liquidity: Determinants and impact," SFB 649 Discussion Papers 2012-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Urban Jermann & Vincenzo Quadrini, 2012. "Macroeconomic Effects of Financial Shocks," American Economic Review, American Economic Association, vol. 102(1), pages 238-271, February.
  • Quadrini, Vincenzo & Jermann, Urban, 2009. "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers 7451, C.E.P.R. Discussion Papers.
  • Urban Jermann & Vincenzo Quadrini, 2009. "Macroeconomic Effects of Financial Shocks," NBER Working Papers 15338, National Bureau of Economic Research, Inc.
• Simplice A. Asongu, 2013. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 186-201, December.
  • Simplice A, Asongu, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper 36055, University Library of Munich, Germany.
  • Asongu Simplice, 2012. "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Working Papers of the African Governance and Development Institute. 12/004, African Governance and Development Institute..
• Ferto, Imre & Fogarasi, Jozsef, 2011. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114351, European Association of Agricultural Economists.
  • Ferto, Imre & Fogarasi, Jozsef, 2012. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122510, European Association of Agricultural Economists.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 339-357, August.
  • Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-19, August.
• Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 329-353, February.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers 1231, Aix-Marseille School of Economics, France, revised 11 Nov 2012.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302535, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Working Papers halshs-00793530, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00793530, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2014-105, Department of Research, Ipag Business School.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne 14040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020635, HAL.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014. "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Post-Print halshs-01020635, HAL.
• Maria-Lenuta CIUPAC-ULICI, 2012. "Do structural break tests identify capital increase?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 114-120, December.
• Maria-Miruna POCHEA & Angela-Maria FILIP, 2012. "Identifying arbitrage opportunities on SIBEX market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 121-130, December.
• Ioan TRENCA & Eva DEZSI, 2012. "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 27-36, December.
• Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN, 2012. "Stock markets liberalization affects volatility?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 45-51, December.
• Felicia Ramona Birău, 2012. "The Implications Of Liquidity Crises In The Context Of Emerging Capital Market," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 189-193, April.
• İmre Ersoy, 2012. "Government debt vs. financial depth dilemma in developing countries: The case of Turkey," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(3), pages 345-362, September.
• Erdal Atukeren & Aylin Seçkin, 2012. "Determinants of sales rates at Turkish art auctions," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(4), pages 489-503, December.
• Philip Bond & Alex Edmans & Itay Goldstein, 2012. "The Real Effects of Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 339-360, October.
  • Philip Bond & Alex Edmans & Itay Goldstein, 2011. "The Real Effects of Financial Markets," NBER Working Papers 17719, National Bureau of Economic Research, Inc.
• Leonid Kogan & Dimitris Papanikolaou, 2012. "Economic Activity of Firms and Asset Prices," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 361-384, October.
• Martin Cherkes, 2012. "Closed-End Funds: A Survey," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 431-445, October.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2013. "The reactive volatility model," Quantitative Finance, Taylor & Francis Journals, vol. 13(11), pages 1697-1706, November.
  • Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2012. "The Reactive Volatility Model," Papers 1209.5190, arXiv.org, revised Apr 2013.
• Pasquale Tridico, 2012. "Italy from economic decline to the current crisis," Working Papers 0005, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
  • Pasquale Tridico, 2013. "Italy: From Economic Decline to the Current crisis," Departmental Working Papers of Economics - University 'Roma Tre' 0173, Department of Economics - University Roma Tre.
• Mehmet Kerim Gokay & Zumrut Imamoglu & Baris Soybilgen, 2012. "Credit Crunch Or not? Case of Turkey during the Global Economic Crisis," Working Papers 006, Bahcesehir University, Betam.
• ?enol Emir & Hasan Din?er & Mehpare Timor, 2012. "A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 106-122, August.
• Cornelia Pop & Dragos Bozdog & Adina Calugaru, 2012. "A Frontier Market Case: Does Bucharest Stock Exchange Have A Leading Domestic Index?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
• Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers 617, Society for Economic Dynamics.
  • Josef Schroth, 2012. "Financial Crisis Resolution," Staff Working Papers 12-42, Bank of Canada.
• Galo Nuño & Carlos Thomas, 2017. "Bank Leverage Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 32-72, April.
  • Galo Nuño & Carlos Thomas, 2012. "Bank leverage cycles," Working Papers 1222, Banco de España.
  • Carlos Thomas & Galo Nuno, 2013. "Bank Leverage Cyles," 2013 Meeting Papers 220, Society for Economic Dynamics.
  • Thomas, Carlos & Nuño, Galo, 2013. "Bank leverage cycles," Working Paper Series 1524, European Central Bank.
• Marcello Pericoli, 2014. "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 1-42, March.
  • Marcello Pericoli, 2012. "Real term structure and inflation compensation in the euro area," Temi di discussione (Economic working papers) 841, Bank of Italy, Economic Research and International Relations Area.
• Marcello Pericoli, 2012. "Expected inflation and inflation risk premium in the euro area and in the United States," Temi di discussione (Economic working papers) 842, Bank of Italy, Economic Research and International Relations Area.
• Arsalan Siraj Mir & Attaur Rahman, 2012. "Lead lag Relationship: Analysis of KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 4(2), pages 44-56, October.
• Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
  • Jules Vanbinsbergen & Wouter H. Hueskes & Ralph Koijen & Evert B Vrugt, 2012. "Equity Yields," Working Papers 2012-007, Becker Friedman Institute for Research In Economics.
• Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
  • Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
• Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
  • Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
• Fernando Borraz & Gerardo Licandro & Jorge Ponce, 2012. "Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos," Documentos de trabajo 2012016, Banco Central del Uruguay.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
• Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012. "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 345-366, September.
• Anders C. Johansson, 2012. "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, vol. 35(7), pages 816-837, July.
  • Johansson, Anders C., 2010. "China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets," Working Paper Series 2010-16, Stockholm School of Economics, China Economic Research Center.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013. "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers 13-154/IV/DSF63, Tinbergen Institute.
• de Vincent-Humphreys, Rupert & Noss, Joseph, 2012. "Estimating probability distributions of future asset prices: empirical transformations from option-implied risk-neutral to real-world density functions," Bank of England working papers 455, Bank of England.
• Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2013. "A network model of financial system resilience," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 219-235.
  • Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2011. "A network model of financial system resilience," SFB 649 Discussion Papers 2011-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2012. "A network model of financial system resilience," Bank of England working papers 458, Bank of England.
• Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2015. "Reputation, risk-taking, and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 428-439.
  • Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2012. "Reputation, risk-taking and macroprudential policy," Bank of England working papers 462, Bank of England.
• Benos, Evangelos & Sagade, Satchit, 2012. "High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market," Bank of England working papers 469, Bank of England.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014. "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, vol. 73(C), pages 22-47.
  • Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2012. "Does relationship matter? : The choice of financial advisors," Research Discussion Papers 28/2012, Bank of Finland.
• Beum-Jo Park, 2012. "Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(3), pages 157-187, September.
• Doo Won Bang & Yun Woo Park, 2012. "The Nature and Determinants of the Loss Given Default of Residential Mortgage Loans: Evidence from the Apartment Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(4), pages 51-83, December.
• Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013. "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
  • Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
  • C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012. "Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil," Working Papers wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers 1207.5269, arXiv.org.
  • Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
• Mehmet Adak, 2012. "The Istanbul Stock Exchange and Economic Growth," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(48), pages 13-30, January.
• Julien Barre & Alain Raybaut & Dominique Torre, 2012. "Banks Connectivity, Credit Risk Transfer and Stability of the Banking System," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(1), pages 75-96.
  • Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-00640936, HAL.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012. "Un siècle et demi d'activité titres des banques commerciales américaines Un plaidoyer pour l'unité et la plasticité du système de financement," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012. "Systèmes financiers et croissance," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 77-110.
• Jonathan Peillex & Loredana Ureche-Rangau, 2012. "Création d'un indice boursier islamique sur la place financière de Paris : méthodologie et performance," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 289-314.
• Andres, P. & Harvey, A., 2012. "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics 1240, Faculty of Economics, University of Cambridge.
• Walther, A., 2012. "Asset price manipulation with several traders," Cambridge Working Papers in Economics 1242, Faculty of Economics, University of Cambridge.
• Koenig, P., 2012. "The effect of LNG on the rleationship between UK and Continental European natural gas markets," Cambridge Working Papers in Economics 1253, Faculty of Economics, University of Cambridge.
• David Longworth, 2012. "Combatting the Dangers Lurking in the Shadows: The Macroprudential Regulation of Shadow Banking," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 361, September.
• Jeremy Fraiberg, 2012. "Finding Common Cause: The Renewed Quest for a National Securities Regulator," e-briefs 136, C.D. Howe Institute.
• Joachim Ragnitz & Johannes Steinbrecher, 2012. "Finanzierungserfordernisse des sächsischen Handwerks: gegenwärtige Situation, Perspektiven und wirtschaftspolitische Implikationen," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62, September.
• Rui Soares, 2012. "Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(02), pages 40-44, July.
• Rui Soares, 2012. "Debt-to-equity Swaps in Eurozone´s Banking Sector: Minor Short-term Pain for Substantial Long-term Gain," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(2), pages 40-44, July.
• Georg Erber, 2012. "Eurobonds und Transferleistungen innerhalb der Eurozone," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(01), pages 14-19, January.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers EI 2009-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers hal-04141042, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2013. "On the links between stock and commodity markets’ volatility," Post-Print hal-01385868, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers 2012-20, CEPII research center.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," EconomiX Working Papers 2012-42, University of Paris Nanterre, EconomiX.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Malay Kanti Roy & Hirak Ray & Tamojit Roy, 2012. "Benefits From International Diversification: Indian Experiences," Journal Articles, Center For Economic Analyses, pages 5-16, June.
• Óscar Arce & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis," CNMV Working Papers CNMV Working Papers no. 5, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Daiver Cardona Salgado, 2012. "Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
• Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo, 2012. "Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos," Documentos de Trabajo de Valor Público 10669, Universidad EAFIT.
• José Armando Hernández, 2012. "Propuesta metodológica para la construcción de un ranking de emisores en la Bolsa de Valores de Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, June.
• Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2012. "Interval and fuzzy Average Internal Rate of Return for investment appraisal," Proyecciones Financieras y Valoración 9641, Master Consultores.
• Carlo Alberto Magni, 2012. "The AIRR Approach for Investment Performance Measurement," Proyecciones Financieras y Valoración 9652, Master Consultores.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 3744cb8d-b4ce-47a1-9abd-f, Tilburg University, School of Economics and Management.
  • Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012. "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers 8765, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 26dea7a6-a424-4e88-b2e4-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Other publications TiSEM 4868ad92-6fe6-42ed-8886-a, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-002, Tilburg University, Center for Economic Research.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2012. "Internalization, Clearing and Settlement, and Liquidity," Discussion Paper 2012-001, Tilburg University, Tilburg Law and Economic Center.
• Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  • Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
  • Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
  • Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  • Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(1), pages 38-94.
  • Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc.
  • Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012. "The Wealth-Consumption Ratio," CEPR Discussion Papers 9022, C.E.P.R. Discussion Papers.
• Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, vol. 36(C), pages 491-502.
  • Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012. "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers 2312, Center for Quantitative Economics (CQE), University of Muenster.
• Martin Bohl & Philipp Kaufmann & Patrick Stephan, 2012. "From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks," CQE Working Papers 2412, Center for Quantitative Economics (CQE), University of Muenster.
• María José Palacín-Sánchez & Eulalia María Jara-Corrales, 2012. "El mercado alternativo bursátil en España: una valoración," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 35(98), pages 77-88, Agosto.
• Tianyi Wang & Zhuo Huang, 2012. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 211-236, May.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-19, August.
  • Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(3), pages 339-357, August.
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012. "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(5), pages 1125-1153, October.
  • Günter Franke & Markus Herrmann & Thomas Weber, 2011. "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-22, Department of Economics, University of Konstanz.
• Jaroslav Baran & Jiří Witzany, 2012. "A Comparison of EVT and Standard VaR Estimations," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 19(29).
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  • Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers 6567, Institute of Labor Economics (IZA).
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
  • Belke, Ansgar & Dreger, Christian & Ochmann, Richard, 2012. "Do Wealthier Households Save More? – The Impact of the Demographic Factor," Ruhr Economic Papers 338, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers 201203, ROME Network.
• Farley Grubb, 2012. "Is Paper Money just Paper Money/ Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Government of British North America, 1690-1775: Part I," Working Papers 12-07, University of Delaware, Department of Economics.
• in ’t Veld, Daan & van Lelyveld, Iman, 2014. "Finding the core: Network structure in interbank markets," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 27-40.
  • Iman van Lelyveld & Daan in 't Veld, 2012. "Finding the core: Network structure in interbank markets," DNB Working Papers 348, Netherlands Central Bank, Research Department.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013. "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, vol. 37(C), pages 16-28.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers hal-04141042, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2013. "On the links between stock and commodity markets’ volatility," Post-Print hal-01385868, HAL.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," EconomiX Working Papers 2012-42, University of Paris Nanterre, EconomiX.
  • Anna Creti & Marc Joëts & Valérie Mignon, 2012. "On the links between stock and commodity markets' volatility," Working Papers 2012-20, CEPII research center.
• Nurullah Gur, 2012. "Financial Constraints, Quality of Institutions and Firm Size: What Do Perceptions Tell Us?," Eurasian Economic Review, Eurasia Business and Economics Society, vol. 2(2), pages 17-36, Fall.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
  • Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
• Larcker, David F. & McCall, Allan L. & Ormazabal, Gaizka, 2012. "The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies," Research Papers 2105, Stanford University, Graduate School of Business.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013. "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, vol. 177(2), pages 320-342.
  • Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," NBER Working Papers 18078, National Bureau of Economic Research, Inc.
  • Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," Working Papers 12-09, University of Pennsylvania, Wharton School, Weiss Center.
  • Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive 12-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Kabir K. Dutta & David F. Babbel, 2014. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
  • Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.
  • Dutta, Kabir K. & Babbel, David F., 2012. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 12-15, University of Pennsylvania, Wharton School, Weiss Center.
• Ahmet Ozcan, 2012. "The Relationship Between Macroeconomic Variables and ISE Industry Index," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 184-189.
• Pyemo Afego, 2012. "Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 2009)," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 340-347.
• Yen-Hsien Lee & Fang Hao, 2012. "Oil and S&P 500 Markets: Evidence from the Nonlinear Model," International Journal of Economics and Financial Issues, Econjournals, vol. 2(3), pages 272-280.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
• Rod Cross & Victor Kozyakin, 2012. "Fact and Fiction in FX Arbitrage Processes," Working Papers 1211, University of Strathclyde Business School, Department of Economics.
  • Cross, Rod & Kozyakin, Victor, 2012. "Fact And Fiction In FX Arbitrage Processes," SIRE Discussion Papers 2012-86, Scottish Institute for Research in Economics (SIRE).
  • Rod Cross & Victor Kozyakin, 2014. "Fact and fictions in FX arbitrage processes," Working Papers 1403, University of Strathclyde Business School, Department of Economics.
  • Cross, Rod & Kozyakin, Victor, 2014. "Fact And Fictions In FX Arbitrage Processes," SIRE Discussion Papers 2014-003, Scottish Institute for Research in Economics (SIRE).
• Tang, Tanya Y.H. & Firth, Michael, 2012. "Earnings Persistence and Stock Market Reactions to the Different Information in Book-Tax Differences: Evidence from China," The International Journal of Accounting, Elsevier, vol. 47(3), pages 369-397.
• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
  • Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
• Shawky, Hany A. & Dai, Na & Cumming, Douglas, 2012. "Diversification in the hedge fund industry," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 166-178.
• Xue, Yi & Gençay, Ramazan, 2012. "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
  • Yi Xue & Ramazan Gencay, 2009. "Hierarchical Information and the Rate of Information Diffusion," Working Paper series 29_09, Rimini Centre for Economic Analysis.
• Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
• Ourir, Awatef & Snoussi, Wafa, 2012. "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, vol. 29(5), pages 1830-1836.
• Liu, Hsiang-Hsi, 2012. "Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model," Economic Modelling, Elsevier, vol. 29(6), pages 2724-2733.
• Schuster, Martin & Auer, Benjamin R., 2012. "A note on empirical Sharpe ratio dynamics," Economics Letters, Elsevier, vol. 116(1), pages 124-128.
• Alagidede, Paul & Panagiotidis, Theodore, 2012. "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, vol. 117(1), pages 283-286.
  • Paul Alagidede & Theodore Panagiotidis, 2012. "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series 2012_04, Department of Economics, University of Macedonia, revised Apr 2012.
• Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012. "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, vol. 117(2), pages 452-454.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers 2009-52, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010. "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports 465, Federal Reserve Bank of New York.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers 15533, National Bureau of Economic Research, Inc.
• Pirovano, Mara, 2012. "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, vol. 36(3), pages 372-390.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012. "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, vol. 56(1), pages 72-83.
  • Keith E. Maskus & Rebecca Neumann & Tobias Seidel, 2011. "How National and International Financial Development Affect Industrial R&D," CESifo Working Paper Series 3480, CESifo.
• Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012. "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, vol. 13(2), pages 202-209.
• Ekholm, Anders G., 2012. "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 349-358.
• Weber, Enzo & Zhang, Yanqun, 2012. "Common influences, spillover and integration in Chinese stock markets," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 382-394.
  • Weber, Enzo & Zhang, Yanqun, 2008. "Common influences, spillover and integration in Chinese stock markets," SFB 649 Discussion Papers 2008-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
  • Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
• Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Working Papers 201106, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Papers 1103.5973, arXiv.org.
• Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012. "Oil price shocks and transportation firm asset prices," Energy Economics, Elsevier, vol. 34(5), pages 1370-1379.
• Ullrich, Carl J., 2012. "Realized volatility and price spikes in electricity markets: The importance of observation frequency," Energy Economics, Elsevier, vol. 34(6), pages 1809-1818.
• Loncarski, Igor & Szilagyi, Peter G., 2012. "Empirical analysis of credit spread changes of US corporate bonds," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 12-19.

2011

• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," NBER Working Papers 17152, National Bureau of Economic Research, Inc.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011. "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers 2011-23, Department of Economics and Business Economics, Aarhus University.
• Alexander S. Gorbenko & Andrey Malenko, 2011. "Competition among Sellers in Securities Auctions," American Economic Review, American Economic Association, vol. 101(5), pages 1806-1841, August.
• Robert Gallagher & Niall O’ Sullivan, 2011. "Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 57(4), pages 285-302.
• Laura Daniela TANASE (ROSCA), 2011. "The Degree Of Financial Education At The Romanian People," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(1), pages 23-37, March.
• Simplice A, Asongu, 2011. "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper 37459, University Library of Munich, Germany.
  • Asongu Simplice, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute. 11/003, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper 30391, University Library of Munich, Germany.
• Simplice A ASONGU, 2012. "Globalization Financial Crisis And Contagion Time Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(2), pages 131-139.
  • Simplice A, Asongu, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper 30120, University Library of Munich, Germany.
  • Asongu Simplice, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute. 11/004, African Governance and Development Institute..
• Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 31174, University Library of Munich, Germany.
  • Asongu Simplice, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute. 11/006, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 39630, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Government Quality Determinants of Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/019, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Government quality determinants of stock market performance in African countries," MPRA Paper 39631, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Democracy and Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute. 11/021, African Governance and Development Institute..
  • Simplice A, Asongu, 2012. "Democracy and Stock Market Performance in African Countries," MPRA Paper 38168, University Library of Munich, Germany.
• Harris, James Michael & Williams, Robert P., 2011. "The Changing Debt Maturity Structure of U.S. Farms," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103889, Agricultural and Applied Economics Association.
• Ferto, Imre & Fogarasi, Jozsef, 2011. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114351, European Association of Agricultural Economists.
  • Ferto, Imre & Fogarasi, Jozsef, 2012. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122510, European Association of Agricultural Economists.
• Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC, 2011. "The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 87-98, December.
• Alin Ionut Ciurlau, 2011. "Public Economy, Educational Services Provider," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(39), pages 29-36.
• Felicia Ramona Birau, 2011. "An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(39), pages 194-205.
• Maria-Lenuta ULICI & Ioan Alin NISTOR, 2011. "Financial Liberalization and Stock Market Efficiency," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 154-160, December.
• Ioan E. NISTOR & Ioana RADU, 2011. "Global Tendencies in Investment Funds Market Development," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 16-21, December.
• Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(16), pages 161-175, April.
• Svetlana Vlady & Ekrem Tufan, PhD, 2011. "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(17), pages 184-197, November.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions 379, Bruegel.
  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
• Mihaela IONASCU, 2011. "Properties of Analysts’ Forecasts for Romanian Listed Companies: How Much Do Firm-Specific Factors Matter?," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 10(3), pages 318-325, September.
• Mirela DOBRE, 2011. "Stock Investors’ Response to Disclosures of Material Weaknesses in Internal Control," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 10(3), pages 397-423, September.
• Maria de Lourdes Rollenberg Mollo, 2011. "Capital Fictício, Autonomia Produção-Circulação e Crises: Precedentes Teóricos para o Entendimento da Crise Atual," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(3), pages 475-496.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011. "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 467-491, December.
  • Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010. "Predictability of Returns and Cash Flows," NBER Working Papers 16648, National Bureau of Economic Research, Inc.
• Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  • Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
• John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
  • Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany.
  • john cotter & kevin dowd, 2011. "Estimating financial risk measures for futures positions: a non-parametric approach," Papers 1103.5666, arXiv.org.
  • John Cotter & Kevin Dowd, 2011. "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers 200613, Geary Institute, University College Dublin.
• Damien Lamberton & Mohammed Mikou, 2013. "Exercise boundary of the American put near maturity in an exponential Lévy model," Finance and Stochastics, Springer, vol. 17(2), pages 355-394, April.
  • Damien Lamberton & Mohammed Mikou, 2011. "Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model," Papers 1105.0284, arXiv.org.
• Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
• Eleonora Kontus, 2011. "Short-Term Financing And Its Implications On Solvency And Profitability Of Company," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 20(2), pages 443-468, december.
• Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele, 2011. "The Exchange Traded Funds in Italy," BANCARIA, Bancaria Editrice, vol. 1, pages 90-102, January.
• Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Nicholas Apergis & John Sorros, 2011. "Long-Term Debt and the Value of the Firm,Evidence from International Listed Manufacturing Firms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 60-72, February.
• Cornelia Pop, 2011. "Bucharest Stock Exchange Position Within The Central And Eastern European Region," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Anna Pomeranets & Daniel G. Weaver, 2011. "Security Transaction Taxes and Market Quality," Staff Working Papers 11-26, Bank of Canada.
• Ricardo Bebczuk & Tamara Burdisso & Jorge Carrera & Máximo Sangiácomo, 2011. "A New Look into Credit Procyclicality: International Panel Evidence," BCRA Working Paper Series 201155, Central Bank of Argentina, Economic Research Department.
• Arif Oduncu, 2011. "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(1), pages 97-109.
• Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
• Michele Leonardo Bianchi & Maria Grazia Miele, 2011. "Italian open-end funds: performance of asset management companies," Temi di discussione (Economic working papers) 795, Bank of Italy, Economic Research and International Relations Area.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
• Shahid Ali & Qamar Ishtiaq & Muhammad Naveed, 2011. "Impact of Dividend Policy on Shareholders' Wealth: A Case of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(1), pages 106-121, April.
• Qurat-ul-Ain & Sharif Ullah Jan & Muhammad Rafiq, 2011. "Effect of Macroeconomic Factors on Capital Structure Decisions of Firm: Evidence from a Developing Country," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(1), pages 64-90, April.
• Adnan Javed & Muhammad Rafiq & Sarfaraz Khan & Muhammad Mohsin Khan, 2011. "The Impact Of Macroeconomic Variables On Stock Market: Empirical Evidence On Karachi Stock Exchange By Using ARDL Model," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 125-142, October.
• Amir Hussain & Zia Obaid & Sajid Afridi, 2011. "Testing of CAPM in An Emerging Economy: A Case Study of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 143-153, October.
• Asmat Ullah & Syed Waqar Hussain & Zahoor Khan & Muhammad Rafiq, 2011. "Shocks in Macroeconomic Variables and Stock Market Stability: Case Study of KSE-100 Index," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 154-163, October.
• Zia Obaid & Amir Hussain, 2011. "Effects of Alcohol Sales Restriction on DUI Related Convictions: A Case Study of Kentucky," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 3(2), pages 218-228, October.
• Kenan Hrapović, 2011. "Financial Reporting and Characteristics of Impairment of Assets in Republic of Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(189), pages 117-130, April – J.
• Vesna Karadžic & Tamara Backovic Vulic, 2011. "The Montenegrin Capital Market: Calendar Anomalies," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(191), pages 107-122, October-D.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
  • Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
  • Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
• Kurt Brannas & Albina Soultanaeva, 2011. "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(1), pages 109-124, July.
• Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
  • Stefan Avdjiev, 2011. "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers 358, Bank for International Settlements.
• Peter L. Rousseau & Paul Wachtel, 2011. "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 276-288, January.
  • Paul Wachtel & Peter L. Rousseau, 2006. "What is happening to the impact of financial deepening on economic growth?," Working Papers 06-15, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Peter L. Rousseau & Paul Wachtel, 2009. "What is Happening to the Impact of Financial Deepening on Economic Growth?," Vanderbilt University Department of Economics Working Papers 0915, Vanderbilt University Department of Economics.
• Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
  • Marco Taboga, 2010. "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers) 780, Bank of Italy, Economic Research and International Relations Area.
• Alexander Puetz & Stefan Ruenzi, 2011. "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 684-712, June.
  • Pütz, Alexander & Ruenzi, Stefan, 2009. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08, University of Cologne, Centre for Financial Research (CFR).
  • Pütz, Alexander & Ruenzi, Stefan, 2010. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Terrence Hendershott & Charles M. Jones & Albert J. Menkveld, 2011. "Does Algorithmic Trading Improve Liquidity?," Journal of Finance, American Finance Association, vol. 66(1), pages 1-33, February.
  • Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J., 2008. "Does algorithmic trading improve liquidity?," CFS Working Paper Series 2008/41, Center for Financial Studies (CFS).
• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  • Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers 10-33, Duke University, Department of Economics.
• J. Ginger Meng & Gang Hu & Jushan Bai, 2011. "Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(1), pages 27-60, March.
  • Meng, Ginger & Hu, Gang & Bai, Jushan, 2007. "Olive: a simple method for estimating betas when factors are measured with error," MPRA Paper 33183, University Library of Munich, Germany.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
  • Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers 12-141/IV/DSF47, Tinbergen Institute.
• Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers 435, Bank of England.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics 119074, London School of Economics and Political Science, LSE Library.
• Nyberg, Peter & Vaihekoski, Mika, 2011. "Descriptive analysis of Finnish equity, bond and money market returns," Research Discussion Papers 14/2011, Bank of Finland.
• Alexandros E. Milionis & Dimitra K. Patsouri, 2011. "A conditional CAPM; implications for the estimation of systematic risk," Working Papers 131, Bank of Greece.
• Beum-Jo Park, 2011. "The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(2), pages 27-55, June.
• Joonhyuk Song, 2011. "Analysis on the Forecasting Performance of KOSPI200 Volatility between Long Memory Model and Regime-Switching Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(4), pages 99-127, December.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
  • A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012. "Measuring Market Liquidity: An Introductory Survey," Working Paper series 02_12, Rimini Centre for Economic Analysis.
  • Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011. "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(3), pages 335-363.
• Eduardo Pontual Ribeiro & Luiz Teles Menezes Neto & Rosemarie Bröker Bone, 2011. "Reserves and Valuation using Multiples for Oil and Gas Companies," Brazilian Review of Finance, Brazilian Society of Finance, vol. 9(4), pages 549-570.
• Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 383-394.
  • Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Post-Print halshs-00754539, HAL.
  • Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," PSE-Ecole d'économie de Paris (Postprint) halshs-00754539, HAL.
• Jean-Paul Tchang, 2011. "Le marché obligataire chinois," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 85-98.
• Koenig, P., 2011. "Modelling Correlation in Carbon and Energy Markets," Cambridge Working Papers in Economics 1123, Faculty of Economics, University of Cambridge.
• Dunne, Peter & Forker, John & Zholos, Andrey, 2011. "The Value Relevance of Sentiment," Research Technical Papers 5/RT/11, Central Bank of Ireland.
• Theodoros M. Diasakos, 2011. "A Simple Characterization of Dynamic Completeness in Continuous Time," Carlo Alberto Notebooks 211, Collegio Carlo Alberto.
  • Diasakos, Theodoros M, 2013. "A Simple Characterization of Dynamic Completeness in Continuous Time," SIRE Discussion Papers 2013-91, Scottish Institute for Research in Economics (SIRE).
• Riccardo Giacomelli & Elisa Luciano, 2011. "Equilibrium price of immediacy and infrequent trade," Carlo Alberto Notebooks 221, Collegio Carlo Alberto, revised 2013.
• Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Xavier Vives, 2011. "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series 3390, CESifo.
• Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
  • Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012. "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, vol. 56(1), pages 72-83.
  • Keith E. Maskus & Rebecca Neumann & Tobias Seidel, 2011. "How National and International Financial Development Affect Industrial R&D," CESifo Working Paper Series 3480, CESifo.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," Discussion Papers of DIW Berlin 1139, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series 3525, CESifo.
• Johannes Steinbrecher & Zwerschke Patrick, 2011. "Finanzierungssituation der sächsischen Handwerksunternehmen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 18(04), pages 22-28, August.
• Sebastian Watzka & Friedrich Thießen, 2011. "Lässt sich das erneute Abgleiten in eine Wirtschafts- und Finanzkrise abwenden?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(21), pages 03-10, November.
• Manfred Borchert, 2011. "Der Einfluss der Griechenlandkrise auf den BankensektorKollateralschäden der Griechenlandkrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(22), pages 19-22, November.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
  • Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
  • David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
• Brice Corgnet & Praveen Kujal & David Porter, 2013. "Reaction to Public Information in Markets: How much does Ambiguity Matter?," Economic Journal, Royal Economic Society, vol. 123(569), pages 699-737, June.
  • Brice Corgnet & Praveen Kujal & David Porter, 2011. "Reaction to Public Information in Markets: How Much Does Ambiguity Matter?," Working Papers 11-01, Chapman University, Economic Science Institute.
  • Brice Corgnet & Praveen Kujal & David Porter, 2013. "Reaction to Public Information in Markets : How much does Ambiguity Matter?," Post-Print hal-02311957, HAL.
• Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  • Atanas Christev & Jacques Melitz, 2011. "EMU, EU, Market Integration and Consumption Smoothing," Working Papers 2011-21, CEPII research center.
  • Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
  • Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
  • Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
• Anna Creti & Maria-Eugenia Sanin, 2011. "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016. "Corporate disclosure: a review of its (direct and indirect) benefits and costs," Working Papers hal-01391688, HAL.
• Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
  • Marine Carrasco & Rachidi Kotchoni, 2011. "Adaptive Realized Kernels," CIRANO Working Papers 2011s-29, CIRANO.
  • Marine Carrasco & Rachidi Kotchoni, 2014. "Adaptive Realized Kernels," Post-Print hal-01386059, HAL.
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• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
• Mirzha de Manuel Armendía, 2011. "Market Efficiency in the EU Emissions Trading Scheme. An outlook for the third trading period," Bruges European Economic Research Papers 20, European Economic Studies Department, College of Europe.
• Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga, 2011. "Modelación de los precios en el mercado eléctrico espanol," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
• Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 178-211, July.
  • Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 178-211, July.
• Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 211-234, July.
  • Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 211-234, July.
  • Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia 616, Banco de la Republica de Colombia.
• Diego Alonso Agudelo Rueda, 2011. "Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia," Documentos de Trabajo de Valor Público 10662, Universidad EAFIT.
• Diego Alonso Agudelo Rueda & Milena Castaño, 2011. "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," Documentos de Trabajo de Valor Público 10663, Universidad EAFIT.
• Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo, 2011. "Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets," Documentos de Trabajo de Valor Público 11086, Universidad EAFIT.
• María del Pilar Báez Roa & Juan Sergio Cruz Merchán, 2011. "La estructura óptima de capital con reclamos contingentes: estudio de un caso en Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, July.
• Uribe Gil, Jorge Mario, 2011. "Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Londono Henao, Charle Augusto & Cuan Jaramillo, Yaneth María, 2011. "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.
• Cortés, Diógenes Lagos & Arenas, Carlos Enrique Vecino, 2011. "Medición de la aplicación de prácticas de gobierno corporativo en Colombia," Revista Tendencias, Universidad de Narino, vol. 12(2), pages 230-253, July.
• Giovanni Cespa & Xavier Vives, 2011. "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series 3390, CESifo.
  • Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
• Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011. "Systemic Risk and Network Formation in the Interbank Market," Research Papers in Economics 2011:6, Stockholm University, Department of Economics.
  • Zenou, Yves & Patacchini, Eleonora & Cohen-Cole, Ethan, 2011. "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers 8332, C.E.P.R. Discussion Papers.
• Giovanni Cespa & Thierry Focault, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers 284, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
• Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013. "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 768-805.
  • Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor, 2011. "CDS auctions," LSE Research Online Documents on Economics 119063, London School of Economics and Political Science, LSE Library.
  • Makarov, Igor & Chernov, Mikhail & Gorbenko, Alexander, 2011. "CDS Auctions," CEPR Discussion Papers 8456, C.E.P.R. Discussion Papers.
  • Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov, 2011. "CDS Auctions," FMG Discussion Papers dp688, Financial Markets Group.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  • Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  • Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015. "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, vol. 19(4), pages 1587-1622.
  • de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011. "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers 8630, C.E.P.R. Discussion Papers.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014. "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM a51b5d9e-2687-4972-930f-4, Tilburg University, School of Economics and Management.
• Gerrit Reher & Bernd Wilfling, 2011. "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers 1711, Center for Quantitative Economics (CQE), University of Muenster.
• Jizheng Huang & Heng-fu Zou, 2011. "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers 456, China Economics and Management Academy, Central University of Finance and Economics.
• Tianyi Wang & Zhuo Huang, 2011. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," CEMA Working Papers 514, China Economics and Management Academy, Central University of Finance and Economics.
• Hali Edison Carmen Reinhart, 2011. "Capital controls during financial crises: the cases of Malaysia and Thailand Book Title:Financial Crises in Emerging Markets," Cambridge Books, Cambridge University Press, number 9780521172189-12.
• Brevik, Frode & d’Addona, Stefano, 2010. "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1419-1446, December.
  • Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, University Library of Munich, Germany, revised 26 Mar 2006.
  • Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
• Malinova, Katya & Park, Andreas, 2010. "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1447-1484, December.
  • Katya Malinova & Andreas Park, 2009. "Trading Volume in Dealer Markets," Working Papers tecipa-357, University of Toronto, Department of Economics.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers 1816, Cowles Foundation for Research in Economics, Yale University.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers 17330, National Bureau of Economic Research, Inc.
  • Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive 786969000000000197, David K. Levine.
• Huber, Juergen & Shubik, Martin & Sunder, Shyam, 2018. "Financing of public goods through taxation in a general equilibrium economy: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 171-188.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2013.
• Huber, Juergen & Shubik, Martin & Sunder, Shyam, 2018. "Financing of public goods through taxation in a general equilibrium economy: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 171-188.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2013.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
• Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830RR, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
• John Geanakoplos, 2011. "Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School," Cowles Foundation Discussion Papers 1837, Cowles Foundation for Research in Economics, Yale University.
• John Geanakoplos & Lasse Heje Pedersen, 2012. "Monitoring Leverage," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127, National Bureau of Economic Research, Inc.
  • John Geanakoplos & Lasse H. Pedersen, 2011. "Monitoring Leverage," Cowles Foundation Discussion Papers 1838, Cowles Foundation for Research in Economics, Yale University.
• Lena Cleanthous & Pany Karamanou, 2011. "The ECB Monetary Policy and the Current Financial Crisis," Working Papers 2011-1, Central Bank of Cyprus.
• Marina Theodosiou & Filip Zikes, 2011. "A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices," Working Papers 2011-2, Central Bank of Cyprus.
• Corina SBUGHEA, 2011. "The Origins of the Global Financial Crisis and Its Impact on Romanian Economy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 107-112.
• Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou, 2011. "The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship," Economics of Security Working Paper Series 57, DIW Berlin, German Institute for Economic Research.
• Mechthild Schrooten, 2011. "Risiken im Bankensektor weiter hoch: Regulierung muss gestärkt werden," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 78(9), pages 2-8.
• Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo.
  • Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series 3525, CESifo.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," Discussion Papers of DIW Berlin 1139, DIW Berlin, German Institute for Economic Research.
• Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng, 2015. "Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 915-944, September.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010. "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers eco_2010_10, Deakin University, Department of Economics.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011. "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers fe_2011_11, Deakin University, Department of Economics.
• Jan Willem Slingenberg & Jakob de Haan, 2011. "Forecasting Financial Stress," DNB Working Papers 292, Netherlands Central Bank, Research Department.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
  • Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2010. "Determinants and Long-term Projections of Saving Rates in Developing Asia," ADB Economics Working Paper Series 228, Asian Development Bank.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," ISER Discussion Paper 0821, Institute of Social and Economic Research, The University of Osaka.
  • Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011. "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers 17581, National Bureau of Economic Research, Inc.
• Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip, 2011. "Media Sentiment and UK Stock Returns," Department of Economics Working Papers 2011_06, Durham University, Department of Economics.
• Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers 23213, East Asian Bureau of Economic Research.
• Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers 23213, East Asian Bureau of Economic Research.
• Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers 23213, East Asian Bureau of Economic Research.
  • Jack W. Hou, 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers 23213, East Asian Bureau of Economic Research.
• Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
• Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  • Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," Working Papers ECARES 163, 42-50, ULB -- Universite Libre de Bruxelles.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The role of securitization in mortgage renegotiation," Journal of Financial Economics, Elsevier, vol. 102(3), pages 559-578.
  • Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "The role of securitization in mortgage renegotiation," Working Paper Series WP-2011-02, Federal Reserve Bank of Chicago.
  • Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The Role of Securitization in Mortgage Renegotiation," Working Paper Series 2011-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2012. "Financial crisis, structure and reform," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2960-2973.
  • Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2011. "Financial Crisis, Structure and Reform," Working Papers 11-37, University of Pennsylvania, Wharton School, Weiss Center.
• He, Jie & Qian, Jun & Strahan, Philip E., 2011. "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities," Working Papers 11-61, University of Pennsylvania, Wharton School, Weiss Center.
• Andreas Park & Hamid Sabourian, 2011. "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, vol. 79(4), pages 973-1026, July.
  • Park, A. & Sabourian, H., 2009. "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics 0939, Faculty of Economics, University of Cambridge.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
• Andreas Georgantopoulos & Anastasios Tsamis, 2011. "Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 1(4), pages 211-219.
• Mario Cerrato & John Crosby & Muhammad Kaleem, 2011. "Measuring the economic significance of structural exchange rate models," Working Papers 2011_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Crosby, John & Kaleem, Muhammad, 2011. "Measuring the Economic Significance of Structural Exchange Rate Models," SIRE Discussion Papers 2011-62, Scottish Institute for Research in Economics (SIRE).
• Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Accruals and the performance of stock returns following external financing activities," The British Accounting Review, Elsevier, vol. 43(3), pages 214-229.
• Demir, FIrat & Dahi, Omar S., 2011. "Asymmetric effects of financial development on South-South and South-North trade: Panel data evidence from emerging markets," Journal of Development Economics, Elsevier, vol. 94(1), pages 139-149, January.
  • Demir, Firat & Dahi, Omar S., 2009. "Asymmetric Effects of Financial Development on South-South and South-North Trade: Panel Data Evidence from Emerging Markets," MPRA Paper 19177, University Library of Munich, Germany.
• Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1), pages 710-727.
  • Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1-2), pages 710-727, January.
• Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1-2), pages 710-727, January.
  • Lee, Yuan-Ming & Wang, Kuan-Min, 2011. "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, vol. 28(1), pages 710-727.
• Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  • Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011. "Market liquidity as dynamic factors," Working Papers ECARES 163, 42-50, ULB -- Universite Libre de Bruxelles.
• Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
  • Schmeling, Maik & Schrimpf, Andreas, 2008. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," SFB 649 Discussion Papers 2008-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
  • Moreno, M. & Serrano, P. & Stute, Winfried, 2008. "Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects," DEE - Working Papers. Business Economics. WB wb084912, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Li, Yan & Yang, Liyan, 2011. "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 972-992.
• Ben Sita, Bernard & Westerholm, P. Joakim, 2011. "The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 306-310.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  • Furceri, Davide & Zdzienicka, Aleksandra, 2011. "How costly are debt crises?," MPRA Paper 30953, University Library of Munich, Germany.
  • Davide Furceri & Aleksandra Zdzienicka, 2011. "How Costly Are Debt Crises?," IMF Working Papers 11/280, International Monetary Fund.
• Claessens, Stijn & Yafeh, Yishay, 2008. "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers 7052, C.E.P.R. Discussion Papers.
  • Yishay Yafeh & Stijn Claessens, 2011. "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers 11/47, International Monetary Fund.
• Claessens, Stijn & Yafeh, Yishay, 2008. "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers 7052, C.E.P.R. Discussion Papers.
  • Yishay Yafeh & Mr. Stijn Claessens, 2011. "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers 2011/047, International Monetary Fund.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  • Furceri, Davide & Zdzienicka, Aleksandra, 2011. "How costly are debt crises?," MPRA Paper 30953, University Library of Munich, Germany.
  • Davide Furceri & Ms. Aleksandra Zdzienicka, 2011. "How Costly Are Debt Crises?," IMF Working Papers 2011/280, International Monetary Fund.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011. "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," 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. 6(1), pages 29-53, Julio-Dic.
• S. Mahendra Dev, 2011. "Rising food crisis and financial crisis in India: Impact on women and children and ways of tackling the problem," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-003, Indira Gandhi Institute of Development Research, Mumbai, India.
• Luis-de-la-Cruz, José & Núñez, José Antonio, 2011. "Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(30), pages 21-42, segundo t.
• Serguey Khovansky & Zhylyevskyy, Oleksandr, 2011. "What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range," Staff General Research Papers Archive 32769, Iowa State University, Department of Economics.
• Zhylyevskyy, Oleksandr & Serguey Khovansky, 2011. "Cross-sectional GMM estimation under a common data shock," Staff General Research Papers Archive 36085, Iowa State University, Department of Economics.
• Hatgioannides, John & Karanassou, Marika, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," IZA Discussion Papers 6251, Institute of Labor Economics (IZA).
• Hai-Ching Liu & Ying-Fen Fu, 2011. "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 7(1), pages 23-42, January.
• Nik Tuzov & Frederi Viens, 2011. "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, vol. 7(2), pages 137-169, May.
• Ioannis Polyrakis & Foivos Xanthos, 2011. "Maximal submarkets that replicate any option," Annals of Finance, Springer, vol. 7(3), pages 407-423, August.
• James Barth & Dongyun Lin & Keven Yost, 2011. "Small and Medium Enterprise Financing in Transition Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 19-38, March.
• Edward Nissan & George Carter, 2011. "The Largest Trans-nationals of Developing Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(1), pages 71-83, March.
• Alex Huang, 2011. "Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 301-330, March.
• Michael Chlistalla & Marco Lutat, 2011. "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 149-172, June.
• Nikolaos Sariannidis, 2011. "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(2), pages 181-192, May.
• Ola Melander & Malika Pant & Miguel Segoviano & Athanasios Vamvakidis, 2011. "Dancing Spreads: Market Assessment of Contagion from the Crisis in the Euro Periphery based on Distress Dependence Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 347-363, August.
• Andy Mullineux & Victor Murinde & Rudra Sensarma, 2011. "Corporate financing and macroeconomic volatility in the European union," International Economics and Economic Policy, Springer, vol. 8(1), pages 79-92, April.
• Sarah Sanya & Simon Wolfe, 2011. "Can Banks in Emerging Economies Benefit from Revenue Diversification?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(1), pages 79-101, October.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Leung, 2011. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 221-257, July.
  • Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2009. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," MPRA Paper 23514, University Library of Munich, Germany.
• Arie Harel & Giora Harpaz & Jack Francis, 2011. "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 287-296, February.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
• Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011. "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 355-390, April.
• Yangru Wu, 2011. "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 301-323, October.
• Günter Franke & Ferdinand Graf, 2011. "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz 2011-19, Department of Economics, University of Konstanz.
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012. "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(5), pages 1125-1153, October.
  • Günter Franke & Markus Herrmann & Thomas Weber, 2011. "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz 2011-22, Department of Economics, University of Konstanz.
• Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
• Christian Tallau, 2011. "Volatilitätsprognosen auf Basis der DAX-Volatilitätsindizes," Credit and Capital Markets, Credit and Capital Markets, vol. 44(1), pages 47-74.
• Jorge Uribe, 2011. "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57.
• Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration 12144, University of Munich, Munich School of Management.
• Sayadnia Tayebi, Ezatollah & Shajari, Houshang & Samadi, Saeid & Arshadi, Ali, 2011. "Explaination an Early Warning System for Identification of the Financial Crisis in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 2(6), pages 169-212, March.
• Salimi Soderjani, Ehsan & Mahmoudinia, Davoud & Pourshahabi, Farshid, 2011. "The Dynamic Causality Relationship Among Financial Depth, Savings and Economic Growth (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 3(7), pages 109-136, June.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011. "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 4(9), pages 1-44, December.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2007. "Winners and Losers in Housing Markets," CDMA Conference Paper Series 0705, Centre for Dynamic Macroeconomic Analysis.
  • Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin, 2010. "Winners and Losers in Housing Markets," CEPR Discussion Papers 7953, C.E.P.R. Discussion Papers.
• Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 407-440, March.
  • Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 407-440, March.
  • De Fiore, Fiorella & Tristani, Oreste, 2008. "Credit and the natural rate of interest," Working Paper Series 889, European Central Bank.
• Yongyang Su & Lan Zheng, 2011. "The Impact of Securities Transaction Taxes on the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 32-46, January.
  • Su, Yongyang, 2010. "The impact of the securities transaction taxes on the Chinese stock market," MPRA Paper 22695, University Library of Munich, Germany, revised 13 May 2010.
• Magdalena Morgese Borys & Petr ZemÄÂik, 2011. "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 50-68, May.
  • Magdalena Morgese Borys & Petr Zemcik, 2009. "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers wp391, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Éva G. Fekete, 2011. "Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 7(01), pages 17-27.
• Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011. "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent) 070, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Katarzyna Bień-Barkowska, 2011. "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," NBP Working Papers 104, Narodowy Bank Polski.
• John J. McArdle & James P. Smith & Robert Willis, 2011. "Cognition and Economic Outcomes in the Health and Retirement Survey," NBER Chapters, in: Explorations in the Economics of Aging, pages 209-233, National Bureau of Economic Research, Inc.
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• Hui Chen & Scott Joslin, 2012. "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, vol. 25(7), pages 2225-2256.
  • Hui Chen & Scott Joslin, 2011. "Generalized Transform Analysis of Affine Processes and Applications in Finance," NBER Working Papers 16906, National Bureau of Economic Research, Inc.
• Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
  • Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2010. "Complex mortgages," Working Paper Series WP-2010-17, Federal Reserve Bank of Chicago.
  • Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2011. "Complex Mortgages," NBER Working Papers 17315, National Bureau of Economic Research, Inc.
• Hellwig, Christian & Tsyvinski, Aleh & Albagli, Elias, 2011. "Information Aggregation, Investment, and Managerial Incentives," CEPR Discussion Papers 8539, C.E.P.R. Discussion Papers.
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• van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013. "Equity yields," Journal of Financial Economics, Elsevier, vol. 110(3), pages 503-519.
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• Robinson, David T. & Sensoy, Berk A., 2016. "Cyclicality, performance measurement, and cash flow liquidity in private equity," Journal of Financial Economics, Elsevier, vol. 122(3), pages 521-543.
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• Kristian Rydqvist & Joshua Spizman & Ilya A. Strebulaev, 2011. "Government Policy and Ownership of Financial Assets," NBER Working Papers 17522, National Bureau of Economic Research, Inc.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012. "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, vol. 24(2), pages 128-137.
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• Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds to Resolve the European Sovereign Debt Problem," Working Papers 11-05, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds To Resolve the European Sovereign Debt Problem," Working Papers 11-01, NET Institute.
• Ray Barrell & Tatiana Fic & John Fitz Gerald, 2011. "The Banking Sector And Recovery In The Eu Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216(1), pages 41-52, April.
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  • Dr Tatiana Fic & Ray Barrell, 2011. "The Banking Sector and Recovery in the EU Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers 374, National Institute of Economic and Social Research.
• Mardiros Daniela-Neonila, 2011. "The Place Of The Emerging Economy Of Romania Inside The European Union Economies In Terms Of Ftse Criteria," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 557-563, December.
• Steffen Andersen & Kasper Meisner Nielsen, 2011. "Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death," The Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1667-1697.
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• Serban Florentin & Buºu Mihail, 2011. "A Relationship between the Degree of Search and Evolution of Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2052-2055, May.
• Ghita-Mitrescu Silvia & Duhnea Cristina, 2011. "Credit Institutions – Actors on the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 824-829, May.
• Murgea Aurora, 2011. "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 884-889, May.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011. "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers 0138, Dipartimento di Scienze Economiche "Marco Fanno".
• Simon Keel & David Ardia, 2011. "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 123-131, June.
  • Keel, Simon & Ardia, David, 2009. "Generalized Marginal Risk," MPRA Paper 17258, University Library of Munich, Germany.
• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 30(2), pages 139-158, May.
  • Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Maretno A. Harjoto & John K. Paglia, 2011. "Funding Continuum for Private Business Owners: Evidence from the Pepperdine Private Capital Markets Project Survey," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 15(2), pages 1-22, Winter.
• Pawel Uminski, 2011. "The Importance Of The Financial Sector And Its Impact On Economic System In The United States In Years 1970 – 2010," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 6(3), pages 59-68, September.
• Nagy, Zoltán Imre, 2011. "The Unique Features of the Financing of Professional Football," Public Finance Quarterly, Corvinus University of Budapest, vol. 56(4), pages 539-552.
• Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
  • Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
  • Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
• Attaullah Shah, 2011. "Impact of Judicial Efficiency on Debt Maturity Structure: Evidence from Judicial Districts of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 663-682.
• Ijaz Hussain, 2011. "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 699-714.
• Jonas Teitge & Andreas Nastansky, 2011. "Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen," Statistische Diskussionsbeiträge 47, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• Mukherjee, Dr. Kedar nath, 2011. "Impact of Futures Trading on Indian Agricultural Commodity Market," MPRA Paper 29290, University Library of Munich, Germany, revised 04 Mar 2011.
• Estrada, Fernando, 2011. "Theory of financial risk," MPRA Paper 29665, University Library of Munich, Germany.
• Simplice A ASONGU, 2012. "Globalization Financial Crisis And Contagion Time Dynamic Evidence From Financial Markets Of Developing Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(2), pages 131-139.
  • Asongu Simplice, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute. 11/004, African Governance and Development Institute..
  • Simplice A, Asongu, 2011. "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper 30120, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute. 11/003, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper 30391, University Library of Munich, Germany.
  • Simplice A, Asongu, 2011. "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper 37459, University Library of Munich, Germany.
• El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011. "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper 30596, University Library of Munich, Germany.
• Onour, Ibrahim, 2011. "الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة [Options as Islamic Financial Derivative: Thoughts provoking discussion]," MPRA Paper 30707, University Library of Munich, Germany.
• S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  • Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011. "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper 30902, University Library of Munich, Germany.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  • Davide Furceri & Ms. Aleksandra Zdzienicka, 2011. "How Costly Are Debt Crises?," IMF Working Papers 2011/280, International Monetary Fund.
  • Furceri, Davide & Zdzienicka, Aleksandra, 2011. "How costly are debt crises?," MPRA Paper 30953, University Library of Munich, Germany.
• Nobuyoshi Yamori, 2011. "Commodity Etfs In The Japanese Stock Exchanges," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 2(1), pages 47-52.
  • Yamori, Nobuyoshi, 2011. "Commodity ETFs in the Japanese Stock Exchanges," MPRA Paper 31003, University Library of Munich, Germany.
• Asongu Simplice, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute. 11/006, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 31174, University Library of Munich, Germany.
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 39630, University Library of Munich, Germany.
• Pinto, Cristian F. & Acuña, Andres A., 2011. "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza [Consistency in the evaluation of financial investment perform," MPRA Paper 31301, University Library of Munich, Germany.
• Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013. "Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
  • Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward, 2011. "Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?," MPRA Paper 31627, University Library of Munich, Germany.
• Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2012. "The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 516-530.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper 32255, University Library of Munich, Germany.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2013. "In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns," Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 1-40, February.
  • Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
  • Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
• Lenz, Rainer, 2011. "Get rid of banks and build up a modern financial world," MPRA Paper 33501, University Library of Munich, Germany.
• Mukherjee, Dr. Kedar nath, 2011. "Commodity investments: opportunities for Indian institutional investors," MPRA Paper 33510, University Library of Munich, Germany.
• Alessandro Carretta & Vincenzo Farina & Elvira Anna Graziano & Marco Reale, 2013. "Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 1, pages 7-24, Palgrave Macmillan.
  • Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco, 2011. "Does investor attention influence stock market activity? The case of spin-off deals," MPRA Paper 33545, University Library of Munich, Germany.
• Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011. "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper 33715, University Library of Munich, Germany.
  • Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
• Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.
  • Afego, Pyemo, 2011. "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper 33931, University Library of Munich, Germany, revised 16 May 2011.
• Philippe Bernard & Michel Blanchard, 2013. "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," Economics Bulletin, AccessEcon, vol. 33(3), pages 1729-1737.
  • Blanchard, michel & Bernard, philippe, 2011. "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper 34304, University Library of Munich, Germany.
• John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
  • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
  • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
  • Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
• Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi, 2014. "What determines return risks for bank equities in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 23-31, March.
  • Ozsoz, Emre, 2011. "What determines return risks for bank equities in Turkey?," MPRA Paper 35291, University Library of Munich, Germany.
• Chittedi, Krishnareddy, 2011. "Does oil price matter for Indian stock markets?," MPRA Paper 35334, University Library of Munich, Germany, revised 01 Dec 2011.
• Simplice A, Asongu, 2011. "Democracy and stock market performance in developing countries," MPRA Paper 35506, University Library of Munich, Germany.
• Simplice A, Asongu, 2011. "Government quality determinants of stock market performance in developing countries," MPRA Paper 35508, University Library of Munich, Germany.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
  • Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012. "Measuring Market Liquidity: An Introductory Survey," Working Paper series 02_12, Rimini Centre for Economic Analysis.
  • Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.
  • A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011. "Turn - of - the - month effect on the Bucharest stock exchange," MPRA Paper 36566, University Library of Munich, Germany, revised 10 Feb 2012.
• Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011. "Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones [Modeling Mexican stock retu," MPRA Paper 36872, University Library of Munich, Germany.
• Asongu Simplice, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute. 11/003, African Governance and Development Institute..
  • Simplice A, Asongu, 2011. "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper 37459, University Library of Munich, Germany.
  • Simplice A., Asongu, 2011. "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper 30391, University Library of Munich, Germany.
• Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
• Rossi, Francesco, 2011. "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper 38303, University Library of Munich, Germany, revised Nov 2011.
• Faruque, Muhammad U, 2011. "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper 38675, University Library of Munich, Germany.
• Rossi, Francesco, 2011. "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper 38682, University Library of Munich, Germany, revised 31 Mar 2012.
• Asongu Simplice, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute. 11/006, African Governance and Development Institute..
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 39630, University Library of Munich, Germany.
  • Simplice A., Asongu, 2011. "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper 31174, University Library of Munich, Germany.
• Singh, Saurabh & Saharawat, Swati, 2011. "Hedging dynamics with gold futures," MPRA Paper 41472, University Library of Munich, Germany.
• Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper 41602, University Library of Munich, Germany, revised 20 Mar 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Monthly seasonality in the Bucharest stock exchange," MPRA Paper 41603, University Library of Munich, Germany, revised 08 Apr 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "Holiday effect on the Romanian stock market," MPRA Paper 41635, University Library of Munich, Germany, revised 08 Sep 2011.
• Ayala, Alfonso, 2011. "Algunos conceptos sobre la evaluación de portafolios de inversión [Some concepts on the assessment of investment portfolios]," MPRA Paper 42404, University Library of Munich, Germany.
• Lee, King Fuei, 2011. "Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US," MPRA Paper 46350, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Mutual influence of exchange assets: analysis and estimation," MPRA Paper 50779, University Library of Munich, Germany.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011. "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper 50791, University Library of Munich, Germany.
• Silva, Pedro & Almeida, Liliana, 2011. "Weather and stock markets: empirical evidence from Portugal," MPRA Paper 54119, University Library of Munich, Germany.
• Kumar, Dr.B.Pradeep, 2011. "Financial Exclusion: A Theoretical Approach," MPRA Paper 89864, University Library of Munich, Germany, revised 17 Jun 2011.
• Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011. ""Ripple" Effects in South African House Prices," Working Papers 201102, University of Pretoria, Department of Economics.
• Petr Musílek, 2011. "European System of Financial Supervision [Evropský systém dohledu finančního trhu]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2011(2), pages 7-17.
• Jan Vlachý, 2011. "Obchodování s deriváty a pokoutní bankéři - ohlédnutí za finančním trhem v meziválečném Československu [Derivatives and Bucketshops: A Forgotten History of Czech Financial Markets between the World," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 205-223.
• Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which financial frictions? Parsing the evidence from the financial crisis of 2007-09," Staff Reports 528, Federal Reserve Bank of New York.
  • Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09," Working Papers 1396, Princeton University, Department of Economics, Econometric Research Program..
• Jean-Paul Tchang, 2011. "Le marché obligataire chinois," Revue d'Économie Financière, Programme National Persée, vol. 102(2), pages 85-98.
• John Hatgioannides & Marika Karanassou, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," Working Papers 686, Queen Mary University of London, School of Economics and Finance.
• Hatgioannides, John & Karanassou, Marika, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," IZA Discussion Papers 6251, Institute of Labor Economics (IZA).
  • John Hatgioannides & Marika Karanassou, 2011. "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," Working Papers 686, Queen Mary University of London, School of Economics and Finance.
• Stefano D'Addona & Paola Brighi & Antonio Carlo Francesca Della Bina, 2011. "Long-Run Evidence Using Multifactor Asset Pricing Models," Working Papers 0911, CREI Università degli Studi Roma Tre, revised 2011.
• Jacques Pézier, 2011. "Rationalization of Investment Preference Criteria," ICMA Centre Discussion Papers in Finance icma-dp2011-12, Henley Business School, University of Reading.
• Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," American Economic Review, American Economic Association, vol. 105(3), pages 958-992, March.
  • Imbs, Jean & Favara, Giovanni, 2010. "Credit Supply and the Price of Housing," CEPR Discussion Papers 8129, C.E.P.R. Discussion Papers.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Post-Print hal-01301589, HAL.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint) hal-01301589, HAL.
  • Jean Imbs & Giovanni Favara, 2011. "Credit Supply and the Price of Housing," 2011 Meeting Papers 1342, Society for Economic Dynamics.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01301589, HAL.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
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  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
• Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
  • Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
  • Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Chaido Dritsaki, 2011. "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 25-56, June.
• Juthathip Jongwanich & Douglas H. Brooks & Archanun Kohpaiboon, 2013. "Cross-border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," Asian Economic Journal, East Asian Economic Association, vol. 27(3), pages 265-284, September.
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• Hou, Jack W., 2011. "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," ADBI Working Papers 323, Asian Development Bank Institute.
• Penikas, Henry, 2011. "Copula-Based Price Risk Hedging Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 3-21.
• Ahmad, Nor Hayati Bt & Noor, Mohamad Akbar & Noor, Bin Mohamad, 2011. "The Impact of 1998 and 2008 Financial Crises on Profitability of Islamic Banks," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 34(1), pages 1-22, March.
• Lu s Pacheco, 2012. "Moody S Credit Ratings And The Stock Market Performance Of Portuguese Rated Firms," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 58-83.
  • Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
  • Pacheco, Luis, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers 22/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
• Han, Young Wook, 2011. "Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 15(2), pages 33-59, June.
• Shojai, Shahin & Feiger, George, 2011. "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, vol. 31, pages 9-17.
• Mansor H. Ibrahim, 2012. "Financial market risk and gold investment in an emerging market: the case of Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 5(1), pages 25-34, March.
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• Paul Zarembka and Radhika Desai (ed.), 2011. "Revitalizing Marxist Theory For Today'S Capitalism," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, volume 27, number volm27a, November.
• Silvia Gabrieli, 2011. "The microstructure of the money market before and after the financial crisis: a network perspective," CEIS Research Paper 181, Tor Vergata University, CEIS, revised 19 Jan 2011.
• Joanna B³ach, 2011. "Financial Innovations and Their Role in the Modern Financial System – Identification and Systematization of the Problem," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(3), pages 13-26, November.
• Barrell, Ray & Fic, Tatiana & Gerald, John Fitz & Orazgani, Ali & Whitworth, Rachel, 2011. "The Banking Sector and Recovery in the EU Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216, pages 41-52, April.
  • Ray Barrell & Tatiana Fic & John Fitz Gerald, 2011. "The Banking Sector And Recovery In The Eu Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216(1), pages 41-52, April.
  • Dr Tatiana Fic & Ray Barrell, 2011. "The Banking Sector and Recovery in the EU Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers 374, National Institute of Economic and Social Research.
• Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
  • Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Cespa, Giovanni & Vives, Xavier, 2011. "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers D/915, IESE Business School.
• Foucault, Thierry & Cespa, Giovanni, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers 8350, C.E.P.R. Discussion Papers.
  • Giovanni Cespa & Thierry Focault, 2011. "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CSEF Working Papers 284, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Draus, Sarah, 2010. "Does inter-market competition lead to less regulation?," CFS Working Paper Series 2010/13, Center for Financial Studies (CFS).
  • Sarah Draus, 2011. "Does Inter-Market Competition Lead to Less Regulation?," CSEF Working Papers 296, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Sarah Draus, 2011. "The Certification Role of Listings," CSEF Working Papers 297, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Claudia Nicoleta Guni, 2011. "The Trading System And The Trading Participants In The Bse," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 3(3 (Novemb), pages 570-575.
• Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011. "Out of Sight, Out of Mind:The Value of Political Connections in Social Networks," Working Papers 19-2011, Singapore Management University, School of Economics.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
  • Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
• Almut Veraart, 2011. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 253-291, September.
  • Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
• Steven Clark & T. Coggin, 2011. "Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks," Empirical Economics, Springer, vol. 40(2), pages 373-391, April.
• Chung-Hua Shen & Chien-Chiang Lee & Shyh-Wei Chen & Zixiong Xie, 2011. "Roles played by financial development in economic growth: application of the flexible regression model," Empirical Economics, Springer, vol. 41(1), pages 103-125, August.
• Stefan Kassberger & Thomas Liebmann, 2011. "Minimal q-entropy martingale measures for exponential time-changed Lévy processes," Finance and Stochastics, Springer, vol. 15(1), pages 117-140, January.
• Teemu Pennanen, 2011. "Arbitrage and deflators in illiquid markets," Finance and Stochastics, Springer, vol. 15(1), pages 57-83, January.
• Nicholas Westray & Harry Zheng, 2011. "Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization," Finance and Stochastics, Springer, vol. 15(3), pages 501-512, September.
• Denis Belomestny, 2011. "Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates," Finance and Stochastics, Springer, vol. 15(4), pages 655-683, December.
• Tim Leung & Qingshuo Song & Jie Yang, 2013. "Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing," Finance and Stochastics, Springer, vol. 17(4), pages 839-870, October.
  • Tim Leung & Qingshuo Song & Jie Yang, 2011. "Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing," Papers 1109.5316, arXiv.org, revised Mar 2013.
• Richard DeFusco & Stoyu Ivanov & Gordon Karels, 2011. "The exchange traded funds’ pricing deviation: analysis and forecasts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(2), pages 181-197, April.
• Chung Baek & Jongwook Reem & Thomas Jackman, 2011. "Bank loan commitments and Material Adverse Change clause," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(3), pages 361-369, July.
• İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray, 2011. "Housing prices and the optimal time-on-the-market decision," Finance Research Letters, Elsevier, vol. 8(4), pages 171-179.
• Szyszka, Adam, 2011. "The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance," Global Finance Journal, Elsevier, vol. 22(3), pages 211-216.
• Long, Cheryl & Zhang, Xiaobo, 2011. "Cluster-based industrialization in China: Financing and performance," Journal of International Economics, Elsevier, vol. 84(1), pages 112-123, May.
  • Long, Cheryl & Zhang, Xiaobo, 2009. "Cluster-based industrialization in China: Financing and performance," IFPRI discussion papers 937, International Food Policy Research Institute (IFPRI).
• Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011. "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 380-392.
• Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011. "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3335-3350.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011. "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1892-1906, August.
  • Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
  • Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2010. "An investigation of customer order flow in the foreign exchange market," SIRE Discussion Papers 2010-11, Scottish Institute for Research in Economics (SIRE).
• Tsai, Chun-Li, 2011. "The reaction of stock returns to unexpected increases in the federal funds rate target," Journal of Economics and Business, Elsevier, vol. 63(2), pages 121-138.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
  • Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
• Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
  • David Thesmar, 2009. "Stock Price Fragility," Post-Print hal-00496062, HAL.
  • Robin Greenwood & David Thesmar, 2011. "Stock price fragility," Post-Print hal-00635979, HAL.
  • David Thesmar, 2010. "Stock Price Fragility," Post-Print hal-00554105, HAL.
• Kim, Heeho, 2011. "The risk adjusted uncovered equity parity," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1491-1505.
• Volosovych, Vadym, 2011. "Measuring financial market integration over the long run: Is there a U-shape?," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1535-1561.
  • Vadym Volosovych, 2011. "Measuring Financial Market Integration over the Long Run: Is there a U-Shape?," Tinbergen Institute Discussion Papers 11-018/2, Tinbergen Institute.
• Hsu, Kuang-Chung & Chiang, Hui-Chu, 2011. "Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 339-349.
• Tervala, Juha, 2011. "Export pricing and the cross-country correlation of stock prices," Review of Financial Economics, Elsevier, vol. 20(2), pages 74-83, May.
• Keef, Stephen P. & Khaled, Mohammed S., 2011. "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 959-967.
• Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011. "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 77-92.
• Cohen, Lauren & Lou, Dong, 2011. "Complicated firms," LSE Research Online Documents on Economics 119066, London School of Economics and Political Science, LSE Library.
• Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics 119074, London School of Economics and Political Science, LSE Library.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers 435, Bank of England.
• Dimitri Vayanos & Paul Woolley, 2011. "Fund Flows and Asset Prices: A Baseline Model," FMG Discussion Papers dp667, Financial Markets Group.
  • Vayanos, Dimitri & Woolley, Paul, 2011. "Fund flows and asset prices: a baseline model," LSE Research Online Documents on Economics 29784, London School of Economics and Political Science, LSE Library.
• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
  • Gerard Caprio, Jr, "undated". "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series iiisdp311, IIIS.
  • Caprio, Gerard, Jr., 2010. "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series 5198, The World Bank.
  • Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
• Yu‐Shan Wang & Chung‐Gee Lin & Shih‐Chieh Shih, 2011. "The dynamic relationship between agricultural futures and agriculture index in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 3(3), pages 369-382, September.
• Sameeksha Desai & Johan Eklund & Andreas Högberg, 2011. "Pro‐market reforms and allocation of capital in India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(2), pages 123-139, May.
  • Desai, Sameeksha & Eklund, Johan & Högberg, Andreas, 2009. "Promarket reforms and allocation of capital in India," Working Paper Series in Economics and Institutions of Innovation 206, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  • Desai, Sameeksha & Eklund, Johan E. & Högberg, Andreas, 2009. "Promarket Reforms and Allocation of Capital in India," Ratio Working Papers 146, The Ratio Institute.
• Philipp Koenig, 2011. "Modelling Correlation in Carbon and Energy Markets," Working Papers EPRG 1107, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Petar Chobanov & Amine Lahiani & Nikolay Nenovsky, 2011. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  • Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
• Jens Forssbæck, 2011. "Divergence of risk indicators and the conditions for market discipline in banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/4.
  • Jens Forssbaeck, 2011. "Divergence of risk indicators and the conditions for market discipline in banking," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
• Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & To, 2011. "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3 edited by Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley, May.
• Jens Forssbæck, 2011. "Divergence of risk indicators and the conditions for market discipline in banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/4, May.
• Eleftherios J. Thalassinos & Evagelos D. Politis, 2011. "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 113-130.
• Borys, Magdalena Morgese Borys, 2011. "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(2), pages 118-139, June.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, vol. 4(3), pages 290-293, September.
  • Jean-Paul Fitoussi & Joseph E. Stiglitz, 2012. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," International Economic Association Series, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S (ed.), The Global Macro Economy and Finance, chapter 1, pages 13-24, Palgrave Macmillan.
  • Jean Paul Fitoussi & Joseph Stiglitz, 2011. "On the measurement of social progress and well being: some further thoughts," Documents de Travail de l'OFCE 2011-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Post-Print hal-03399466, HAL.
  • Jean-Paul Fitoussi & Joseph Stiglitz, 2013. "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," SciencePo Working papers Main hal-03399466, HAL.
• Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes, 2011. "Dynamic Copulas and Long Range Dependence," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(2), pages 89-111, October.
• Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
  • Turan G. Bali & Hao Zhou, 2013. "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1306, Koc University-TUSIAD Economic Research Forum.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The role of securitization in mortgage renegotiation," Journal of Financial Economics, Elsevier, vol. 102(3), pages 559-578.
  • Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The Role of Securitization in Mortgage Renegotiation," Working Paper Series 2011-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "The role of securitization in mortgage renegotiation," Working Paper Series WP-2011-02, Federal Reserve Bank of Chicago.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010. "Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis," Working Paper Series 2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "Market-based loss mitigation practices for troubled mortgages following the financial crisis," Working Paper Series WP-2011-03, Federal Reserve Bank of Chicago.
• Maria Kasch & Asani Sarkar, 2011. "Is there an S&P 500 index effect?," Staff Reports 484, Federal Reserve Bank of New York.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, vol. 118(2), pages 211-244.
  • Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011. "Regression-based estimation of dynamic asset pricing models," Staff Reports 493, Federal Reserve Bank of New York.
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• Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09," Working Papers 1396, Princeton University, Department of Economics, Econometric Research Program..
  • Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011. "Which financial frictions? Parsing the evidence from the financial crisis of 2007-09," Staff Reports 528, Federal Reserve Bank of New York.
• Vayanos, Dimitri & Woolley, Paul, 2011. "Fund flows and asset prices: a baseline model," LSE Research Online Documents on Economics 29784, London School of Economics and Political Science, LSE Library.
  • Dimitri Vayanos & Paul Woolley, 2011. "Fund Flows and Asset Prices: A Baseline Model," FMG Discussion Papers dp667, Financial Markets Group.
• Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers 435, Bank of England.
  • Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
  • Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics 119074, London School of Economics and Political Science, LSE Library.
• Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013. "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 768-805.
  • Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor, 2011. "CDS auctions," LSE Research Online Documents on Economics 119063, London School of Economics and Political Science, LSE Library.
  • Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov, 2011. "CDS Auctions," FMG Discussion Papers dp688, Financial Markets Group.
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• Yuliya S. Evlakhova, 2011. "Financial Market Concept within the Modern Finance Theory Framework," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 81-92, July.
• Gete, Pedro & Porchia, Paolo, 2010. "Fertility and Consumption when Having a Child is a Risky Investment," MPRA Paper 27885, University Library of Munich, Germany.
  • Pedro Gete and Paolo Porchia, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," Working Papers gueconwpa~11-11-03, Georgetown University, Department of Economics.
• Mario Cerrato & Chia Chun Lo & Konstantinos Skindilias, 2011. "Adaptive continuous time Markov chain approximation model to general jump-diffusions," Working Papers 2011_16, Business School - Economics, University of Glasgow.
• Cerrato, Mario & Crosby, John & Kaleem, Muhammad, 2011. "Measuring the Economic Significance of Structural Exchange Rate Models," SIRE Discussion Papers 2011-62, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & John Crosby & Muhammad Kaleem, 2011. "Measuring the economic significance of structural exchange rate models," Working Papers 2011_17, Business School - Economics, University of Glasgow.
• Parmendra Sharma & Eduardo Roca, 2011. "Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies," Discussion Papers in Finance finance:201120, Griffith University, Department of Accounting, Finance and Economics.
• Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
  • David Thesmar, 2009. "Stock Price Fragility," Post-Print hal-00496062, HAL.
  • Robin Greenwood & David Thesmar, 2011. "Stock price fragility," Post-Print hal-00635979, HAL.
  • David Thesmar, 2010. "Stock Price Fragility," Post-Print hal-00554105, HAL.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper 28699, University Library of Munich, Germany, revised Feb 2011.
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• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
  • Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011. "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print hal-03126778, HAL.
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• Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 383-394.
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• Daniel Cohen, 2011. "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 383-394.
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• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
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• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1707-1747, 2007 28.
  • Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN, 2003. "Does anonymity matter in electronic limit order markets ?," HEC Research Papers Series 784, HEC Paris.
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  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2005. "Does anonymity matter in electronic limit order markets?," CFR Working Papers 05-15, University of Cologne, Centre for Financial Research (CFR).
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  • Thierry Foucault & Sophie Moinas & Erik Theissen, 2007. "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print hal-00459795, HAL.
  • Foucault, Thierry & Moinas, Sophie & Theissen, Erik, 2003. "Does Anonymity Matter in Electronic Limit Order Markets?," CEPR Discussion Papers 4091, C.E.P.R. Discussion Papers.
• FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," HEC Research Papers Series 742, HEC Paris.
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• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2005. "Limit Order Book as a Market for Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1171-1217.
  • Foucault, Thierry & Kandel, Eugene & Kadan, Ohad, 2001. "Limit Order Book as a Market for Liquidity," CEPR Discussion Papers 2889, C.E.P.R. Discussion Papers.
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  • Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003. "Limit Order Book as a Market for Liquidity," Discussion Paper Series dp321, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Marianne Demarchi & Thierry Foucault, 2000. "Equity Trading Systems in Europe: A Survey of Recent Changes," Annals of Economics and Statistics, GENES, issue 60, pages 73-115.
  • FOUCAULT, Thierry & DEMARCHI, Marianne, 1998. "Equity Trading Systems in Europe - A survey of recent changes," HEC Research Papers Series 663, HEC Paris.
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• Thierry Foucault & Christine A. Parlour, 2004. "Competition for Listings," RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 329-355, Summer.
  • Thierry Foucault & Christine a Parlour, "undated". "Competition for Listings," GSIA Working Papers 2000-E11, Carnegie Mellon University, Tepper School of Business.
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• Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July.
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  • Thierry Foucault & Tito Cordella, 1999. "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print hal-00459772, HAL.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, "undated". "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers 15-99, Wharton School Rodney L. White Center for Financial Research.
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  • FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 1999. "Imperfect Market Monitoring and SOES Trading," HEC Research Papers Series 671, HEC Paris.
• Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
  • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
  • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
  • Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
• Blix Grimaldi, Marianna, 2011. "Up for count? Central bank words and financial stress," Working Paper Series 252, Sveriges Riksbank (Central Bank of Sweden).
• Valseth, Siri, 2013. "Price discovery in government bond markets," Journal of Financial Markets, Elsevier, vol. 16(1), pages 127-151.
  • Valseth, Siri, 2011. "Price discovery in government bond markets," UiS Working Papers in Economics and Finance 2011/3, University of Stavanger.
• Osmundsen, Petter, 2011. "Colloboration in Norway's offshore sector. Contracts and incentives," UiS Working Papers in Economics and Finance 2011/4, University of Stavanger.
• Zenou, Yves & Patacchini, Eleonora & Cohen-Cole, Ethan, 2011. "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers 8332, C.E.P.R. Discussion Papers.
  • Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011. "Systemic Risk and Network Formation in the Interbank Market," Research Papers in Economics 2011:6, Stockholm University, Department of Economics.
• Julian di Giovanni & Akito Matsumoto, 2011. "The Value of Human Capital Wealth," Global COE Hi-Stat Discussion Paper Series gd10-174, Institute of Economic Research, Hitotsubashi University.
• Markus Bibinger, 2011. "Asymptotics of Asynchronicity," SFB 649 Discussion Papers SFB649DP2011-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers SFB649DP2011-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Santiago Moreno-Bromberg & Traian A. Pirvu & Anthony Réveillac, 2011. "CRRA Utility Maximization under Risk Constraints," SFB 649 Discussion Papers SFB649DP2011-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
  • Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," SFB 649 Discussion Papers SFB649DP2011-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Markus Bibinger & Markus Reiß, 2011. "Spectral estimation of covolatility from noisy observations using local weights," SFB 649 Discussion Papers SFB649DP2011-086, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Madalina - Gabriela Anghel, 2011. "The Analysis on the Evolution of Capital Market Basically in Romania during 1995 – November 2011," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 1(2), pages 1-7, December.
• Alejandro Vargas Sánchez, 2011. "Estimación del costo del patrimonio y costo del capital por medio de tasas de rendimiento ajustadas al riesgo," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 118-135.
• Chien-Jen Wang & Po-Chin Wu & Yu-Ming Lu, 2011. "Twin-Rate Uncertainty, Debt And Investment Decisions– Evidence From Dow Jones Panel Data," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(1), pages 15-26.
• Peter Harris & Paul R. Kutasovic, 2011. "Did Exit Pricing Under Fasb 157 Contribute To The Subprime Mortgage Crisis?," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(2), pages 97-104.
• Shih-Ping Feng, 2011. "The Liquidity Effect In Option Pricing: An Empirical Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 35-43.
• Mario Cuevas & Sigfrido Lee & Maria Isabel Bonilla, 2011. "The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala," Research Department Publications 4750, Inter-American Development Bank, Research Department.
• Katharina Diekmann, 2011. "Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?," IEER Working Papers 89, Institute of Empirical Economic Research, Osnabrueck University.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  • Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
  • Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  • Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  • Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
  • Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
• Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
  • Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
  • Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Rasim ÖZCAN, 2011. "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(306), pages 53-67.
• Francesco Furlanetto, 2011. "Does Monetary Policy React to Asset Prices? Some International Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 91-111, September.
  • Francesco FURLANETTO, 2008. "Does Monetary Policy React to Asset Prices? Some International Evidence," Cahiers de Recherches Economiques du Département d'économie 08.02, Université de Lausanne, Faculté des HEC, Département d’économie.
  • Francesco Furlanetto, 2008. "Does monetary policy react to asset prices? Some international evidence," Working Paper 2008/07, Norges Bank.
• Florian Hauser & Marco LiCalzi, 2011. "Learning to Trade in an Unbalanced Market," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 65-76, Springer.
  • Florian Hauser & Marco LiCalzi, 2011. "Learning to trade in an unbalanced market," Working Papers 2, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• António Afonso & Ricardo Sousa, 2011. "The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
  • Ricardo M. Sousa & António Afonso, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," NIPE Working Papers 3/2009, NIPE - Universidade do Minho.
  • António Afonso & Ricardo M. Sousa, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," Working Papers Department of Economics 2009/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Ana González & Gonzalo Rubio, 2011. "Portfolio choice and the effects of liquidity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(1), pages 53-74, March.
• Xiaolou YANG, 2011. "Ambiguity, Analyst Forecast Incentives And Abnormal Stock Returns," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 117-129, June.
• Nobuyoshi Yamori, 2011. "Commodity Etfs In The Japanese Stock Exchanges," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 2(1), pages 47-52.
  • Yamori, Nobuyoshi, 2011. "Commodity ETFs in the Japanese Stock Exchanges," MPRA Paper 31003, University Library of Munich, Germany.
• Lumír Kulhánek, 2011. "Money, Stock Prices And Economic Activity In Selected European Countries," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 101-115, December.
• Nobuyoshi Yamori, 2011. "Commodity Etfs In The Japanese Stock Exchanges," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 47-52, June.
  • Yamori, Nobuyoshi, 2011. "Commodity ETFs in the Japanese Stock Exchanges," MPRA Paper 31003, University Library of Munich, Germany.
• Tchai Tavor, 2011. "The Index Effect - Is It Possible To Predict?," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 177-184, December.
• Valerie Revest & Sandro Sapio, 2011. "An Essay on the Emergence, Organization and Performance of Financial Markets: the case of the Alternative Investment Market," LEM Papers Series 2011/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Valérie Revest & Alessandro Sapio, 2013. "An essay on the emergence, organization and performance of financial markets: the case of the Alternative Investment Market," Post-Print halshs-00855203, HAL.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011. "How do banks' funding costs affect interest margins?," Discussion Papers 665, Statistics Norway, Research Department.
• Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds To Resolve the European Sovereign Debt Problem," Working Papers 11-01, NET Institute.
  • Nicholas Economides & Roy C. Smith, 2011. "Trichet Bonds to Resolve the European Sovereign Debt Problem," Working Papers 11-05, New York University, Leonard N. Stern School of Business, Department of Economics.
• Liu, Li-Gang & Pauwels, Laurent L., 2012. "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
  • Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 0805, Hong Kong Monetary Authority.
  • Liu, Li-Gang & Pauwels, Laurent, 2011. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 10/2011, University of Sydney Business School, Discipline of Business Analytics.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," CESifo Working Paper Series 2938, CESifo.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
• Shu-Ling Chen & Hyeongwoo Kim, 2011. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," International Economic Journal, Taylor & Francis Journals, vol. 25(2), pages 239-250.
  • Chen, Shu-Ling & Kim, Hyeongwoo, 2008. "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper 18680, University Library of Munich, Germany, revised Nov 2009.
• Ingmar Nolte & Valeri Voev, 2011. "Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 94-108, April.
  • Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, Department of Economics and Business Economics, Aarhus University.
• Emmanuel Anoruo, 2011. "Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(3), pages 75-92, December.
• Menkveld, Albert J., 2013. "High frequency trading and the new market makers," Journal of Financial Markets, Elsevier, vol. 16(4), pages 712-740.
  • Albert J. Menkveld, 2011. "High Frequency Trading and the New-Market Makers," Tinbergen Institute Discussion Papers 11-076/2/DSF21, Tinbergen Institute, revised 15 Aug 2011.
• Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
• Beck, T.H.L., 2011. "Finance and Oil. Is there a Resource Curse in Financial Development?," Other publications TiSEM 123f034a-fde0-4c02-b147-c, Tilburg University, School of Economics and Management.
  • Beck, T.H.L., 2011. "Finance and Oil. Is there a Resource Curse in Financial Development?," Discussion Paper 2011-017, Tilburg University, Center for Economic Research.
  • Beck, T.H.L., 2011. "Finance and Oil. Is There a Resource Curse in Financial Development?," Other publications TiSEM b26da712-6c4c-446e-a74b-0, Tilburg University, School of Economics and Management.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Other publications TiSEM f9895511-3b4b-4db5-bf34-1, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2011. "The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)," Discussion Paper 2011-069, Tilburg University, Center for Economic Research.
• Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
  • Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
• Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
• Yiuman Tse & Brian C. McTier & John K. Wald, 2011. "Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask sp," Working Papers 0004, College of Business, University of Texas at San Antonio.
• Sattar A. Mansi & Yaxuan Qi & John K. Wald, 2011. "Debt Covenants, Bankruptcy Risk, and Issuance Costs," Working Papers 0024, College of Business, University of Texas at San Antonio.
• Don Bredin & John Cotter, 2008. "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 540-560, October.
  • Cotter, John & Bredin, Don, 2005. "Volatility and Irish Exports," MPRA Paper 3522, University Library of Munich, Germany.
  • Don Bredin & John Cotter, 2011. "Volatility and Irish Exports," Working Papers 200416, Geary Institute, University College Dublin.
• Cotter, John, 2007. "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1338-1354, December.
  • Cotter, John, 2004. "Varying the VaR for Unconditional and Conditional Environments," MPRA Paper 3483, University Library of Munich, Germany.
  • John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Working Papers 200419, Geary Institute, University College Dublin.
  • John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Papers 1103.5649, arXiv.org.
• Cotter, John, 2006. "Modelling catastrophic risk in international equity markets: An extreme value approach," MPRA Paper 3507, University Library of Munich, Germany.
  • John Cotter, 2011. "Modelling Catastrophic Risk in International Equity Markets: An Extreme Value Approach," Working Papers 200515, Geary Institute, University College Dublin.
  • john cotter, 2011. "Modelling catastrophic risk in international equity markets: An extreme value approach," Papers 1103.5656, arXiv.org.
• John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
  • Cotter, John & Stevenson, Simon, 2005. "Multivariate Modeling of Daily REIT Volatility," MPRA Paper 3524, University Library of Munich, Germany.
  • John Cotter & Simon Stevenson, 2011. "Multivariate Modelling of Daily REIT Volatility," Working Papers 200517, Geary Institute, University College Dublin.
  • John Cotter & Simon Stevenson, 2011. "Multivariate Modeling of Daily REIT Volatility," Papers 1103.5660, arXiv.org.
• John Cotter & Jim Hanly, 2006. "Reevaluating hedging performance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 677-702, July.
  • Cotter, John & Hanly, James, 2005. "Re-evaluating Hedging Performance," MPRA Paper 3523, University Library of Munich, Germany.
  • John Cotter & Jim Hanly, 2011. "Re-evaluating Hedging Performance," Working Papers 200518, Geary Institute, University College Dublin.
• John Cotter & Jim Hanly, 2012. "Hedging effectiveness under conditions of asymmetry," The European Journal of Finance, Taylor & Francis Journals, vol. 18(2), pages 135-147, February.
  • Cotter, John & Hanly, James, 2007. "Hedging Effectiveness under Conditions of Asymmetry," MPRA Paper 3501, University Library of Munich, Germany.
  • John Cotter & Jim Hanly, 2011. "Hedging Effectiveness under Conditions of Asymmetry," Working Papers 200843, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Hedging Effectiveness under Conditions of Asymmetry," Papers 1103.5411, arXiv.org.
• Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Papers 1103.5973, arXiv.org.
  • John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Working Papers 201106, Geary Institute, University College Dublin.
• John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Papers 1110.4119, arXiv.org.
  • John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
  • Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Why do variance swaps exist?," Documentos de Trabajo del ICAE 2011-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Variance Swaps and Intertemporal Asset Pricing," Documentos de Trabajo del ICAE 2011-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers 2011-05, University of Massachusetts Amherst, Department of Economics.
  • James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," Working Papers wp255, Political Economy Research Institute, University of Massachusetts at Amherst.
• James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," Working Papers wp255, Political Economy Research Institute, University of Massachusetts at Amherst.
  • James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers 2011-05, University of Massachusetts Amherst, Department of Economics.
• Jack Gray & Ron Bird, 2011. "A Brief Critical Review of Australia's Retirement Savings System," Published Paper Series 2011-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
  • Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ke Du & Eckhard Platen, 2011. "Three-Benchmarked Risk Minimization for Jump Diffusion Markets," Research Paper Series 296, Quantitative Finance Research Centre, University of Technology, Sydney.
• Florian Hauser & Marco LiCalzi, 2011. "Learning to Trade in an Unbalanced Market," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 65-76, Springer.
  • Florian Hauser & Marco LiCalzi, 2011. "Learning to trade in an unbalanced market," Working Papers 2, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2011. "An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(4), pages 669-707, June.
  • Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried, 2007. "An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics," CoFE Discussion Papers 07/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2011. "Do individual index futures investors destabilize the underlying spot market?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(1), pages 81-101, January.
  • Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009. "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers 0609, Center for Quantitative Economics (CQE), University of Muenster.
• Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 407-440, March.
  • Fiorella De Fiore & Oreste Tristani, 2011. "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 407-440, March.
  • De Fiore, Fiorella & Tristani, Oreste, 2008. "Credit and the natural rate of interest," Working Paper Series 889, European Central Bank.
• Richard D Bateson, 2011. "Financial Derivative Investments:An Introduction to Structured Products," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p779, February.
• Richard D. Bateson, 2011. "Introduction," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 1, pages 1-20, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Introduction to Swap Finance," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 2, pages 21-33, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Pricing Equity Options," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 3, pages 35-58, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Equity Structured Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 4, pages 59-93, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Basket Equity Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 5, pages 95-127, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Pricing Interest Rate Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 6, pages 129-149, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Interest Rate Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 7, pages 151-172, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Pricing Credit Derivatives," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 8, pages 173-202, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Structured Credit Products," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 9, pages 203-234, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2011. "Fund Options and Hybrids," World Scientific Book Chapters, in: Financial Derivative Investments An Introduction to Structured Products, chapter 10, pages 235-245, World Scientific Publishing Co. Pte. Ltd..
• Eckhard Platen, 2011. "A Benchmark Approach to Investing and Pricing," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 28, pages 409-426, World Scientific Publishing Co. Pte. Ltd..
  • Eckhard Platen, 2009. "A Benchmark Approach to Investing and Pricing," Research Paper Series 253, Quantitative Finance Research Centre, University of Technology, Sydney.
• Laura Raisa MILOS & Carmen CORDUNEANU, 2011. "Pension funds – main institutional investor on the Romanian capital market?," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(2(14)), pages 105-110.
• Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
  • Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
• Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013. "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide," Journal of Finance, American Finance Association, vol. 68(2), pages 739-783, April.
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2011. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Peter Gomber & Uwe Schweickert & Erik Theissen, 2015. "Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach," European Financial Management, European Financial Management Association, vol. 21(1), pages 52-78, January.
  • Gomber, Peter & Schweickert, Uwe & Theissen, Erik, 2011. "Liquidity dynamics in an electronic open limit order book: An event study approach," CFR Working Papers 11-14, University of Cologne, Centre for Financial Research (CFR).
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
• Joachim Grammig & Erik Theissen, 2012. "Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 64(2), pages 82-100, April.
  • Grammig, Joachim G. & Theissen, Erik, 2011. "Is BEST really better? Internalization of orders in an open limit order book," CFS Working Paper Series 2011/03, Center for Financial Studies (CFS).
• Grammig, Joachim & Theissen, Erik & Wuensche, Oliver, 2007. "Time and price impact of a trade: A structural approach," CFR Working Papers 07-12, University of Cologne, Centre for Financial Research (CFR).
  • Grammig, Joachim G. & Theissen, Erik & Wünsche, Oliver, 2011. "Time and the price impact of a trade: A structural approach," CFS Working Paper Series 2011/08, Center for Financial Studies (CFS).
• Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2011. "The evolution of aggregate stock ownership," CFS Working Paper Series 2011/18, Center for Financial Studies (CFS).
• Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Aloud, Monira & Tsang, Edward & Olsen, Richard & Dupuis, Alexandre, 2011. "A directional-change events approach for studying financial time series," Economics Discussion Papers 2011-28, Kiel Institute for the World Economy (IfW Kiel).
• Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Song Song & Peter J. Bickel, 2011. "Large Vector Auto Regressions," Papers 1106.3915, arXiv.org.
  • Song, Song & Bickel, Peter J., 2011. "Large vector auto regressions," SFB 649 Discussion Papers 2011-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bibinger, Markus & Reiß, Markus, 2011. "Spectral estimation of covolatility from noisy observations using local weights," SFB 649 Discussion Papers 2011-086, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.

2010

• Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
  • Felix Kubler & Karl Schmedders, 2007. "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Felix KUBLER & Karl SCHMEDDERS, 2009. "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series 09-05, Swiss Finance Institute.
• Edi Karni, 2010. "A mechanism for thawing the credit markets," Review of Economic Design, Springer;Society for Economic Design, vol. 14(3), pages 243-249, September.
  • Edi Karni, 2009. "A Mechanism for Thawing the Credit Markets," Economics Working Paper Archive 551, The Johns Hopkins University,Department of Economics.
• Fariz Huseynov, 2010. "Review of CIS Stock Markets: Future Perspectives," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 17(1), pages 63-79, May.
• Anand BANSAL & J.S. PASRICHA, 2010. "Impact Of Foreign Capital On Economic Growth In India: 1992 – 2009," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 9-15, June.
• Arvid Raknerud & Øivind Skare, 2010. "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers 614, Statistics Norway, Research Department.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
• Marina Nikiforow, 2010. "Does training on behavioural finance influence fund managers' perception and behaviour?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(7), pages 515-528.
  • Nikiforow, Marina, 2009. "Does training on behavioral finance influence fund managers' perception and behavior?," Hannover Economic Papers (HEP) dp-419, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Shane Miller & Eckhard Platen, 2010. "Real-World Pricing for a Modified Constant Elasticity of Variance Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(2), pages 147-175.
  • Shane M Miller & Eckhard Platen, 2008. "Real World Pricing for a Modified Constant Elasticity of Variance Model," Research Paper Series 237, Quantitative Finance Research Centre, University of Technology, Sydney.
• Claus Aastrup Jensen & Nikolaj Malchow-Møller & Jan Rose Skaksen, 2010. "Does coordination of immigration policies among destination countries increase immigration?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 19(3), pages 357-384.
  • Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus, 2007. "Does Coordination of Immigration Policies among Destination Countries Increase Immigration?," Working Papers 15-2007, Copenhagen Business School, Department of Economics.
• Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
  • Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  • Caiado, Jorge & Crato, Nuno, 2009. "Identifying common dynamic features in stock returns," MPRA Paper 15241, University Library of Munich, Germany.
• Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
  • Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
• Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya, 2010. "Finansal Stres ve Iktisadi Faaliyet," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 1-8.
  • Selim Elekdag & Ibrahim Burak Kanli, 2010. "Finansal Stres ve Iktisadi Faaliyet," CBT Research Notes in Economics 1006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya, 2010. "Finansal Stres ve Iktisadi Faaliyet," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 1-8.
  • Selim Elekdag & Ibrahim Burak Kanli, 2010. "Finansal Stres ve Iktisadi Faaliyet," CBT Research Notes in Economics 1006, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Manish Kumar, 2010. "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 3(2), pages 21-39, December.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
• van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012. "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 26-42.
  • van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W., 2010. "Excess Based Allocation of Risk Capital," Discussion Paper 2010-123, Tilburg University, Center for Economic Research.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
• Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
  • Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
• Chun Liu & John M Maheu, 2010. "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers tecipa-401, University of Toronto, Department of Economics.
• Jude C. EGGOH, 2010. "DeVELOPPEMENT FINANCIER, INSTABILITe FINANCIeRE ET CROISSANCE eCONOMIQUE : UN ReEXAMEN DE LA RELATION," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 32, pages 9-30.
• Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers 600, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers 10-147, Toulouse School of Economics (TSE).
• John Cotter & Jim Hanly, . "Hedging: scaling and the investor horizon," Journal of Risk, Journal of Risk.
  • John Cotter & Jim Hanly, 2010. "Hedging: Scaling and the Investor Horizon," Working Papers 201002, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Hedging: Scaling and the Investor Horizon," Papers 1103.5966, arXiv.org.
• Karl Case & John Cotter & Stuart Gabriel, 2010. "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers 201005, Geary Institute, University College Dublin.
  • Karl Case & John Cotter & Stuart Gabriel, 2011. "Housing risk and return: Evidence from a housing asset-pricing model," Papers 1103.5971, arXiv.org.
• Cotter, John & Hanly, Jim, 2010. "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, vol. 32(2), pages 432-441, March.
  • John Cotter & Jim Hanly, 2010. "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers 201007, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Time Varying Risk Aversion: An Application to Energy Hedging," Papers 1103.5968, arXiv.org.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
  • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
• James Crotty, 2010. "The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability (revised)," Working Papers wp209_revised3, Political Economy Research Institute, University of Massachusetts at Amherst.
• Fernandez-Pol, Eduardo, 2010. "The Financial Crisis 2007-08 and Causality: A Hicksian Perspective," Economics Working Papers wp10-03, School of Economics, University of Wollongong, NSW, Australia.
• Antonio Ciccone & Elias Papaioannou, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," Working Papers 504, Barcelona School of Economics.
  • Antonio Ciccone & Elias Papaioannou, 2010. "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers 1235, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
  • Ciccone, Antonio & Papaioannou, Elias, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," CEPR Discussion Papers 8056, C.E.P.R. Discussion Papers.
• Mansor H. Ibrahim, 2010. "Short-horizon Asymmetry in Conditional Mean of Asean Stock Market Returns," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(2), pages 115-128.
• Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
  • Ron Bird & Danny Yeung, 2010. "How Do Investors React Under Uncertainty?," Working Paper Series 8, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
• Eckhard Platen & Renata Rendek, 2012. "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 34-50, February.
  • Eckhard Platen & Renata Rendek, 2010. "Approximating the Numeraire Portfolio by Naive Diversification," Research Paper Series 281, Quantitative Finance Research Centre, University of Technology, Sydney.
• Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
• Michael Donadelli & Federico Silvestri, 2010. "Why Should Naive Investors Avoid Stock Markets ?," Working Papers 2010_19, Department of Economics, University of Venice "Ca' Foscari".
• Boško Živković & Jelena Minović, 2010. "Illiquidity of Frontier Financial Market: Case of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 349-367, September.
• Boško Živković & Jelena Minović, 2010. "Illiquidity of Frontier Financial Market: Case of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 349-367.
• Gerard Caprio, 2011. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 14, Edward Elgar Publishing.
  • Gerard Caprio, Jr, "undated". "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series iiisdp311, IIIS.
  • Caprio, Gerard, Jr., 2010. "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series 5198, The World Bank.
  • Gerard Caprio, 2009. "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Department of Economics Working Papers 2009-06, Department of Economics, Williams College.
• Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
• John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
  • Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany.
  • john cotter & kevin dowd, 2011. "Estimating financial risk measures for futures positions: a non-parametric approach," Papers 1103.5666, arXiv.org.
  • John Cotter & Kevin Dowd, 2011. "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers 200613, Geary Institute, University College Dublin.
• Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
• Krzysztof Kontek, 2010. "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers 43, Department of Applied Econometrics, Warsaw School of Economics.
• Gabriele Di Filippo, 2010. "Conventions in the Foreign Exchange Market:Do they really explain Exchange Rate Dynamics?," FIW Working Paper series 044, FIW.
• Alexander Puetz & Stefan Ruenzi, 2011. "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 684-712, June.
  • Pütz, Alexander & Ruenzi, Stefan, 2009. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08, University of Cologne, Centre for Financial Research (CFR).
  • Pütz, Alexander & Ruenzi, Stefan, 2010. "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers 08-08 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Grammig, Joachim G. & Peter, Franziska J., 2010. "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers 10-06, University of Cologne, Centre for Financial Research (CFR).
• Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013. "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide," Journal of Finance, American Finance Association, vol. 68(2), pages 739-783, April.
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2011. "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers 10-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2010. "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers 10-19, University of Cologne, Centre for Financial Research (CFR).
• Draus, Sarah, 2010. "Does inter-market competition lead to less regulation?," CFS Working Paper Series 2010/13, Center for Financial Studies (CFS).
  • Sarah Draus, 2011. "Does Inter-Market Competition Lead to Less Regulation?," CSEF Working Papers 296, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
• Verrier, Tatjana, 2010. "Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 41600, November.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
• Schulz, Frowin C., 2010. "Robust estimation of integrated variance and quarticity under flat price and no trading bias," Discussion Papers in Econometrics and Statistics 4/10, University of Cologne, Institute of Econometrics and Statistics.
• Schulz, Frowin C., 2010. "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics 8/10, University of Cologne, Institute of Econometrics and Statistics.
• Lischewski, Judith & Voronkova, Svitlana, 2010. "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers 10-070, ZEW - Leibniz Centre for European Economic Research.
• Jose García B., 2010. "Return's seasonalities in the Latibex Market," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 25(1), pages 3-14, June.
• Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
  • Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Susan Thomas, 2010. "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers id:2597, eSocialSciences.
• Alva-Vázquez, Abraham. & Sierra-Juárez, Guillermo., 2010. "Opciones climáticas para el sector pesquero del pacífico mexicano," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(11), pages 29-61, segundo s.
• Christophe Rault & António Afonso, 2011. "Long-run Determinants of Sovereign Yields," Economics Bulletin, AccessEcon, vol. 31(1), pages 367-374.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series 3155, CESifo.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," Working Papers Department of Economics 2010/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Melik KAMISLI & Nuray GIRGINER, 2010. "Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 11(1), pages 1-30, May.
• Elena Márquez & Belén Nieto Doménech & Gonzalo Rubio Irigoyen, 2010. "Consumption, liquidity and the cross-sectional variation of expected returns," Working Papers. Serie AD 2010-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010. "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 6(2), pages 247-270, July.
• Erhan Bayraktar & Hasanjan Sayit, 2010. "No arbitrage conditions for simple trading strategies," Annals of Finance, Springer, vol. 6(1), pages 147-156, January.
  • Erhan Bayraktar & Hasanjan Sayit, 2008. "No Arbitrage Conditions For Simple Trading Strategies," Papers 0801.4047, arXiv.org, revised Jan 2009.
• Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010. "The fundamental theorem of asset pricing for continuous processes under small transaction costs," Annals of Finance, Springer, vol. 6(2), pages 157-191, March.
• Andros Gregoriou, 2010. "Corporate Valuation and Dividends: UK Evidence from Panel Unit Root and Cointegration Tests," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(1), pages 15-22, March.
• Juan Brida & Wiston Risso, 2010. "Dynamics and Structure of the 30 Largest North American Companies," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 85-99, January.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
  • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
• Thomas Nitschka, 2010. "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 49-65, March.
• Don Galagedera, 2010. "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 245-269, September.
• Christos Alexakis & Emmanouil Mavrakis, 2010. "Is Moderate Market Performance in the U.S. a Sufficient Condition for Abnormal Returns on CEFs?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 80-95, February.
• Nicholas Apergis & John Sorros, 2010. "Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(3), pages 269-281, August.
• Elias Oikarinen, 2010. "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, vol. 41(4), pages 486-509, November.
• Frank Zhang, 2010. "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, vol. 13(2), pages 101-124, July.
• Alex Frino & Elvis Jarnecic & Hui Zheng, 2010. "Activity in futures: does underlying market size relate to futures trading volume?," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 313-325, April.
• Sidney Leung & Bertrand Horwitz, 2010. "Corporate governance and firm value during a financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 34(4), pages 459-481, May.
• Arie Harel & Giora Harpaz & Joseph Yagil, 2010. "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 113-121, July.
• Lawrence Fisher & Daniel Weaver & Gwendolyn Webb, 2010. "Removing biases in computed returns," Review of Quantitative Finance and Accounting, Springer, vol. 35(2), pages 137-161, August.
• Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness, 2010. "Inter-market competition for NYSE-listed securities under decimals," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 371-391, November.
• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2010. "The hot hand belief and the gambler’s fallacy in investment decisions under risk," Theory and Decision, Springer, vol. 68(4), pages 445-462, April.
• Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
• Günter Franke & Ferdinand Graf, 2010. "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz 2010-11, Department of Economics, University of Konstanz.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
• Georgi Bontschev & Martin Eling, 2010. "Wo investieren Distressed-Securities-Hedgefonds? Ein Asset-based Style-Faktorenmodell," Credit and Capital Markets, Credit and Capital Markets, vol. 43(3), pages 375-406.
• Shaneera Boolell-Gunesh & Maxime Merli, 2010. "Trading activity and Overconfidence: First Evidence from a large European Database," Working Papers of LaRGE Research Center 2010-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli, 2010. "Investor Sophistication, Learning and the Disposition Effect," Working Papers of LaRGE Research Center 2010-12, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series wp1002, William Davidson Institute at the University of Michigan.
  • Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010. "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO 1253, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Gann, Philipp & Kretzschmar, Anne & Rudolph, Bernd, 2010. "Determinanten der Eigenkapitalrendite von Sparkassen," Discussion Papers in Business Administration 11786, University of Munich, Munich School of Management.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
• Tolga Cenesizoglu, 2010. "Size, Book-to-Market Ratio and Macroeconomic News," Cahiers de recherche 1033, CIRPEE.
• Hassanzadeh, Ali & Ahmadian, Azam, 2010. "Effect of Stock Market Development on Economic Growth (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 1(2), pages 31-52, March.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
• Stacey Schreft & Adam Bold, 2010. "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers 1, The Mutual Fund Research Center®.
• Levente Kovács, 2010. "New Model of Current Account Balances," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 6(02), pages 31-35.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions 379, Bruegel.
• Ágnes Csermely & Zoltán Szalai, 2010. "The role of financial imbalances in monetary policy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(2), pages 6-12, June.
• Dominique Guegan & Chafic Merhy, 2010. "A Note on fair Value and Illiquid Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460856, HAL.
  • Dominique Guegan & Chafic Merhy, 2010. "A note on fair value and illiquid markets," Documents de travail du Centre d'Economie de la Sorbonne 10001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Alexander Subbotin & Thierry Chauveau, 2010. "Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Documents de travail du Centre d'Economie de la Sorbonne 10048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pierre-André Maugis, 2010. "Market Efficiencies and Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544324, HAL.
  • Pierre-André Maugis, 2010. "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne 10094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
  • Stambaugh, Robert F. & Pástor, LuboÅ¡, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
  • Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
• Robert S. Gibbons & Richard T. Holden & Michael L. Powell, 2010. "Rational-Expectations Equilibrium in Intermediate Good Markets," NBER Working Papers 15783, National Bureau of Economic Research, Inc.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013. "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, vol. 108(2), pages 323-348.
  • Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang, 2010. "Learning and the Disappearing Association Between Governance and Returns," NBER Working Papers 15912, National Bureau of Economic Research, Inc.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," Research Department Publications 4667, Inter-American Development Bank, Research Department.
  • John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
  • Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010. "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers) 1127, Inter-American Development Bank.
• Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 745-773.
  • Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
• Jeffrey Wurgler, 2010. "On the Economic Consequences of Index-Linked Investing," NBER Working Papers 16376, National Bureau of Economic Research, Inc.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011. "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3688-3730.
  • Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2010. "What Does Equity Sector Orderflow Tell Us about the Economy?," NBER Working Papers 16534, National Bureau of Economic Research, Inc.
• Kitty Moloney & Srinivas Raghavendra, 2010. "Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory," Working Papers 0158, National University of Ireland Galway, Department of Economics, revised 2010.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
  • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers 1004, University of Nevada, Las Vegas , Department of Economics.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
• Hetes Roxana & Miru Oana & Crâsneac Alexandru, 2010. "The Development And Implications Of The U.S. Subprime Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 742-747, December.
• Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 70-95, March.
  • Claudio Borio, 2009. "Ten propositions about liquidity crises," BIS Working Papers 293, Bank for International Settlements.
• Enzo Weber, 2010. "Structural Conditional Correlation," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 392-407, Summer.
  • Weber, Enzo, 2009. "Structural Conditional Correlation," University of Regensburg Working Papers in Business, Economics and Management Information Systems 434, University of Regensburg, Department of Economics.
• Matthew Rabin & Dimitri Vayanos, 2010. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 730-778.
  • Rabin, Matthew & Vayanos, Dimitri, 2007. "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics 24476, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Rabin, Matthew, 2007. "The Gambler's and Hot-Hand Fallacies: Theory and Applications," CEPR Discussion Papers 6081, C.E.P.R. Discussion Papers.
  • Matthew Rabin & Dimitri Vayanos, 2007. "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers dp578, Financial Markets Group.
• POPA Lucia - Ramona, 2010. "Advantages and Risks Offered by Romanian to Foreign Investors," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 141-146, May.
• POPA Lucia - Ramona, 2010. "The Impact of Direct Foreign Investments on the Economic Growth in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 147-152, May.
• Eduardo Morón & Johanna Tejada & Alonso Villacorta, 2010. "Competencia y concentración en el sistema financiero en el Perú," Working Papers 10-03, Centro de Investigación, Universidad del Pacífico.
• Kosmas Njanike, 2010. "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(1), pages 217-228.
• Shaikh, Salman, 2010. "A Brief Review & Introduction to Practiced Islamic Banking & Finance," MPRA Paper 19458, University Library of Munich, Germany.
• Smant, David / D.J.C., 2010. "Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases," MPRA Paper 19815, University Library of Munich, Germany.
• Moawia, Alghalith, 2010. "Forward dynamic utilities: a new model and new results," MPRA Paper 21074, University Library of Munich, Germany.
• Chen, Hui & Parsley, David & Yang, Ya-wen, 2010. "Corporate Lobbying and Financial Performance," MPRA Paper 21114, University Library of Munich, Germany.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo & Des Rosiers, Francois, 2010. "Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index," MPRA Paper 22604, University Library of Munich, Germany.
• Yongyang Su & Lan Zheng, 2011. "The Impact of Securities Transaction Taxes on the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 32-46, January.
  • Su, Yongyang, 2010. "The impact of the securities transaction taxes on the Chinese stock market," MPRA Paper 22695, University Library of Munich, Germany, revised 13 May 2010.
• Gazi Mainul Hassan & Hisham M. Al refai, 2012. "Can macroeconomic factors explain equity returns in the long run? The case of Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(13), pages 1029-1041, July.
  • Hassan, Gazi & Hisham, Al refai, 2010. "Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan," MPRA Paper 22713, University Library of Munich, Germany.
• Emenike, Kalu O., 2010. "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper 22723, University Library of Munich, Germany.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010. "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series EERI_RP_2010_18, Economics and Econometrics Research Institute (EERI), Brussels.
  • Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010. "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper 23752, University Library of Munich, Germany.
• Siddiqi, Hammad, 2010. "Information transmission and the emergence of a peculiar trading facility in certain emerging markets," MPRA Paper 23925, University Library of Munich, Germany.
• Abdel Aal Mahmoud, Ashraf, 2010. "FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data," MPRA Paper 24654, University Library of Munich, Germany.
• Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  • Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2012. "Stochastic optimal hedge ratio: theory and evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 699-703, May.
  • Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010. "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper 26153, University Library of Munich, Germany.
• Hasan, Zubair, 2010. "Dubai financial crisis: causes, bailout and after - a case study," MPRA Paper 26397, University Library of Munich, Germany.
• Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
  • Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
  • Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," CERS-IE WORKING PAPERS 1117, Institute of Economics, Centre for Economic and Regional Studies.
  • Csóka, Péter & Pintér, Miklós, 2014. "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP) 2014/12, Corvinus University of Budapest.
• Waśniewski, Krzysztof, 2010. "Emergence of alternative capital markets in developing countries as a process of institutional change," MPRA Paper 26681, University Library of Munich, Germany.
• Shaikh, Salman & Saeed, Shan, 2010. "Sukuk Bond: The Global Islamic Financial Instrument," MPRA Paper 26700, University Library of Munich, Germany.
• Ramosaj, Berim, 2010. "Challenges to Solvency II Reform in Insurance Industry," MPRA Paper 26739, University Library of Munich, Germany.
• Mihaela NICOLAU, 2010. "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
  • Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
• Kucuk, Ugur N., 2010. "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper 27428, University Library of Munich, Germany.
• Song, In Ho, 2010. "House Prices and Consumption," MPRA Paper 27481, University Library of Munich, Germany.
• Gete, Pedro & Porchia, Paolo, 2010. "Fertility and Consumption when Having a Child is a Risky Investment," MPRA Paper 27885, University Library of Munich, Germany.
  • Pedro Gete and Paolo Porchia, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," Working Papers gueconwpa~11-11-03, Georgetown University, Department of Economics.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Does corporate governance affect stock liquidity in the Tunisian Stock Market?," MPRA Paper 28697, University Library of Munich, Germany, revised Feb 2011.
• Loukil, Nadia & Yousfi, Ouidad, 2010. "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper 28699, University Library of Munich, Germany, revised Feb 2011.
  • Nadia Loukil & Ouidad Yousfi, 2013. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Papers 1304.4852, arXiv.org.
  • Nadia Loukil & Ouidad Yousfi, 2011. "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Post-Print hal-00813921, HAL.
• Douch, Mohamed & Bouaddi, Mohammed, 2010. "EQUITY Premium Puzzle in a Data-Rich Environment," MPRA Paper 29440, University Library of Munich, Germany.
• Vo, Xuan Vinh & Batten, Jonathan, 2010. "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper 29862, University Library of Munich, Germany, revised 10 Jan 2011.
• Vo, Xuan Vinh, 2010. "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper 29863, University Library of Munich, Germany, revised 10 Jan 2011.
• Sarath Chandran, B.P. & Manju, T.K., 2010. "Financial Inclusion Strategies For Inclusive Growth In India," MPRA Paper 33569, University Library of Munich, Germany.
• Courtney, Samuel, 2010. "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper 35366, University Library of Munich, Germany.
• Courtney, Samuel, 2010. "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper 35390, University Library of Munich, Germany.
• MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq, 2010. "Determinants of stock market performance in Nigeria: long-run analysis," MPRA Paper 35838, University Library of Munich, Germany.
• Reiffen, David & Buyuksahin, Bahattin, 2010. "The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective?," MPRA Paper 35927, University Library of Munich, Germany.
• Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
• Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010. "Systematic risks for the financial and for the non-financial Romanian companies," MPRA Paper 41636, University Library of Munich, Germany, revised 28 Feb 2010.
• Zawadzki, Krystian & Lewicka, Marta, 2010. "Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia [Financial market in Russian Federation – selected issues]," MPRA Paper 45043, University Library of Munich, Germany.
• Petr Sedláček, 2010. "State-Run Investment Funds: Major Institutional Investors on Global Financial Markets [Státní investiční fondy - významný institucionální investor globálních finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2010(2), pages 3-22.
• Petr Musílek, 2010. "Financial Crises and Their Responses in the Institutional Reforms: Glass-Steagall Act versus Dodd-Frank Act [Finanční krize a jejich odezvy v institucionálních reformách: Glass-Steagall Act versus ," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2010(2), pages 6-17.
• Ladislav Krištoufek, 2010. "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 471-487.
• Stephen Morris & Hyun Song Shin, 2012. "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 1-21, January.
  • Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection," Working Papers 1251, Princeton University, Department of Economics, Econometric Research Program..
• Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection - Revised November, 2010," Working Papers 1282, Princeton University, Department of Economics, Econometric Research Program..
• Catherine Karyotis, 2010. "Rétrospective et perspective : six décennies de comptes courants de titres," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 71-85.
• Françoise Le Quéré, 2010. "L’habillage de portefeuille par les gérants de fonds dans la littérature : incitations, effets et risques," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 275-293.
• Christian Saint-Étienne, 2010. "À quelles conditions la finance est-elle utile ? Enjeux d’une place financière puissante à Paris," Revue d'Économie Financière, Programme National Persée, vol. 98(3), pages 317-332.
• Carlo D'Adda, 2010. "Dalla crisi finanziaria alla crisi reale," Moneta e Credito, Economia civile, vol. 63(249), pages 59-66.
• Ugo Sacchetti, 2010. "Global imbalances: a gathering storm," PSL Quarterly Review, Economia civile, vol. 63(252), pages 7-38.
• Ivo Maes, 2010. "Alexandre Lamfalussy and the origins of the BIS macro-prudential approach to financial stability," PSL Quarterly Review, Economia civile, vol. 63(254), pages 265-292.
• Ralf Becker & Adam Clements, 2010. "Volatility and the role of order book structure," NCER Working Paper Series 64, National Centre for Econometric Research.
• Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 30(2), pages 139-158, May.
  • Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  • Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2015. "The Housing Market(s) of San Diego," American Economic Review, American Economic Association, vol. 105(4), pages 1371-1407, April.
  • Monika Piazzesi & Martin Schneider & Tim Landvoigt, 2010. "The Housing Market(s) of San Diego," 2010 Meeting Papers 1309, Society for Economic Dynamics.
  • Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2012. "The Housing Market(s) of San Diego," NBER Working Papers 17723, National Bureau of Economic Research, Inc.
• Le Grand, F. & Ragot, X., 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," Working papers 302, Banque de France.
  • Xavier Ragot & Francois Le Grand, 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers 300, Society for Economic Dynamics.
• Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
  • Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
  • Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
  • Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
  • Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
  • Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1022, Koc University-TUSIAD Economic Research Forum.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series 06_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series 2010_06, Department of Economics, University of Macedonia, revised Apr 2010.
  • Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers 2010-07, University of Stirling, Division of Economics.
• Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, vol. 36(2), pages 121-132, August.
  • Theodore Panagiotidis, 2010. "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series 2010_08, Department of Economics, University of Macedonia, revised Jun 2010.
  • Theodore Panagiotidis, 2010. "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series 20_10, Rimini Centre for Economic Analysis.
• Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper series 31_10, Rimini Centre for Economic Analysis.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
  • Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012. "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers 1196, Society for Economic Dynamics.
  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series 42_10, Rimini Centre for Economic Analysis.
• Bhattacharyay, Biswa, 2010. "Financing Asia’s Infrastructure: Modes of Development and Integration of Asian Financial Markets," ADBI Working Papers 229, Asian Development Bank Institute.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, vol. 23(2), pages 337-357, April.
  • Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
• Rotfuß, Waldemar, 2010. "Options, futures, and other derivatives in Russia: an overview," Journal of Financial Transformation, Capco Institute, vol. 29, pages 149-154.
  • Rotfuß, Waldemar, 2007. "Options, Futures, and Other Derivatives in Russia: An Overview," ZEW Discussion Papers 07-059, ZEW - Leibniz Centre for European Economic Research.
• Agapie, Adriana & Bratianu, Constantin, 2010. "Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 213-222, July.
• Necula, Ciprian, 2010. "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 93-106, September.
• Mohammad Saleh JAHUR & S.M. Nasrul QUADIR, 2010. "Development Of Bond Market In Bangladesh: Issues, Status And Policies," Management Research and Practice, Research Centre in Public Administration and Public Services, Bucharest, Romania, vol. 2(3), pages 299-313, September.
• Mahdi SALEHI & Saeid Jabarzadeh KANGARLOUEI, 2010. "An Investigation of the Effect of Audit Quality on Accrual Reliability of Listed Companies on Tehran Stock Exchange," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 11(5), pages 940-960, December.
• Maria Czech, 2010. "Analiza struktury inwestorow na warszawskim parkiecie w aspeckie fluktuacji indeksu WIG20," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 6(4), pages 92-102, December.
• Agata Gemzik-Salwach, 2010. "KSZTAlTOWANIE SIe MARz ODSETKOWYCH BANKoW," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 6(special), pages 64-73, December.
• Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic, 2010. "Herd Behaviour, Illiquidity and Extreme Market States," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(3), pages 305-324, December.
• Christophe Schinckus, 2010. "Semiotics of Financial Marketplace," Journal of Interdisciplinary Economics, , vol. 22(4), pages 317-333, July.
• Thorsten Hock, 2010. "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 553-576, September.
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
  • Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
• Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010. "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
  • Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series n1660306, Department of Economics, National University of Ireland - Maynooth.
  • Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006. "Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests," The Institute for International Integration Studies Discussion Paper Series iiisdp134, IIIS.
• Masaaki Fukasawa, 2010. "Central limit theorem for the realized volatility based on tick time sampling," Finance and Stochastics, Springer, vol. 14(2), pages 209-233, April.
• Constantinos Kardaras, 2012. "Market viability via absence of arbitrage of the first kind," Finance and Stochastics, Springer, vol. 16(4), pages 651-667, October.
• Ashkan Nikeghbali & Eckhard Platen, 2013. "A reading guide for last passage times with financial applications in view," Finance and Stochastics, Springer, vol. 17(3), pages 615-640, July.
• Lakshmi Balasubramanyan & Ramesh Mohan, 2010. "How well is productivity being priced?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 415-429, October.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers 2010-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Nikolaus Hautsch & Mark Podolskij, 2010. "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers 2010-29, Department of Economics and Business Economics, Aarhus University.
  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
• Rasmus Tangsgaard Varneskov, 2010. "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers 2010-39, Department of Economics and Business Economics, Aarhus University.
• Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, Department of Economics and Business Economics, Aarhus University.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013. "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, vol. 172(2), pages 307-324.
  • Tim Bollerslev & Viktor Todorov, 2010. "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers 2010-64, Department of Economics and Business Economics, Aarhus University.
• Almut Veraart, 2011. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 253-291, September.
  • Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
• Nektarios Aslanidis & Isabel Casas, 2010. "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers 2010-71, Department of Economics and Business Economics, Aarhus University.
• Yuan-Ming Lee & Kuan-Min Wang, 2010. "The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 12(28), pages 606-633, June.
• Umar Bida Ndako, 2010. "Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa," The African Finance Journal, Africagrowth Institute, vol. 12(2), pages 72-92.
• Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010. "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, vol. 12(Conferenc), pages 75-97.
• Lect. Sanda Constantin Ph.D & Lect. Dana Adriana Lupşa-Tătaru Ph. D, 2010. "Capital Markets And The Cost Of Capital," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(38), pages 1-6, May.
• Ioan NISTOR & Maria ULICI, 2010. "Banking crisis. Case of U.S. banks versus UK banks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 26-34, May.
• Dorina POANTA & Vera MORARIU, 2010. "Trends and expectations regarding lending activity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 53-59, May.
• Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP, 2010. "Options evaluation - Black-Scholes model vs. binomial options pricing model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 137-146, December.
• Cristina CURUTIU BALINT, 2010. "The correlation between the macroeconomic variables and the Bucharest stock exchange share prices," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 189-195, December.
• Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• PIROVANO, Mara, 2010. "Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states," Working Papers 2010024, University of Antwerp, Faculty of Business and Economics.
• Alina Camelia Sargu, 2010. "The Impact of the European Financial Integration Process and Other International Tendencies on the Romanian Stock Market," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Alberto Burchi, 2010. "Hedge funds regulation towards new challenges," BANCARIA, Bancaria Editrice, vol. 11, pages 65-75, November.
• Beatriz García & Juan M. Garcia Lara & Fenando Penalva, 2010. "Accounting Conservatism and Firm Investment Efficiency," Working Papers 1004, Departament Empresa, Universitat Autònoma de Barcelona, revised Jan 2010.
• Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
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• Cristina Curutiu, 2010. "WILL THE ROMANIAN SMEs BE LISTED ON THE BUCHAREST STOCK EXCHANGE?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
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• Javier Andrés & Óscar Arce & Carlos Thomas, 2013. "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 87-125, December.
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• Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
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• Gómez-Pineda, Javier G., 2010. "El mercado de bonos," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 8, pages 133-168, Banco de la Republica de Colombia.
• Gómez-Pineda, Javier G., 2010. "El mercado de acciones," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 9, pages 169-184, Banco de la Republica de Colombia.
• Gómez-Pineda, Javier G., 2010. "El mercado de derivados," Chapters, in: Gómez-Pineda, Javier G. (ed.), Dinero, banca y mercados financieros. Los países emergentes en la economía global, chapter 10, pages 185-199, Banco de la Republica de Colombia.
• Javier G. Gómez-Pineda, 2010. "Dinero, banca y mercados financieros. Los países emergentes en la economía global," Books, Banco de la Republica de Colombia, number 2010-05.
• Salman Ahmad & Mohammad Gul & Gohar Saeed, 2010. "Effects Of Interest Rates On Stock Market Capitalization," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(1), pages 18-22, April.
• Muhammad Akbar & Shahid Ali, 2010. "A Test Of The Validity Of The CAPM In Pakistani Equity Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(1), pages 23-28, April.
• Muhammad Atiq & Muhammad Rafiq & Roohullah, 2010. "Factors Affecting Stock Prices: A Case Study Of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(1), pages 7-12, April.
• Muhammad Akbar & Muhammad Kamran Khan & Shahid Ali, 2010. "The Relationship between EVA and Stock Returns: Empirical Evidence from KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 2(2), pages 1-5, October.
• Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010. "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(185), pages 63-106, April - J.
• Ana Manola & Branko Uroševic, 2010. "Option-Based Valuation Of Mortgage-Backed Securities," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(186), pages 42-66, July – Se.
• Theo Lubke & Ada Li & Darrell Duffie, 2010. "Policy perspectives on OTC derivatives market infrastructure," Staff Reports 424, Federal Reserve Bank of New York.
  • Darrell Duffie & Ada Li & Theo Lubke, 2010. "Policy Perspectives on OTC Derivatives Market Infrastructure," Working Papers 2010-002, Becker Friedman Institute for Research In Economics.
  • Duffie, Darrell & Li, Ada & Lubke, Theo, 2010. "Policy Perspectives on OTC Derivatives Market Infrastructure," Research Papers 2046, Stanford University, Graduate School of Business.
• Avouyi-Dovi, S. & Idier, J., 2010. "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers 278, Banque de France.
• Xavier Ragot & Francois Le Grand, 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers 300, Society for Economic Dynamics.
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• Antonio Ciccone & Elias Papaioannou, 2010. "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers 1235, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
  • Antonio Ciccone & Elias Papaioannou, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," Working Papers 504, Barcelona School of Economics.
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• Wei Chen & J L Ford, 2010. "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers 10-15, Department of Economics, University of Birmingham.
• Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  • Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
  • Motta, Massimo & , & Argentesi, Elena, 2006. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers 5912, C.E.P.R. Discussion Papers.
  • Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
• Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11, pages 381-396, August.
• Gerard Hoberg & Gordon Phillips, 2010. "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, vol. 65(1), pages 45-86, February.
  • Gerard Hoberg & Gordon M. Phillips, 2008. "Real and Financial Industry Booms and Busts," NBER Working Papers 14290, National Bureau of Economic Research, Inc.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010. "Sell‐Side School Ties," Journal of Finance, American Finance Association, vol. 65(4), pages 1409-1437, August.
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• David Abad & Roberto Pascual, 2010. "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(1), pages 45-75, March.
  • David Abad & Roberto Pascual, 2007. "Switching to a temporary call auction in times of high uncertainty," CNMV Working Papers CNMV Working Papers no. 1, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010. "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance 2010/3, University of Stavanger.
  • Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010. "Why do firms pay for liquidity provision in limit order markets?," Working Paper 2010/12, Norges Bank.
• Nordal, Kjell Bjorn & Naes, Randi, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," UiS Working Papers in Economics and Finance 2010/10, University of Stavanger.
  • Kjell Bjørn Nordal & Randi Næs, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper 2010/31, Norges Bank.
• Jong-Ku Kang, 2010. "Empirical Estimation of Banks' Herding in the Korean Loan Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(1), pages 1-36, March.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010. "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 59-95.
• Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
  • Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  • Motta, Massimo & , & Argentesi, Elena, 2006. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers 5912, C.E.P.R. Discussion Papers.
  • Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
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  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
• Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010. "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(2), pages 113-139.
• Fábio Augusto Reis Gomes & Vicente Cresto, 2010. "Long-Short Fund Performance Evaluation in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 505-529.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
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  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Parail, V., 2010. "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Cambridge Working Papers in Economics 1059, Faculty of Economics, University of Cambridge.
• Schouten, M.C., 2010. "The Mechanism of Voting Efficiency," Working Papers wp410, Centre for Business Research, University of Cambridge.
• Rodolfo Apreda, 2010. "The pricing of financial assets in the physical world of finance," CEMA Working Papers: Serie Documentos de Trabajo. 427, Universidad del CEMA.
• François Ortalo-Magné & Andrea Prat, 2016. "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, vol. 83(329), pages 130-171, January.
  • Ortalo-Magné, François & Prat, Andrea, 2010. "Spatial Asset Pricing: A First Step," CEPR Discussion Papers 7842, C.E.P.R. Discussion Papers.
  • Francois Ortalo-Magne & Andrea Prat, 2010. "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series 546, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Jerome L. Stein, 2010. "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series 2924, CESifo.
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," CESifo Working Paper Series 2938, CESifo.
• Christophe Rault & António Afonso, 2011. "Long-run Determinants of Sovereign Yields," Economics Bulletin, AccessEcon, vol. 31(1), pages 367-374.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," Working Papers Department of Economics 2010/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • António Afonso & Christophe Rault, 2010. "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series 3155, CESifo.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014. "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, vol. 82(5), pages 549-595, September.
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  • Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
• Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012. "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 173-182.
  • Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin 1080, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series 3281, CESifo.
• Emilios Avgouleas, 2010. "The Regulation of Short Sales and its Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(01), pages 24-27, April.
• Andrea Resti & Andrea Sironi, 2010. "What Future for Basel II?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(01), pages 3-7, April.
• Phoebus Athanassiou, 2010. "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(01), pages 8-13, April.
• Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(02), pages 40-46, July.
  • Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
• Emilios Avgouleas, 2010. "The Regulation of Short Sales and its Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(1), pages 24-27, 04.
• Andrea Resti & Andrea Sironi, 2010. "What Future for Basel II?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(1), pages 3-7, 04.
• Phoebus Athanassiou, 2010. "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(1), pages 8-13, 04.
• Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(2), pages 40-46, 07.
  • Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 37-43, April.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," Post-Print halshs-00754464, HAL.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754464, HAL.
• Riccardo Revelli, 2010. "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 44-54, April.
• Dilip K. Das, 2010. "The Global Economy: Recovering from the Edge of a Financial And Economic Abyss," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 55-61, April.
• Augustin Kwasi Fosu, 2010. "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 62-71, April.
• Vito Tanzi, 2010. "Comments on Recent Fiscal Developments and Exit Strategies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(02), pages 105-110, July.
• Hans-Werner Sinn, 2010. "Introduction by Hans-Werner Sinn," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 12-19, October.
• Valdis Dombrovskis, 2010. "Managing the Crisis: Keynote Adress by Valdis Dombrovskis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 25-26, October.
• Manfred J.M. Neumann, 2010. "Managing the Crisis by Manfred J.M. Neumann," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 27-32, October.
• Horst Köhler, 2010. "Keynote Adress by Horst Köhler," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 3-7, October.
• Jean-Claude Trichet, 2010. "Keynote Adress by Jean-Claude Trichet," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(03), pages 8-11, October.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 37-43, April.
• Riccardo Revelli, 2010. "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 44-54, April.
• Dilip K. Das, 2010. "The Global Economy: Recovering from the Edge of a Financial And Economic Abyss," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 55-61, April.
• Augustin Kwasi Fosu, 2010. "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(1), pages 62-71, April.
• Vito Tanzi, 2010. "Comments on Recent Fiscal Developments and Exit Strategies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(2), pages 105-110, July.
• Hans-Werner Sinn, 2010. "Introduction by Hans-Werner Sinn," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 12-19, October.
• Valdis Dombrovskis, 2010. "Managing the Crisis: Keynote Adress by Valdis Dombrovskis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 25-26, October.
• Manfred J.M. Neumann, 2010. "Managing the Crisis by Manfred J.M. Neumann," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 27-32, October.
• Horst Köhler, 2010. "Keynote Adress by Horst Köhler," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 3-7, October.
• Jean-Claude Trichet, 2010. "Keynote Adress by Jean-Claude Trichet," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(3), pages 8-11, October.
• Erich Harbrecht & Martin Wieland & Ralf Elsas & Ottmar Schneck, 2010. "Ist eine europäische Ratingagentur sinnvoll, und wie sollte sie organisiert sein?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(01), pages 03-11, January.
• Christoph Zeitler & Bernd Rudolph & Christian Kirchner & Christoph Kaserer & Markus Ferber, 2010. "Regulierung und Aufsicht der Banken: Brauchen wir Basel III?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(03), pages 03-20, February.
• Thiess Büttner, 2010. "Caveat Emptor: Gläubigerschutz ist keine Lösung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(05), pages 30-31, March.
• Thomas Mirow & Gunther Schnabl & Michael Knogler & Klaus-Jürgen Gern, 2010. "Auswirkungen der Krise auf Schwellenländer: Welches Entwicklungsmodell hat sich bewährt?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(06), pages 03-17, March.
• Hans-Bernd Schäfer, 2010. "Was wird aus Griechenland? Überlegungen zu einem Insolvenzrecht für internationale Staatsschulden," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(06), pages 18-25, March.
• Gerhard Illing, 2010. "Geld- und Fiskalpolitik in der Wirtschaftskrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(07), pages 10-16, April.
• Andre Horovitz & Martin Schütte & Barbara Hendricks & Sigrid Müller & Max Otte, 2010. "Ist ein Verbot von Wertpapier-Leerverkäufen bzw. ungedeckten Credit Default Swaps sinnvoll?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(13), pages 03-18, July.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers 15883, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," Levine's Working Paper Archive 661465000000000237, David K. Levine.
  • George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010. "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers 1502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Paul De Grauwe, 2010. "The Financial Crisis and the Future of the Eurozone," Bruges European Economic Policy Briefings 21, European Economic Studies Department, College of Europe.
• Christian Espinosa Méndez, 2010. "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010. "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
• Diego Alonso Agudelo Rueda, 2010. "Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos?," Documentos de Trabajo de Valor Público 10654, Universidad EAFIT.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010. "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi, June.
• Roberto J. Santillán Salgado, 2010. "Stock Market Wealth-Effects During Privatization Initial Public Offers In Chile (1984-1989)," Estudios Gerenciales, Universidad Icesi, December.
• Julián Benavides Franco* & Samuel Mongrut Montalván, 2010. "Governance Codes: Facts Or Fictions? A Study Of Governance Codes In Colombia," Estudios Gerenciales, Universidad Icesi, December.
• Florina Guadalupe Arredondo Trapero & Verónica Del Carmen Maldonado De Lozada & Jorge De La Garza García, 2010. "Consumers And Their Buying Decision Making Based On Price And Information About Corporate Social Responsibility (Csr).Case Study: Undergraduate Studen," Estudios Gerenciales, Universidad Icesi, December.
• Kristjanpoller Rodríguez, Werner, 2010. "Análisis del efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, January.
• Gustavo Adolfo Díaz Valencia, 2010. "Las imperfecciones del mercado de créditos, la restricción crediticia y los créditos alternativos," Revista CIFE, Universidad Santo Tomás, December.
• Adolfo Carbal Herrera, 2010. "La valoracion economica de bienes y servicios ambientales como herramienta estrategica para la conservacion y uso sostenible de los ecosistemas," Revista Criterio Libre, Universidad Libre - Sede Principal, May.
• Gladys Yaneth Marino Becerra & Inelia Medina Sandoval, 2010. "La administracion financiera: una utopia en las microempresas," Revista Criterio Libre, Universidad Libre - Sede Principal, June.
• Danielle Tomta & Cesaire Chiatchoua, 2010. "Cadenas productivas y productividad de las Mipymes," Revista Criterio Libre, Universidad Libre - Sede Principal, June.
• Miryam Romero Restrepo & Constanza Loreth Fajardo Calderón & Carlos A ndrés Vélez R omero, 2010. "Aspectos jurídicos y tributarios de la factura como título valor," Revista Criterio Libre, Universidad Libre - Sede Principal, December.
• José Joaquín Ortiz Bojacá, 2010. "La complejidad y la teoría contable," Revista Criterio Libre, Universidad Libre - Sede Principal, December.
• Carlos Aldana & Felipe Aristizabal & Claudia Echavarría, 2010. "Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• Andrea Patricia Alba & Nidia Remolina, 2010. "Segundo Mercado: balance y propuestas para su profundización desde la perspectiva de las pequenas y medianas empresas," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
• María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera, 2010. "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT, October.
• Román Leonardo Villarreal Ramos, 2010. "El mercado de crédito colombiano, un análisis desde las reformas financieras," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• Carlo Alberto Magni, 2010. "ROE, Market Value Added e creazione di valore," Proyecciones Financieras y Valoración 7532, Master Consultores.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
  • Nicodème, Gaëtan & Hemmelgarn, Thomas, 2010. "The 2008 Financial Crisis and Taxation Policy," CEPR Discussion Papers 7666, C.E.P.R. Discussion Papers.
  • Thomas Hemmelgarn & Gaëtan Nicodème, 2010. "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB 10-006.RS, ULB -- Universite Libre de Bruxelles.
  • Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series 2932, CESifo.
• Atanas CHRISTEV & Jacques MELITZ, 2010. "EMU, EU, Capital Market Integration and Consumption Smoothing," Working Papers 2010-06, Center for Research in Economics and Statistics.
  • Melitz, Jacques & Christev, Atanas, 2010. "EMU, EU, capital market integration and consumption smoothing," CEPR Discussion Papers 7776, C.E.P.R. Discussion Papers.
• François Ortalo-Magné & Andrea Prat, 2016. "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, vol. 83(329), pages 130-171, January.
  • Francois Ortalo-Magne & Andrea Prat, 2010. "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series 546, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Ortalo-Magné, François & Prat, Andrea, 2010. "Spatial Asset Pricing: A First Step," CEPR Discussion Papers 7842, C.E.P.R. Discussion Papers.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
  • Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 255-296, March.
  • Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2007. "Winners and Losers in Housing Markets," CDMA Conference Paper Series 0705, Centre for Dynamic Macroeconomic Analysis.
  • Kiyotaki, Nobuhiro & Michaelides, Alexander & Nikolov, Kalin, 2010. "Winners and Losers in Housing Markets," CEPR Discussion Papers 7953, C.E.P.R. Discussion Papers.
• Antonio Ciccone & Elias Papaioannou, 2010. "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers 1235, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
  • Ciccone, Antonio & Papaioannou, Elias, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," CEPR Discussion Papers 8056, C.E.P.R. Discussion Papers.
  • Antonio Ciccone & Elias Papaioannou, 2010. "Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics," Working Papers 504, Barcelona School of Economics.
• Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," American Economic Review, American Economic Association, vol. 105(3), pages 958-992, March.
  • Imbs, Jean & Favara, Giovanni, 2010. "Credit Supply and the Price of Housing," CEPR Discussion Papers 8129, C.E.P.R. Discussion Papers.
  • Jean Imbs & Giovanni Favara, 2011. "Credit Supply and the Price of Housing," 2011 Meeting Papers 1342, Society for Economic Dynamics.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Post-Print hal-01301589, HAL.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint) hal-01301589, HAL.
  • Giovanni Favara & Jean Imbs, 2015. "Credit Supply and the Price of Housing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01301589, HAL.
• Melitz, Jacques & Christev, Atanas, 2010. "EMU, EU, capital market integration and consumption smoothing," CEPR Discussion Papers 7776, C.E.P.R. Discussion Papers.
  • Atanas CHRISTEV & Jacques MELITZ, 2010. "EMU, EU, Capital Market Integration and Consumption Smoothing," Working Papers 2010-06, Center for Research in Economics and Statistics.
• Veraart, Almut E.D., 2010. "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, vol. 26(2), pages 331-368, April.
  • Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers 2010-5, Central Bank of Cyprus.
• Marina Theodosiou, 2010. "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers 2010-7, Central Bank of Cyprus.
• Mioara CHIRITA, 2010. "The Macroeconomic Outlook and the Impact of the Global Crisis in the Euro Area," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 131-136.
• Mihaela NICOLAU, 2010. "Financial Markets Interactions between Economic Theory and Practice," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
  • Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
• Ioana-Veronica ALEXA & Gabriel-Iulian DAJBOG, 2010. "Financial Shortages Patterns - an Overview on Emerging Economies," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 79-86.
• Steffen Elstner & Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010. "Optimal Monetary Policy in a Monetary Union with Housing and Credit Market Heterogeneity," Working Paper / FINESS 7.4B, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," CESifo Working Paper Series 2938, CESifo.
  • Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
• Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng, 2015. "Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 915-944, September.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2010. "Some hypotheses on commonality in liquidity: new evidence from the Chinese stock market," Working Papers eco_2010_10, Deakin University, Department of Economics.
  • Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011. "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers fe_2011_11, Deakin University, Department of Economics.
• Ron Berndsen, 2010. "Toward a Uniform Functional Model of Payment and Securities Settlement Systems," DNB Working Papers 243, Netherlands Central Bank, Research Department.
• Mihaela Nicolau, 2010. "Practitioners' Tools in Analysing Financial Markets Evolution," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 3(3), pages 83-104, August.
  • Nicolau, Mihaela, 2010. "Practitioners' tools in analysing financial markets evolution," MPRA Paper 25646, University Library of Munich, Germany.
• Edward Tower & Wei Zheng, 2008. "Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 55(4), pages 315-350, December.
  • Edward Tower & Wei Zheng, 2010. "Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude," Working Papers 10-12, Duke University, Department of Economics.
• Tim Bollerslev & Viktor Todorov, 2011. "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, vol. 66(6), pages 2165-2211, December.
  • Tim Bollerslev & Viktor Todorov, 2009. "Tails, Fears and Risk Premia," CREATES Research Papers 2009-26, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers 10-33, Duke University, Department of Economics.
• Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, vol. 79(6), pages 1727-1783, November.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," Working Papers 10-37, Duke University, Department of Economics.
• GORMUS Sakir & GUNES, Sevcan, 2010. "Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
• Biswa Nath Bhattacharyay, 2010. "Financing Asia’s Infrastructure : Modes of Development and Integration of Asian Financial Markets," Finance Working Papers 21883, East Asian Bureau of Economic Research.
• Celia Reyes & Alellie Sobreviñas & Jeremy de Jesus, 2010. "The Impact of the Global Financial Crisis on Poverty in the Philippines," Finance Working Papers 22808, East Asian Bureau of Economic Research.
• Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
  • Susan Thomas, 2010. "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers id:2597, eSocialSciences.
• Stefano Lovo, 2009. "Preopening and equilibrium selection," Post-Print hal-00495940, HAL.
  • Lovo, Stefano & Calcagno, Ricardo, 2010. "Preopening and equilibrium selection," HEC Research Papers Series 927, HEC Paris.
  • Riccardo Calcagno & Stefano Lovo, 2010. "Preopening and Equilibrium Selection," Tinbergen Institute Discussion Papers 10-023/2, Tinbergen Institute.
  • Stefano Lovo & Riccardo Calcagno, 2010. "Preopening and Equilibrium Selection," Working Papers hal-00540793, HAL.
• Kapferer, Jean-Noël & Tabatoni, Olivier, 2010. "Is the luxury industry really a financier’s dream ?," HEC Research Papers Series 935, HEC Paris.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2010. "Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis," Working Paper Series 2010-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011. "Market-based loss mitigation practices for troubled mortgages following the financial crisis," Working Paper Series WP-2011-03, Federal Reserve Bank of Chicago.
• Darrell Duffie & Ada Li & Theo Lubke, 2010. "Policy perspectives on OTC derivatives market infrastructure," Staff Reports 424, Federal Reserve Bank of New York.
  • Duffie, Darrell & Li, Ada & Lubke, Theo, 2010. "Policy Perspectives on OTC Derivatives Market Infrastructure," Research Papers 2046, Stanford University, Graduate School of Business.
• Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J., 2010. "The Market Reaction to Corporate Governance Regulation," Research Papers 2059, Stanford University, Graduate School of Business.
• Barth, Mary E. & Gow, Ian D. & Taylor, Daniel J., 2010. "Non-GAAP and Street Earnings: Evidence from SFAS 123R," Research Papers 2064, Stanford University, Graduate School of Business.
• Kabir K. Dutta & David F. Babbel, 2014. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
  • Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.
  • Dutta, Kabir K. & Babbel, David F., 2012. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 12-15, University of Pennsylvania, Wharton School, Weiss Center.
• Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2010. "The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008," Working Papers 10-22, University of Pennsylvania, Wharton School, Weiss Center.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011. "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1892-1906, August.
  • Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Business School - Economics, University of Glasgow, revised Feb 2010.
  • Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2010. "An investigation of customer order flow in the foreign exchange market," SIRE Discussion Papers 2010-11, Scottish Institute for Research in Economics (SIRE).
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2015. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 40-52.
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers 2010_30, Business School - Economics, University of Glasgow.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts," SIRE Discussion Papers 2010-107, Scottish Institute for Research in Economics (SIRE).
• Griffin, J.E. & Steel, M.F.J., 2010. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2594-2608, November.
  • Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
• He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
  • Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
  • Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
• Todorov, Viktor & Bollerslev, Tim, 2010. "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, vol. 157(2), pages 220-235, August.
  • Viktor Todorov & Tim Bollerslev, 2007. "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers 2007-15, Department of Economics and Business Economics, Aarhus University.
• Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  • Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
  • Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
• Ma, Chenghu & Wong, Wing-Keung, 2010. "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.
  • Chenghu Ma & Wing-Keung Wong, 2013. "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Cotter, John & Hanly, Jim, 2010. "Time-varying risk aversion: An application to energy hedging," Energy Economics, Elsevier, vol. 32(2), pages 432-441, March.
  • John Cotter & Jim Hanly, 2010. "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers 201007, Geary Institute, University College Dublin.
  • John Cotter & Jim Hanly, 2011. "Time Varying Risk Aversion: An Application to Energy Hedging," Papers 1103.5968, arXiv.org.
• Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010. "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, vol. 7(2), pages 103-109, June.
• Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.
  • Ronald J. Balvers & Yangru Wu, 2005. "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers 022005, Hong Kong Institute for Monetary Research.
• Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  • Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  • Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
• Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
  • Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
  • Becker, Sascha & Hoffmann, Mathias, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers 2008-25, University of Stirling, Division of Economics.
• Baur, Dirk G. & McDermott, Thomas K., 2010. "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1886-1898, August.
  • Dirk G. Baur & Thomas K. McDermott, "undated". "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp310, IIIS.
• Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
  • Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On equilibrium prices in continuous time," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 672, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2011. "On equilibrium prices in continuous time," Center for Mathematical Economics Working Papers 397, Center for Mathematical Economics, Bielefeld University.
  • V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
• Dorn, Daniel & Huberman, Gur, 2010. "Preferred risk habitat of individual investors," Journal of Financial Economics, Elsevier, vol. 97(1), pages 155-173, July.
  • Huberman, Gur & Dorn, Daniel, 2007. "Preferred Risk Habitat of Individual Investors," CEPR Discussion Papers 6532, C.E.P.R. Discussion Papers.
• Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
  • Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 703, European Central Bank.
  • Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
• Galvani, Valentina & Troitsky, Vladimir G., 2010. "Options and efficiency in spaces of bounded claims," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 616-619, July.
  • Galvani, Valentina & Troitsky, Vladimir, 2009. "Options and Efficiency in Spaces of Bounded Claims," Working Papers 2009-4, University of Alberta, Department of Economics.
• Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2010. "Commodity taxation and parallel imports," Journal of Public Economics, Elsevier, vol. 94(1-2), pages 153-162, February.
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  • Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2007. "Commodity Taxation and Parallel Imports," Working Papers 04-2007, Copenhagen Business School, Department of Economics.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
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• Paul Alagidede & Theodore Panagiotidis, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 91-100, August.
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• Nyberg, Peter & Vaihekoski, Mika, 2010. "A new value-weighted total return index for the Finnish stock market," Research in International Business and Finance, Elsevier, vol. 24(3), pages 267-283, September.
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• Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010. "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper 23752, University Library of Munich, Germany.
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• Vreeland, James & Spada, Paolo, 2010. "Participatory Decision Making: A Field Experiment on Manipulating the Votes," MPRA Paper 24048, University Library of Munich, Germany.
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• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010. "Institutional trade persistence and long-term equity returns," LSE Research Online Documents on Economics 119080, London School of Economics and Political Science, LSE Library.
• Denis Gromb & Dimitri Vayanos, 2010. "Limits of Arbitrage: The State of the Theory," NBER Working Papers 15821, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of arbitrage: the state of the theory," LSE Research Online Documents on Economics 119089, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers 7738, C.E.P.R. Discussion Papers.
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• Goodhart, Charles & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2010. "Modelling a housing and mortgage crisis," LSE Research Online Documents on Economics 119090, London School of Economics and Political Science, LSE Library.
• Parsons, John E., 2010. "Black gold and fool's gold: speculation in the oil futures market," LSE Research Online Documents on Economics 123354, London School of Economics and Political Science, LSE Library.
• Scott, Susan V. & Paris, Carolyn, 2010. "The place of contract in organizational awareness: deconstructing process, market and connectedness," LSE Research Online Documents on Economics 26700, London School of Economics and Political Science, LSE Library.
• Kardaras, Constantinos, 2010. "Numéraire-invariant preferences in financial modeling," LSE Research Online Documents on Economics 44993, London School of Economics and Political Science, LSE Library.
• H. Douglas Witte, 2010. "Outliers and the Halloween Effect: Comment on Maberly and Pierce," Econ Journal Watch, Econ Journal Watch, vol. 7(1), pages 91-98, January.
• Knebel Baggio, Daniel & Ferruz Agudo, Luis & Marco Sanjuán, Isabel, 2010. "¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 445-471, abril-jun.
• Dongmin Kong & Tusheng Xiao & Shasha Liu, 2010. "Asymmetric information, firm investment and stock prices," China Finance Review International, Emerald Group Publishing, vol. 1(1), pages 6-33, October.
• Vladimir Parail, 2010. "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Working Papers EPRG 1033, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Guillermo Benavides Perales, 2010. "The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-22, May.
• Susan Thomas, 2010. "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-006, Indira Gandhi Institute of Development Research, Mumbai, India.
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  • Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
• Kadir Can Yalcin, 2010. "Market Rationality: Efficient Market Hypothesis versus Market Anomalies," European Journal of Economic and Political Studies, Fatih University, vol. 3(2), pages 23-38.
• Ladislav Krištoufek, 2010. "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 315-329, November.
• Jeong-Gil Choi & Pat Obi & Shomir Sil, 2010. "A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(5), pages 400-413, December.
• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011. "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 1999-2041.
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• Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018. "Complex Mortgages [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]," Review of Finance, European Finance Association, vol. 22(6), pages 1975-2007.
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• Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
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• Duffie, Darrell & Li, Ada & Lubke, Theo, 2010. "Policy Perspectives on OTC Derivatives Market Infrastructure," Research Papers 2046, Stanford University, Graduate School of Business.
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• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012. "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, vol. 169(1), pages 75-93.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers 2009-52, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010. "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports 465, Federal Reserve Bank of New York.
  • Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers 15533, National Bureau of Economic Research, Inc.
• Denis Gromb & Dimitri Vayanos, 2010. "Limits of Arbitrage: The State of the Theory," NBER Working Papers 15821, National Bureau of Economic Research, Inc.
  • Dimitri Vayanos & Denis Gromb, 2010. "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers dp650, Financial Markets Group.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of arbitrage: the state of the theory," LSE Research Online Documents on Economics 119089, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2010. "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers 7738, C.E.P.R. Discussion Papers.
• Tarakanov Sergey I., 2010. "Risk Management and the Financial Markets," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 147-152, July.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013. "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 741-745, May.
  • Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2010. "Nominal Interest Rates and Stationarity," SIRE Discussion Papers 2010-43, Scottish Institute for Research in Economics (SIRE).
  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Nominal interest rates and stationarity," Working Papers 2010_17, Business School - Economics, University of Glasgow.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2015. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 40-52.
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  • Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010. "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers 2010_30, Business School - Economics, University of Glasgow.
• Emmanuel PETIT, 2010. "The role of regret in the persistence of anomalies in financial markets (In French)," Cahiers du GREThA (2007-2019) 2010-07, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Dominique Guegan & Chafic Merhy, 2010. "A note on fair value and illiquid markets," Documents de travail du Centre d'Economie de la Sorbonne 10001, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
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  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pierre-André Maugis, 2010. "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne 10094, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, vol. 63(1), pages 119-158, February.
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• Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
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• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 457-480.
  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne 10033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010. "Un MEDAF à plusieurs moments réalisés," Post-Print halshs-00482370, HAL.
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• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 37-43, April.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754464, HAL.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," Post-Print halshs-00754464, HAL.
• Donatella Gatti & Anne-Gael Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 37-43, April.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," Post-Print halshs-00754464, HAL.
  • Donatella Gatti & Anne-Gaël Vaubourg, 2010. "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint) halshs-00754464, HAL.
• Stefano Lovo, 2009. "Preopening and equilibrium selection," Post-Print hal-00495940, HAL.
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• Herve Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2010. "Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?," Working Papers halshs-00538328, HAL.
• Zsolt Darvas & Jakob Weizsäcker, 2011. "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
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  • Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
  • Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions 379, Bruegel.
• Nanda, Ramana, 2010. "Entrepreneurship and the Discipline of External Finance," Working Papers 10-10, University of Aarhus, Aarhus School of Business, Department of Economics.
  • Ramana Nanda, 2010. "Entrepreneurship and the Discipline of External Finance," Harvard Business School Working Papers 11-098, Harvard Business School.
• Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
  • Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
  • Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
• Ramana Nanda, 2010. "Entrepreneurship and the Discipline of External Finance," Harvard Business School Working Papers 11-098, Harvard Business School.
  • Nanda, Ramana, 2010. "Entrepreneurship and the Discipline of External Finance," Working Papers 10-10, University of Aarhus, Aarhus School of Business, Department of Economics.
• Steffen Andersen & Kasper Meisner Nielsen, 2011. "Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death," The Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1667-1697.
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• Anders C. Johansson, 2012. "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, vol. 35(7), pages 816-837, July.
  • Johansson, Anders C., 2010. "China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets," Working Paper Series 2010-16, Stockholm School of Economics, China Economic Research Center.
• Hans Bystrom, 2012. "Executive compensation based on asset values," Economics Bulletin, AccessEcon, vol. 32(2), pages 1504-1508.
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• Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2010. "Public information and IPO underpricing," Discussion Papers 2010/6, Norwegian School of Economics, Department of Business and Management Science.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010. "Why do firms pay for liquidity provision in limit order markets?," Working Paper 2010/12, Norges Bank.
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• Kjell Bjørn Nordal & Randi Næs, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper 2010/31, Norges Bank.
  • Nordal, Kjell Bjorn & Naes, Randi, 2010. "The relationship between bankruptcy risk and growth for non-listed firms," UiS Working Papers in Economics and Finance 2010/10, University of Stavanger.
• Jørgensen, Kjell & Valseth, Siri, 2010. "A market microstructure approach to cross-market spillovers," UiS Working Papers in Economics and Finance 2010/11, University of Stavanger.
• Valseth, Siri, 2010. "Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?," UiS Working Papers in Economics and Finance 2010/12, University of Stavanger.
• Jacob, Martin, 2010. "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies 2010:10, Uppsala University, Department of Economics.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010. "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers 022010, Hong Kong Institute for Monetary Research.
• Nikolaus Hautsch & Mark Podolskij, 2013. "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 165-183, April.
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  • Hautsch, Nikolaus & Podolskij, Mark, 2010. "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series 2010/17, Center for Financial Studies (CFS).
• Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas, 2010. "La inclusión en el sistema financiero y las microfinanzas," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 11(1), pages 124-138.
• Pamela Córdova Olivera, 2010. "Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia 1997-2009," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 1(1), pages 139-152.
• Laetitia Pozniak,, 2010. "Financial Communication On The Web Evidence From Belgium," Accounting & Taxation, The Institute for Business and Finance Research, vol. 2(1), pages 47-58.
• Peter Harris & Paul R. Kutasovic, 2010. "Did Fasb 157 Cause The Financial Crisis?," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(3), pages 119-125.
• Her-Jiun Sheu & Yang-Cheng Lu & Yu-Chen Wei, 2010. "Causalities Between Sentiment Indicators And Stock Market Returns Under Different Market Scenarios," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 159-171.
• John Shon & Ping Zhou, 2010. "Can Mispricing Of Asset Growth Explain The Accruals Anomaly?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 73-83.
• Hemant Sharma, 2010. "Impact of Income Shocks on Asset Portfolio of Rural Indian Households: An Empirical Analysis," IBSU Scientific Journal, International Black Sea University, vol. 4(1), pages 17-38.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
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• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
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• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
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• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
  • Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications 4686, Inter-American Development Bank, Research Department.
  • Oscar Becerra & Eduardo A. Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers) 6873, Inter-American Development Bank.
• Becerra, O. & Cavallo, E. & Scartascini, C., 2012. "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 626-643.
  • Becerra, Oscar & Cavallo, Eduardo A. & Scartascini, Carlos, 2010. "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers) 1980, Inter-American Development Bank.
  • Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010. "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications 4686, Inter-American Development Bank, Research Department.
• Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers 10-147, Toulouse School of Economics (TSE).
  • Moinas, Sophie, 2010. "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers 600, Institut d'Économie Industrielle (IDEI), Toulouse.
• Ionela Baltatescu, 2010. "China's Capital Market: its Structure and Characteristics," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, vol. 2(4), December.

2009

• Ødegaard, Bernt Arne, 2009. "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," Finance Research Letters, Elsevier, vol. 6(2), pages 56-72, June.
  • Ødegaard, Bernt Arne, 2009. "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," UiS Working Papers in Economics and Finance 2009/22, University of Stavanger.
• Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," Sonderforschungsbereich 504 Publications 05-33, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  • Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," SIFR Research Report Series 35, Institute for Financial Research.
• Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
  • Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
  • Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007. "Stable allocations of risk," Research Memorandum 041, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," CERS-IE WORKING PAPERS 0704, Institute of Economics, Centre for Economic and Regional Studies.
• Ranaldo, Angelo, 2009. "Segmentation and time-of-day patterns in foreign exchange markets," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2199-2206, December.
  • Angelo Ranaldo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-03, Swiss National Bank.
• Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
• Menkhoff, Lukas & Nikiforow, Marina, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 318-329, August.
  • Menkhoff, Lukas & Nikiforow, Marina, 2008. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Hannover Economic Papers (HEP) dp-392, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Lukas Menkhoff & Marina Nikiforow, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Post-Print hal-00690277, HAL.
• Martin, Alberto, 2009. "A model of collateral, investment, and adverse selection," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1572-1588, July.
  • Alberto Martin, 2009. "A model of collateral, investment and adverse selection," Economics Working Papers 1136, Department of Economics and Business, Universitat Pompeu Fabra.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2009. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Journal of Financial Economics, Elsevier, vol. 91(3), pages 319-338, March.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2004. "Dynamic order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Working Papers of Department of Economics, Leuven ces0415, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  • Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research 121, National Bank of Belgium.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM a63f4ee1-35ab-4fe3-a4ba-2, Tilburg University, School of Economics and Management.
  • Degryse, H.A. & van Achter, M. & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper 2007-017, Tilburg University, Tilburg Law and Economic Center.
• Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 190-201, September.
  • Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," MPRA Paper 14420, University Library of Munich, Germany.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2009. "The long-run determinants of inequality: What can we learn from top income data?," Journal of Public Economics, Elsevier, vol. 93(7-8), pages 974-988, August.
  • Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007. "The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?," Working Paper Series 721, Research Institute of Industrial Economics, revised 01 Apr 2009.
• Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009. "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1065-1080, August.
  • Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "The Stock Performance of America's 100 Best Corporate Citizens," ICMA Centre Discussion Papers in Finance icma-dp2006-06, Henley Business School, University of Reading.
• Fry, J. M., 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," MPRA Paper 16027, University Library of Munich, Germany.
  • John M. Fry, 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," EERI Research Paper Series EERI_RP_2009_10, Economics and Econometrics Research Institute (EERI), Brussels.
• Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
  • Rahi, Rohit & Zigrand, Jean-Pierre, 2009. "Endogenous liquidity and contagion," LSE Research Online Documents on Economics 29300, London School of Economics and Political Science, LSE Library.
• Chen, Runquan, 2009. "Regime switching in volatilities and correlation between stock and bond markets," LSE Research Online Documents on Economics 29306, London School of Economics and Political Science, LSE Library.
• Lou, Dong, 2009. "A flow-based explanation for return predictability," LSE Research Online Documents on Economics 29310, London School of Economics and Political Science, LSE Library.
• Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hakim, M.S. & McAleer, M.J., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Research Papers EI 2009-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers EI 2009-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
• Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Vladimir Parail, 2009. "Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed," Working Papers EPRG 0926, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Nikolaos L. Hourvouliades, 2009. "International Portfolio Diversification: Evidence from European Emerging Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 55-78.
• Oreste Napolitano, 2009. "Is the impact of the ECB Monetary Policy on EMU stock market returns asymmetric?," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(97), pages 145-180.
  • Oreste Napolitano, 2006. "Is The Impact Of Ecb Monetary Policy On Emu Stock Market Returns Asymmetric?," Working Papers 3_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Oreste Napolitano, 2006. "Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?," Discussion Papers 1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
• Mitja Stefancic, 2009. "Lessons from the 2007-2008 Crisis: The Benefits from a "Soft" Methodological Pluralism in the Analysis of Financial Markets," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(98), pages 125-134.
• Ladislav Kristoufek, 2009. "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES