Research classified by Journal of Economic Literature (JEL) codes

2019

• Xu, Jiahua, 2019, "Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-20, DOI: 10.18718/81781.15.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Constrained Kelly portfolios under alpha-stable laws," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-004.
• Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
• Hu, Junjie & Kuo, Weiyu & Härdle, Wolfgang Karl, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-024.
• Hasan, Iftekhar & Kiesel, Konstantin & Noth, Felix, 2019, ""And forgive US our debts": Do Christian moralities influence over-indebtedness of individuals?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 8/2019.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019, "Return Signal Momentum," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/04, DOI: 10.2139/ssrn.2971444.
• Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2019, "Smoking hot portfolios? Overtrading from self-control failure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 245, revised 2019, DOI: 10.2139/ssrn.3347625.
• Horneff, Vanya & Liebler, Daniel & Maurer, Raimond & Mitchell, Olivia S., 2019, "Implications of money-back guarantees for individual retirement accounts: Protection then and now," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 263.
• Weth, Mark Andreas & Dötz, Niko, 2019, "Redemptions and Asset Liquidations in Corporate Bond Funds," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203542.
• Gries, Thomas & Mitschke, Alexandra, 2019, "Systemic instability of the interbank credit market: A contribution to a resilient financial system," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203582.
• Calisse, Frank, 2019, "The impact of long-range dependence in the capital stock on interest rate and wealth distribution," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203591.
• Müting, Miriam, 2019, "Multinational banking: The crisis and its policy response," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203647.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2019, "How Do Consumers Adapt to a New Environment in their economic forecasting? Evidence from the German Reunification," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203668.
• Olivier Ledoit & Michael Wolf, 2019, "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers, Department of Economics - University of Zurich, number 323, May, revised Feb 2020.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2019, "Risk reduction and efficiency increase in large portfolios: leverage and shrinkage," ECON - Working Papers, Department of Economics - University of Zurich, number 328, Jul, revised Jan 2020.
• Grimm, Stefan, 2019, "Effects of choice observability on risk taking: The role of norms," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 80, issue C, pages 34-46, DOI: 10.1016/j.socec.2019.03.003.
• Landini, S. & Uberti, M. & Casellina, S., 2019, "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 175-189, DOI: 10.1016/j.strueco.2019.06.013.
• Victor Pontines, 2019, "A Provincial View of Consumption Risk Sharing: Asset Classes as Shock Absorbers," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-23, Mar.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019, "Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-31, Apr.
• Liao, Jingchi & Peng, Cheng & Zhu, Ning, 2019, "Price and volume dynamics in bubbles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102057, Apr.
• Martin, Ian & Papadimitriou, Dimitris, 2019, "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118936, May.
• Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2019, "Reconstructing and stress testing credit networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118938, Apr.
• Lluberas, Rodrigo, 2019, "Pension income indexation: a mean-variance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123185, Oct.
• Petr Jakubik & Sibel Uguz, 2019, "Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 14, Jun.
• Stefano Battiston & Petr Jakubik & Irene Monasterolo & Keywan Riahi & Bas van Ruijven, 2019, "Climate Risk Assessment of the Sovereign Bond Portfolio of European Insurers," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 15, Dec.
• Alexandra de Jong & Alin Draghiciu & Linda Fache Rousová & Alessandro Fontana & Elisa Letizia, 2019, "Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 16, Dec.
• José Luis Oreiro & Luís Carlos G. de Magalhães, 2019, "Cambridge Equation and the Neo-Pasinetti Theorem in post-Keynesian models of growth and distribution," Brazilian Journal of Political Economy, Center of Political Economy, volume 39, issue 3, pages 485-508.
• Srinivas Thiruvadanthai, 2019, "Hoarding, saving, and the paradox of thrift in a financial economy," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 2, pages 263-267, April.
• Reza Hesarzadeh & Javad Rajabalizadeh, 2019, "The impact of corporate reporting readability on informational efficiency," Asian Review of Accounting, Emerald Group Publishing Limited, volume 27, issue 4, pages 489-507, October, DOI: 10.1108/ARA-11-2018-0203.
• Hee-Joon Ahn & Jun Cai & Yan-Leung Cheung, 2019, "Execution costs, investability, and actual foreign investment in emerging markets," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 2, pages 143-167, March, DOI: 10.1108/CFRI-04-2018-0030.
• Yifan Chen & Zilin Chen & Huoqing Tang, 2019, "High-order moments in stock pricing: evidence from the Chinese and US markets," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 3, pages 323-346, November, DOI: 10.1108/CFRI-06-2019-0070.
• Thomas C. Chiang, 2019, "Financial risk, uncertainty and expected returns: evidence from Chinese equity markets," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 425-454, July, DOI: 10.1108/CFRI-09-2018-0129.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019, "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 1-20, June, DOI: 10.1108/IJMF-07-2017-0134.
• Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019, "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 511-532, April, DOI: 10.1108/IJMF-07-2018-0220.
• Ofer Arbaa & Eva Varon, 2019, "Behavior of investor flows in Israeli provident funds," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 334-356, December, DOI: 10.1108/IJMF-08-2018-0247.
• Mouna Abdelhedi & Mouna Boujelbène-Abbes, 2019, "Transmission of shocks between Chinese financial market and oil market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 2, pages 262-286, September, DOI: 10.1108/IJOEM-07-2017-0244.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019, "Cross section of stock returns onShari’ah-compliant stocks: evidence from Pakistan," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 2, pages 282-302, June, DOI: 10.1108/IMEFM-04-2017-0100.
• Rofikoh Rokhim & Irma Octaviani, 2019, "Is there a Ramadhan effect onShariamutual funds? Evidence from Indonesia and Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 13, issue 1, pages 135-146, December, DOI: 10.1108/IMEFM-04-2019-0147.
• Halil Kiymaz, 2019, "Factors influencing SRI fund performance," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 68-81, June, DOI: 10.1108/JCMS-04-2019-0016.
• A. Can Inci & Rachel Lagasse, 2019, "Cryptocurrencies: applications and investment opportunities," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 2, pages 98-112, October, DOI: 10.1108/JCMS-05-2019-0032.
• Suzanna ElMassah & Ola AlSayed & Shereen Mostafa Bacheer, 2019, "Liquidity in the UAE Islamic banks," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 5, pages 679-694, October, DOI: 10.1108/JIABR-02-2017-0018.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019, "Comparative analysis ofShari’ah-compliant portfolios: evidence from Pakistan," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 3, pages 466-487, May, DOI: 10.1108/JIABR-10-2016-0121.
• Julien Chevallier & Dinh-Tri Vo, 2019, "Portfolio allocation across variance risk premia," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 556-593, October, DOI: 10.1108/JRF-06-2019-0107.
• Christian Fieberg & Armin Varmaz & Thorsten Poddig, 2019, "Risk models vs characteristic models from an investor’s perspective," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 2, pages 201-222, July, DOI: 10.1108/JRF-10-2018-0163.
• Chun-Wen Liu & Chao Deng, 2019, "Stated preferences of Taiwanese investors for financial products," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 11, issue 4, pages 411-428, June, DOI: 10.1108/QRFM-06-2018-0079.
• Syed Aliya Zahera & Rohit Bansal, 2019, "A study of prominence for disposition effect: a systematic review," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 11, issue 1, pages 2-21, May, DOI: 10.1108/QRFM-07-2018-0081.
• Rifki Ismal & Nurul Izzati Septiana, 2019, "Islamic hedging for pilgrimage funds: case of Indonesia," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 11, issue 3, pages 328-341, June, DOI: 10.1108/QRFM-11-2017-0101.
• Gerasimos Rompotis, 2018, "Large-cap vs small-cap portfolio performance: new empirical evidence from ETFs," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 71-94, November, DOI: 10.1108/RAF-03-2017-0056.
• Javeria Farooqi & Surendranath Jory & Thanh Ngo, 2019, "Active fund managers and earnings management at portfolio companies," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 1, pages 48-82, June, DOI: 10.1108/RAF-11-2017-0209.
• Vadim S. Balashov & Zhanel B. DeVides, 2019, "Can analysts predict breaks in earnings strings?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 613-634, October, DOI: 10.1108/RAF-11-2018-0236.
• Tommy Gärling & Dawei Fang & Martin Holmen, 2019, "Review of behavioral explanations of how rank-based incentives influence risk taking by investment managers in mutual fund companies," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 136-150, August, DOI: 10.1108/RBF-01-2019-0013.
• 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, volume 11, issue 2, pages 165-187, June, DOI: 10.1108/RBF-03-2018-0025.
• Vighneswara Swamy & Munusamy Dharani, 2019, "Investor attention using the Google search volume index – impact on stock returns," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 1, pages 56-70, May, DOI: 10.1108/RBF-04-2018-0033.
• Neema Mori, 2019, "Determinants of individual savings among Tanzanians," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 352-370, July, DOI: 10.1108/RBF-05-2018-0045.
• Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
• 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, volume 37, issue 1, pages 18-27, September, DOI: 10.1108/SEF-02-2019-0083.
• Deepak Jadhav & T.V. Ramanathan, 2019, "Portfolio optimization based on modified expected shortfall," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 3, pages 440-463, June, DOI: 10.1108/SEF-05-2018-0160.
• 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, volume 36, issue 4, pages 492-516, September, DOI: 10.1108/SEF-09-2017-0255.
• Guy Kaplanski & Haim Levy, 2019, "Investment performance and emotions: an international study," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 1, pages 32-50, May, DOI: 10.1108/SEF-11-2017-0311.
• Andreas Oehler & Florian Wedlich & Stefan Wendt & Matthias Horn, 2019, "Does personality drive price bubbles?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 3, pages 619-639, June, DOI: 10.1108/SEF-12-2017-0350.
• Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-07, Feb.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019, "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-47.
• David Newbery & Michael Pollitt & David M Reiner & Simon Taylor, 2019, "Financing low-carbon generation in the UK: The hybrid RAB model," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1926, Jul.
• Jamal Bouoiyour & Refk Selmi, 2019, "Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business," Working Papers, Economic Research Forum, number 1337, Aug, revised 21 Aug 2019.
• Eleftherios Kourtis & Georgios Kourtis & Panayiotis Curtis, 2019, "Αn Integrated Financial Ratio Analysis as a Navigation Compass through the Fraudulent Reporting Conundrum: Α Case Study," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 9, issue 1-2, pages 3-20.
• Beata Swiecka & Simon Grima, 2019, "Factors Affecting the Consumers’ Choice of Payment Instrument in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 179-198.
• Katja Hanewald & Hazel Bateman & Hanming Fang & Shang Wu, 2019, "Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys," Working Papers, eSocialSciences, number id:12997, Feb.
• Peter J. Morgan & Long Q. Trinh, 2019, "Determinants and Impacts of Financial Literacy in the Lao PD," Working Papers, eSocialSciences, number id:13014, Mar.
• Christos Karydas & Anastasios Xepapadeas, 2019, "Pricing climate change risks: CAPM with rare disasters and stochastic probabilities," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 19/311, Jan.
• Christos Karydas & Anastasios Xepapadeas, 2019, "Climate change risks: pricing and portfolio allocation," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 19/327, Nov.
• Tokuo IWAISAKO & Arito ONO & Amane SAITO & Hidenobu TOKUDA, 2019, "Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese microdata," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19007, Feb.
• Eiji OGAWA & Junko SHIMIZU & Pengfei LUO, 2019, "Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19019, Mar.
• Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019, "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 2-36, February.
• Karel Janda, 2019, "Earnings Stability and Peer Company Selection for Multiple Based Indirect Valuation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 37-75, February.
• Jasmina Ðuraškovic & Slavica Manic & Dejan Živkov, 2019, "Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 2, pages 211-235, April.
• Celal Barkan Guran & Umut Ugurlu & Oktay Tas, 2019, "Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 366-383, August.
• Francesco Menoncin & Sergio Vergalli, 2019, "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," Working Papers, Fondazione Eni Enrico Mattei, number 2019.09, May.
• Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019, "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-3, Mar, DOI: 10.29338/wp2019-03.
• Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate, 2019, "Reach for Yield by U.S. Public Pension Funds," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 19-2, Jun.
• Jesse Bricker & Kevin B. Moore & Jeffrey P. Thompson, 2019, "Trends in household portfolio composition," Working Papers, Federal Reserve Bank of Boston, number 19-9, Sep, DOI: 10.29412/res.wp.2019.09.
• Ben R. Craig & Margherita Giuzio & Sandra Paterlini, 2019, "The Effect of Possible EU Diversification Requirements on the Risk of Banks’ Sovereign Bond Portfolios," Working Papers, Federal Reserve Bank of Cleveland, number 19-12, May, DOI: 10.26509/frbc-wp-201912.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019, "Who Values Access to College?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-015, Mar, DOI: 10.17016/FEDS.2019.015.
• Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate, 2019, "Reach for Yield by U.S. Public Pension Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-048, Jun, DOI: 10.17016/FEDS.2019.049.
• Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2019, "Measuring the Liquidity Profile of Mutual Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-055, Jul, DOI: 10.17016/FEDS.2019.055.
• Jesse Bricker & Kevin B. Moore & Jeffrey P. Thompson, 2019, "Trends in Household Portfolio Composition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-069, Sep, DOI: 10.17016/FEDS.2019.069.
• Nathan Converse & Enrico Mallucci, 2019, "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1261, Oct, DOI: 10.17016/IFDP.2019.1261.
• Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1268, Jan, DOI: 10.17016/IFDP.2020.1268.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2019, "Consumption in the Great Recession: The Financial Distress Channel," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 19-6, Sep, DOI: 10.18651/RWP2019-06.
• YiLi Chien & Junsang Lee, 2019, "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Review, Federal Reserve Bank of St. Louis, volume 101, issue 2, pages 115-134, DOI: 10.20955/r.101.115-34.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2019, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Working Papers, Federal Reserve Bank of St. Louis, number 2019-025, Sep, revised 11 Sep 2023, DOI: 10.20955/wp.2019.025.
• Carlos Garriga & Aaron Hedlund, 2019, "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers, Federal Reserve Bank of St. Louis, number 2019-33, Apr, DOI: 10.20955/wp.2019.033.
• Linda S. Goldberg & April Meehl, 2019, "Complexity in large U.S. banks," Staff Reports, Federal Reserve Bank of New York, number 880, Feb.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Frictional Intermediation in Over-the-Counter Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 19-10, Jan, DOI: 10.21799/frbp.wp.2019.10.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Heterogeneity in Decentralized Asset Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 19-44, Nov, DOI: 10.21799/frbp.wp.2019.44.
• Makoto Nakajima & Irina A. Telyukova, 2019, "Home Equity in Retirement," Working Papers, Federal Reserve Bank of Philadelphia, number 19-50, Dec, DOI: 10.21799/frbp.wp.2019.50.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019, "Who Values Access to College?," Working Paper, Federal Reserve Bank of Richmond, number 19-5, Feb.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2019, "Consumption in the Great Recession: The Financial Distress Channel," Working Paper, Federal Reserve Bank of Richmond, number 19-13, Aug.
• Marcin Dec, 2019, "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 35.
• Căpățînă Adrian-Nicolae, 2019, "Optimizarea portofoliului de actiuni pe piața de capital," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 216-232, June.
• Dorin Alexandru Badea, 2019, "Managementul portofoliului individual al investitorului în condițiile specifice piețelor românești," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 245-249, June.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," JRFM, MDPI, volume 12, issue 2, pages 1-14, May.
• Eduardo Levy Yeyati, 2019, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers, Harvard's Growth Lab, number 140, May.
• António Afonso & Pedro Cardoso, 2019, "Exchange-traded funds as an alternative investment option," Notas Económicas, Faculty of Economics, University of Coimbra, issue 48, pages 7-37, Julho, DOI: 10.14195/2183-203X_48_1.
• Michael Greinecker & Christoph Kuzmics, 2019, "Limit Orders under Knightian Uncertainty," Graz Economics Papers, University of Graz, Department of Economics, number 2019-03, Mar.
• Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019, "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Working Papers, The George Washington University, Institute for International Economic Policy, number 2019-15.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2019, "Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
  [Écarts de rendement des obligations souveraines et durabilité : une analyse empirique des pays de l’OCDE]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02342867, Jan, DOI: 10.1016/j.jbankfin.2018.11.011.
• Refk Selmi & Jamal Bouoiyour, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," Post-Print, HAL, number hal-01879682, May, DOI: 10.1016/j.inteco.2019.11.007.
• Anne Eyraud-Loisel, 2019, "How Does Asymmetric Information Create Market Incompleteness?," Post-Print, HAL, number hal-01998386, DOI: 10.1007/s11009-018-9672-x.
• Christophe Boucher & Sessi Tokpavi, 2019, "Stocks and Bonds: Flight-to-Safety for Ever?," Post-Print, HAL, number hal-02067096.
• Hayette Gatfaoui, 2019, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Post-Print, HAL, number hal-02115626, May, DOI: 10.1016/j.eneco.2018.12.013.
• 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, number hal-02159274, Aug, DOI: 10.1016/j.resourpol.2018.11.007.
• Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019, "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print, HAL, number hal-02179795, Jun, DOI: 10.1016/j.resourpol.2018.10.002.
• Yves Rannou, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print, HAL, number hal-02311467, Sep, DOI: 10.1016/j.econmod.2019.07.009.
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