Research classified by Journal of Economic Literature (JEL) codes

2019

• João Guerra & Manuel Guerra & Zachary Polaski, 2019, "Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/74, Feb.
• Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019, "The impact of hedge fund indices on portfolio performance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/85, May.
• Raquel M. Gaspar & Paulo M. Silva, 2019, "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/92, Sep.
• Brown, Jeffrey R. & Kapteyn, Arie & Luttmer, Erzo F.P. & Mitchell, Olivia S. & Samek, Anya, 2019, "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," IZA Discussion Papers, IZA Network @ LISER, number 12263, Mar.
• Böckerman, Petri & Conlin, Andrew & Svento, Rauli, 2019, "Early Health, Risk Aversion and Stock Market Participation," IZA Discussion Papers, IZA Network @ LISER, number 12341, May.
• Stark, Oded, 2019, "On Social Preferences and the Intensity of Risk Aversion," IZA Discussion Papers, IZA Network @ LISER, number 12423, Jun.
• Buttler, Dominik & Sierminska, Eva, 2019, "Career or Flexible Work Arrangements? Gender Differences in Self-Employment in a Young Market Economy," IZA Discussion Papers, IZA Network @ LISER, number 12643, Sep.
• Hintermaier, Thomas & Koeniger, Winfried, 2019, "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers, IZA Network @ LISER, number 12743, Nov.
• Suzanna El-Massah & Shereen Mostafa Bacheer & Ola Al Sayed, 2019, "Liquidity Risk in the Mena Region Banking Sector: Does Bank Type Make a Difference?," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 147-163, January-M.
• Godfrey Marozva, 2019, "Liquidity and Stock Returns: New Evidence From Johannesburg Stock Exchange," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 79-90, April-Jun.
• Olusegun Dare Zaccheaus & Oluseye Samuel Ajuwon, 2019, "Oil Price Dynamics And The Nigerian Banks Profitability," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 91-107, April-Jun.
• Adewale Atanda Oyerinde, 2019, "Foreign Portfolio Investment and srock market development in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 3, pages 1-10, Summer.
• Shibata, Tsubasa & Kosaka, Hiroyuki, 2019, "Model of banking behavior : specification and estimation," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 755, Apr.
• Liyan Yang, 2019, "Loss Aversion in Financial Markets," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 4, issue 1, pages 119-137, November, DOI: 10.22574/jmid.2019.11.005.
• Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019, "On the cross-sectional distribution of portfolio returns," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-11, Jul.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2019, "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-12, Jul, revised Apr 2020.
• Tim Leung & Zheng Wang, 2019, "Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics," Annals of Finance, Springer, volume 15, issue 1, pages 1-28, March, DOI: 10.1007/s10436-018-0336-1.
• Mark Whitmeyer, 2019, "Relative performance concerns among investment managers," Annals of Finance, Springer, volume 15, issue 2, pages 205-231, June, DOI: 10.1007/s10436-019-00343-2.
• Winston Buckley & Sandun Perera, 2019, "Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy," Annals of Finance, Springer, volume 15, issue 3, pages 337-368, September, DOI: 10.1007/s10436-018-0335-2.
• Bahman Angoshtari & Tim Leung, 2019, "Optimal dynamic basis trading," Annals of Finance, Springer, volume 15, issue 3, pages 307-335, September, DOI: 10.1007/s10436-019-00348-x.
• Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019, "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, volume 15, issue 3, pages 421-453, September, DOI: 10.1007/s10436-019-00350-3.
• Qiang Kang, 2019, "Business-cycle pattern of asset returns: a general equilibrium explanation," Annals of Finance, Springer, volume 15, issue 4, pages 539-561, December, DOI: 10.1007/s10436-019-00347-y.
• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
• Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019, "The Determinants Of Systematic Risk In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 15-36, June.
• Michael McAleer, 2019, "Summary of Advances in Decision Sciences (ADS) - 2019," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 81-93, December.
• Ran Sun Lyng & Jie Zhou, 2019, "Household Portfolio Choice Before and After a House Purchase," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2019-01, Jan.
• Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019, "The Economic Value of VIX ETPs," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-14, Sep.
• Tudor BAJURA, 2019, "Modern Methods Of Valuation Of Investments’ Economic Efficiency In The Agricultural Business," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 21-35.
• Dimitry Rtischev, 2019, "A Study of How Pursuit of Wealth Rank Distorts Risk Preferences," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, volume 55, issue 4, pages 155-172.
• Raif Parlakkaya & Ümran Münire Kahraman & Yasin Cihan, 2019, "The Effects of Inclusion in The BIST Sustainability Index: An Application on Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 33-50, April, DOI: https://doi.org/10.33203/mfy.455322.
• Önder Büberkökü & Simge Tüzün Şahmaroğlu & Akın Akar, 2019, "Portfolio Risk Analysis: Evidence From International Stock Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 199-224, October, DOI: https://doi.org/10.33203/mfy.452336.
• Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019, "Wealth Inequality and Homeownership in Europe," Annals of Economics and Statistics, GENES, issue 136, pages 27-54, DOI: 10.15609/annaeconstat2009.136.0027.
• Pablo Kurlat, 2019, "The Social Value of Financial Expertise," American Economic Review, American Economic Association, volume 109, issue 2, pages 556-590, February.
• Harjoat S. Bhamra & Raman Uppal, 2019, "Does Household Finance Matter? Small Financial Errors with Large Social Costs," American Economic Review, American Economic Association, volume 109, issue 3, pages 1116-1154, March.
• John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2019, "Do the Rich Get Richer in the Stock Market? Evidence from India," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 225-240, September.
• Brigitte Roth Tran, 2019, "Divest, Disregard, or Double Down? Philanthropic Endowment Investments in Objectionable Firms," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 241-256, September.
• Jin Yeub Kim, 2019, "Neutral Bargaining in Financial Over-The-Counter Markets," AEA Papers and Proceedings, American Economic Association, volume 109, pages 539-544, May.
• Menoncin, Francesco & Vergalli, Sergio, , "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 288459, DOI: 10.22004/ag.econ.288459.
• Sinem ATICI & Nihan DEMİR & Mert URAL, 2019, "Arbitraj Fiyatlama Modeli İle Türkiye’de Pay Getirilerini Etkileyen Makroekonomik Göstergelerin Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 106-120, DOI: 10.30784/epfad.532708.
• Octavian Mihai PERPELEA & Tatiana PÄ‚UN ZAMFIROIU, 2019, "Financial Investment Optimisation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 127-134, November.
• Hafner, Christian & Linton, Oliver & Tang, Haihan, 2020, "Estimation of a multiplicative correlation structure in the large dimensional case," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020028, Jan, DOI: https://doi.org/10.1016/j.jeconom.2.
• Bellofatto, Anthony & Broihanne, Marie-Hélène & D'Hondt, Catherine, 2019, "Appetite for information and trading behavior," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019002, Jan.
• Florin Aliu & Besnik Krasniqi & Adriana Knapkova & Fisnik Aliu, 2019, "Interdependence and Risk Comparison of Slovak, Hungarian and Polish Stock Markets: Policy and Managerial Implications," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 69, issue 2, pages 273-287, June.
• Michael Puhle, 2019, "The Performance and Asset Allocation of German Robo-Advisors," Society and Economy, Akadémiai Kiadó, Hungary, volume 41, issue 3, pages 331-351, September.
• Georgios Kolias & Nikolaos Arnis, 2019, "The Optimal Allocation of Current Assets Using Mean-Variance Analysis," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 1, pages 50-72, March.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2019, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 156, Jul.
• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019, "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 440, Oct.
• Saki Bigio & Galo Nuño & Juan Passadore, 2019, "A Framework for Debt-Maturity Management," Working Papers, Peruvian Economic Association, number 143, Apr.
• Jean Paul Rabanal & Aleksei Chernulich & John Horowitz & Olga A. Rud & Manizha Sharifova, 2019, "Market timing under public and private information," Working Papers, Peruvian Economic Association, number 151, Aug.
• John Duffy & Jean Paul Rabanal & Olga A. Rud, 2019, "The Impact of ETFs on Asset Markets: Experimental Evidence," Working Papers, Peruvian Economic Association, number 154, Dec.
• Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2019, "Testing Sharpe ratio: luck or skill?," Papers, arXiv.org, number 1905.08042, May, revised May 2019.
• Alex Garivaltis, 2019, "Two Resolutions of the Margin Loan Pricing Puzzle," Papers, arXiv.org, number 1906.01025, Jun, revised Oct 2022.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers, arXiv.org, number 1906.05545, Jun.
• Tim Leung & Brian Ward, 2019, "Tracking VIX with VIX Futures: Portfolio Construction and Performance," Papers, arXiv.org, number 1907.00293, Jun.
• Jaroslav Borovicka & John Stachurski, 2019, "Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition," Papers, arXiv.org, number 1910.00778, Oct, revised Feb 2021.
• Bahman Angoshtari & Tim Leung, 2019, "Optimal Trading of a Basket of Futures Contracts," Papers, arXiv.org, number 1910.04943, Oct.
• Huai-Long Shi & Wei-Xing Zhou, 2019, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers, arXiv.org, number 1910.13115, Oct, revised Oct 2022.
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers, arXiv.org, number 1912.05228, Dec, revised Dec 2021.
• Erhan Bayraktar & Leonid Dolinskyi & Yan Dolinsky, 2019, "Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs," Papers, arXiv.org, number 1912.08863, Dec, revised Jul 2020.
• Ana Skrlec & Tihana Skrinjaric, 2019, "Dynamic Timing Of Investment Funds Market In Croatia: Rolling Regression Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 127-155, june.
• Massimo Guidolin & Manuela Pedio & Dimos Andronoudis, 2019, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19117.
• Viktor Zamlynskyi & Anastasiia Zerkal & Andrii Antonov, 2019, "A Conceptual Framework To Apply Financial Engineering At The Enterprise," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 1, DOI: 10.30525/2256-0742/2019-5-1-68-74.
• Iryna Azhaman & Nataliya Petryshchenko, 2019, "Development Of Construction Investment In The Rural Area," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 2, DOI: 10.30525/2256-0742/2019-5-2-1-9.
• Ralph Hertwig & Till Grüne-Yanoff, 2019, "Nudging and Boosting Financial Decisions," BANCARIA, Bancaria Editrice, volume 3, pages 2-19, March.
• Andrea Beltratti & Alessia Bezzecchi, 2019, "What do consultants think about investors’ behavior and financial education?," BANCARIA, Bancaria Editrice, volume 4, pages 26-41, April.
• Lerby Ergun, 2019, "Extreme Downside Risk in Asset Returns," Staff Working Papers, Bank of Canada, number 19-46, Dec, DOI: 10.34989/swp-2019-46.
• Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton, 2019, "Relative Value of Government of Canada Bonds," Staff Analytical Notes, Bank of Canada, number 2019-23, Aug, DOI: 10.34989/san-2019-23.
• Jessica Lee & Jabir Sandhu & Adrian Walton, 2019, "Borrowing Costs for Government of Canada Treasury Bills," Staff Analytical Notes, Bank of Canada, number 2019-28, Oct, DOI: 10.34989/san-2019-28.
• Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2019, "Peer effects in stock market participation: Evidence from immigration," BCL working papers, Central Bank of Luxembourg, number 137, Dec.
• Elif ERER & Deniz ERER & Ozge KORKMAZ, 2019, "Volatility Spillover from Bond Markets in Turkey, UK, USA and Eurozone, Commoditiy Market and Foreign Currency Market to BIST 100 Index under Different Regimes," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 1, pages 77-103.
• Baris CAN, 2019, "The Likely Impact of Extended Turkish Treasury Single Account System on Public Finance in Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 2, pages 231-266.
• Saki Bigio & Galo Nuño & Juan Passadore, 2019, "A framework for debt-maturity management," Working Papers, Banco de España, number 1919, Jun.
• Massimo Coletta & Raffaele Santioni, 2019, "Households' investments in foreign mutual funds made transparent," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 533, Nov.
• Valerio Della Corte & Stefano Federico, 2019, "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 535, Dec.
• Vesna Martin, 2019, "Household Investment Possibilities In Serbia," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 35, pages 61-74, December.
• Tina Kalayil & Somya Tyagi & Mahfuza Khatun & Sikandar Siddiqui, 2019, "A Risk-Sensitive Momentum Approach To Stock Selection," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 61-84, January –.
• Andrey Kudryavtsev, 2019, "The Effect Of Trading Volumes On Stock Returns Following Large Price Moves," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 85-116, January –.
• Lain-Tze Tee & Si-Roei Kew & Soo-Wah Low, 2019, "Do Momentum Strategies Perform Better For Islamic Stocks Than For Conventional Stocks Across Market States?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 107-130, April – J.
• Stéphane Lhuissier, 2019, "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers, Banque de France, number 726.
• Maxime PONSART, 2019, "French non-money market investment funds: a sharp decrease in outstanding amounts in 2018
  [OPC non monétaires français : un net recul des encours en 2018]," Bulletin de la Banque de France, Banque de France, issue 225.
• Victoria Vanasco, 2020, "Investor Experiences and International Capital Flows," Working Papers, Barcelona School of Economics, number 1163, Mar.
• Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2019, "Looking through cross-border positions in investment funds: evidence from Italy," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Are post-crisis statistical initiatives completed?".
• Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica, 2019, "Green bonds: the reserve management perspective," BIS Quarterly Review, Bank for International Settlements, September.
• Stijn Claessens, 2019, "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers, Bank for International Settlements, number 815, Oct.
• Pavković Ana & Anđelinović Mihovil & Pavković Ivan, 2019, "Achieving Portfolio Diversification through Cryptocurrencies in European Markets," Business Systems Research, Sciendo, volume 10, issue 2, pages 85-107, September, DOI: 10.2478/bsrj-2019-020.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2019, "Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 599-615, October, DOI: 10.1111/boer.12198.
• Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2019, "Managing Risk Taking With Interest Rate Policy And Macroprudential Regulations," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1056-1081, April, DOI: 10.1111/ecin.12754.
• Ioannis Litsios & Keith Pilbeam, 2019, "The Role Of National Debts In The Determination Of The Yen‐Dollar Exchange Rate," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1182-1195, April, DOI: 10.1111/ecin.12735.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019, "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, volume 74, issue 1, pages 371-399, February, DOI: 10.1111/jofi.12729.
• Ravi Jagannathan & Binying Liu, 2019, "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 401-448, February, DOI: 10.1111/jofi.12731.
• Péter Kondor & Dimitri Vayanos, 2019, "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1139-1173, June, DOI: 10.1111/jofi.12757.
• Martin Lettau & Sydney C. Ludvigson & Sai Ma, 2019, "Capital Share Risk in U.S. Asset Pricing," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1753-1792, August, DOI: 10.1111/jofi.12772.
• Ian W. R. Martin & Christian Wagner, 2019, "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1887-1929, August, DOI: 10.1111/jofi.12778.
• Ravi Jagannathan & Binying Liu & Jiaqi Zhang, 2019, "Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 4, pages 2107-2116, August, DOI: 10.1111/jofi.12786.
• Moshe Hazan & David Weiss & Hosny Zoabi, 2019, "Women's Liberation as a Financial Innovation," Journal of Finance, American Finance Association, volume 74, issue 6, pages 2915-2956, December, DOI: 10.1111/jofi.12829.
• Oded Stark, 2019, "On Social Preferences and the Intensity of Risk Aversion," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 86, issue 3, pages 807-826, September, DOI: 10.1111/jori.12239.
• Itzhak Ben‐David, 2019, "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 3, pages 643-684, September, DOI: 10.1111/1540-6229.12234.
• Alessandro Bucciol & Barbara Cavasso & Luca Zarri, 2019, "Can Risk‐Averse Households Make Risky Investments? The Role of Trust in Others," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 1, pages 326-352, January, DOI: 10.1111/sjoe.12278.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019, "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 180-197, February, DOI: 10.1111/sjpe.12177.
• Robert Czech, 2019, "Credit default swaps and corporate bond trading," Bank of England working papers, Bank of England, number 810, Jul.
• Faidon Kalfaoglou, 2019, "Cryptoassets: potential implications for financial stability," Economic Bulletin, Bank of Greece, issue 50, pages 111-134, December.
• Wataru Hirata & Mayumi Ojima, 2019, "Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-1, Jan.
• Jungu Yang, 2019, "Alchemy of Financial Innovation: Securitization, Liquidity and Optimal Monetary Policy," Working Papers, Economic Research Institute, Bank of Korea, number 2019-10, Feb.
• Smita Mahapatra & Saumitra N. Bhaduri, 2019, "Dynamics of the impact of currency fluctuations on stock markets in India: Assessing the pricing of exchange rate risks," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 1, pages 15-23, March.
• Duc Hong Vo & Thach Ngoc Pham & Trung Thanh Vu Pham & Loc Minh Truong & Thang Cong Nguyen, 2019, "Risk, return and portfolio optimization for various industries in the ASEAN region," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 132-138, June.
• Maria Elisabete Duarte Neves & Carla Manuela Fernandes & Pedro Coimbra Martins, 2019, "Are ETFs good vehicles for diversification? New evidence for critical investment periods," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 149-457, June.
• Alaa Alaabed & Mohammad Ashraful Ferdous Chowdhury & Mansur Masih, 2019, "Size, correlations, and diversification: New evidence from an application of wavelet approach to the emerging Islamic mutual fund industry," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue Supplemen, pages 14-20, August.
• Jianjun Miao & Dongling Su, 2019, "Asset Market Equilibrium under Rational Inattention," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-09, Jul.
• Chen Shou & Xiang Shengpeng & He Hongbo, 2019, "Do Time Preferences Matter in Intertemporal Consumption and Portfolio Decisions?," The B.E. Journal of Theoretical Economics, De Gruyter, volume 19, issue 2, pages 1-13, June, DOI: 10.1515/bejte-2017-0122.
• Roth Christopher & Wohlfart Johannes, 2019, "Makroökonomische Erwartungen und ihre Rolle in wirtschaftlichen Entscheidungen von Haushalten," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 20, issue 2, pages 159-166, June, DOI: 10.1515/pwp-2018-0038.
• Kurosaki Tetsuo & Kim Young Shin, 2019, "Foster-Hart optimization for currency portfolios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-15, April, DOI: 10.1515/snde-2017-0119.
• Clain-Chamosset-Yvrard Lise & Seegmuller Thomas, 2019, "Bubble on real estate: the role of altruism and fiscal policy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 4, pages 1-18, September, DOI: 10.1515/snde-2019-0020.
• Mircea GUTIUM, 2019, "History Of The Development Of Block-Chain Cryptic Technology And Its Future In The Global Economy," Contemporary Economy Journal, Constantin Brancoveanu University, volume 4, issue 3, pages 34-38.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS56, Jan.
• Marianne Andries, 2019, "L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 45-59.
• Philippe Trainar, 2019, "Pourquoi le risque diversifiable est-il encore rémunéré ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 95-106.
• René Garcia & Nour Meddahi, 2019, "Prime de risque et prix du risque sur les actions," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 199-211.
• Paul Esmein, 2019, "Les mutuelles d'assurance : investisseurs privilégiés du long terme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 61-71.
• Nadine Richez-Battesti, 2019, "La fabrique de la gouvernance dans les banques coopératives françaises : une approche centrée sociétaire," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 129-140.
• Driss Lamrani, 2019, "Transition numérique de la gestion des risques : enjeux, outils et perspectives," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 233-244.
• Olivier Lopez & Florence Picard, 2019, "Cyber-assurance : nouveaux modèles pour quantifier l’impact économique des risques numériques," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 245-256.
• Luc Arrondel & Jérôme Coffinet, 2019, "Le patrimoine et l’endettement des ménages français en 2015. Enseignements de l’enquête européenne HFCS et comparaisons internationales," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 49-75.
• Arrondel, L. & Calvo-Pardo, H. & Giannitsarou, C. & Haliassos, M., 2019, "Informative Social Interactions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1911, Jan.
• Newbery, D. & Pollitt, M. & Reiner, D. & Taylor, S., 2019, "Financing low-carbon generation in the UK: The hybrid RAB model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1969, Jul.
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• Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019, "Hedging climate change news," CESifo Working Paper Series, CESifo, number 7655.
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• Andrea Berardi & Claudio Tebaldi & Fabio Trojani, 2019, "Consumer Protection and the Design of the Default Option of a Pan-European Pension Product," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-19, Mar, revised Apr 2019.
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• Leonardo Gerardo Santana Viloria, 2019, "Arte como inversión: Construcción de un índice hedónico para medir la valorización de arte colombiano en el período 1989- 2015," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 79, pages 167-190.
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• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2019, "The Maturity of Sovereign Debt Issuance in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13729, May.
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