Research classified by Journal of Economic Literature (JEL) codes

2018

• Jean-Pierre Danthine & Samuel Danthine, 2018, "On the rewards to international investing: a safe haven currency perspective," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 154, issue 1, pages 1-12, December, DOI: 10.1186/s41937-017-0005-8.
• Vasyl Golosnoy, 2018, "Sequential monitoring of portfolio betas," Statistical Papers, Springer, volume 59, issue 2, pages 663-684, June, DOI: 10.1007/s00362-016-0783-6.
• Helen Chiappini & Gianfranco A. Vento, 2018, "Socially Responsible Investments and their Anticyclical Attitude during Financial Turmoil Evidence from the Brexit shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-4.
• Markus Spiwoks & Kilian Bizer, 2018, "Correlation Neglect and Overconfidence. An Experimental Study," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 3, pages 1-5.
• Han-Ching Huang & Shiao-Ru Peng, 2018, "The Impact of the Company's Market Timing on Insider Trading of Repurchase Announcement," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 4, pages 1-8.
• Han-ching Huang & Yong-chern Su & Hsin-Pei Tu, 2018, "Illiquid Trades on Investment Banks in Financial Crisis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 5, pages 1-5.
• Xiangying Meng & Xianhua Wei, 2018, "Systematic Correlation is Priced as Risk Factor," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 6, pages 1-2.
• Gerhard Lechner & Rupert Beinhauer, 2018, "Are Commodity Hedge Funds interesting for institutional investors?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Jansson & M. & Trönnberg & C-C. & Hemlin & S., 2018, "The occurrence and importance of pension fund managers’ investment beliefs A web survey and critical incident study," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 4, pages 1-1.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Cronin, David & Dunne, Peter G., 2018, "How effective are sovereign bond-backed securities as a spillover prevention device?," ESRB Working Paper Series, European Systemic Risk Board, number 66, Jan.
• Alogoskoufis, Spyros & Langfield, Sam, 2018, "Regulating the doom loop," ESRB Working Paper Series, European Systemic Risk Board, number 74, May.
• Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018, "Insurers as asset managers and systemic risk," ESRB Working Paper Series, European Systemic Risk Board, number 75, May.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 77, Jul.
• Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2018, "Reconstructing and stress testing credit networks," ESRB Working Paper Series, European Systemic Risk Board, number 84, Sep.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/05, Feb.
• Awais Ahmed & Rizwan Ali & Abdullah Ejaz & Muhammad Ishfaq Ahmad, 2018, "Sectoral integration and investment diversification opportunities: evidence from Colombo Stock Exchange," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 5, issue 3, pages 514-527, March, DOI: 10.9770/jesi.2018.5.3(8).
• Konstantinos Gavriilidis & Dimos S. Kambouroudis & Katerina Tsakou & Dimitris S. Tsouknidis, 2018, "Volatility forecasting across tanker freight rates: the role of oil price shocks," Working Papers, Swansea University, School of Management, number 2018-27, Mar.
• Martijn A. Boermans & Sweder van Wijnbergen, 2018, "Contingent convertible bonds: Who invests in European CoCos?," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 4, pages 234-238, February, DOI: 10.1080/13504851.2017.1310995.
• Patty Duijm & Sophie Steins Bisschop, 2018, "Short-termism of long-term investors? The investment behaviour of Dutch insurance companies and pension funds," Applied Economics, Taylor & Francis Journals, volume 50, issue 31, pages 3376-3387, July, DOI: 10.1080/00036846.2017.1420898.
• Panagiotis Mantalos & Lars Hultkrantz, 2018, "Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP," Applied Economics, Taylor & Francis Journals, volume 50, issue 37, pages 4074-4085, August, DOI: 10.1080/00036846.2018.1441511.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2018, "Extremal dependence tests for contagion," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 626-649, July, DOI: 10.1080/07474938.2015.1122270.
• Eric Jondeau & Emmanuel Jurczenko & Michael Rockinger, 2018, "Moment Component Analysis: An Illustration With International Stock Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 576-598, October, DOI: 10.1080/07350015.2016.1216851.
• Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio performance of linear SDF models: an out-of-sample assessment," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 8, pages 1425-1436, August, DOI: 10.1080/14697688.2018.1429646.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
• Jonas Löher & Stefan Schneck & Arndt Werner, 2018, "A research note on entrepreneurs’ financial commitment and crowdfunding success," Venture Capital, Taylor & Francis Journals, volume 20, issue 3, pages 309-322, July, DOI: 10.1080/13691066.2018.1480864.
• Zelal Aktas & Yasemin Erduman & Neslihan Kaya Eksi, 2018, "The Effect of Fed�s Future Policy Expectations on Country Shares in Emerging Market Portfolio Flows," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1809.
• Rogelio Mercado Jr., 2018, "Bilateral Capital Flows: Transaction Patterns and Gravity," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0218, Feb, revised Feb 2018.
• Arito Ono, Kosuke Aoki & hinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2018, "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," Working Papers, Tokyo Center for Economic Research, number e119, Feb.
• Andries C. van Vlodrop & Andre (A.) Lucas, 2018, "Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-099/III, Dec.
• Laurs, DK & Renneboog, Luc, 2018, "My Kingdom for a Horse (or a Classic Car)," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-037.
• Prast, Henriette & Sanders, José & Leonhard, Olga, 2018, "Can Words Breed or Kill Investment? Metaphors, Imagery, Affect and Investor Behaviour," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-014.
• Pikulina, E.S. & Renneboog, Luc & Tobler, P.N., 2018, "Do confident individuals generally work harder?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 03156258-e14b-4a7e-abdb-7.
• Laurs, DK & Renneboog, Luc, 2018, "My Kingdom for a Horse (or a Classic Car)," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8f244bbd-b78b-491b-9021-d.
• Dirceu Pereira, 2018, "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 1-44, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
• Arina Wischnewsky & Matthias Neuenkirch, 2018, "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics, University of Trier, Department of Economics, number 2018-03.
• Christian Masiak & Joern H. Block & Tobias Masiak & Matthias Neuenkirch & Katja N. Pielen, 2018, "The Market Cycles of ICOs, Bitcoin, and Ether," Research Papers in Economics, University of Trier, Department of Economics, number 2018-04.
• Cherbonnier, Frédéric & Gollier, Christian, 2018, "Risk-adjusted social discount rates," TSE Working Papers, Toulouse School of Economics (TSE), number 18-972, Oct, revised Dec 2020.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 058, Dec.
• Tihana Skrinjaric, 2018, "Rolling Regression Capm On Zagreb Stock Exchange - Can Investors Profit From It?," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 2, pages 7-22, November.
• Francesca Carapella & Cyril Monnet, 2018, "Dealers' Insurance, Market Structure, And Liquidity," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1812, Jul.
• Yoram Halevy & Dotan Persitz & Lanny Zrill, 2018, "Parametric Recoverability of Preferences," Journal of Political Economy, University of Chicago Press, volume 126, issue 4, pages 1558-1593, DOI: 10.1086/697741.
• Alexandridis, George & Sahoo, Satya & Song, Dong-Wook & Visvikis, Ilias, 2018, "Shipping risk management practice revisited: A new portfolio approach," Transportation Research Part A: Policy and Practice, Elsevier, volume 110, issue C, pages 274-290, DOI: 10.1016/j.tra.2017.11.014.
• Gavriilidis, Konstantinos & Kambouroudis, Dimos S. & Tsakou, Katerina & Tsouknidis, Dimitris A., 2018, "Volatility forecasting across tanker freight rates: The role of oil price shocks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 118, issue C, pages 376-391, DOI: 10.1016/j.tre.2018.08.012.
• Cho, Thummim, 2018, "Turning alphas into betas: arbitrage and the cross-section of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118915, Nov.
• Saka, Orkun, 2018, "Domestic banks as lightning rods? Home bias and information during Eurozone crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118921, Sep.
• Choi, Darwin & Lou, Dong & Mukherjee, Abhiroop, 2018, "The effect of superstar firms on college major choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118941, Apr.
• Czichowsky, Christoph Johannes & Peyre, Rémi & Schachermayer, Walter & Yang, Junjian, 2018, "Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85230, Jan.
• Jiang, Hao & Verardo, Michela, 2018, "Does herding behavior reveal skill? An analysis of mutual fund performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86372, Oct.
• Petr Jakubik & Eveline Turturescu, 2018, "Potential drivers of insurers equity investments," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 12, Jun.
• Christin Nitsche & Michael Schröder, 2018, "Are SRI funds conventional funds in disguise or do they live up to their name?," Chapters, Edward Elgar Publishing, chapter 19, in: Sabri Boubaker & Douglas Cumming & Duc K. Nguyen, "Research Handbook of Investing in the Triple Bottom Line".
• Carlo Cristiano & Maria Cristina Marcuzzo, 2018, "John Maynard Keynes: the economist as investor," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 2, pages 266-281, April.
• Jiaojiao Fan & Xin Li & Qinghua Shi & Chi-Wei Su, 2017, "The co-movement and causality between housing and stock markets in the time and frequency domains considering inflation," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 1, pages 92-108, December, DOI: 10.1108/CFRI-06-2017-0061.
• Qi Deng, 2018, "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 453-467, March, DOI: 10.1108/CFRI-07-2016-0095.
• Xiaoping Li & Chunyang Zhou, 2018, "Dynamic asset allocation with asymmetric jump distribution," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 387-398, March, DOI: 10.1108/CFRI-08-2017-0180.
• Juan DU, 2018, "Empirical differences between the overnight and day trading hour returns," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 3, pages 315-331, May, DOI: 10.1108/CFRI-10-2017-0213.
• Hongquan Zhu & Lingling Jiang, 2017, "Investor recognition and stock returns: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 2, pages 199-215, December, DOI: 10.1108/CFRI-11-2016-0127.
• Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017, "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 78-129, December, DOI: 10.1108/IJMF-02-2017-0018.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 25, issue 50, pages 451-478, October, DOI: 10.1108/JEFAS-07-2017-0081.
• Luc Chavalle & Luis Chavez-Bedoya, 2018, "The impact of transaction costs in portfolio optimization," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 24, issue 48, pages 288-311, October, DOI: 10.1108/JEFAS-12-2017-0126.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
• Foluso Abioye Akinsola, 2018, "Essay on spillovers from advanced economics (AE) to emerging economics (EM) during the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 38-54, April, DOI: 10.1108/JFEP-02-2017-0011.
• Rakesh Kumar, 2018, "Risk, uncertainty and stock returns predictability – a case of emerging equity markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 4, pages 438-455, May, DOI: 10.1108/JFEP-08-2017-0075.
• Hassanudin Mohd Thas Thaker & Azhar Mohamad & Nazrol Kamil Mustaffa Kamil & Jarita Duasa, 2018, "Information content and informativeness of analysts’ report: evidence from Malaysia," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 16, issue 4, pages 742-763, December, DOI: 10.1108/JFRA-09-2017-0087.
• Bart Frijns & Ivan Indriawan, 2018, "On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations," Pacific Accounting Review, Emerald Group Publishing Limited, volume 30, issue 4, pages 463-481, November, DOI: 10.1108/PAR-10-2017-0079.
• Priya Kansal & Seema Singh, 2018, "Determinants of overconfidence bias in Indian stock market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 4, pages 381-394, October, DOI: 10.1108/QRFM-03-2017-0015.
• Inderjit Kaur, 2018, "Mutual fund investor’s behaviour towards information search and selection criteria," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 4, pages 395-414, October, DOI: 10.1108/QRFM-09-2017-0084.
• Rangga Handika & Dony Abdul Chalid, 2018, "The predictive power of log-likelihood of GARCH volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 17, issue 4, pages 482-497, November, DOI: 10.1108/RAF-01-2017-0006.
• Andreas Oehler & Matthias Horn & Florian Wedlich, 2018, "Young adults’ subjective and objective risk attitude in financial decision making," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 274-294, July, DOI: 10.1108/RBF-07-2017-0069.
• Kent Baker & Adri De Ridder & Annalien De Vries, 2018, "Stockholdings of first-time and more experienced investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 10, issue 2, pages 146-162, June, DOI: 10.1108/RBF-11-2016-0077.
• Doron Nisani, 2018, "Portfolio selection using the Riskiness Index," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 330-339, May, DOI: 10.1108/SEF-03-2017-0058.
• Andreas Oehler & Andreas Höfer & Matthias Horn & Stefan Wendt, 2018, "Do mutual fund ratings provide valuable information for retail investors?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 137-152, March, DOI: 10.1108/SEF-05-2017-0120.
• Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018, "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 2-24, March, DOI: 10.1108/SEF-10-2017-0284.
• En Te Chen & Yunieta Anny Nainggolan, 2018, "Distance bias of socially responsible investment," Social Responsibility Journal, Emerald Group Publishing Limited, volume 14, issue 1, pages 96-110, March, DOI: 10.1108/SRJ-02-2017-0021.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-40, Sep.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018, "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-41, Sep.
• Ernest Gnan and Donato Masciandaro (ed.), 2017, "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2, ISBN: ARRAY(0x7f6557e0), May.
• Esa Jokivuolle (ed.), 2018, "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1, ISBN: ARRAY(0x7d26e1a0), May.
• Diaa Noureldin & Khouzeima Moutanabbir, 2018, "Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds," Working Papers, Economic Research Forum, number 1172, Mar, revised 25 Mar 2008.
• Rangga Handika & Sania Ashraf, 2018, "Financialized Commodities and Stock Indices Volatilities," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 153-164.
• I.Khajar & H. Hersugondo & U. Udin, 2018, "Antecedents and Outcomes of Corporate Governance: Evidence from Indonesia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 480-492.
• D.A. Milenkova, 2018, "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special1, pages 273-286.
• Rosa María Domínguez Gijón & Francisco Venegas Martínez & Reyna Susana García Ruíz, 2018, "Un modelo microeconómico estocástico del comportamiento de una jefa de familia como único participante en el ingreso familiar: el caso mexicano, 2005-2016," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 49, issue 2, pages 119-142, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/492018/Domingue.
• Vasile BRÄ‚TIAN, 2018, "Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast," Expert Journal of Economics, Sprint Investify, volume 6, issue 1, pages 26-34.
• Elena Beccalli & Saverio Bozzolan & Enrico Laghi & Marco Mattei, 2018, "Do letters to shareholders inform or mislead? Insights from insider trading," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2018, issue 2, pages 73-109.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018, "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 268-293, July.
• Adam Zaremba, 2018, "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 374-398, September.
• Matej Opatrny, 2018, "Extent of Irrationality of the Consumer: Combining the Critical Cost Eciency and Houtman Maks Indices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/11, Apr, revised Apr 2018.
• Karel Janda, 2018, "Earnings Stability and Peer Selection for Indirect Valuation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/14, Jul, revised Jul 2018.
• Onrej Tobek & Martin Hronec, 2018, "Does the Source of Fundamental Data Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/15, Aug, revised Aug 2018.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018, "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-07, Jan.
• Claudio Morana & Giacomo Sbrana, 2018, "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers, Fondazione Eni Enrico Mattei, number 2018.01, Feb.
• Maryam Ahmadi & Matteo Manera & Mehdi Sadeghzadeh, 2018, "Investment-Uncertainty Relationship in the Oil and Gas Industry," Working Papers, Fondazione Eni Enrico Mattei, number 2018.13, May.
• Mark Fisher & Mark J. Jensen, 2018, "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-2, Feb, DOI: 10.29338/wp2018-02.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chaehee Shin, 2018, "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-4, Aug.
• Andreas M. Fischer & Henrike Groeger & Philip Saure & Pinar Yesin, 2018, "Current Account Adjustment and Retained Earnings," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 345, Aug, DOI: 10.24149/gwp345.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela, 2018, "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-060r1, Aug, revised 29 Jun 2020, DOI: 10.17016/FEDS.2018.060r1.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.
• A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018, "Does Smooth Ambiguity Matter for Asset Pricing?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1221, Jan, DOI: 10.17016/IFDP.2018.1221.
• John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018, "Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1224, Mar, DOI: 10.17016/IFDP.2018.1224.
• John Ammer & Stijn Claessens & Alexandra M. Tabova & Caleb Wroblewski, 2018, "Home Country Interest Rates and International Investment in U.S. Bonds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1231, Jun, DOI: 10.17016/IFDP.2018.1231.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian T. Melzer, 2018, "Do Household Finances Constrain Unconventional Fiscal Policy?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-16, Oct, DOI: 10.21033/wp-2018-16.
• Feng Dong & Pengfei Wang & Yi Wen, 2018, "A Search-Based Neoclassical Model of Capital Reallocation," Working Papers, Federal Reserve Bank of St. Louis, number 2018-17, Aug, DOI: 10.20955/wp.2018.017.
• YiLi Chien & Junsang Lee, 2018, "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Working Papers, Federal Reserve Bank of St. Louis, number 2018-30, Apr, DOI: 10.20955/wp.2018.030.
• Sungki Hong & Terry S. Moon, 2018, "Capital Gains Taxation and Investment Dynamics," Working Papers, Federal Reserve Bank of St. Louis, number 2018-31, Oct, revised 12 Dec 2019, DOI: 10.20955/wp.2018.031.
• Linda S. Goldberg & Signe Krogstrup, 2018, "International capital flow pressures," Staff Reports, Federal Reserve Bank of New York, number 834, Feb.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018, "Credit market choice," Staff Reports, Federal Reserve Bank of New York, number 863, Aug.
• Mustafa UYSAL, Zafer ADALI, 2018, "Performance Measurement of Pension Investment Funds in Turkey: Comparing Performance of Traditional and Islamic Pension Investment Funds," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Raluca Simina Bilți, 2018, "Impactul indicatorilor de guvernanță mondială asupra comportamentului investițional," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 139-160, June.
• Ioana-Alexandra Radu & Cristian-George Vlaicu, 2018, "Puzzele-ul risc-randament în portofoliile de acțiuni diversificate internațional din perspectiva investitorilor români," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 39-53, June.
• Alina-Cristina Racu, 2018, "Analiza fundamentală a investiției de capital în exchange-traded fund," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 195-208, June.
• Leonardo Badea & Ion Stancu & Alexandra Darmaz-Guzun, 2018, "Optimizarea alocării activelor fondurilor de pensii, administrate privat în România (Pilonul II)," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 209-226, June.
• Vlad-Mircea Ionescu, 2018, "Principii ale investitorului individual," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 305-316, June.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on real estate: The role of altruism and fiscal policy," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1820.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
• Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:110006.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2018-05, Feb.
• Hafinaz Hasniyanti Hassan, 2018, "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr146, Dec.
• Chong Choy Yoke, 2018, "Non-linear Effect of Debt on the Economic Performance of Trans-Pacific Partnership Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr147, Dec.
• Ferikawita M. Sembiring, 2018, "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr150, Dec.
• Gunther Capelle-Blancard & Marc-Arthur Diaye & Patricia Crifo & Rim Oueghlissi & Bert Scholtens, 2018, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01741704.
• Gunther Capelle-Blancard & Marc-Arthur Diaye & Patricia Crifo & Rim Oueghlissi & Bert Scholtens, 2018, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Post-Print, HAL, number hal-01741704.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print, HAL, number hal-01817067, Nov.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828843.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828854.
• Robert Joliet & Yulia Titova, 2018, "Equity SRI funds vacillate between ethics and money: an analysis of the funds' stock holding decisions," Post-Print, HAL, number hal-01914880, Sep.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018, "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," Post-Print, HAL, number hal-01955047, Jul.
• Zia-Ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018, "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Post-Print, HAL, number hal-01959131, Sep, DOI: 10.1007/s40953-017-0104-5.
• Brian Hill & Tomasz Michalski, 2018, "Risk versus ambiguity and international security design," Post-Print, HAL, number hal-01966706, Jul.
• Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print, HAL, number hal-01989649, Sep, DOI: 10.1016/j.intfin.2018.02.013.
• Emmanouil Mavrakis & Christos Alexakis, 2018, "Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector," Post-Print, HAL, number hal-01992513, Jun, DOI: 10.1177/0972652718776858.
• Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipovic & Pablo Koch-Médina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Franck Schiller & Hato Schmeiser & Joël Wagner, 2018, "Asset-liability management for long-term insurance business," Post-Print, HAL, number hal-01995785.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print, HAL, number hal-01996386, Mar, DOI: 10.1016/j.eneco.2018.01.035.
• Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud & Muhammad Shahbaz, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Post-Print, HAL, number hal-02061357, Mar, DOI: 10.1016/j.frl.2017.09.012.
• Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2018, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Post-Print, HAL, number hal-02279289, DOI: 10.1016/j.jfineco.2018.12.005.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Post-Print, HAL, number hal-02409120, Sep, DOI: 10.11130/jei.2018.33.3.488.
• Ahmed Bensaïda & Houda Litimi & Oussama Abdallah, 2018, "Volatility spillover shifts in global financial markets," Post-Print, HAL, number hal-02869496, Jun, DOI: 10.1016/j.econmod.2018.04.011.
• Olivier Bargain & Jean Marie Cardebat & A. Vignolles, 2018, "Crowdfunding in the Wine Industry," Post-Print, HAL, number hal-03173593, Feb, DOI: 10.1017/jwe.2018.3.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency Analysis of CAPM: Application to the CAC 40," Post-Print, HAL, number hal-03195177, Jun, DOI: 10.26493/1854-6935.16.141-157.
• Abdallah Ben Saida & Jean-Luc Prigent, 2018, "On the robustness of portfolio allocation under copula misspecification," Post-Print, HAL, number hal-03679698, Mar, DOI: 10.1007/s10479-016-2137-0.
• E. Erragragui & M.K. Hassan & Jonathan Peillex & A.N.F. Khan, 2018, "Does Ethics Improve Stock Market Resilience in Times of Instability?," Post-Print, HAL, number hal-03680604, DOI: 10.1016/j.ecosys.2017.09.003.
• Jean-Pierre Danthine & Samuel Danthine, 2018, "On the rewards to international investing: a safe haven currency perspective," Post-Print, HAL, number halshs-01884319, Dec, DOI: 10.1186/s41937-017-0005-8.
• Philippe Jehiel, 2018, "Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism," Post-Print, HAL, number halshs-01884380, Jun, DOI: 10.1257/aer.20161696.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on real estate: The role of altruism and fiscal policy," Post-Print, HAL, number halshs-02056267, Nov.
• Hippolyte d'Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," Post-Print, HAL, number halshs-02072559, Oct, DOI: 10.1007/s11238-018-9658-8.
• Fabrice Borel-Mathurin & Pierre-Emmanuel Darpeix & Quentin Guibert & Stéphane Loisel, 2018, "Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01955047, Jul.
• Jean-Pierre Danthine & Samuel Danthine, 2018, "On the rewards to international investing: a safe haven currency perspective," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01884319, Dec, DOI: 10.1186/s41937-017-0005-8.
• Philippe Jehiel, 2018, "Investment Strategy and Selection Bias: An Equilibrium Perspective on Overoptimism," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01884380, Jun, DOI: 10.1257/aer.20161696.
• Hippolyte d'Albis & Emmanuel Thibault, 2018, "Ambiguous life expectancy and the demand for annuities," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02072559, Oct, DOI: 10.1007/s11238-018-9658-8.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number hal-03607817, Jan.
• Oumar Mbodji & Adrien Nguyen Huu & Traian A. A Pirvu, 2019, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Working Papers, HAL, number hal-00940233.
• Huyên Pham & Xiaoli Wei & Chao Zhou, 2021, "Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach," Working Papers, HAL, number hal-01867133, Dec, DOI: 10.1111/mafi.12320.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers, HAL, number hal-01880323, May.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers, HAL, number hal-03607817, Jan.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on Real Estate: The Role of Altruism and Fiscal Policy," Working Papers, HAL, number halshs-01880937, Sep.
• Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2018, "Bubble on real estate: The role of altruism and fiscal policy," Working Papers, HAL, number halshs-01885932.
• Becker, Janis & Leschinski, Christian, 2018, "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-631, May.
• Fethke, Tobias & Prokopczuk, Marcel, 2018, "Is Commodity Index Investing Profitable?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-635, Jul.
• Becker, Janis & Leschinski, Christian, 2018, "The Bias of Realized Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-642, Nov.
• Zsolt Bihary & Peter Csoka & David Zoltan Szabo, 2018, "Spectral risk measure of holding stocks in the long run," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1812, Jun.
• James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2018, "International Risk Sharing in Overlapping Generations Models," Working Papers, College of the Holy Cross, Department of Economics, number 1806, Jul.
• Imlak Shaikh, 2018, "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 396-422.
• Ingrid Groessl & Artur Tarassow, 2018, "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201802, Jan.
• Jörg Döpke & Ulrich Fritsche & Karsten Müller, 2018, "Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201803, May.
• Asplund, Disa, 2018, "Discounting transport infrastructure investments," Working papers in Transport Economics, CTS - Centre for Transport Studies Stockholm (KTH and VTI), number 2018:23, Dec, revised 05 Dec 2019.
• Gick, Wolfgang & Weissensteiner, Alex, 2018, "Analysts' Disagreement and Investor Decisions," Working Paper Series, Research Institute of Industrial Economics, number 1207, Apr.