Research classified by Journal of Economic Literature (JEL) codes

2017

• Matthias Raddant & Friedrich Wagner, 2017, "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 2, pages 289-297, February, DOI: 10.1080/14697688.2016.1183812.
• Ilomaki Jukka & Laurila Hannu, 2017, "Endogenous Real Risk-Free Rate, the Central Bank, and Stock Market," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1713, Jan.
• Ilomaki Jukka & Laurila Hannu, 2017, "Stock Market Dynamics and the Central Bank in a General Equilibrium Model," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1715, May.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Joscha Beckmann & Theo Berger & Robert Czudaj, 2017, "Gold Price Dynamics and the Role of Uncertainty," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 006, May, revised May 2017.
• Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017, "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 012, Jul, revised Jul 2017.
• Tommy Jehmlich & Friedrich Thießen & Elisabeth Ude, 2017, "Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 013, Aug, revised Aug 2017.
• Yasemin Erduman & Zelal Aktaş & Neslihan Kaya Ekşi, 2017, "Fed Para Politikasına Đlişkin Beklentilerin Türkiye’ye Yönelen Portföy Akımları Üzerine Etkisi," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 6, issue 3, pages 1-14, September.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-022/III, Feb.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2017, "Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-059/III, Jul.
• Max van Lent, 2017, "Increasing the Well-Being of Others On-the-Job and Outside the Workplace," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-061/VII, Jun.
• Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori, 2017, "Private and Public Risk Sharing in the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-064/VI, Jul.
• Prast, Henriette & Teppa, F., 2017, "The Power of Percentage : Quantitative Framing of Pension Income," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-048.
• Pikulina, E.S. & Renneboog, Luc & Tobler, P.N., 2017, "Overconfidence and investment : An experimental approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 940a1d28-f38f-4953-9790-5.
• Andries, Marianne & Haddad, Valentin, 2017, "Information Aversion," TSE Working Papers, Toulouse School of Economics (TSE), number 17-779, Mar.
• Bianchi, Milo & Tallon, Jean-Marc, 2017, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," TSE Working Papers, Toulouse School of Economics (TSE), number 17-862, Nov.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017, "A Life-Cycle Model with Unemployment Traps," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 041, Sep.
• Zhe Huang & Franck Martin, 2017, "Optimal pairs trading strategies in a cointegration framework," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2017-08, Jul.
• Chichaibelu, Bezawit Beyene & Waibel, Hermann, 2017, "Explaining differences in rural household debt between Thailand and Vietnam: Economic environment versus household characteristics," TVSEP Working Papers, Leibniz Universitaet Hannover, Institute for Environmental Economics and World Trade, Project TVSEP, number wp-002, Jun.
• Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-10, Feb.
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2017, "Optimal Financial Knowledge and Wealth Inequality," Journal of Political Economy, University of Chicago Press, volume 125, issue 2, pages 431-477, DOI: 10.1086/690950.
• Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers, Universidad Torcuato Di Tella, number 201702, Dec.
• Pavlo Illiashenko, 2017, "Behavioral Finance: Household Investment and Borrowing Decisions," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 28-48, DOI: 10.26531/vnbu2017.242.015.
• Bos, Jaap & Li, Runliang, 2017, "Understanding the Trembles of Nature: How Do Disaster Experiences Shape Bank Risk Taking?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Dec, DOI: 10.26481/umagsb.2017033.
• I. Koetsier & J.A. Bikker, 2017, "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers, Utrecht School of Economics, number 17-15, Sep.
• Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017, "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance, University of St. Gallen, School of Finance, number 17155, Oct.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017, "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1718, May, revised Nov 2017.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Calcagno, Riccardo & Giofré, Maela & Urzì-Brancati, Maria Cesira, 2017, "To Trust is Good, but to Control Is Better: How Investors Discipline Financial Advisors'Activity," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201718, May.
• Dietmar P.J. Leisen & Eckhard Platen, 2017, "Investing for the Long Run," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 381, May.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 386, Aug.
• Iris Biefang-Frisancho Mariscal, 2017, "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171704, Jan.
• Jean-Michel Grandmont, 2017, "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:22.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:31.
• Branko Urošević & Ivana Rajković, 2017, "Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 31-44.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017, "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 5, pages 571-592.
• Singh Amanjot, 2017, "Modeling Conditional Volatility of Indian Banking Sector’s Stock Market Returns," Scientific Annals of Economics and Business, Paradigm, volume 64, issue 3, pages 325-338, October, DOI: 10.1515/saeb-2017-0021.
• Marszk Adam, 2017, "Exchange traded commodities as a category of innovative products on European financial markets," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 2, pages 14-21, December, DOI: 10.1515/fiqf-2016-0019.
• Jedynak Tomasz, 2017, "Is it Worth Being Good? – The Efficiency and Risk of Socially Responsible Investing in Light of Various Empirical Studies," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 3, pages 1-14, September, DOI: 10.1515/fiqf-2016-0025.
• Kozak Sylwester, 2017, "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 3, pages 33-42, September, DOI: 10.1515/fiqf-2016-0028.
• Śliwiński Paweł & Łobza Maciej, 2017, "Financial Performance of Socially Responsible Indices," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 1, pages 25-46, March, DOI: 10.1515/ijme-2017-0003.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Zaimovic Azra & Arnaut-Berilo Almira & Mustafic Arnela, 2017, "Portfolio Diversification in the South-East European Equity Markets," South East European Journal of Economics and Business, Paradigm, volume 12, issue 1, pages 126-135, April, DOI: 10.1515/jeb-2017-0010.
• Marcin Kawiński & Piotr Majewski, 2017, "Financial and insurance literacy in Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-03.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Justine Hastings & Ali Hortaçsu & Chad Syverson, 2017, "Sales Force and Competition in Financial Product Markets: The Case of Mexico's Social Security Privatization," Econometrica, Econometric Society, volume 85, issue 6, pages 1723-1761, November, DOI: 10.3982/ECTA12302.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Moses K. Tule & Umar B. Ndako & Samuel F. Onipede, 2017, "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 57-65, November, DOI: 10.1016/j.rfe.2017.03.003.
• Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017, "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 34, issue 04, pages 1-12, August, DOI: 10.1142/S021759591750018X.
• William T Ziemba, 2017, "The Adventures of a Modern Renaissance Academic in Investing and Gambling," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10242, ISBN: ARRAY(0x56a20fb0), March.
• Eliezer Z Prisman, 2017, "Lecture Notes in Fixed Income Fundamentals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10271, ISBN: ARRAY(0x566d0c08), March.
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Blue Chips:The Rewards & Risks of Investing in Singapore's Largest Corporates," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9960, ISBN: ARRAY(0x56e031e0), March.
• William T Ziemba, 2017, "Beginning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Early Days in Adams and at the University of Massachusetts in Amherst," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Reminiscences of the Early Days in Berkeley," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Start of a New Department in Vancouver," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels on a Flying Carpet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Canadian Sports Pool and a New Name, Dr Z, 1982," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Fortune’s Formula: How the Pros Wager," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Invention of the Place and Show Betting System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Turn-of-the-Year 1982/1983," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Testing the Dr Z System with Ed Thorp," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The 2 Minute Sprint," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Susquehanna," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "What is Japan Doing Right to Get All that Money? Will they Lose It?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Bond–Stock Earnings Yield Crash Prediction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Arbitrage and Risk Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Bill Benter Letter," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Scenario Optimization in Action — The Russell–Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Anomalies Research at Frank Russell, 1989–1998," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Risk Management and Planning in the Vienna Siemens Pension Model, InnoALM," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Evaluating the Greatest Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "How to Lose Money in Derivatives and Some Who Did," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Trend Following in the Bahamas," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Internet Bubble Crash, 2000–2002," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The US Housing Bubble, Credit Crisis, Crash and Recovery 2006 to 2015," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Flash Crash and High Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "The Greek Crisis and Why It is Important," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Inefficiencies and Anomalies: Other Crashes and How They Fit the Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Dealing with Madoff and Other Swindlers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "An Adventure in the Bed and Breakfast Business, British Columbia Real Estate over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Two Tries in the Horse Ownership Business," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• William T Ziemba, 2017, "Travels to Universities and Academic and Professional Conferences over the Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, "The Adventures of a Modern Renaissance Academic in Investing and Gambling".
• Eliezer Z Prisman, 2017, "Introduction and Review of Simple Concepts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "A Basic Model of Bond Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "The Term Structure, its Estimation, and Smoothing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Duration and Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Forwards, Eurodollars, and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Lecture Notes in Fixed Income Fundamentals".
• Eliezer Z Prisman, 2017, "Swaps: A Second Look," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Lecture Notes in Fixed Income Fundamentals".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Curtain Raiser," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Temasek Holdings," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Agri-Business Companies: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Golden Agri Resources," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Wilmar International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Olam International," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Agri Business Companies: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Banking Troika," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Exchange," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Keppel Corporation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Fraser & Neave," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sembcorp Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Technologies Engineering Limited," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Sia Engineering Company," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Gaming Duopoly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "The Singapore Property Sector: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Capitaland," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "THE TALE OF TWO REITs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Global Logistic Properties," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecoms: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Starhub," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Telecommunications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Investing In Singapore Telecoms: Takeaways," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Comfortdelgro," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "Singapore Airlines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• Nandini Vijayaraghavan & Umesh Desai, 2017, "And The Curtains Fall…For Now," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "THE SINGAPORE BLUE CHIPS The Rewards & Risks of Investing in Singapore’s Largest Corporates".
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Zhechun He, 2017, "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers, Department of Economics, University of York, number 17/07, Jul.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017, "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue SCI, pages 13-23, April.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2017, "The debt tax shield, economic growth and inequality," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 219.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Knüpfer, Samuli & Rantapuska, Elias & Sarvimäki, Matti, 2017, "Why does portfolio choice correlate across generations?," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2017.
• Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers, Deutsche Bundesbank, number 06/2017.
• Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017, "Bank stress testing under different balance sheet assumptions," Discussion Papers, Deutsche Bundesbank, number 07/2017.
• Möhlmann, Axel, 2017, "Interest rate risk of life insurers: Evidence from accounting data," Discussion Papers, Deutsche Bundesbank, number 10/2017.
• Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017, "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers, Deutsche Bundesbank, number 19/2017.
• Darracq-Pariès, Matthieu & Kühl, Michael, 2017, "The optimal conduct of central bank asset purchases," Discussion Papers, Deutsche Bundesbank, number 22/2017.
• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable asset management? The case of mutual funds," Discussion Papers, Deutsche Bundesbank, number 32/2017.
• Ohls, Jana, 2017, "Moral suasion in regional government bond markets," Discussion Papers, Deutsche Bundesbank, number 33/2017.
• Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017, "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-08, revised 2017.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017, "Low-beta strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17 [rev.], revised 2017.
• Jaspersen, Stefan & Limbach, Peter, 2020, "Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-02, revised 2020.
• Mitchell, Olivia S. & Keim, Donald B., 2017, "Simplifying choices in defined contribution retirement plan design: A case study," CFS Working Paper Series, Center for Financial Studies (CFS), number 573.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 582.
• Brutscher, Philipp-Bastian & Heipertz, Jonas & Hols, Christopher, 2017, "Loan characteristics, firm preferences and investment: Evidence from a unique experiment," EIB Working Papers, European Investment Bank (EIB), number 2017/03.
• Prencipe, Dario, 2017, "The European venture capital landscape: an EIF perspective. Volume III: Liquidity events and returns of EIF-backed VC investments," EIF Working Paper Series, European Investment Fund (EIF), number 2017/41.
• Heidorn, Thomas & Maier, F. & Winker, M., 2017, "The effectiveness of seasonal investments in European Share Portfolios," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 224.
• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017, "How do entrepreneurial portfolios respond to income taxation?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2017/19.
• Sharma, Chanchal Kumar, 2017, "Federalism and Foreign Direct Investment: How Political Affiliation Determines the Spatial Distribution of FDI – Evidence from India," GIGA Working Papers, GIGA German Institute of Global and Area Studies, number 307.
• Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter, 2017, "Moral hazard in VC finance: More expensive than you thought," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 02-2017.
• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2017, "How do entrepreneurial portfolios respond to income taxation?," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 12-2017.
• Reimers, Benjamin, 2017, "Momentumeffekt: Eine empirische Analyse der DAXsector Indizes des deutschen Prime Standards," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 01/2017.
• Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo, 2017, "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-16, DOI: 10.5018/economics-ejournal.ja.2017-.
• Raddant, Matthias & Kenett, Dror Y., 2017, "Interconnectedness in the global financial market," Kiel Working Papers, Kiel Institute for the World Economy, number 2076.
• Böhl, Gregor & Fischer, Thomas, 2017, "Can taxation predict US top-wealth share dynamics?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 118.
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017, "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2017.
• Noth, Felix & Ossandon Busch, Matias, 2019, "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2017, revised 2019.
• Grunewald, Mara & Möller, Marie, 2017, "Sieben typische Fehler bei der Geldanlage: Lösungsansätze der Behavioral Finance," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 1/2017.
• Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Schimetschek, Tatjana, 2017, "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 164, revised 2017, DOI: 10.2139/ssrn.2901376.
• Curatola, Giuliano & Dergunov, Ilya, 2017, "International capital markets with time-varying preferences," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 176, DOI: 10.2139/ssrn.3013062.
• Kraft, Holger & Weiss, Farina, 2017, "Consumption-Portfolio Choice with Preferences for Cash," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 181, DOI: 10.2139/ssrn.3034165.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2017, "How persistent low expected returns alter optimal life cycle saving, investment, and retirement behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 190, DOI: 10.2139/ssrn.3076397.
• Müller, Marcel & Rosenberger, Tobias & Uhrig-Homburg, Marliese, 2017, "Fake alpha," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-001.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017, "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-012.
• Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017, "Adaptive weights clustering of research papers," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-013.
• Trimborn, Simon & Li, Mingyang & Härdle, Wolfgang Karl, 2017, "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-014.
• Baller, Stefanie & Entrop, Oliver & Schober, Alexander & Wilkens, Marco, 2017, "What drives performance in the speculative market of short-term exchange-traded retail products?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-26-17.
• Baller, Stefanie, 2017, "Risk taking in the market of speculative exchange-traded retail products: Do socio-economic factors matter?," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-27-17.
• Dlugoszek, Grzegorz, 2017, "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168182.
• Bannier, Christina E. & Schwarz, Milena, 2017, "Skilled but unaware of it: Occurrence and potential long-term effects of females' financial underconfidence," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168188.
• Bommier, Antoine & Harenberg, Daniel & Le Grand, François, 2017, "Household Finance and the Value of Life," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168189.
• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168209.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168222.
• Steiner, Viktor & Fossen, Frank & Rees, Ray & Rostam-Afschar, Davud, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168302.
• Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017, "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics, WZB Berlin Social Science Center, number SP II 2017-501.
• Florian Madison, 2017, "Frictional asset reallocation under adverse selection," ECON - Working Papers, Department of Economics - University of Zurich, number 261, Sep, revised Jan 2018.
• Gérard CHARREAUX, 2017, "Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1170201, Feb.
• Philippe DESBRIERES, 2017, "L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1171001, Oct, DOI: 10.7202/1060893ar.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 922.
• Tobias Schmidt & Panagiota Tzamourani, 2017, "Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 4, pages 31-49, DOI: 10.3790/vjh.86.4.31.
• Tobias Aufenanger & Matthias Wrede, 2017, "Schützt finanzielle Bildung vor der Unsicherheitsfalle?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 4, pages 51-56, DOI: 10.3790/vjh.86.4.51.
• Michael Walter & Lydia Welbers, 2017, "Wie „ticken“ Kleinanleger auf dem Finanzmarkt? Einblicke in ein qualitatives Forschungsprojekt," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 4, pages 67-82, DOI: 10.3790/vjh.86.4.67.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1669.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2017, "How Do Entrepreneurial Portfolios Respond to Income Taxation?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1673.
• Antonia Grohmann, 2017, "Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1702.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0997, Apr.
• Nadine Levratto & Maarouf Ramadan & Luc Tessier, 2017, "Les business angels, révélateurs, plus que moteurs, de l’engagement des entreprises dans l’innovation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-1.
• Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017, "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-2.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-23.
• Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2017, "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-7.
• M. Caridad SEVILLANO & Francisco JAREÑO, 2017, "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 37-56.
• Catherine, Sylvain, 2016, "Countercyclical Income Risk and Portfolio Choices over the Life-Cycle," HEC Research Papers Series, HEC Paris, number 1147, May.
• Lovo, Stefano & Spaenjers, Christophe, 2014, "A Model of Trading in the Art Market," HEC Research Papers Series, HEC Paris, number 1150, Mar, revised 22 Sep 2017.
• Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017, "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series, HEC Paris, number 1206, May, revised 13 Aug 2017.
• Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017, "Herding in Equity Crowdfunding," HEC Research Papers Series, HEC Paris, number 1245, Dec, revised 04 Jun 2018.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series, European Central Bank, number 2056, May.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017, "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series, European Central Bank, number 2116, Dec.