Research classified by Journal of Economic Literature (JEL) codes

2015

• Ya-Hui Wang & Chien-Chih Lai, 2015, "The Effect of Limit Order Book Information on Investors with Different Risk Attitudes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 113-120.
• Mark Schaub & Todd A. Brown, 2015, "Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 45-58.
• Terrance Jalbert, 2015, "Currency-Adjusted Stock Index Causality," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 83-91.
• Mario Rene Chan Magana & Fernando Jorge Gameros Camara & Juan Francisco Balam Mena, 2015, "Risk Analysis Of The Tourism Sector Companies In The South Of The State Of Yucatan, Analisis De Riesgo En Las Empresas Del Sector Turistico De La Zona Sur Del Estado De Yucatan," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 8, issue 2, pages 37-53.
• Popescu Oana Madalina, 2015, "The influence of the oil price on stocks listed at the Bucharest stock exchange," Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT), Institute for World Economy, Romanian Academy, volume 3.
• Sarmiza Pencea, 2015, "Turbulence in Chinese Stock Markets. Occurrence, Interventions, After-Effects," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 7, issue 3.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 550.
• Reiter, Michael, 2015, "Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks," Economics Series, Institute for Advanced Studies, number 320, Dec.
• Celal Barkan GÜRAN & Oktay TAŞ, 2015, "Making Second Order Stochastic Dominance inefficient Mean Variance Portfolio efficient: Application in Turkish BIST-30 Index," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 348, pages 69-94.
• Vasif ABİYEV, 2015, "Time-Varying Beta Risk and Its Modeling Techniques for Turkish Industry Portfolios," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 352, pages 79-108.
• Manel Youssef & Lotfi Belkacem & Khaled Mokni, 2015, "Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 8, pages 371-388, August.
• Marcel Fratzscher & Marco Lo Duca & Roland Straub, 2015, "On the International Spillovers of US Quantitative Easing," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-07, Jul.
• Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015, "Maturity Structure and Supply Factors in Japanese Government Bond Markets," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-10, Jul.
• Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015, "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 33, pages 45-96, November.
• Marco A Espinosa-Vega & Mr. Steven Russell, 2015, "Interconnectedness, Systemic Crises and Recessions," IMF Working Papers, International Monetary Fund, number 2015/046, Feb.
• Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015, "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," IMF Working Papers, International Monetary Fund, number 2015/127, Jun.
• Ms. Deniz O Igan & Marcelo Pinheiro, 2015, "Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets," IMF Working Papers, International Monetary Fund, number 2015/198, Sep.
• Humberto Valencia Herrera, 2015, "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 85-99, Enero-Jun.
• Oscar V. De la Torre Torres & María Isabel Martínez Torre-Enciso, 2015, "Revisión de la Inversión Sustentable en La Bolsa Mexicana Durante Periodos de Crisis," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 115-130, Julio-Dic.
• Carlos Guerrero de Lizardi, 2015, "An Imperfect Approach for Looking at the Distribution of Financial and Non-Financial Wealth in Mexico 1984-2012," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 145-158, Julio-Dic.
• Jitendra Aswani, 2015, "Analyzing the impact of global financial crisis on the interconnectedness of Asian stock markets using network science," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-020, Jul.
• Matthijs Lof, 2015, "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, volume 61, issue 8, pages 1889-1901, August, DOI: 10.1287/mnsc.2014.1937.
• Grey Gordon & Aaron Hedlund, 2015, "Accounting for the Rise in College Tuition," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-015, Sep.
• Renata Kovacevic & Mladen Latkovic, 2015, "Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 1, pages 31-55.
• Petar-Pierre Matek & Masa Radakovic, 2015, "Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 3, pages 245-278.
• Hatice Gaye Gencer, 2015, "Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 3, pages 325-340.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working Papers, Department of Research, Ipag Business School, number 2015-630, Jan.
• Aguilar-Juárez, Isabel Patricia. & Venegas-Martínez, Francisco., 2015, "Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 20, pages 7-46, primer se.
• Mauro Marè & Antonello Motroni & Francesco Porcelli, 2015, "La partecipazione alla previdenza a capitalizzazione in Italia: le determinanti e gli effetti economici," Working papers, Società Italiana di Economia Pubblica, number 20, Feb.
• Rosella Levaggi & Francesco Menoncin, 2015, "Dynamic Tax Evasion with Audits based on Conspicuous Consumption," Working papers, Società Italiana di Economia Pubblica, number 33, Oct.
• Carlos Cueva Herrero & Aldo Rustichini, 2015, "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2015-06, May.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8905, Mar.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "On the Origins of Risk-Taking," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9178, Jul.
• Black, Sandra E. & Devereux, Paul J. & Lundborg, Petter & Majlesi, Kaveh, 2015, "Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9227, Jul.
• Antoniou, Constantinos & Harrison, Glenn & Lau, Morten & Read, Daniel, 2015, "Information Characteristics and Errors in Expectations: Experimental Evidence," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9387, Sep.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar, 2015, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9405, Oct.
• Meryem Duygun & Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2015, "Active management and mutual fund performance," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/01.
• Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2015, "Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/02.
• Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2015, "Combining local and global markets in asset pricing in emerging markets:Evidence from three BRICS nations," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 365-378, July-Sepe.
• Kavir Naidoo & Faeezah Peerbhai, 2015, "An evaluation of gold as an inflation hedge: Empirical evidence from South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 205-217, Special I.
• Meng-Feng Yen & Jia-Hui Lin & Yu-Ting Sun, 2015, "Does Corporate Social Responsibility Deliver Alpha?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 11, issue 1, pages 23-45, January.
• Schanbacher Peter, 2015, "Averaging Across Asset Allocation Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 1, pages 61-81, February, DOI: 10.1515/jbnst-2015-0106.
• Dilip Madan, 2015, "Asset pricing theory for two price economies," Annals of Finance, Springer, volume 11, issue 1, pages 1-35, February, DOI: 10.1007/s10436-014-0255-8.
• Bo Yi & Frederi Viens & Baron Law & Zhongfei Li, 2015, "Dynamic portfolio selection with mispricing and model ambiguity," Annals of Finance, Springer, volume 11, issue 1, pages 37-75, February, DOI: 10.1007/s10436-014-0252-y.
• Benjamin Jourdain & Julien Reygner, 2015, "Capital distribution and portfolio performance in the mean-field Atlas model," Annals of Finance, Springer, volume 11, issue 2, pages 151-198, May, DOI: 10.1007/s10436-014-0258-5.
• Guillaume Coqueret, 2015, "Diversified minimum-variance portfolios," Annals of Finance, Springer, volume 11, issue 2, pages 221-241, May, DOI: 10.1007/s10436-014-0253-x.
• Andrew Heunis, 2015, "Quadratic minimization with portfolio and terminal wealth constraints," Annals of Finance, Springer, volume 11, issue 2, pages 243-282, May, DOI: 10.1007/s10436-014-0254-9.
• Ting-Kam Wong, 2015, "Optimization of relative arbitrage," Annals of Finance, Springer, volume 11, issue 3, pages 345-382, November, DOI: 10.1007/s10436-015-0261-5.
• Alexander Vervuurt & Ioannis Karatzas, 2015, "Diversity-weighted portfolios with negative parameter," Annals of Finance, Springer, volume 11, issue 3, pages 411-432, November, DOI: 10.1007/s10436-015-0263-3.
• Daniela Neykova & Marcos Escobar & Rudi Zagst, 2015, "Optimal investment in multidimensional Markov-modulated affine models," Annals of Finance, Springer, volume 11, issue 3, pages 503-530, November, DOI: 10.1007/s10436-015-0268-y.
• Chen Yang, 2015, "An Empirical Study of Liquidity and Return Autocorrelations in the Chinese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 3, pages 261-282, September, DOI: 10.1007/s10690-015-9203-5.
• Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015, "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 2, pages 261-284, February, DOI: 10.1007/s10614-014-9419-x.
• Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015, "Testing stock market convergence: a non-linear factor approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 481-498, August, DOI: 10.1007/s10663-014-9259-x.

2014

• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2014, "Extremal Dependence and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-38, May.
• Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014, "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-62, Oct.
• Bojan Tomic, 2014, "The Application Of The Capital Asset Pricing Model On The Croatian Capital Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 1, issue 1, pages 105-123.
• Mine AKSOY, 2014, "The Effects of Terrorism on Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 31-41.
• Rifat KARAKUS & Israfil ZOR, 2014, "IMKB’de Islem Goren Araci Kurulus Varantlari icin Etkin Fiyatlama Modelinin Belirlenmesi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 63-71.
• Berna AYDOGAN & Gulin VARDAR & Gokce TUNC, 2014, "The Interaction of Mutual Fund Flows and Stock Returns: Evidence From The Turkish Capital Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 2, pages 163-173.
• Hwang, Byoung-Hyoung & Lou, Dong & Yin, Chengxi, 2014, "Offsetting disagreement and security prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119022, Nov.
• Bustamante, Maria Cecilia & Donangelo, Andrés, 2014, "Product market competition and industry returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119031, Feb.
• Freeman, Mark C. & Groom, Ben, 2014, "Using equity premium survey data to estimate future wealth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57161, Apr.
• Boucher, Christophe M. & Danielsson, Jon & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014, "Risk models–at–risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59299, Jan.
• Lleo, Sebastien & Ziemba, Bill, 2014, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60960, Sep.
• Sergei Kovbasyuk & Marco Pagano, 2014, "Advertising Arbitrage," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1401, revised Feb 2022.
• Victor Mendes & Margarida Abreu, 2014, "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," EcoMod2014, EcoMod, number 6621, Jul.
• Cyn-Young Park & Rogelio V. Mercado, 2014, "Equity home bias, financial integration, and regulatory reforms: implications for emerging Asia," Chapters, Edward Elgar Publishing, chapter 9, in: Iwan J. Azis & Hyun S. Shin, "Global Shock, Risks, and Asian Financial Reform".
• Moin A. Yahya, 2014, "Dodd-Frank, Fiduciary Duties, and the Entangled Political Economy of Federalism and Agency Rule-Making," Advances in Austrian Economics, Emerald Group Publishing Limited, "Entangled Political Economy", DOI: 10.1108/S1529-213420140000018006.
• Guillaume Weisang, 2014, "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034009.
• Valeria Martinez, 2014, "Carbon Emissions Trading: What it Means for Individual Investors," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "International Financial Markets", DOI: 10.1108/S1574-8715(2013)0000013014.
• Konstantinos Drakos & Ekaterini Kyriazidou & Ioannis Polycarpou, 2014, "A Dynamic Gravity Model for Global Bilateral Investment Holdings," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023005.
• Debasish Maitra, 2014, "Do volume and open interest explain volatility?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-243, July, DOI: 10.1108/JFEP-04-2013-0012.
• Annie Claire Zhang, 2014, "Financial advice and asset allocation of individual investors," Pacific Accounting Review, Emerald Group Publishing Limited, volume 26, issue 3, pages 226-247, November, DOI: 10.1108/PAR-04-2013-0030.
• Gregor Dorfleitner & Sebastian Utz, 2014, "Profiling German-speaking socially responsible investors," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 2, pages 118-156, July, DOI: 10.1108/QRFM-07-2012-0024.
• Ann-Kristin Achleitner & Christian Figge & Eva Lutz, 2014, "Value creation drivers in a secondary buyout – the acquisition of Brenntag by BC Partners," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 3, pages 278-301, November, DOI: 10.1108/QRFM-06-2012-0018.
• Carlo Massironi, 2014, "Philip Fisher’s sense of numbers," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 3, pages 302-331, November, DOI: 10.1108/QRFM-01-2013-0004.
• Karina Doorley & Eva Sierminska, 2014, "Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is there a Role for Policy?," Research on Economic Inequality, Emerald Group Publishing Limited, "Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting", DOI: 10.1108/S1049-258520140000022000.
• Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
• Riza Demirer & Shrikant P. Jategaonka & Ahmed Khalifa, 2014, "Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries," Working Papers, Economic Research Forum, number 858, Nov, revised Nov 2014.
• Apostolos Xanthopoulos Ph.D, 2014, "Financial Crisis, Intervention and Performance Measurement," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 14-35.
• Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014, "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 109-123.
• Lukas Macijauskas & Dimitrios I. Maditinos, 2014, "Looking for Synergy with Momentum in Main Asset Classes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-16.
• Alfredas Lukasevicius & Indre Lapinskaite, 2014, "Strategy of Sustainable Development in Investment Portfolio Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Malek Khojasteh Nejad, 2014, "Clustering Stock Exchange data by Using Evolutionary Algorithms for Portfolio Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 55-66.
• Giorgio Fabbri & Salvatore Federico, 2014, "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 14-06.
• Anita CEH CASNI & Maruska VIZEK, 2014, "Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 100-119, March.
• Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014, "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 144-159, March.
• Yen-Hsien Lee & Hao Fang & Wei-Fan SU, 2014, "Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 4, pages 296-311, September.
• Eduard Baumöhl & Štefan Lyócsa, 2014, "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 5, pages 352-373, November.
• Jaroslava Hlouskova & Jana Mikocziova & Rudolf Sivak & Peter Tsigaris, 2014, "Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 5, pages 374-391, November.
• Hana Dzmuranova & Petr Teply, 2014, "Risk management of savings accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/09, Apr, revised Apr 2014.
• Hirbod Assa & Nikolay Gospodinov, 2014, "Hedging and Pricing in Imperfect Markets under Non-Convexity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-13, Aug.
• Rawley Heimer, 2014, "Can Leverage Constraints Help Investors?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1433, Dec, DOI: 10.26509/frbc-wp-201433.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014, "Very long-run discount rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 182, May, DOI: 10.24149/gwp182.
• Michael B. Devereux & Changhua Yu, 2014, "International financial integration and crisis contagion," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 197, Sep, DOI: 10.24149/gwp197.
• Frederick T. Furlong & David Lang & Yelena Takhtamanova, 2014, "Mortgage Choice in the Housing Boom: Impacts of House Price Appreciation and Borrower Type," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-5, Jan, DOI: 10.24148/wp2014-05.
• Jonathan Goldberg, 2014, "Idiosyncratic Investment Risk and Business Cycles," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-05, Jan.
• Oliver DeGroot, 2014, "The Risk Channel of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-31, Apr.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2014, "Flights to Safety," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-46, Jun.
• Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2014, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) plans," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-96, Aug.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014, "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1103, May.
• Ergys Islamaj & Maziar Kazemi, 2014, "Returns to Active Management: The Case of Hedge Funds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1112, Aug.
• Carol C. Bertaut & Alexandra M. Tabova & Vivian Wong, 2014, "The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1123, Oct.
• Ellen A. Merry & Logan Thomas, 2014, "Asset Holdings of Young Households: Trends and Patterns," Review, Federal Reserve Bank of St. Louis, volume 96, issue 4, pages 391-411.
• YiLi Chien, 2014, "The cost of business cycles with heterogeneous trading technologies," Working Papers, Federal Reserve Bank of St. Louis, number 2014-15, Jun, DOI: 10.20955/wp.2014.015.
• Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller, 2014, "Can risk explain the profitability of technical trading in currency markets?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-033, Oct, revised 12 Jun 2020, DOI: 10.20955/wp.2014.033.
• Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014, "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Staff Report, Federal Reserve Bank of Minneapolis, number 499, Jun.
• Lee Cohen & Marcia Millon Cornette & Hamid Mehran & Hassan Tehranian, 2014, "The effect of state pension cut legislation on bank values," Staff Reports, Federal Reserve Bank of New York, number 679, Jun.
• Sheng Guo, 2014, "Margin Requirements and Portfolio Optimization: A Geometric Approach," Working Papers, Florida International University, Department of Economics, number 1406, Apr.
• Péter Kondor & Dimitri Vayanos, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers, Financial Markets Group, number dp730.
• Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov, 2014, "Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-03.
• Milanesi, Gastón S. & Broz, Diego & Tohmé, Fernando & Rossit, Daniel, 2014, "Strategic Analysis Of Forest Investments Using Real Option: The Fuzzy Pay-Off Model (Fpom)," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 33-44, May.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2014, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Risks, MDPI, volume 2, issue 3, pages 1-17, July.
• Ewa Lechman & Adam Marszk, 2014, "Reshaping financial systems. New technologies and financial innovations - evidence from the United States, Mexico and Brazil," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 20, Jan.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014, "The role of education in equity portfolios during the recent financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2014_17, Oct.
• Paul Hallwood & Ronald MacDonald, 2014, "Picking The Right Budget Constraint For Scotland," Working Papers, Business School - Economics, University of Glasgow, number 2014_18, Oct.
• António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal, 2014, "Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-25, Dec.
• Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 11323, Feb.
• Kirsten L MacDonald & Robert J Bianchi & Michael E Drew, 2014, "Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201402, Feb.
• Gunther Capelle-Blancard & Stephanie Monjon, 2014, "The Performance of Socially Responsible Funds: Does the Screening Process Matter?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00802363, Jun, DOI: 10.1111/j.1468-036X.2012.00643.x.
• Stéphane Crépey & Raphaël Douady, 2014, "The Whys of the LOIS: Credit Skew and Funding Spread Volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151315, Dec.
• Olivier Le Marois & Julia Mikhalevsky & Raphaël Douady, 2014, "Extreme Risk, excess return and leverage: the LP formula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151376, Dec.
• Meglena Jeleva & Jean-Marc Tallon, 2014, "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01109639, Jul.
• Milo Bianchi & Jean-Marc Tallon, 2014, "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01109655, Sep.
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• Giorgio Fabbri & Salvatore Federico, 2014, "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Post-Print, HAL, number hal-01038088, Jun, DOI: 10.1515/mel-2014-0011.
• Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015, "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print, HAL, number hal-01070033, DOI: 10.1108/JPIF-02-2014-0010.
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• Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014, "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," Sciences Po Economics Publications (main), HAL, number hal-03393013, Nov, DOI: 10.1016/j.jet.2014.09.011.
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