Research classified by Journal of Economic Literature (JEL) codes

2013

• George T. Palaiodimos, 2013, "Putting the EMU integration into a new perspective: the case of capital market holdings," Working Papers, Bank of Greece, number 168, Dec.
• Joonkyung Ha & Eunseok Lee, 2013, "Total Factor Productivity and Growth Potential: A Macro-Perspective Analysis on R&D Investment in OECD Countries (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 2, pages 25-57, June.
• Seung Hwan Lee, 2013, "Systemic Liquidity Shortages and Interbank Network Structures," Working Papers, Economic Research Institute, Bank of Korea, number 2013-4, Mar.
• Sirajum Munira Sarwar & Gulnur Muradoglu, 2013, "Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 99-114, December.
• Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck, 2013, "How Much Would You Pay to Resolve Long-Run Risk?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2013-002, Feb.
• Kalyvitis Sarantis & Panopoulou Ekaterini, 2013, "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 551-571, December, DOI: 10.1515/snde-2013-0019.
• Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013, "Forecasting Stock Returns under Economic Constraints," Working Papers, Brandeis University, Department of Economics and International Business School, number 57, May.
• Rodrigo Fernandes Malaquias & William Eid Junior, 2013, "Market Efficiency and Performance of Multimarket Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 119-142.
• Alexandre Rubesam & André Lomonaco Beltrame, 2013, "Minimum Variance Portfolios in the Brazilian Equity Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 81-118.
• Rafael Felipe Schiozer & Diego Lins de Albuquerque Pennachi Tejerina, 2013, "Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation?," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 4, pages 527-558.
• Anastasia Petraki & Anna Zalewska, 2013, "With whom and in what is it better to save? Personal pensions in the UK," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/304, Apr.
• Anastasia Petraki & Anna Zalewska, 2013, "Jumping over a low hurdle: Personal pension fund performance," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/305, May.
• Kathryn Graddy & Philip Margolis, 2013, "Old Italian Violins: A New Investment Strategy," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 7.
• Davide Pettenuzzo, 2013, "To Predict the Equity Market, Consult Economic Theory," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 8, revised 2014.
• Ute Filipiak, 2013, "Trusting Financial Institutions: Out of Reach, out of Trust?," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp13002, Feb.
• Christian Andres & André Betzer & Peter Limbach, 2013, "Underwriter Reputation and the Quality of Certification: Evidence from High-Yield Bonds," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP13006, Aug.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, volume 34, issue 1, pages 7-41.
• Maxime Merli & Tristan Roger, 2013, "What drives the herding behavior of individual investors?," Finance, Presses universitaires de Grenoble, volume 34, issue 3, pages 67-104.
• David Le Bris, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Recherches économiques de Louvain, De Boeck Université, volume 79, issue 3, pages 71-89.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/06, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/08, Feb.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
• Francesco Menoncin & Elena Vigna, 2013, "Mean-variance target-based optimisation in DC plan with stochastic interest rate," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 337.
• Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013, "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 338.
• Richard Guay & Laurence Allaire, 2013, "Long-Term Returns: a Reality Check for Pension Funds and Retirement Savers," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 395, December.
• Thiemo Fetzer & Maitreesh Ghatak & Jonathan de Quidt, 2013, "Group Lending Without Joint Liability," STICERD - Economic Organisation and Public Policy Discussion Papers Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 044, Jul.
• Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013, "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series, CESifo, number 4070.
• Christian Gollier, 2013, "Asset Pricing with Uncertain Betas: A Long-Term Perspective," CESifo Working Paper Series, CESifo, number 4072.
• Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013, "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series, CESifo, number 4275.
• Arno Riedl & Paul Smeets, 2013, "Why Do Investors Hold Socially Responsible Mutual Funds?," CESifo Working Paper Series, CESifo, number 4403.
• Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013, "Was bewegt den DAX?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 66, issue 23, pages 32-36, December.
• Suleyman Basak & Dmitry Makarov, 2013, "Competition among Portfolio Managers and Asset Specialization," Working Papers, Center for Economic and Financial Research (CEFIR), number w0194, Apr.
• Todd Moss & Ross Thuotte, 2013, "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers, Center for Global Development, number 316, Mar.
• Yan Dolinsky & Halil Mete Soner, 2013, "Robust Hedging with Proportional Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-11, Mar.
• Jan Kallsen & Johannes Muhle-Karbe, 2013, "The General Structure of Optimal Investment and Consumption with Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-15, Apr.
• Halil Mete Soner & Mirjana Vukelja, 2013, "Utility Maximization in an Illiquid Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-17, Apr.
• Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2013, "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-19, Jan.
• Antonio Mele & Yoshiki Obayashi & Catherine Shalen, 2013, "Dynamics of Interest Rate Swap and Equity Volatilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-23, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "Credit Variance Swaps and Volatility Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-24, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "Volatility Indexes and Contracts for Eurodollar and Related Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-25, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "Volatility Indexes and Contracts for Government Bonds and Time Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-26, Apr.
• Antonio Mele & Yoshiki Obayashi, 2013, "The Price of Government Bond Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-27, Apr.
• Albert Altarovici & Johannes Muhle-Karbe & Halil Mete Soner, 2013, "Asymptotics for Fixed Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-35, Jun.
• Marc S. Paolella & Pawel Polak, 2013, "COMFORT: A Common Market Factor Non-Gaussian Returns Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-38, Jul, revised Sep 2014.
• Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-39, Jul, revised Dec 2018.
• Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2013, "Asset Pricing with Regime-Dependent Preferences and Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-44, Aug, revised Oct 2013.
• Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013, "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-45, Sep.
• Christoph Czichowsky & Johannes Muhle-Karbe & Walter Schachermayer, 2013, "Transaction Costs and Shadow Prices in Discrete Time," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-51, Oct.
• Semyon Malamud & Marzena J. Rostek, 2013, "Decentralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-52, Sep, revised Apr 2018.
• Angie Andrikogiannopoulou & Filippos Papakonstantinou, 2013, "Heterogeneity in Risk Preferences: Evidence from a Real-World Betting Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-53, Mar.
• Martin Hoesli & Elias Oikarinen, 2013, "Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-56, Nov, revised Jan 2015.
• Julien Hugonnier & Rodolfo Prieto, 2013, "Asset Pricing with Arbitrage Activity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-57, Nov.
• Martin Herdegen & Sebastian Herrmann, 2013, "Optimal Investment in a Black-Scholes Model with a Bubble," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-58, Nov.
• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013, "Capital Requirements with Defaultable Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-66, Dec.
• Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013, "Beyond Cash-Additive Risk Measures: When Changing the Numeraire Fails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-67, Dec.
• Christoph Kühn & Johannes Muhle-Karbe, 2013, "Optimal Liquidity Provision," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-71, Feb.
• Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi, 2017, "Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-53, Dec.
• Lanwenjing Yin & Kanchana Chokethaworn & Chukiat Chaiboonsri, 2013, "Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 4, pages 75-86, December.
• Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013, "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers, Chapman University, Economic Science Institute, number 13-13.
• Gianluca Cafiso, 2013, "Public-Debt Financing in the case of External Debt," Working Papers, CEPII research center, number 2013-37, Nov.
• Theo Berger, 2013, "Forecasting value-at-risk using time varying copulas and EVT return distributions," International Economics, CEPII research center, issue 133, pages 93-106.
• Jordi Mondria & Thomas Wu, 2013, "Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?," Canadian Journal of Economics, Canadian Economics Association, volume 46, issue 1, pages 310-337, February, DOI: 10.1111/caje.12013.
• Anat Bracha & Donald Brown, 2013, "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive, David K. Levine, number 786969000000000782, Sep.
• Anat Bracha & Donald Brown, 2013, "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive, David K. Levine, number 786969000000000792, Sep.
• Mihaela SUDACEVSCHI, 2013, "Analysis Of The Bucharest Stock Exchange Indices Structure," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 29, pages 326-339, October.
• Corina MICULESCU, 2013, "The Role Of The European Funding In The Context Of The Economic Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 106-113, June.
• Gargano & E. Otranto, 2013, "Financial Clustering in Presence of Dominant Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201318.
• María Isabel Cambón Murcia & Ramiro Losada, 2013, "Evidence from purchases and redemptions in the Spanish equity fund market," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 56.
• Sergio Mario Ferro C√°rdenas, 2013, "Patrones Visuales en An√°lisis T√©cnico: Identificaci√≥n Algor√≠tmica y Evaluaci√≥n de Estrategias de Inversi√≥n," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11469, Aug.
• Orlando Alberto Camacho Reina, 2013, "Selecci√≥n Estrat√©gica de Activos bajo No-normalidad: An√°lisis del Rendimiento de un Portafolio de Inversi√≥n," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11891, Sep.
• Diego Ramos Toro, 2013, "Estimating Risk and Excessive Risk-Taking in Colombia´s Commercial Banks," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• María Isabel Restrepo Estrada & Juan Miguel Mar�n Diazaraque, 2013, "Imputación de ingresos en la Gran Encuesta Integrada de Hogares (GEIH) de 2010," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Camilo Gonz�lez, 2013, "Mercados interbancarios no colateralizados e informaci�n asim�trica: un mecanismo para lograr la participaci�n plena de los bancos deficitarios cuando," Borradores de Economia, Banco de la Republica, number 10466, Feb.
• Andr�s Gonz�lez & Martha Rosalba L�pez Pi�eros & Norberto Rodr�guez & Santiago T�llez, 2013, "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia, Banco de la Republica, number 10483, Feb.
• Carlos Eduardo L�on Rinc�n & Karen Juliet Leiton & Jhonatan P�rez Villalobos, 2013, "Extracting the sovereigns� CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica, number 10749, May.
• Jos� E. G�mez-Gonz�lez & Luis Fernando Melo Velandia, 2013, "Efectos de ��ngeles ca�dos� en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia, Banco de la Republica, number 10977, Sep.
• Julio César Alonso & Juan Manuel Chaves, 2013, "Valor en riesgo: evaluación del desempeno de diferentes metodologías para 5 países latinoamericanos," Estudios Gerenciales, Universidad Icesi.
• Marisol Valencia & Alejandro Bedoya, 2013, "Prueba de sesgo sobre rendimientos financieros en el mercado colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 80, pages 79-102.
• Miller Janny Ariza Garzón & Elsa Susana Reyes Quintanilla & Luisa Fernanda Velasco Cardona, 2013, "Microbonos. Una alternativa de inversión para los Estratos Uno, Dos y Tres," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Yolanda Álvarez Sánchez & Rubén Darío Díaz Mateus & Jorge Enrique Saiz, 2013, "Empresas de familia rurales, relaciones de género, relaciones de poder. Caso Lenguazaque, Cundinamarca," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Andrés Felipe Arce Mesa & Deisy Liliana Rodríguez & Sonia Fernanda Garavito, 2013, "Determinantes de la fecundidad en el Departamento de Antioquia," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Andrés Mauricio Gómez Sánchez & Jos� Gabriel Astaiza G�mez, 2013, "Ciclo económico y prima por riesgo en el mercado accionario colombiano," Revista Ecos de Economía, Universidad EAFIT.
• Ignacio Velez-Pareja, Joseph Tham Rauf Ibragimov & Ignacio V√©lez-Pareja & Joseph Tham, 2013, "Mejora de la Medici√≥n del Desempeno con el VEA (EVA) Operativo Y Total (Sharpening Performance Measurement with the Operating and Total EVA)," Proyecciones Financieras y Valoración, Master Consultores, number 10720, Mar.
• Ignacio Velez-Pareja, Joseph Tham Rauf Ibragimov & Ignacio V√©lez-Pareja & Joseph Tham, 2013, "EVA Performance Measurement is Faulty: So You May Be Persuaded to Switch to a Robust OEVA-TEVA Alternative," Proyecciones Financieras y Valoración, Master Consultores, number 10721, Feb.
• Carlo Alberto Magni, 2013, "Generalized Makeham's Formula and Economic Profitability," Proyecciones Financieras y Valoración, Master Consultores, number 10992, Sep.
• Rob Aalbers, 2013, "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 257, Sep.
• Anna Czapkiewicz & Artur Machno, 2013, "Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 145-162.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013, "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 9377, Mar.
• Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 9407, Mar.
• Engle, Robert & Acharya, Viral & Pierret, Diane, 2013, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers, Centre for Economic Policy Research, number 9431, Apr.
• DeMiguel, Victor & Nogales, Francisco J. & Uppal, Raman, 2013, "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 9456, Apr.
• Bhamra, Harjoat Singh & Uppal, Raman, 2013, "Asset Prices with Heterogeneity in Preferences and Beliefs," CEPR Discussion Papers, Centre for Economic Policy Research, number 9459, May.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers, Centre for Economic Policy Research, number 9484, May.
• Meyer, Margaret & Strulovici, Bruno, 2013, "The Supermodular Stochastic Ordering," CEPR Discussion Papers, Centre for Economic Policy Research, number 9486, May.
• Ghatak, Maitreesh & Fetzer, Thiemo & de Quidt, Jonathan, 2013, "Group Lending Without Joint Liability," CEPR Discussion Papers, Centre for Economic Policy Research, number 9578, Jul.
• Hau, Harald & Lai, Sandy, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers, Centre for Economic Policy Research, number 9581, Aug.
• Guiso, Luigi & Zingales, Luigi & Sapienza, Paola, 2013, "Time Varying Risk Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 9589, Aug.
• Guiso, Luigi & Gottlieb, Charles & Fagereng, Andreas, 2013, "Asset Market Participation and Portfolio Choice over the Life Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 9691, Oct.
• Guiso, Luigi & Viviano, Eliana, 2013, "How Much Can Financial Literacy Help?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9693, Oct.
• Pedersen, Lasse Heje & Frazzini, Andrea & Kabiller, David, 2013, "Buffett?s Alpha," CEPR Discussion Papers, Centre for Economic Policy Research, number 9769, Dec.
• Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013, "Carry," CEPR Discussion Papers, Centre for Economic Policy Research, number 9771, Dec.
• Fabian Irek & Thorsten Lehnert, 2013, "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-1.
• Jang Schiltz & Marc Boissaux, 2013, "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-3.
• Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer & Mariela Stefanova, 2013, "The Lure of the Brand: Evidence from the European Mutual Fund Industry," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-8.
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013, "Optimal Financial Knowledge and Wealth Inequality," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 133, Mar.
• Annamaria Lusardi & Olivia S. Mitchell, 2013, "The Economic Importance of Financial Literacy: Theory and Evidence," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 134, Apr.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013, "On the inefficiency of Brownian motions and heavier tailed price processes," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-13-01.
• David LE BRIS, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013033, Sep.
• Hening Liu, 2013, "Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets," Annals of Economics and Finance, Society for AEF, volume 14, issue 1, pages 21-52, May.
• Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013, "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 483-491, November.
• Jizheng Huang & Heng-fu Zou, 2013, "Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 367-384, November.
• Christoffersen, Peter & Langlois, Hugues, 2013, "The Joint Dynamics of Equity Market Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 5, pages 1371-1404, October.
• DeMiguel, Victor & Plyakha, Yuliya & Uppal, Raman & Vilkov, Grigory, 2013, "Improving Portfolio Selection Using Option-Implied Volatility and Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 6, pages 1813-1845, December.
• Bouri, Elie I., 2013, "Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices," Journal of Wine Economics, Cambridge University Press, volume 8, issue 1, pages 49-68, May.
• Seyoum-Tegegn, Emayenesh & Chan, Chris, 2013, "What Is Making Vineyard Investment in Northwest Victoria, Australia, Slow to Adjust?," Journal of Wine Economics, Cambridge University Press, volume 8, issue 1, pages 83-102, May.
• Anat Bracha & Donald J. Brown, 2013, "Keynesian Utilities: Bulls and Bears," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1891, Apr.
• Anat Bracha & Donald J. Brown, 2013, "(Ir)Rational Exuberance: Optimism, Ambiguity and Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1898, Jun.
• Anat Bracha & Donald J. Brown, 2013, "Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1898R, Jun, revised Jun 2014.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903, Jul.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1903R, Jul, revised Mar 2015.
• Gourieroux, Christian (ed.), 2013, "Stress-Test Exercises and the Pricing of Very Long-Term Bonds," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11793.
• Campi, Luciano (ed.), 2013, "Investissement optimal et évaluation d'actifs sous certaines imperfections de marché," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12887.
• Konermann, Patrick & Meinerding, Christoph & Sedova, Olga, 2013, "Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations," Review of Financial Economics, Elsevier, volume 22, issue 1, pages 36-46, DOI: 10.1016/j.rfe.2012.08.001.
• Demirer, Rıza & Jategaonkar, Shrikant P., 2013, "The conditional relation between dispersion and return," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 125-134, DOI: 10.1016/j.rfe.2013.04.004.
• Giovannetti, Bruno C., 2013, "Asset pricing under quantile utility maximization," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 169-179, DOI: 10.1016/j.rfe.2013.05.008.
• Walkshäusl, Christian, 2013, "The high returns to low volatility stocks are actually a premium on high quality firms," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 180-186, DOI: 10.1016/j.rfe.2013.06.001.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013, "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 12-27, DOI: 10.1016/j.ribaf.2012.04.004.
• Lagoarde-Segot, Thomas, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 183-208, DOI: 10.1016/j.ribaf.2011.10.003.
• Brière, Marie & Signori, Ombretta, 2013, "Hedging inflation risk in a developing economy: The case of Brazil," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 209-222, DOI: 10.1016/j.ribaf.2012.04.003.
• Samson, Lucie, 2013, "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 35-44, DOI: 10.1016/j.ribaf.2012.09.006.
• Vidal-García, Javier, 2013, "The persistence of European mutual fund performance," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 45-67, DOI: 10.1016/j.ribaf.2012.09.004.
• Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013, "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 35-51, DOI: 10.1016/j.ribaf.2013.02.001.
• Demirer, Riza, 2013, "Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 77-98, DOI: 10.1016/j.ribaf.2013.04.001.
• Khaled, Mohammed S. & Keef, Stephen P., 2013, "Seasonal affective disorder: onset and recovery," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 42, issue C, pages 136-139, DOI: 10.1016/j.socec.2012.11.018.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013, "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-24, May.
• Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013, "How Portfolios Evolve After Retirement: Evidence from Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-40, Jun.
• Jiang, Hao & Verardo, Michela, 2013, "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 119034, Mar.
• Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013, "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119037, Feb.
• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T. & Wang, Yihui, 2013, "Mark-to-market accounting and systemic risk: evidence from the insurance industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60968, Oct.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013, "Time Varying Risk Aversion," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1322, revised Sep 2013.
• Luigi Guiso & Eliana Viviano, 2013, "How Much Can Financial Literacy Help?," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1325, revised Sep 2013.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013, "Asset Market Participation and Portfolio Choice over the Life-Cycle," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1326, revised Oct 2013.
• Dora Gicheva & Albert N. Link, 2013, "Leveraging entrepreneurship through private investments: does gender matter?," Chapters, Edward Elgar Publishing, chapter 10, "Public Support of Innovation in Entrepreneurial Firms".
• Chirinos, Miguel, 2013, "Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 169-206, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado, 2013, "Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 177-205., January-J.
• Mark Schaub, 2013, "Latin American ADR performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 4-12, February, DOI: 10.1108/17439131311298485.
• Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-03, Jan.
• Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
• Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
• Hisanobu SHISHIDO & Shintaro SUGIYAMA & Fauziah ZEN, 2013, "Moving MPAC Forward: Strengthening Public-Private Partnership, Improving Project Portfolio and in Search of Practical Financing Schemes," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2013-21, Oct.
• Renuka Sane & Susan Thomas, 2013, "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Working Papers, eSocialSciences, number id:5553, Oct.
• Oscar De la Torre Torres., 2013, "Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 39, issue 2, pages 119-144, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/392013/DelaTorr.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk and Home Bias in the Euro Area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 494, Apr.
• Damien PUY, 2013, "Institutional Investors Flows and the Geography of Contagion," Economics Working Papers, European University Institute, number ECO2013/06.
• Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013, "Asset Market Participation and Portfolio Choice over the Life-Cycle," Economics Working Papers, European University Institute, number ECO2013/07.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2013, "Universal vs separated banking with deposit insurance in a macro model," Discussion Papers, University of Exeter, Department of Economics, number 1308.
• Önder Büberkökü, 2013, "Kriz Döneminde Yükselen Piyasa Ekonomileri, Euro Bölgesi ve ABD piyasaları Arasındaki Volatilite Yayılmasının İncelenmesi :Varyansta-Granger-Nedensellik Testinden Kanıtlar," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 208.
• Burak DİNDAROĞLU & Yekta TAKIM, 2013, "R&D, Innovation And Stock Market Performance: A Study On Manufacturing Firms Traded In Borsa Istanbul," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 24, issue 89, pages 25-44, DOI: 10.5455/ey.35301.
• Pierpaolo Pattitoni & Barbara Petracci & Marco Savioli & Lorenza Zirulia, 2013, "La scelta imprenditoriale: un approccio finanziario," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, volume 2013, issue 3, pages 71-91.
• Adam Borovička, 2013, "Possible Modifications of the Multiple Criteria Assignment Method," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 7, issue 1, pages 055-067, March.
• Ales S. BERK & Mitja COK & Marko KOSAK & Joze SAMBT, 2013, "CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 4, pages 360-381, August.
• Krenar AVDULAJ & Jozef BARUNIK, 2013, "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 425-442, November.
• Robert K. Triest & Bo Zhao, 2013, "The role of economic, fiscal, and financial shocks in the evolution of public sector pension funding," Working Papers, Federal Reserve Bank of Boston, number 13-26, Dec.
• Steven J. Davis & Paul S. Willen, 2013, "Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice," Working Papers, Federal Reserve Bank of Boston, number 13-9, Oct.
• John V. Duca & John N. Muellbauer, 2013, "Tobin lives: integrating evolving credit market architecture into flow of funds based macro-models," Working Papers, Federal Reserve Bank of Dallas, number 1307, DOI: 10.24149/wp1307.
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• Thomas B. King, 2013, "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-18, Nov.
• Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2013, "Does commonality in illiquidity matter to investors?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-020, DOI: 10.20955/wp.2013.020.