Research classified by Journal of Economic Literature (JEL) codes

2013

• Schauten Marc B. J., 2013, "Three discount methods for valuing projects and the required return on equity," Contaduría y Administración, Accounting and Management, volume 58, issue 1, pages 63-85, enero-mar.
• De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel, 2013, "¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?," Contaduría y Administración, Accounting and Management, volume 58, issue 4, pages 223-252, octubre-d.
• Agnieszka Tułodziecka & Agnieszka Nierodka, 2013, "Activating the covered bonds market in Poland – the need for regulatory improvements," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 10, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013".
• Martin Lux & Petr Sunega, 2013, "Impact of the economic crisis on house prices in the Czech Republic measured on hedonic price index on bank data," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 17, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013".
• Rafał Sieradzki, 2013, "Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange," NBP Working Papers, Narodowy Bank Polski, number 139.
• Dariusz Gatarek & Juliusz Jabłecki, 2013, "A model for dependent defaults and pricing contingent claims with counterparty risk," NBP Working Papers, Narodowy Bank Polski, number 150.
• Edward L. Glaeser & Todd Sinai, 2013, "Housing and the Financial Crisis," NBER Books, National Bureau of Economic Research, Inc, number glae11-1.
• Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2014, "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Food Price Volatility".
• Venky Venkateswaran & Randall Wright, 2013, "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2013, Volume 28".
• Martin Lettau & Sydney C. Ludvigson, 2013, "Shocks and Crashes," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2013, Volume 28".
• Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2013, "The Impact of Treasury Supply on Financial Sector Lending and Stability," NBER Chapters, National Bureau of Economic Research, Inc, "New Perspectives on Corporate Capital Structure".
• Jordi Galí & Luca Gambetti, 2013, "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," NBER Chapters, National Bureau of Economic Research, Inc, "Lessons from the Financial Crisis for Monetary Policy".
• Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013, "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18671, Jan.
• James J. Choi & Li Jin & Hongjun Yan, 2013, "Informed Trading and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18680, Jan.
• Robin Greenwood & Andrei Shleifer, 2013, "Expectations of Returns and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18686, Jan.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2013, "Salience and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18708, Jan.
• Gary B. Gorton & Guillermo Ordoñez, 2013, "The Supply and Demand for Safe Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18732, Jan.
• Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2013, "Measuring Sovereign Contagion in Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 18741, Jan.
• Robert J. Barro & Sanjay P. Misra, 2013, "Gold Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18759, Feb.
• John H. Cochrane, 2013, "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 18768, Feb.
• Urban Jermann, 2013, "A Production-Based Model for the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 18774, Feb.
• Holger Kraft & Eduardo S. Schwartz & Farina Weiss, 2013, "Growth Options and Firm Valuation," NBER Working Papers, National Bureau of Economic Research, Inc, number 18836, Feb.
• Martin Lettau & Matteo Maggiori & Michael Weber, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 18844, Feb.
• Wei Xiong, 2013, "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18905, Mar.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 18922, Mar.
• Karthik Balakrishnan & Mary B. Billings & Bryan T. Kelly & Alexander Ljungqvist, 2013, "Shaping Liquidity: On the Causal Effects of Voluntary Disclosure," NBER Working Papers, National Bureau of Economic Research, Inc, number 18984, Apr.
• Geert Bekaert & Marie Hoerova, 2013, "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18995, Apr.
• Venky Venkateswaran & Randall Wright, 2013, "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19009, May.
• Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2013, "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Working Papers, National Bureau of Economic Research, Inc, number 19065, May.
• Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame, 2013, "'Lucas' In The Laboratory," NBER Working Papers, National Bureau of Economic Research, Inc, number 19068, May.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2013, "Flights to Safety," NBER Working Papers, National Bureau of Economic Research, Inc, number 19095, May.
• Rajnish Mehra, 2013, "Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19146, Jun.
• Adrian Buss & Bernard Dumas, 2013, "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers, National Bureau of Economic Research, Inc, number 19155, Jun.
• Gonzalo Cortazar & Ivo Kovacevic & Eduardo S. Schwartz, 2013, "Commodity and Asset Pricing Models: An Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 19167, Jun.
• Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2013, "X-CAPM: An Extrapolative Capital Asset Pricing Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 19189, Jun.
• Andrew Ang & Neil Nabar & Sam Wald, 2013, "Search for a Common Factor in Public and Private Real Estate Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 19194, Jul.
• Nicolas Petrosky-Nadeau & Lu Zhang, 2013, "Unemployment Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 19207, Jul.
• Robin Greenwood & Samuel Hanson, 2013, "Waves in Ship Prices and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 19246, Jul.
• Robert J. Barro, 2013, "Environmental Protection, Rare Disasters, and Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 19258, Jul.
• Luigi Guiso & Paola Sapienza & Luigi Zingales, 2013, "Time Varying Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 19284, Aug.
• Yen-cheng Chang & Harrison Hong & Inessa Liskovich, 2013, "Regression Discontinuity and the Price Effects of Stock Market Indexing," NBER Working Papers, National Bureau of Economic Research, Inc, number 19290, Aug.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013, "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19309, Aug.
• Arthur Korteweg & Stefan Nagel, 2013, "Risk-Adjusting the Returns to Venture Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 19347, Aug.
• Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2013, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 19358, Aug.
• David Backus & Mikhail Chernov & Stanley E. Zin, 2013, "Identifying Taylor Rules in Macro-Finance Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19360, Aug.
• Robert Ready & Nikolai Roussanov & Colin Ward, 2013, "Commodity Trade and the Carry Trade: a Tale of Two Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 19371, Aug.
• Bryan Kelly & Hao Jiang, 2013, "Tail Risk and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19375, Aug.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2013, "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 19381, Aug.
• Avanidhar Subrahmanyam & Sheridan Titman, 2013, "Financial Market Shocks and the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19383, Aug.
• Yuming Fu & Wenlan Qian & Bernard Yeung, 2013, "Speculative Investors and Tobin's Tax in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 19400, Sep.
• Ian Dew-Becker & Stefano Giglio, 2013, "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19416, Sep.
• Lauren Cohen & Dong Lou & Christopher Malloy, 2013, "Playing Favorites: How Firms Prevent the Revelation of Bad News," NBER Working Papers, National Bureau of Economic Research, Inc, number 19429, Sep.
• Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013, "Portfolio Choice with Illiquid Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19436, Sep.
• Andrew Ang & Richard C. Green & Yuhang Xing, 2013, "Advance Refundings of Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 19459, Sep.
• Linda S. Goldberg & Christian Grisse, 2013, "Time Variation in Asset Price Responses to Macro Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 19523, Oct.
• Yacine Aït-Sahalia & Mehmet Saglam, 2013, "High Frequency Traders: Taking Advantage of Speed," NBER Working Papers, National Bureau of Economic Research, Inc, number 19531, Oct.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013, "The Joint Cross Section of Stocks and Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 19590, Oct.
• Sang Byung Seo & Jessica A. Wachter, 2013, "Option Prices in a Model with Stochastic Disaster Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 19611, Nov.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19619, Nov.
• Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2013, "The Term Structure of Currency Carry Trade Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 19623, Nov.
• Jakub W. Jurek & Erik Stafford, 2013, "The Cost of Capital for Alternative Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 19643, Nov.
• Andrea Frazzini & David Kabiller & Lasse H. Pedersen, 2013, "Buffett's Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 19681, Nov.
• Efstathios Avdis & Jessica A. Wachter, 2013, "Maximum likelihood estimation of the equity premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 19684, Nov.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 19705, Dec.
• Marzena Rostek & Ji Hee Yoon, 2013, "Private Information in Markets: A Market Design Perspective," Working Papers, NET Institute, number 13-21, Sep.
• Petru CATAN & Viorica ŞEPTELICI, 2013, "Financial Stability Review Of The Microfinance Sector In Moldova," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 89-95.
• Patnaik, Ila & Shah, Ajay, 2013, "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers, National Institute of Public Finance and Policy, number 13/124, Jun.
• G. Lamé, 2013, "Was there a « Greenspan Conundrum » in the Euro area?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-10.
• Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013, "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2013, Dec.
• Leo Krippner, 2013, "A tractable framework for zero lower bound Gaussian term structure models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2013/02, Jan.
• Łukasz Rawdanowicz & Romain Bouis & Shingo Watanabe, 2013, "The Benefits and Costs of Highly Expansionary Monetary Policy," OECD Economics Department Working Papers, OECD Publishing, number 1082, Aug, DOI: 10.1787/5k41zq8lwj9v-en.
• Stephan Barisitz, 2013, "Nonperforming Loans in Western Europe – A Selective Comparison of Countries and National Definitions," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 28-47.
• Stephan Barisitz, 2013, "Nonperforming Loans in CESEE – An Even Deeper Definitional Comparison," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 67-84.
• Martin Schneider, 2013, "Are Recent Increases of Residential Property Prices in Vienna and Austria Justified by Fundamentals?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 29-46.
• Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013, "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 184, Jul.
• BAKO Elena Dana & SECHEL Ioana Cristina, 2013, "Technical And Fundamental Anomalies. Paradoxes Of Modern Stock Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 37-43, July.
• Copil Crina Angela, 2013, "Investment Funds In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 608-617, July.
• CIOBANU Gheorghe & SECHEL Ioana Cristina, 2013, "Paradoxes Of Modern Stock Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 89-96, July.
• Tarnaczi Tibor & Kulcsar Edina, 2013, "The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 451-462, December.
• Burja Vasile, 2013, "Economic Value Added And Stakeholders Interests," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 512-522, December.
• Alain Monfort & Jean-Paul Renne, 2013, "Default, Liquidity, and Crises: an Econometric Framework," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 2, pages 221-262, March.
• Erkko Etula, 2013, "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 3, pages 486-521, June.
• Peter Carr & Liuren Wu, 2013, "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 3-46, December.
• Bianca De Paoli & Pawel Zabczyk, 2013, "Policy design in a model with swings in risk appetite," Oxford Economic Papers, Oxford University Press, volume 65, issue suppl_1, pages 146-169, April.
• John Muellbauer, 2013, "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 29, issue 3, pages 610-645, AUTUMN.
• Alp Simsek, 2013, "Speculation and Risk Sharing with New Financial Assets," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 128, issue 3, pages 1365-1396.
• Lou, Dong & Polk, Christopher, 2013, "Comomentum: inferring arbitrage activity from return correlations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119033, Apr.
• Gao, Pengjie & Lou, Dong, 2013, "Cross-market timing in security issuance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119036, Feb.
• 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.
• Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2013, "An estimation of economic models with recursive preferences," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 37392, Mar.
• Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43087, Jan.
• Lou, Dong, 2013, "Attracting investor attention through advertising," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 54382, Jun.
• Bruche, Max & Segura, Anatoli, 2013, "Debt maturity and the liquidity of secondary debt markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55404, Dec.
• Shiryaev, Albert N. & Zhitlukhin, M. V. & Ziemba, William T., 2013, "When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60966, Nov.
• 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.
• Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame, 2013, "‘Lucas’ In The Laboratory," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1314, revised May 2013.
• 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.
• Dimitris Vas. Seremetis & Anastasios P. Pappas, 2013, "Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 10, issue 3, pages 342-358, December.
• 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.
• Zhenmin Fang & Xin Jiang, 2013, "Effects of differences of opinions and short‐sale constraints on the dual listed Chinese shares," China Finance Review International, Emerald Group Publishing Limited, volume 3, issue 1, pages 61-89, January, DOI: 10.1108/20441391311290785.
• 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.
• Jianfeng Zhang & Wenxiu Hu, 2013, "Does realized volatility provide additional information?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 70-87, February, DOI: 10.1108/17439131311298539.
• McAleer, M.J. & Radalj, K., 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-23, Jun.
• Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-27, Aug.
• Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos, 2013, "EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 28, issue 2, pages 193-216.
• Leonardo Becchetti & Massimo Ferrari, 2013, "The impact of the French Tobin tax," Econometica Working Papers, Econometica, number wp47, Mar.
• Sommarat CHANTARAT & Kirk PANNANGPETCH & Nattapong PUTTANAPONG & Thanasin TANOMPONGHANDH, 2013, "Index-Based Risk Financing and Development of Natural Disaster Insurance Programs in Developing Asian Countries," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2013-09, Aug.
• Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x7770bbe0), October.
• Pablo Fernández & Andrada Bilan, 2013, "110 Common Errors in Company Valuations," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 33-78.
• Phillip J. McKnight & Steven K. Todd, 2013, "Forecast Bias and Analyst Independence," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 3-32.
• Theodosios Palaskas & Maria Tsampra & Chrysostomos Stoforos, 2013, "Regional Business Competitiveness: Medium and Low-Technology Production Systems in Northern Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 20-28.
• 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.
• Michael Bergman & Michael M. Hutchison & Svend E. Hougaard Jensen, 2013, "Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 489, Apr.
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2013, "Financial Integration at Times of Financial Instability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 1, pages 25-45, March.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013, "Modeling and predicting the CBOE market volatility index," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 342, Dec.
• Fernandes, Marcelo & Mergulhão, João de Mendonça, 2013, "Anticipatory effects in the FTSE 100 index revisions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 345, Dec.
• Hirbod Assa & Amal Dabbous & Nikolay Gospodinov, 2013, "A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-08, Sep.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
• Ali Ozdagli, 2013, "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers, Federal Reserve Bank of Boston, number 13-19, Dec.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2013, "Testing for bubbles in housing markets: new results using a new method," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 164, Dec.
• Valerie Grossman & Adrienne Mack & Enrique Martínez García & Efthymios Pavlidis & Iván Payá & David Peel & Alisa Yusupova, 2013, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 165, Dec.
• 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.
• Paolo Gelain & Kevin J. Lansing, 2013, "House Prices, Expectations, and Time-Varying Fundamentals," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-03, DOI: 10.24148/wp2013-03.
• Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2013, "Temptation and Self-Control: Some Evidence and Applications," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-23, Aug, DOI: 10.24148/wp2013-23.
• Jens H. E. Christensen & James M. Gillan, 2013, "Does Quantitative Easing Affect Market Liquidity?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-26, DOI: 10.24148/wp2013-26.
• Rhys M. Bidder & Matthew E. Smith, 2013, "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-28, DOI: 10.24148/wp2013-28.
• Eric T. Swanson, 2013, "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-30, DOI: 10.24148/wp2013-30.
• Jens H. E. Christensen, 2013, "A Regime-Switching Model of the Yield Curve at the Zero Bound," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-34, DOI: 10.24148/wp2013-34.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013, "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-38, Dec, DOI: 10.24148/wp2013-38.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2013, "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-39, Dec, DOI: 10.24148/wp2013-39.
• Andre Kurmann & Elmar Mertens, 2013, "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-08.
• Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang, 2013, "The informational content of the embedded deflation option in TIPS," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-24.
• Yang Lu & Michael Siemer, 2013, "Learning, Rare Disasters, and Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-85, Nov.
• Urban J. Jermann & Vivian Z. Yue, 2013, "Interest rate swaps and corporate default," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1090.
• Luca Benzoni & Olena Chyruk, 2013, "Human Capital and Long-Run Labor Income Risk," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-16, Nov.
• 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.
• Theodore Bogusz & Theodore Bogusz, 2013, "Bubbles and Leverage: A Simple and Unified Approach," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-21, Nov.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013, "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-22, Nov.
• Nada Mora, 2013, "Creditor recovery: the macroeconomic dependence of industry equilibrium," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 13-06.
• 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.
• Thomas M. Eisenbach & Martin C. Schmalz, 2013, "Anxiety in the face of risk," Staff Reports, Federal Reserve Bank of New York, number 610.
• Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska, 2013, "Time-Varying Inflation Risk and Stock Returns," Staff Reports, Federal Reserve Bank of New York, number 621, May.
• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013, "The Microstructure of China's Government Bond Market," Staff Reports, Federal Reserve Bank of New York, number 622, May.
• Michael J. Fleming & Giang Nguyen, 2013, "Price and size discovery in financial markets: evidence from the U.S. Treasury securities market," Staff Reports, Federal Reserve Bank of New York, number 624.
• Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013, "Dynamic Leverage Asset Pricing," Staff Reports, Federal Reserve Bank of New York, number 625, Aug.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Staff Reports, Federal Reserve Bank of New York, number 626, Aug.
• Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013, "Federal Reserve tools for managing rates and reserves," Staff Reports, Federal Reserve Bank of New York, number 642, Sep.
• Jaewon Choi & Or Shachar, 2013, "Did liquidity providers become liquidity seekers?," Staff Reports, Federal Reserve Bank of New York, number 650, Oct.
• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013, "ECB monetary operations and the interbank repo market," Staff Reports, Federal Reserve Bank of New York, number 654, Dec.
• J. Benson Durham, 2013, "Arbitrage-free models of stocks and bonds," Staff Reports, Federal Reserve Bank of New York, number 656, Dec.
• J. Benson Durham, 2013, "Momentum and the term structure of interest rates," Staff Reports, Federal Reserve Bank of New York, number 657, Dec.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2013, "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers, Federal Reserve Bank of Philadelphia, number 13-39.
• Edison Yu, 2013, "Dynamic market participation and endogenous information aggregation," Working Papers, Federal Reserve Bank of Philadelphia, number 13-42.
• Max Bruche & Anatoli Segura, 2013, "Debt Maturity and the Liquidity of Secondary Debt Markets," FMG Discussion Papers, Financial Markets Group, number dp726.
• Ahmad K Naimzada & Giorgio Ricchiuti, 2013, "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2013_03.rdf.
• Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2013, "No Good Deals - No Bad Models," Working Papers, Business School - Economics, University of Glasgow, number 2013_04, Jan.
• António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow, number 2013_05, Feb.
• Alfredo Medio, 2013, "Insolvency Traps and Multiple Equilibria Complex Dynamics in a Simple Bond Market," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-45, Dec.
• Benjamin Liu & Allen Huang, 2013, "The impact of the Goods and Services Tax on mortgage costs of Australian credit unions," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201301, Jan.
• Allen Huang & Benjamin Liu, 2013, "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201302, Feb.
• Orie Barron & Xuguang Sheng & Maya Thevenot, 2013, "Information Environment and The Cost of Capital," Working Papers, The George Washington University, The Center for Economic Research, number 2013-003, Apr.
• Ana Fostel & John Geanakoplos, 2013, "Leverage and Default in Binomial Economies: A Complete Characterization," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-16, May.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-18, Jul.
• Raphaël Douady, 2013, "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00666751, Nov, DOI: 10.1007/978-3-319-02069-3_10.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2013, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964950, Dec, DOI: 10.1016/j.jedc.2013.07.003.
• Nguyen Thang Dao & Julio Davila, 2013, "Can geography lock a society in stagnation?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00824847, Apr.
• Raphaël Douady, 2013, "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Post-Print, HAL, number hal-00666751, Nov, DOI: 10.1007/978-3-319-02069-3_10.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Post-Print, HAL, number hal-00789263, Feb, DOI: 10.1111/j.1540-6261.2012.01801.x.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Post-Print, HAL, number hal-01410673.
• 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," Post-Print, HAL, number hal-01493323.
• Thomas Lagoarde-Ségot, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Post-Print, HAL, number hal-01500865, DOI: 10.1016/j.ribaf.2011.10.003.
• Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2013, "Survival of Hedge Funds: Frailty vs Contagion," Post-Print, HAL, number hal-01632897, Jun.
• Tim Xiao, 2013, "A simple and precise method for pricing convertible bond with credit risk," Post-Print, HAL, number hal-01812927, Nov, DOI: 10.1057/jdhf.2014.5.
• Brice Corgnet & Praveen Kujal & David Porter, 2013, "Reaction to Public Information in Markets : How much does Ambiguity Matter?," Post-Print, HAL, number hal-02311957, Jun, DOI: 10.1111/j.1468-0297.2012.02557.x.
• Yannick Malevergne & Alex Saichev & Didier Sornette, 2013, "Zipf's law and maximum sustainable growth," Post-Print, HAL, number hal-02313060, Jun.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print, HAL, number hal-03399472, Aug, DOI: 10.1093/rfs/hht013.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Post-Print, HAL, number hal-03473901, Mar, DOI: 10.1257/jel.51.1.63.
• Pascal Alphonse & Michel Levasseur & Hafiz Imtiaz Ahmad, 2013, "Stock Prices and Implied Abnormal Earnings Growth," Post-Print, HAL, number hal-03591637, Dec.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013, "Evolutionary beliefs and financial markets," Post-Print, HAL, number halshs-00927265, Feb, DOI: 10.1093/rof/rfs004.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number halshs-00944920, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2013, "Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis," Post-Print, HAL, number halshs-01368488.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00944920, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE Working Papers, HAL, number hal-00843147, Jul.