Research classified by Journal of Economic Literature (JEL) codes

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• Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 80, Jun, DOI: 10.32468/tef.80.
• Marc Rapp & Bernhard Schwetzler, undated, "Asset Prices in the Presence of a Tax Authority," German Working Papers in Law and Economics, Berkeley Electronic Press, number 2006-1-1167.
• Xavier Gabaix & Ralph S J Koijen & Robert Richmond & Motohiro Yogo, 2024, "Artificial intelligence and big holdings data: Opportunities for central banks," BIS Working Papers, Bank for International Settlements, number 1222, Oct.
• Nihad Aliyev & Matteo Aquilina & Khaladdin Rzayev & Sonya Zhu, 2024, "Through stormy seas: how fragile is liquidity across asset classes and time?," BIS Working Papers, Bank for International Settlements, number 1229, Nov.
• Dong Lou & Gabor Pinter & Semih Uslu & Danny Walker, 2024, "Bond supply, yield drifts and liquidity provision before macroeconomic announcements," BIS Working Papers, Bank for International Settlements, number 1232, Dec.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," BIS Working Papers, Bank for International Settlements, number 1233, Dec.
• Kaori Ochi & Mitsuhiro Osada, 2024, "Market Functioning in the Japanese Corporate Bond Market," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-5, Jun.
• Junjian Miao, undated, "A search model of centralized and decentralized trade," Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics, number WP2005-012, revised Oct 2005.
• Nengjiu Ju & Jianjun Miao, undated, "Ambiguity, Learning, and Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-014.
• Rui Albuquerque & Jianjun Miao, undated, "Advance Information and Asset Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-017.
• Доц. Д-Р Димитър Ненков Ненков & Зад. Докторант Росица З. Първанова, 0, "За И Против Премиите За Странови Риск На Формиращи Се Капиталови Пазари," ICPA Articles, Institute of Certified Public Accountants, volume 0, issue списание, pages 1-17.
• Reetika Garg & Srishti Jaiswal, 2026, "Tokenized Gold Under Stress: Divergent Transaction Costs in Thin Gold Markets During Crypto-to-Gold Rotations," Working papers, Centre for Development Economics, Delhi School of Economics, number 366, Jul.
• Ivan Sutoris, 2018, "Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp620, Jun.
• Mykola Babiak & Jozef Barunik, 2021, "Uncertainty Network Risk and Currency Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp687, Feb.
• Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006, "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-04, Jun.
• Alexey Medvedev & Olivier Scaillet, 2006, "Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-08, Jan.
• Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, 2006, "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-20, Oct.
• Ilir Roko & Manfred Gilli, 2006, "Using Economic and Financial Information for Stock Selection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-21, Oct.
• Giovanni Barone-Adesi & Nicola Fusari & John Theal, 2007, "Barrier Option Pricing Using Adjusted Transition Probabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-02, Feb.
• Alexey MEDVEDEV & Olivier SCAILLET, 2007, "Pricing American Options under Stochastic Volatility and Stochastic Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-25, Apr.
• Camilo Serrano & Martin Hoesli, 2007, "Forecasting EREIT Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-35, Oct.
• Laurent BARRAS & Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2008, "Ambiguity Aversion and the Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-19, Aug.
• Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008, "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-30, Oct.
• Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, 2008, "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-32, Jul.
• Francesco FRANZONI, 2008, "The Changing Nature Of Market Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-35, Nov.
• Francesco FRANZONI & Tobias ADRIAN, 2008, "Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-36, Nov.
• Rajna GIBSON & Songtao WANG, 2008, "Hedge fund alphas: do they reflect managerial skills or mere compensation for liquidity risk bearing?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-37, Oct.
• Bernard DUMAS & Andrew LYASOFF, 2008, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-49, Dec.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-03, Jan.
• Erwan MORELLEC & Boris NIKOLOV & Norman SCHURHOFF, 2009, "Dynamic Capital Structure under Managerial Entrenchment: Evidence from a Structural Estimation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-10, Apr.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2009, "Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-20, May.
• Giovanni W. PUOPOLO, 2009, "Firm Migration and Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-29, Sep.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-34, Aug.
• Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009, "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-41, Aug.
• Monika GISLER & Didier SORNETTE & Ryan WOODARD, 2010, "Exuberant innovation: The Human Genome Project," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-12, Mar.
• Alain CHANEY & Martin HOESLI, 2010, "The Interest Rate Sensitivity of Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-13, Feb, revised Feb 2010.
• Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010, "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-36, Aug.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-42, Oct.
• Damir FILIPOVIC & Lane P. HUGHSTON & Andrea MACRINA, 2010, "Conditional Density Models for Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-44, Aug.
• Xiaohui NI & Yannick MALEVERGNE & Didier SORNETTE & Peter WOEHRMANN, 2011, "Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-03, Jan.
• Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011, "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-10, Mar.
• Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2011, "On the Timing and Pricing of Dividends," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-13, Jan.
• Magnus DAHLQUIST & Henrik HASSELTOFT, 2011, "International Bond Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-16, Mar.
• Damir FILIPOVIC & Eberhard BERHARD & Paul SCHNEIDER, 2011, "Density Approximations For Multivariate Affine Jump-Diffusion Processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-20, Apr.
• Jorgen HAUG & Thorsten HENS & Peter WOHRMANN, 2011, "Risk Aversion in the Large and in the Small," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-24, Jun.
• Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, 2011, "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-33, Mar.
• Damir FILIPOVIC & Anders B. TROLLE, 2011, "The Term Structure of Interbank Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-34, Sep.
• Pierre BAJGROWICZ & Olivier SCAILLET, 2011, "We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-36, May.
• Marc CHESNEY & Remo CRAMERI & Loriano MANCINI, 2011, "Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-38, Sep.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-40, Aug.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-41, Aug.
• Marc CHESNEY & Remo CRAMERI & Loriano MANCINI, 2011, "Detecting Informed Trading Activities in the Options Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-42, Sep.
• Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011, "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-43, Aug.
• Markus LEIPPOLD & Lujing SU, 2011, "Collateral Smile," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-51, Nov.
• Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, 2011, "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-53, Nov.
• Peter CAUWELS & Didier SORNETTE, 2011, "Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-58, Oct.
• Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2012, "Misvaluation and Return Anomalies in Distress Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-12, Mar.
• Halil Mete Soner & Nizar Touzi, 2012, "Homogenization and Asymptotics for Small Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-13, Mar.
• Martin Hoesli & Elias Oikarinen, 2012, "Are REITs Real Estate? Evidence from International Sector Level Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-15, Mar.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Andreas D. Huesler & Didier Sornette & C. H. Hommes, 2012, "Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-20, May.
• Giovanni Barone-Adesi & Loriano Mancini & Hersh Shefrin, 2012, "Sentiment, Risk Aversion, and Time Preference," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-21, May.
• Alain Chaney & Martin Hoesli, 2012, "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-28, Aug.
• Per Östberg & Christoph Wenk, 2012, "Evidence of Excess Comovement in US Mergers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-33, Nov.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2012, "Optimal and Naive Diversification in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-36, Nov.
• Rajna Gibson & Songtao Wang, 2012, "Market Belief Risk and the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-37, Nov.
• Henrik Hasseltoft & Dominic Burkhardt, 2012, "Understanding Asset Correlations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-38, Dec.
• Ilaria Piatti & Fabio Trojani, 2012, "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-42, Jun.
• Kerstin Kehrle & Tatjana Xenia Puhan, 2012, "The Information Content of Option Demand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-43, Oct.
• Volodymyr Vovchak, 2012, "Liquidity and Liquidity Risk in the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-44, Jun.
• Volodymyr VOVCHAK, 2014, "Liquidity and Investment Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-02, Jan.
• Marc ARNOLD & Dirk HACKBARTH & Tatjana XENIA PUHAN, 2014, "Financing Asset Sales and Business Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-11, Jan.
• Damir FILIPOVIC & Martin LARSSON & Anders TROLLE, 2014, "Linear-Rational Term Structure Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-15, Feb.
• Ren LIU & Johannes MUHLE-KARBE & Marko WEBER, 2014, "Rebalancing with Linear and Quadratic Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-16, Feb.
• Paul SCHNEIDER, 2014, "Generalized Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-29, Jul.
• Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014, "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-30, May.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-41, Aug.
• Ines CHAIEB & Vihang ERRUNZA & Rajna GIBSON BRANDON, 2014, "Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-47, Jul.
• Dan LI & Norman SCHUERHOFF, 2014, "Dealer Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-50, Oct.
• Matthias LEISS & Heinrich H. NAX & Didier SORNETTE, 2014, "Super-Exponential Growth Expectations and the Global Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-52, Aug, revised Sep 2015.
• Eric JONDEAU & Qunzi ZHANG, 2014, "Asymmetric Beta Comovement and Systematic Downside Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-59, Nov.
• Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014, "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-67, Dec.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-68, Dec, revised Nov 2015.
• Jan KALLSEN & Johannes MUHLE-KARBE, 2014, "High-Resilience Limits of Block-Shaped Order Books," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-72, Sep.
• Kent Fellows, undated, "The Yield Curve as a Determinant of Investment in Durable Capital," Working Papers, Department of Economics, University of Calgary, number 2014-38, revised 06 Nov 2014.
• Apostolos Serletis, undated, "Monetary Policy and Leverage Shocks," Working Papers, Department of Economics, University of Calgary, number 2016-45, revised 23 Nov 2016.
• Jamsheed Shorish & Stephen Spear, undated, "Shaking the Tree: An Agency Theoretic Model of Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-E19.
• Michael Gallmeyer & Burton Hollifield & Duane Seppi, undated, "Liquidity Discovery and Asset Pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-10.
• Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, undated, "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-E54.
• Antje Berndt & Hanno Lustig & Sevin Yeltekin, undated, "How does the U.S. government finance fiscal shocks?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2006-E70.
• Nicolas Petrosky-Nadeau & Lu Zhang, undated, "Unemployment Crises," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2013-E5.
• Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, undated, "An Equilibrium Asset Pricing Model with Labor Market Search," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2010-E63.
• Kjetil Storesletten & Chris Telmer & Amir Yaron, undated, "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 226.
• David K. Backus & Silverio Foresi & Chris Telmer, undated, "Discrete time models of bond pricing," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 251.
• Suleyman Basak & Michael Gallmeyer, undated, "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
• Harold Zhang, undated, "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
• Jonathan Berk & Richard C. Green & Vasant Naik, undated, "Optimal Investment, Growth Options and Security Returns," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 64.
• Shoka Hayaki, 2020, "Time-Varying Risk Attitude and Behavioral Asset Pricing," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2020-33, Dec.
• Katsutoshi Wakai, 2018, "A Factor Pricing Model under Ambiguity," Discussion papers, Graduate School of Economics , Kyoto University, number e-17-012, Mar.
• Tanweer Akram & Anupam Das, 2020, "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_944, Jan.
• Tanweer Akram, 2020, "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_951, Apr.
• Tanweer Akram & Syed Al-Helal Uddin, 2020, "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive, Levy Economics Institute, number wp_956, May.
• Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
• Parthajit Kayal & Janani Sri SG, 2020, "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers, Madras School of Economics,Chennai,India, number 2020-203, Sep.
• Ishani Chaudhuri & Parthajit Kayal, 2022, "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2022-214, Feb.
• Malvika Saraf & Parthajit Kayal, 2022, "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2022-215, Feb.
• Thillaikkoothan Palanichamy & Parthajit Kayal, 2022, "Multiple Dimensions of Cyclicality in Investing," Working Papers, Madras School of Economics,Chennai,India, number 2022-216, Feb.
• Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
• Maurice J. Roche & Michael J. Moore, undated, "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n.
• Kaoru Hosono & Shogo Isobe, 2014, "The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron259, Jun.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015, "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/01, Jan.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/01, Jan.
• Knu Anton Mork, undated, "A pitfall in models of external habit formation," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 20325.
• Wiliam Branch & George W. Evans, undated, "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-14.
• Wiliam Branch & George W. Evans, undated, "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2008-1.
• Chiara PERONI, 2010, "Testing Linearity in Term Structures," EcoMod2010, EcoMod, number 259600130, May.
• Dayong Zhang & David Dickinson & Marco R. Barassi, 2006, "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006, EcoMod, number 272100108, Jun.
• Marco GALLEGATI, 2001, "A Wavelet Analysis of MENA stock markets," Middle East and North Africa, EcoMod, number 330400031, Jan.
• Andrei SEMENOV, 2010, "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," EcoMod2004, EcoMod, number 330600126, Jan.
• Andrei SEMENOV, 2010, "High-Order Consumption Moments and Asset Pricing," EcoMod2004, EcoMod, number 330600127, Jan.
• Barbora Máková, 2019, "Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/3, Mar, revised Mar 2019.
• Jozef Baruník & Matěj Nevrla, 2019, "Tail Risks, Asset Prices, and Investment Horizons," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/10, May, revised May 2019.
• Barbora Malinska, 2019, "Realized Moments and Bond Pricing," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/11, May, revised May 2019.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, undated, "Technical analysis in the Madrid stock exchange," Working Papers, FEDEA, number 99-05.
• Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, undated, "Technical analysis in the Madrid stock exchange," Studies on the Spanish Economy, FEDEA, number 23.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2020, "Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis," Staff Reports, Federal Reserve Bank of New York, number 909, Jan.
• Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, undated, "International Correlation Risk," FMG Discussion Papers, Financial Markets Group, number dp716.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, undated, "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp717.
• Dong Lou & Christopher Polk, undated, "Inferring Arbitrage Activity from Return Correlations," FMG Discussion Papers, Financial Markets Group, number dp721.
• Elyes Jouini & Pierre-Francois Koehl, undated, "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-009.
• James Dow & Gary Gorton, undated, "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-93.
• Gabriel Hawawini & Donald B. Keim, undated, "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-99.
• Lubos Pastor & Robert F. Stambaugh, undated, "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-00.
• Leonid Kogan & Raman Uppal, undated, "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-00.
• Yeung Lewis Chan & Leonid Kogan, undated, "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-00.
• Lubos Pastor & Robert F. Stambaugh, undated, "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-99.
• Paul A. Gompers & Andrew Metrick, undated, "Institutional Investors and Equity Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 20-99.
• Alon Brav & George M. Constantinides & Christopher C. Geczy, undated, "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 23-99.
• Lubos Pástor & Robert F. Stambaugh, undated, "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 4-98.
• James Dow & Gary Gorton, undated, "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 6-93.
• Gabriel Hawawini & Donald B. Keim, undated, "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-97.
• Yi Huang & Chen Lin & Sibo Liu & Heiwai Tang, 2018, "Trade Linkages and Firm Value: Evidence from the 2018 US-China “Trade War”," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2018, Aug.
• Andros Gregoriou & Alexandros Kontonikas, undated, "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers, Business School - Economics, University of Glasgow, number 2008_19.
• Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌, undated, "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2013_13.
• Pedro Bação & António Portugal Duarte, 2017, "Deflation in the Euro Zone: Overview and Empirical Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-12, Dec.
• Francisca Silva & Marta Simões & João Sousa Andrade, 2018, "Health Investment and Long run Macroeconomic Performance:a quantile regression approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-01, Jan.
• Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-06, Jun.
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• P N Smith & S Sorensen & M R Wickens, undated, "Macroeconomic Sources of Equity Risk," Discussion Papers, Department of Economics, University of York, number 03/13.
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• Peter D Spencer, undated, "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers, Department of Economics, University of York, number 03/16.
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