Research classified by Journal of Economic Literature (JEL) codes

2019

• Acharya, Viral V. & Pedersen, Lasse Heje, 2019, "Economics with Market Liquidity Risk," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 111-125, December, DOI: 10.1561/104.00000083.
• Shashi Kant Chaudhary, PhD & Kiran Raj Pandit, 2019, "Price Elasticity of Sectoral Lending in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 31, issue 2, pages 1-24, October.
• Bozhidar Nedev & Boryana Bogdanova, 2019, "Analyzing the Cyclical Components of the S&P 500 Stock Index through Wavelet Transformation," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 95-110, December.
• Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 19-03.
• Stephan Barisitz, 2019, "Nonperforming loans in CESEE – a brief update on their definitions and recent developments," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/19, pages 61-74.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," arabixiv.org, Center for Open Science, number 86xhw, Nov, DOI: 10.31221/osf.io/86xhw.
• Xiao, Tim, 2019, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," arabixiv.org, Center for Open Science, number rb6md, May, DOI: 10.31221/osf.io/rb6md.
• Xiao, Tim, 2019, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," FrenXiv, Center for Open Science, number 8b9p4, May, DOI: 10.31226/osf.io/8b9p4.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," FrenXiv, Center for Open Science, number ej7nz, Nov, DOI: 10.31226/osf.io/ej7nz.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," SocArXiv, Center for Open Science, number 84xjn, Nov, DOI: 10.31235/osf.io/84xjn.
• Xiao, Tim, 2019, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," SocArXiv, Center for Open Science, number cjaqv, May, DOI: 10.31235/osf.io/cjaqv.
• Xiao, Tim, 2019, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," SocArXiv, Center for Open Science, number gxwaj, Sep, DOI: 10.31235/osf.io/gxwaj.
• Mattia Osvaldo Picarelli & Aitor Erce & Xu Jiang, 2019, "The benefits of reducing holdout risk: evidence from the Euro CAC experiment, 2013–2018," Capital Markets Law Journal, Oxford University Press, volume 14, issue 2, pages 155-177.
• Jens H E Christensen & Signe Krogstrup, 2019, "Transmission of Quantitative Easing: The Role of Central Bank Reserves," The Economic Journal, Royal Economic Society, volume 129, issue 617, pages 249-272.
• Andrea Berardi & Alberto Plazzi, 2019, "Inflation Risk Premia, Yield Volatility, and Macro Factors," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 397-431.
• Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés, 2019, "The VIX, the Variance Premium, and Expected Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 517-558.
• Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019, "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 559-586.
• Kondor, Peter & Pintér, Gábor, 2019, "Clients' connections," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118933, Jul.
• Martin, Ian & Papadimitriou, Dimitris, 2019, "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118936, May.
• Lou, Dong & Polk, Christopher & Skouras, Spyros, 2019, "A tug of war: overnight versus intraday expected returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87481, Oct.
• Beaver, William H & Cascino, Stefano & Correia, Maria & McNichols, Maureen F., 2019, "Group affiliation and default prediction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88139, Aug.
• Martin, Ian & Ross, Steve, 2019, "Notes on the yield curve," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90208, Dec.
• Petr Jakubik & Sibel Uguz, 2019, "Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 14, Jun.
• Stefano Battiston & Petr Jakubik & Irene Monasterolo & Keywan Riahi & Bas van Ruijven, 2019, "Climate Risk Assessment of the Sovereign Bond Portfolio of European Insurers," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 15, Dec.
• Alexandra de Jong & Alin Draghiciu & Linda Fache Rousová & Alessandro Fontana & Elisa Letizia, 2019, "Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 16, Dec.
• Raphael Espinoza & Dimitrios P. Tsomocos, 2019, "Monetary transaction costs and the term premium," Chapters, Edward Elgar Publishing, chapter 8, "Financial Regulation and Stability".
• Julien Prat & Vincent Danos & Stefania Marcassa, 2019, "Fundamental Pricing of Utility Tokens," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-11.
• Raheel Safdar & Mirza Sultan Sikandar & Tanveer Ahsan, 2019, "Market pricing of liquidity risk: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 554-566, September, DOI: 10.1108/CFRI-01-2019-0013.
• Thomas C. Chiang, 2019, "Financial risk, uncertainty and expected returns: evidence from Chinese equity markets," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 425-454, July, DOI: 10.1108/CFRI-09-2018-0129.
• Nurwahida Yaakub & Mohamed Sherif, 2019, "Performance of initial public offerings (IPOs): the case of Shariah-compliant companies," Islamic Economic Studies, Emerald Group Publishing Limited, volume 27, issue 1, pages 65-76, August, DOI: 10.1108/IES-06-2019-0012.
• Hassan F. Gholipour & Hooi Hooi Lean & Reza Tajaddini & Anh Khoi Pham, 2019, "Foreign investment in Australian residential properties," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 2, pages 166-180, March, DOI: 10.1108/IJHMA-05-2018-0030.
• Tobias Just & Michael Heinrich & Mark Andreas Maurin & Thomas Schreck, 2019, "Foreclosure discounts for German housing markets," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 13, issue 2, pages 143-163, August, DOI: 10.1108/IJHMA-12-2018-0106.
• Mouna Abdelhedi & Mouna Boujelbène-Abbes, 2019, "Transmission of shocks between Chinese financial market and oil market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 2, pages 262-286, September, DOI: 10.1108/IJOEM-07-2017-0244.
• Ahmad Hakimi Tajuddin & Rasidah Mohd Rashid & Karren Lee-Hwei Khaw & Norliza Che Yahya, 2019, "Shariah-compliant status and investors’ demand for IPOs: the effects of information asymmetry," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 4, pages 489-508, August, DOI: 10.1108/IMEFM-01-2019-0026.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019, "Cross section of stock returns onShari’ah-compliant stocks: evidence from Pakistan," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 2, pages 282-302, June, DOI: 10.1108/IMEFM-04-2017-0100.
• Youssef Riahi & Yacine Hammami, 2019, "Accounting information and financial institutions’ credit spreads: the case of Tunisia," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 20, issue 1, pages 2-21, May, DOI: 10.1108/JAAR-06-2017-0065.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2019, "Impact of anchor investors on IPO returns during pre-market and aftermarket: evidence from India," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 17, issue 3, pages 351-368, November, DOI: 10.1108/JAMR-07-2019-0131.
• Silvio John Camilleri & Francelle Galea, 2019, "The determinants of securities trading activity: evidence from four European equity markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 47-67, June, DOI: 10.1108/JCMS-02-2019-0007.
• Halil Kiymaz, 2019, "Factors influencing SRI fund performance," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 68-81, June, DOI: 10.1108/JCMS-04-2019-0016.
• Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano, 2019, "Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 533-563, August, DOI: 10.1108/JES-04-2017-0089.
• Guglielmo Maria Caporale & Alex Plastun, 2019, "Price overreactions in the cryptocurrency market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 5, pages 1137-1155, August, DOI: 10.1108/JES-09-2018-0310.
• Serkan Karadas & William McAndrew & Minh Tam Tammy Schlosky, 2019, "Local corruption and local stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 26, issue 4, pages 1065-1077, October, DOI: 10.1108/JFC-01-2018-0011.
• Saji Thazhugal Govindan Nair, 2019, "Sovereign credit ratings and bond yield spreads in emerging markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 2, pages 263-277, December, DOI: 10.1108/JFEP-04-2019-0068.
• Serdar Ongan & Ismet Gocer, 2019, "Testing fisher effect for the USA: application of nonlinear ARDL model," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 2, pages 293-304, December, DOI: 10.1108/JFEP-09-2018-0127.
• Dharani Munusamy, 2019, "Does Ramadan influence the returns and volatility? Evidence from Shariah index in India," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 4, pages 565-579, July, DOI: 10.1108/JIABR-03-2016-0025.
• Alain Coën & Patrick Lecomte, 2019, "International listed real estate returns: evidence from the global financial crisis," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 72-91, January, DOI: 10.1108/JPIF-03-2018-0021.
• Vladimir Michaletz & Andrey I. Artemenkov, 2019, "The transactional asset pricing approach," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 255-288, March, DOI: 10.1108/JPIF-10-2018-0078.
• Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo, 2019, "Interest rates calibration with a CIR model," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 4, pages 370-387, September, DOI: 10.1108/JRF-05-2019-0080.
• Christian Fieberg & Armin Varmaz & Thorsten Poddig, 2019, "Risk models vs characteristic models from an investor’s perspective," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 2, pages 201-222, July, DOI: 10.1108/JRF-10-2018-0163.
• Omaima Hassan & Gianluigi Giorgioni, 2018, "The impact of corruption on analyst coverage," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 34, issue 3, pages 305-323, October, DOI: 10.1108/MAJ-01-2018-1783.
• Aditya Sharma & Arya Kumar, 2019, "A review paper on behavioral finance: study of emerging trends," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 12, issue 2, pages 137-157, May, DOI: 10.1108/QRFM-06-2017-0050.
• Walid M.A. Ahmed, 2020, "Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 147-173, January, DOI: 10.1108/RAF-02-2019-0039.
• Athanasios Fassas & Stephanos Papadamou & Dionisis Philippas, 2019, "Investors’ risk aversion integration and quantitative easing," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 170-183, August, DOI: 10.1108/RBF-02-2019-0027.
• Vighneswara Swamy & Munusamy Dharani, 2019, "Investor attention using the Google search volume index – impact on stock returns," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 1, pages 56-70, May, DOI: 10.1108/RBF-04-2018-0033.
• Murad Harasheh & Andrea Amaduzzi, 2019, "European emission allowance and equity markets: evidence from further trading phases," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 616-636, July, DOI: 10.1108/SEF-02-2018-0058.
• Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo, 2019, "A new approach to forecast market interest rates through the CIR model," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 2, pages 267-292, September, DOI: 10.1108/SEF-03-2019-0116.
• Ako Doffou, 2019, "Testing derivatives pricing models under higher-order moment swaps," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 2, pages 154-167, March, DOI: 10.1108/SEF-04-2018-0106.
• György Walter, 2019, "Risk-adjusted pricing of project loans," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 13-31, June, DOI: 10.1108/SEF-05-2018-0149.
• Olfa Belhassine & Amira Ben Bouzid, 2019, "Further insights into the oil and equity market relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 2, pages 291-310, June, DOI: 10.1108/SEF-12-2017-0349.
• Allen, D.E. & McAleer, M.J., 2019, "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-20, Jan.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019, "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-47.
• Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-48.
• Paul Simshauser, 2019, "On the impact of government-initiated CfD's in Australia's National Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1901, Jan.
• Paul Simshauser, 2019, "Lessons from Australia's National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1927, Jul.
• Gor Khachatryan, 2019, "A Better Alternative to Conventional Bond in the Context of Risk Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 209-220.
• A. Maron & M. Maron, 2019, "Minimizing the Maximum Risk of Currency Conversion for a Company Buying Abroad," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 59-67.
• Ashima Goyal, 2019, "Price Discovery in Indian Government Securities Market, Monetary Management and the Cost of Government Borrowing," Working Papers, eSocialSciences, number id:13027, Mar.
• Christos Karydas & Anastasios Xepapadeas, 2019, "Pricing climate change risks: CAPM with rare disasters and stochastic probabilities," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 19/311, Jan.
• Christos Karydas & Anastasios Xepapadeas, 2019, "Climate change risks: pricing and portfolio allocation," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 19/327, Nov.
• Daisuke MIYAKAWA & Chihiro SHIMIZU & Iichiro UESUGI, 2019, "Geography and Realty Prices: Evidence from International Transaction-Level Data," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19011, Feb.
• Frederick DUBE & Brian BARNARD, 2019, "Equity Valuation based on a Random Process Modelling of Earnings and Equity Growth," Expert Journal of Economics, Sprint Investify, volume 7, issue 1, pages 1-31.
• Brian BARNARD, 2019, "Sovereign Credit Rating, Rating Migration, and the Risk-Free Rate: A Joint Markov Process and Random Walk Modelling of the Risk-Free Rate," Expert Journal of Economics, Sprint Investify, volume 7, issue 1, pages 32-44.
• Waheed CHICKTAY & Brian BARNARD, 2019, "Venture Capital Process: Opportunity Selection, Monitoring, Capital Rationing, and Deal Flow," Expert Journal of Finance, Sprint Investify, volume 7, issue 1, pages 22-38.
• Michal Dvorák & Zlatuše Komárková & Adam Kucera, 2019, "The Czech Government Yield Curve Decomposition at the Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 2-36, February.
• Karel Janda, 2019, "Earnings Stability and Peer Company Selection for Multiple Based Indirect Valuation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 37-75, February.
• Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019, "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 95-119, February.
• Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019, "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 2, pages 149-173, April.
• Henryk Gurgul & Robert Syrek, 2019, "Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 3, pages 298-321, June.
• Joao Dionísio Monteiro & Ernesto Raúl Ferreira, 2019, "Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 384-414, August.
• Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul, 2019, "The reaction function channel of monetary policy and the financial cycle," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-16, Oct.
• Yinghui Chen & Lunan Jiang, 2019, "Liquidity Risk and Corporate Bond Yield Spread: Evidence from China," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2019/9, Nov.
• Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019, "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-8, Apr, DOI: 10.29338/wp2019-08.
• Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-9, May, DOI: 10.29338/wp2019-09.
• Imad Chahboun & Nathaniel Hoover, 2019, "Variable Annuities: Underlying Risks and Sensitivities," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 19-1, Apr.
• Raphael Auer, 2019, "Beyond the Doomsday Economics of “Proof-of-Work” in Cryptocurrencies," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 355, Feb, DOI: 10.24149/gwp355.
• Raphael Auer, 2019, "Embedded Supervision: How to Build Regulation into Blockchain Finance," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 371, Oct, DOI: 10.24149/gwp371.
• Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2019, "Bond Flows and Liquidity: Do Foreigners Matter?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-08, Dec, DOI: 10.24148/wp2019-08.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019, "The Total Risk Premium Puzzle?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-10, Mar, DOI: 10.24148/wp2019-10.
• Jens H. E. Christensen & Mark M. Spiegel, 2019, "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-15, Oct, DOI: 10.24148/wp2019-15.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The Safety Premium of Safe Assets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-28, Feb, DOI: 10.24148/wp2019-28.
• Nathan Foley-Fisher & Stefan Gissler & Stéphane Verani, 2019, "Over-the-Counter Market Liquidity and Securities Lending," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-011, Feb, DOI: 10.17016/FEDS.2019.011.
• Erik Heitfield & Yang-Ho Park, 2019, "Inferring Term Rates from SOFR Futures Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-014, Mar, DOI: 10.17016/FEDS.2019.014.
• Andrew Y. Chen, 2019, "The Limits of p-Hacking : A Thought Experiment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-016, Mar, DOI: 10.17016/FEDS.2019.016.
• Yang-Ho Park, 2019, "Information in Yield Spread Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-025, Apr, DOI: 10.17016/FEDS.2019.025.
• Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum, 2019, "Bond Risk Premiums at the Zero Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-040, May, DOI: 10.17016/FEDS.2019.040.
• Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2019, "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-054, Jul, DOI: 10.17016/FEDS.2019.054.
• Robert J. Barro & Gordon Y. Liao, 2019, "Tractable Rare Disaster Probability and Options-Pricing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-073, Sep, DOI: 10.17016/FEDS.2019.073.
• Juan M. Londono & Nancy R. Xu, 2019, "Variance Risk Premium Components and International Stock Return Predictability," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1247, Jul, DOI: 10.17016/IFDP.2019.1247.
• Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019, "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1253, Jul, DOI: 10.17016/IFDP.2019.1253.
• Gordon Y. Liao, 2019, "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1255, Aug, DOI: https://doi.org/10.17016/IFDP.2019..
• Ricardo Correa & Laurie Pounder DeMarco, 2019, "Dealer Leverage and Exchange Rates: Heterogeneity Across Intermediaries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1262, Nov, DOI: 10.17016/IFDP.2019.1262.
• Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein, 2019, "Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2019-8, Sep, DOI: 10.21033/wp-2019-08.
• Brent Bundick, 2019, "The Persistent Effects of the Temporary Tightening in Financial Conditions," Economic Bulletin, Federal Reserve Bank of Kansas City, issue April 17,, pages 1-4, April.
• Kartik B. Athreya & Ryan Mather & José Mustre-del-Río & Juan M. Sánchez, 2019, "Consumption in the Great Recession: The Financial Distress Channel," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 19-6, Sep, DOI: 10.18651/RWP2019-06.
• YiLi Chien & Junsang Lee, 2019, "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Review, Federal Reserve Bank of St. Louis, volume 101, issue 2, pages 115-134, DOI: 10.20955/r.101.115-34.
• Rodolfo E. Manuelli, 2019, "What Determines Debt Maturity?," Review, Federal Reserve Bank of St. Louis, volume 101, issue 3, pages 155-176, DOI: 10.20955/r.101.155-76.
• Kartik B. Athreya & Ryan Mather & José Mustre-del-Río & Juan M. Sánchez, 2019, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Working Papers, Federal Reserve Bank of St. Louis, number 2019-025, Sep, revised 11 Sep 2023, DOI: 10.20955/wp.2019.025.
• Carlos Garriga & Aaron Hedlund, 2019, "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers, Federal Reserve Bank of St. Louis, number 2019-33, Apr, DOI: 10.20955/wp.2019.033.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019, "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports, Federal Reserve Bank of New York, number 879, Feb.
• Richard K. Crump & Nikolay Gospodinov, 2019, "Deconstructing the yield curve," Staff Reports, Federal Reserve Bank of New York, number 884, Apr.
• Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2019, "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 886, Apr.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2019, "Endogenous Leverage and Default in the Laboratory," Staff Reports, Federal Reserve Bank of New York, number 900, Nov.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Frictional Intermediation in Over-the-Counter Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 19-10, Jan, DOI: 10.21799/frbp.wp.2019.10.
• Patrick Greenfield & Arden Hall, 2019, "Financial Characteristics of Cost of Funds Indexed Loans," Working Papers, Federal Reserve Bank of Philadelphia, number 19-25, May, DOI: 10.21799/frbp.wp.2019.25.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019, "Heterogeneity in Decentralized Asset Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 19-44, Nov, DOI: 10.21799/frbp.wp.2019.44.
• Lauren Lambie-Hanson & Wenli Li & Michael Slonkosky, 2019, "Institutional Investors and the U.S. Housing Recovery," Working Papers, Federal Reserve Bank of Philadelphia, number 19-45, Nov, DOI: 10.21799/frbp.wp.2019.45.
• Kartik B. Athreya & Ryan Mather & José Mustre-del-Río & Juan M. Sánchez, 2019, "Consumption in the Great Recession: The Financial Distress Channel," Working Paper, Federal Reserve Bank of Richmond, number 19-13, Aug.
• Marcin Dec, 2019, "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 35.
• Leonardo Bargigli, 2019, "A Model of Market Making with Heterogeneous Speculators," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2019_01.rdf.
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