Research classified by Journal of Economic Literature (JEL) codes

2018

• Martin T. Bohl, Badye Essid, Pierre Siklos, 2018, "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0112, Jan, revised 30 Jan 2018.
• Simon Gilchrist & Benoit Mojon, 2018, "Credit Risk in the Euro Area," Economic Journal, Royal Economic Society, volume 128, issue 608, pages 118-158, February, DOI: 10.1111/ecoj.12427.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2018, "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, volume 86, issue 2, pages 617-654, March, DOI: 10.3982/ECTA14308.
• Emiliano S. Pagnotta & Thomas Philippon, 2018, "Competing on Speed," Econometrica, Econometric Society, volume 86, issue 3, pages 1067-1115, May, DOI: 10.3982/ECTA10762.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018, "Strategic Trading in Informationally Complex Environments," Econometrica, Econometric Society, volume 86, issue 4, pages 1119-1157, July, DOI: 10.3982/ECTA12635.
• Omar Rachedi, 2018, "Portfolio Rebalancing And Asset Pricing With Heterogeneous Inattention," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 699-726, May, DOI: 10.1111/iere.12285.
• Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2018, "UK term structure decompositions at the zero lower bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 5, pages 643-661, August, DOI: 10.1002/jae.2635.
• Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018, "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 763-779, September, DOI: 10.1002/jae.2637.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2018, "Risk premia and seasonality in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 853-873, September, DOI: 10.1002/jae.2631.
• Bruno Feunou & Cédric Okou, 2018, "Risk‐neutral moment‐based estimation of affine option pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 1007-1025, November, DOI: 10.1002/jae.2630.
• Ricardo Crisóstomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 589-603, August, DOI: 10.1002/for.2521.
• Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018, "Sovereign to Corporate Risk Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 857-891, August, DOI: 10.1111/jmcb.12497.
• João Pedro Pereira & António Rua, 2018, "Asset Pricing with a Bank Risk Factor," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 993-1032, August, DOI: 10.1111/jmcb.12473.
• Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2018, "Explaining the Boom–Bust Cycle in the U.S. Housing Market: A Reverse‐Engineering Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 8, pages 1751-1783, December, DOI: 10.1111/jmcb.12504.
• Jesús Fernández‐Villaverde & Oren Levintal, 2018, "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 903-944, July, DOI: 10.3982/QE744.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean‐Marc Tallon, 2018, "Ambiguity and the historical equity premium," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 945-993, July, DOI: 10.3982/QE708.
• Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer, 2018, "Pricing Carbon Emissions In China," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-37, September, DOI: 10.1142/S2010495218500148.
• Sung Jun Park & Ki Young Park, 2018, "Can Investors Profit from Security Analyst Recommendations?," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-131, Oct.
• Enrica Carbone & John Hey & Tibor Neugebauer, 2018, "An Experimental Comparison of Two Exchange Mechanisms, An Asset Market versus a Credit Market," Discussion Papers, Department of Economics, University of York, number 18/08, Aug.
• Davor Zorièiæ Denis Dolinar Zrinka Lovretin Golubiæ, 2018, "Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue SCI, pages 43-53, December.
• Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2018, "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 228.
• Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018, "Interactions between stock, bond and housing markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 133.
• Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018, "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 136.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China’s stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China's stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Lof, Matthijs & Bommel, Jos van, 2018, "Asymmetric information and the distribution of trading volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2018.
• Lof, Matthijs & Bommel, Jos van, 2018, "Asymmetric information and the distribution of trading volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2018.
• Faria, Gonçalo & Verona, Fabio, 2018, "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2018, "Equilibrium asset pricing in directed networks," Discussion Papers, Deutsche Bundesbank, number 37/2018.
• Rischen, Tobias & Theissen, Erik, 2018, "Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-03.
• Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2018, "The performance of marketplace lenders: Evidence from lending club payment data," CFS Working Paper Series, Center for Financial Studies (CFS), number 598.
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018, "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series, Center for Financial Studies (CFS), number 600.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 114, pages 164-179.
• Shachmurove, Yochanan & Vulanovic, Milos, 2018, "SPAC IPOs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177392.
• Xiao,Tim, 2018, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202075.
• Xiao, Tim, 2018, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202549.
• Daube, Carl Heinz & Krivenkov, Vladislav, 2018, "Neu-Emissions-Prämien bei Anleihen - Eine empirische Untersuchung zu Existenz und Höhe von Prämien für Neu-Emissionen bei Unternehmensanleihen," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 179425.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2018, "What moves the German land market? A decomposition of the land rent-price ratio," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 05 (2018), DOI: 10.18452/19486.2.
• Bhaumik, Sumon Kumar & Chakrabarty, Manisha & Kutan, Ali M. & Selarka, Ekta, 2018, "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," GLO Discussion Paper Series, Global Labor Organization (GLO), number 290.
• Díaz, Antonio & Jareño, Francisco & Navarro, Eliseo, 2018, "Zero-coupon interest rates: Evaluating three alternative datasets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-67.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018, "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-68.
• Trebesch, Christoph & Zettelmeyer, Jeromin, 2018, "ECB interventions in distressed sovereign debt markets: The case of Greek bonds," Kiel Working Papers, Kiel Institute for the World Economy, number 2101.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-law bonds: Can they reduce sovereign borrowing costs?," Kiel Working Papers, Kiel Institute for the World Economy, number 2109.
• Härdle, Wolfgang Karl & Chen, Shi & Liang, Chong & Schienle, Melanie, 2018, "Time-varying Limit Order Book Networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-016.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-023.
• Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018, "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-039.
• Chiu, Hsin-Yu & Chiang, Mi-Hsiu & Kuo, Wei-Yu, 2018, "Predicative Ability of Similarity-based Futures Trading Strategies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-045.
• Nasekin, Sergey & Chen, Cathy Yi-Hsuan, 2018, "Deep learning-based cryptocurrency sentiment construction," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-066.
• Colonnello, Stefano & Sondershaus, Talina, 2018, "Moral und Aktienerträge: Die Rolle von Dividenden und ethischen Bedenken bei der Bewertung von "Sin Stocks"," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 24, issue 3, pages 40-43.
• Demary, Markus, 2018, "IW Financial Expert Survey: Second Quarter 2018," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 13/2018.
• Demary, Markus, 2018, "IW Financial Expert Survey: First Quarter 2018," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 2/2018.
• Demary, Markus & Neligan, Adriana, 2018, "Are green bonds a viable way to finance environmental goals? An analysis of chances and risks of green bonds," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 28/2018.
• Demary, Markus, 2018, "IW Financial Expert Survey: Third Quarter 2018," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 29/2018.
• Demary, Markus, 2018, "IW Financial Expert Survey: Fourth Quarter 2018," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 37/2018.
• Stübinger, Johannes, 2018, "Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 01/2018.
• Acheson, Graeme G. & Coyle, Christopher & Jordan, David P. & Turner, John D., 2018, "Share trading activity and the rise of the rentier in the UK before 1920," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2018-04.
• Acheson, Graeme G. & Coyle, Christopher & Turner, John D., 2018, "Prices and informed trading: Evidence from an early stock market," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2018-05.
• Casarin, Roberto & Costola, Michele & Yenerdag, Erdem, 2018, "Financial bridges and network communities," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 208, revised 2018, DOI: 10.2139/ssrn.3178053.
• Huang, Darien & Schlag, Christian & Shaliastovich, Ivan & Thimme, Julian, 2018, "Volatility-of-volatility risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 210, DOI: 10.2139/ssrn.3183610.
• Huszár, Zsuzsa R. & Simon, Zorka, 2018, "The pricing implications of the oligopolistic securities lending market: A beneficial owner perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 215, DOI: 10.2139/ssrn.3203304.
• Colonnello, Stefano & Curatola, Giuliano & Gioffré, Alessandro, 2018, "Pricing sin stocks: Ethical preference vs. risk aversion," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 216, DOI: 10.2139/ssrn.3206538.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018, "Central bank-driven mispricing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 226, revised 2018, DOI: 10.2139/ssrn.3239407.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
• Panzica, Roberto Calogero, 2018, "Idiosyncratic volatility puzzle: The role of assets' interconnections," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 228, DOI: 10.2139/ssrn.3240484.
• Harenberg, Daniel, 2018, "Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 229, DOI: 10.2139/ssrn.3252443.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2020, "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 234, revised 2020, DOI: 10.2139/ssrn.3276548.
• Driessen, Joost & Nijman, Theodore E. & Simon, Zorka, 2022, "A simple approach to estimate long-term interest rates," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 238, revised 2022.
• Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018, "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181523.
• Wolfinger, Julia & Köhler, Ekkehard A. & Feld, Lars P. & Thomas, Tobias, 2018, "57 Channels (And Nothin On): Does TV-News on the Eurozone affect Government Bond Yield Spreads?," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181610.
• Harenberg, Daniel & Ludwig, Alexander, 2018, "Idiosyncratic risk, aggregate risk, and the welfare effects of social security," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-016.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2018, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-024.
• Christoph Trebesch & Jeromin Zettelmeyer, 2018, "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 2, pages 287-332, June, DOI: 10.1057/s41308-018-0051-y.
• Meeghan Rogers, 2018, "Financial Institutions and Markets," Palgrave Studies in Economic History, Palgrave Macmillan, chapter 11, in: Matthias Blum & Christopher L. Colvin, "An Economist’s Guide to Economic History", DOI: 10.1007/978-3-319-96568-0_11.
• Carolina Castagnetti, 2018, "A novel approach for testing the parity relationship between CDS and credit spread," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 161, Jun.
• Toan Huynh Luu Duc & Sang Phu Nguyen, 2018, "Higher co-moments and asset pricing on emerging stock markets by quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 132-142, January, DOI: 10.15208/beh.2018.11.
• Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Mohd Rashid, Rasidah, 2018, "The influence of “offer for sale” by existing shareholders on investors’ reaction in the IPO immediate aftermarket," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 4, pages 818-828, August, DOI: http://dx.doi.org/10.15208/beh.2018.
• Damian Pudlo, 2018, "Czynniki determinujace zmiany na rynku kryptowalut
  [The factors determining the changes in the cryptocurrencies market]," Catallaxy, Institute of Economic Research, volume 3, issue 1, pages 55-64, June, DOI: 10.24136/cxy.2018.001.
• Adam Marszk, 2018, "Exchange-traded products in Germany: development and substitution of exchange-traded funds, exchange-traded commodities and exchange-traded notes," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 13, issue 4, pages 643-665, December, DOI: 10.24136/eq.2018.031.
• Darko B. Vukovic & Victor Prosin, 2018, "The prospective low risk hedge fund capital allocation line model: evidence from the debt market," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 3, pages 419-439, September, DOI: 10.24136/oc.2018.021.
• Ioan Ovidiu SPĂTĂCEAN & Andrei Gabriel VULTUR, 2018, "Research considering the utility of technical analysis tools in portfolio management," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 95-108, December.
• Carlos Francisco Alves & Duarte André de Castro Reis, 2018, "Evidence of Idiosyncratic Seasonality in ETFs Performance," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 603, Apr.
• Cangoz, Mehmet Coskun & Boitreaud, Sebastien & Dychala, Christopher Benjamin, 2018, "How Do Countries Use an Asset and Liability Management Approach? A Survey on Sovereign Balance Sheet Management," MPRA Paper, University Library of Munich, Germany, number 100309, Oct.
• Blau, Benjamin, 2018, "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 100698.
• Dehghan Khavari, Saeed & Mirjalili, Seyed hossein, 2018, "تعامل ریسک سیستماتیک با بازده سهام در بورس اوراق بهادار تهران
  [The interaction of systematic risk with stock returns in the Tehran Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 125611, Oct, revised 18 Dec 2018.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
• Cerezo Sánchez, David, 2018, "The Valuation of Secrecy and the Privacy Multiplier," MPRA Paper, University Library of Munich, Germany, number 83954, Jan.
• Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018, "Financial bubbles and capital accumulation in altruistic economies," MPRA Paper, University Library of Munich, Germany, number 84429, Feb.
• Xing, Victor, 2018, "Yield Curve Flattening a Symptom of Ineffective Policy Tightening," MPRA Paper, University Library of Munich, Germany, number 84471, Jan.
• Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2018, "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," MPRA Paper, University Library of Munich, Germany, number 84835.
• Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018, "Long memory in financial markets: A heterogeneous agent model perspective," MPRA Paper, University Library of Munich, Germany, number 84886, Feb.
• Sovbetov, Yhlas, 2018, "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper, University Library of Munich, Germany, number 85036, Jan.
• Bershadskii, Alexander, 2018, "Stock market activity and hormonal cycles," MPRA Paper, University Library of Munich, Germany, number 85298, Mar.
• White, Alan, 2018, "Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization," MPRA Paper, University Library of Munich, Germany, number 85331, Mar.
• Lee, David, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper, University Library of Munich, Germany, number 85575, Mar.
• CLERE, Roland & MARANDE, Stephane, 2018, "Default risk and equity value: forgotten factor or cultural revolution?," MPRA Paper, University Library of Munich, Germany, number 85659, Feb.
• Takaoka, Sumiko, 2018, "Convenience yield on government bonds and unconventional monetary policy in Japanese corporate bond spreads," MPRA Paper, University Library of Munich, Germany, number 86418, Mar.
• Simerský, Mojmír, 2018, "Czech Government Bond yields under FX pressure," MPRA Paper, University Library of Munich, Germany, number 86476, May.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Peter, Bossaerts & Jason, Shachat & Kuangli, Xie, 2018, "Arbitrage Opportunities: Anatomy and Remediation," MPRA Paper, University Library of Munich, Germany, number 87273, Jun.
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018, "Asset Pricing and Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 87403, Jun.
• Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 87870, Jan.
• William, Barnett & Qing, Han & Jianbo, Zhang, 2018, "Monetary Services Aggregation under Uncertainty: A Behavioral Economics Extension Using Choquet Expectation," MPRA Paper, University Library of Munich, Germany, number 88261, Jul.
• He, Yong, 2018, "Can the visible and invisible hands coexist in land pricing?," MPRA Paper, University Library of Munich, Germany, number 88770.
• Tursoy, Turgut & Faisal, Faisal & Berk, Niyazi & Shahbaz, Muhammad, 2018, "How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL," MPRA Paper, University Library of Munich, Germany, number 88899, Sep.
• Cesteros, Santiago Rodrigo, 2018, "Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino
  [On macroeconomic volatility and wealth dollarization: the Argentine case]," MPRA Paper, University Library of Munich, Germany, number 88968, Jul.
• Olkhov, Victor, 2018, "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper, University Library of Munich, Germany, number 89105, Sep.
• Zhou, Siwen, 2018, "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper, University Library of Munich, Germany, number 89445.
• Sandoval Paucar, Giovanny, 2018, "Contagio Financiero: Una Breve Revisión De Literatura
  [Financial Contagio: A Review Literature]," MPRA Paper, University Library of Munich, Germany, number 89554, Oct.
• MESTRE, Roman & Terraza, Michel, 2018, "Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -
  [Forward Regression with Discrete and Continuous Wavel," MPRA Paper, University Library of Munich, Germany, number 89682, Sep.
• Picarelli, Mattia & Erce, Aitor, 2018, "The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018," MPRA Paper, University Library of Munich, Germany, number 89973, Nov.
• Chin, Leong Choong & Sek, Siok Kun & Tan, Yee Theng, 2018, "A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia)," MPRA Paper, University Library of Munich, Germany, number 90148, Sep.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
• Tumasyan, Hovik, 2018, "A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral," MPRA Paper, University Library of Munich, Germany, number 90806, Dec.
• Suzuki, Shiba, 2018, "Inequality and asset fire sales," MPRA Paper, University Library of Munich, Germany, number 90906, Dec.
• Raputsoane, Leroi, 2018, "Temporal homogeneity between financial stress and the economic cycle," MPRA Paper, University Library of Munich, Germany, number 91119, Dec.
• Aliyu, Shehu Usman Rano & Aminu, Abubakar Wambai, 2018, "Economic regimes and stock market performance in Nigeria: Evidence from regime switching model," MPRA Paper, University Library of Munich, Germany, number 91430, Jul, revised 03 Oct 2018.
• Chong, Terence Tai Leung & Wu, Yueer, 2018, "The Unusual Trading Volume and Earnings Surprises in China’s Market," MPRA Paper, University Library of Munich, Germany, number 92162, Feb.
• Degiannakis, Stavros & Filis, George & Tsemperlidis, Stefanos, 2018, "Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component," MPRA Paper, University Library of Munich, Germany, number 94176, Nov.
• Hou, Yang & Meng, Jiayin, 2018, "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper, University Library of Munich, Germany, number 94838, Mar.
• Riza Demirer & Rangan Gupta, 2018, "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201811, Feb.
• Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
• Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.
• Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
• Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
• Tamara Ajrapetova, 2018, "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 1, pages 41-60, DOI: 10.18267/j.efaj.205.
• Martin Červený, 2018, "Should REIT Investors be Concerned about Changing Economic Conditions?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 3, pages 21-35, DOI: 10.18267/j.efaj.212.
• Jana Skálová & Tomáš Podškubka & Petr Diviš, 2018, "Vliv velikosti podniku na transakční násobitele
  [The Impact of the Company's Size on the Transaction Multiple]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 1, pages 57-77, DOI: 10.18267/j.polek.1181.
• Luiza Madalina APOSTOL & Alina HAGIU, 2018, "The Applicability Of The Unifactorial Model For Brd Shares Quoted On The Bucharest Stock Exchange," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 17, issue 3, pages 133-142.
• Bernardino Adão & André C. Silva, 2018, "The Effect of Firm Cash Holdings on Monetary Policy," Working Papers, Banco de Portugal, Economics and Research Department, number w201804.
• Francisco Buera, 2018, "Real Effects of Financial Distress: The Role of Heterogeneity," Working Papers, Banco de Portugal, Economics and Research Department, number w201806.
• Shino Takayama, 2018, "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 603, Oct.
• Francis Breedon, 2018, "On the Transactions Costs of UK Quantitative Easing," Working Papers, Queen Mary University of London, School of Economics and Finance, number 848, Jan.
• Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018, "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 859, May.
• Kazuhiro Hiraki & George Skiadopoulos, 2018, "The Contribution of Frictions to Expected Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 874, Oct.
• Jonathan Hambur & Richard Finlay, 2018, "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2018-02, Feb.
• Heinemann, Frank & Moradi, Homayoon, 2018, "Sunspots in Global Games: Theory and Experiment," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 135, Dec.
• Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 81, Mar.
• R. Anton Braun & Tomoyuki Nakajima, 2018, "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes, Review of Economic Dynamics, number 16-80, revised .
• Pierlauro Lopez, 2018, "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 29, pages 85-105, July, DOI: 10.1016/j.red.2017.12.008.
• R. Anton Braun & Tomoyuki Nakajima, 2018, "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 29, pages 235-255, July, DOI: 10.1016/j.red.2018.01.005.
• Matthew Darst & Ehraz Refayet, 2018, "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers, Society for Economic Dynamics, number 1004.
• Divya Kirti, 2018, "Lending standards and output growth," 2018 Meeting Papers, Society for Economic Dynamics, number 203.
• Jesus Fernandez-Villaverde & Federico Mandelman & Francesco Zanetti & Yang Yu, 2018, "Search Complementarities, Aggregate Fluctuations and Fiscal Policy," 2018 Meeting Papers, Society for Economic Dynamics, number 386.
• Philippe Bacchetta & Eric van Wincoop, 2018, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," 2018 Meeting Papers, Society for Economic Dynamics, number 675.
• Nina Boyarchenko & Matthew Plosser & Valentin Haddad, 2018, "Federal Reserve and Market Confidence," 2018 Meeting Papers, Society for Economic Dynamics, number 781.
• Nathan Foley-Fisher & Stefan Gissler & Stephane Verani, 2018, "Over-the-counter market liquidity and securities lending," 2018 Meeting Papers, Society for Economic Dynamics, number 786.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2018, "Affordable Housing and City Welfare," 2018 Meeting Papers, Society for Economic Dynamics, number 867.
• Carlos Viana de Carvalho & Daniel Cordeiro & Ruy Ribeiro & Eduardo Zilberman, 2018, "Gambling, Risk Appetite and Asset Pricing," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 664, Mar.
• Jun Li & Huijun Wang & Jianfeng Yu, 2018, "Aggregate Expected Investment Growth and Stock Market Returns," ADBI Working Papers, Asian Development Bank Institute, number 808, Feb.
• Xiaping Cao & Bihong Huang & Rose Neng Lai, 2018, "The Impact of Exogenous Demand Shock on the Housing Market: Evidence from the Home Purchase Restriction Policy in the People’s Republic of China," ADBI Working Papers, Asian Development Bank Institute, number 824, Mar.
• Valentina Galvani & Lifang Li, 2018, "The Momentum Effect for Canadian Corporate Bonds," Working Papers, University of Alberta, Department of Economics, number 2018-16, Nov.
• Valentina Galvani, 2018, "The Value Premium During Flights," Working Papers, University of Alberta, Department of Economics, number 2018-18, Nov.
• Hicham Bennouna & Lahcen Bounader, 2018, "Analyse de la transmission de la politique monétaire vers les taux souverains," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2018-2, May.
• Sesan Adeniji & S. A. J. Obansa & David Okoroafor, 2018, "Monetary policy shocks and stock market prices volatility in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 3, pages 3-26.
• Yusuf Varlı, 2018, "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 87-107.
• Mohamed-Ali Akari & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne, 2018, "The impact of central clearing on the market for single-name credit default swaps," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-1, Apr.
• Sekar Akrom Faradiza, 2018, "Fraud Pentagon dan Kecurangan Laporan Keuangan," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 2, issue 1, pages 1-22.
• William A. Barnett & Qing Han & Jianbo Zhang, 2018, "Monetary Services Aggregation Under Uncertainty: A Behavioral Economics Extension Using Choquet Expectation," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 117, Sep.
• Yong Li & Jun Yu & Tao Zeng, 2018, "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2018, Feb.
• Wali ULLAH & Khadija Malik BARI, 2018, "The Term Structure of Government Bond Yields in an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-28, September.
• Solntsev, Ilya V.(Солнцев, Илья) & Osokin, Nikita A. (Осокин, Никита) & Taranenko, Maksim A. (Тараненко, Максим) & Zheleznyakov, Anton O. (Железняков, Антон), 2018, "Bargaining Power or Player Statistics: What Determines the Transfer Fees in Professional Football?
  [Переговорная Сила Или Спортивные Показатели: Что Влияет На Формирование Стоимости Трансферных Сде," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 134-159, August.
• Richard J. Cebula, 2018, "Reflections on and Inquiry into Unfamiliar as well as Familiar Factors that may Influence the Market for Municipal Bonds," The Review of Regional Studies, Southern Regional Science Association, volume 48, issue 2, pages 145-154, Summer.
• Xuan Zou, 2018, "Can the Greater Fool Theory Explain Bubbles? Evidence from China," Departmental Working Papers, Rutgers University, Department of Economics, number 201804, Aug.
• Alan Meng Li & Dharmendra Naidu & Farshid Navissi & Kumari Ranjeeni, 2018, "Net stock issuance anomaly and cash flow explanation: A research note," Australian Journal of Management, Australian School of Business, volume 43, issue 2, pages 286-304, May, DOI: 10.1177/0312896217717306.
• Humberto Valencia-Herrera & Francisco López-Herrera, 2018, "Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 1, pages 96-129, April, DOI: 10.1177/0972652717748089.
• Jan R. Kim & Gieyoung Lim, 2018, "A look into German housing markets: A bubble call?," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 21, issue 4, pages 289-301, December, DOI: 10.1177/2233865918802664.
• Byomakesh Debata & Jitendra Mahakud, 2018, "Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 12, issue 4, pages 387-413, November, DOI: 10.1177/0973801018786270.
• Alina Klein & Rudolf Klein, 2018, "Mean Reversion and Momentum in Central and Eastern European Countries ? A Case Study on Poland and Romania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8208378, Jul.
• FARUK DAYI & Ibrahim Yasar GOK & Tolga ULUSOY, 2018, "The Relationship Between Footballer and Head Coach Transfer News and Stock Prices of Sport Clubs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8209526, Jul.
• Ivo Speranda, 2018, "A New Perspective on Valuating of Common Stocks," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6908849, Oct.
• Maja Mihelja ?aja & Drago Jakov?evi? & Lucija Vi?i?, 2018, "Determinants of the Government Bond Yield: Evidence from a Highly Euroised Small Open Economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 7, issue 2, pages 87-106, November.
• Tihana Škrinjarić, 2018, "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 3, issue 2, pages 119-162, December, DOI: 10.33119/ERFIN.2018.3.2.3.
• Marcin Dec, 2018, "Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2018-038, Jun.
• Marcin Dec, 2018, "On the trade-offs in money market benchmarks' stabilisation," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2018-039, Aug.
• Antonio Sánchez Serrano, 2018, "EU banks after the crisis: sinners in the hands of angry markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 24-51, May.
• Jukka Ilomäki, 2018, "Animal Spirits and Risk in Financial Markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 52-59, May.
• Patrycja Chodnica-Jaworska, 2018, "Credit Rating Changes and the Bond Market – the Impact of Economic Development (Zmiana credit ratingu i rynek obligacji – wplyw poziomu rozwoju gospodarczego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 176-189.
• Barbara Bedowska-Sojka, 2018, "Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej cz," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 24-36.
• Anna Wierzbicka, 2018, "The Impact of Corporate Governance on the Value of Enterprises (Wplyw corporate governance na wartosc przedsiebiorstwa)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 143-150.
• Monika Klimontowicz & Anna Pyka, 2018, "The Hedging of Interest Rate Risk in Enterprises’ Loans (Zabezpieczenie ryzyka stopy procentowej w kredytowaniu dzialalnosci przedsiebiorstw)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 54-64.
• Thomas Nitschka & David Haab, 2018, "Carry trade and forward premium puzzle from the perspective of a safe-haven currency," Working Papers, Swiss National Bank, number 2018-17.
• Melek AKSU & Şakir SAKARYA, 2018, "Pricing of Covered Warrants: An Analysis on Borsa İstanbul," Sosyoekonomi Journal, Sosyoekonomi Society.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018, "Individual Investors Look at Price Tags," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_17, Oct.
• Elias Cavalcante-Filho & Flavio Abdenur, Rodrigo De Losso, 2018, "Machine learning applied to accounting variables yields the risk-return metrics of private company portfolios," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_23, Dec.
• David Feldman & Xin Xu, 2018, "Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)," Annals of Operations Research, Springer, volume 262, issue 2, pages 493-518, March, DOI: 10.1007/s10479-015-1972-8.
• Javier Vidal-García & Marta Vidal & Sabri Boubaker & Majdi Hassan, 2018, "The efficiency of mutual funds," Annals of Operations Research, Springer, volume 267, issue 1, pages 555-584, August, DOI: 10.1007/s10479-017-2429-z.
• Sven Arnold & Alexander Lahmann & Bernhard Schwetzler, 2018, "Discontinuous financing based on market values and the value of tax shields," Business Research, Springer;German Academic Association for Business Research, volume 11, issue 1, pages 149-171, February, DOI: 10.1007/s40685-017-0053-z.
• Marko Volker Krause, 2018, "Effects of a capital gains tax on asset pricing," Business Research, Springer;German Academic Association for Business Research, volume 11, issue 1, pages 115-148, February, DOI: 10.1007/s40685-017-0058-7.
• Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018, "Steady states, stability and bifurcations in multi-asset market models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 2, pages 357-378, November, DOI: 10.1007/s10203-018-0214-3.
• Luca Guerrini & Akio Matsumoto & Ferenc Szidarovszky, 2018, "A heterogeneous agent model of asset price dynamics with two time delays," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 2, pages 379-397, November, DOI: 10.1007/s10203-018-0223-2.
• Bhanu Pratap Singh Thakur & M. Kannadhasan & Vinay Goyal, 2018, "Determinants of corporate credit spread: evidence from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 1, pages 59-73, March, DOI: 10.1007/s40622-018-0179-7.