Research classified by Journal of Economic Literature (JEL) codes

2018

• Alberto Fuertes & Ricardo Gimeno & José Manuel Marqués, 2018, "Extraction of inflation expectations from financial instruments in Latin America," Working Papers, Banco de España, number 1819, Jul.
• Filippo Natoli, 2018, "Analyzing the structural transformation of commodity markets: financialization revisited," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 419, Jan.
• Fabrizio Venditti & Francesco Columba & Alberto Maria Sorrentino, 2018, "A risk dashboard for the Italian economy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 425, Feb.
• Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
• Adriana Grasso & Filippo Natoli, 2018, "Consumption volatility risk and the inversion of the yield curve," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1169, Mar.
• Marcello Pericoli & Marco Taboga, 2018, "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1189, Sep.
• Marcello Pericoli, 2018, "Macroeconomics determinants of the correlation between stocks and bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1198, Nov.
• García-Verdú Santiago & Ramos Francia Manuel & Sánchez-Martínez Manuel, 2018, "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Working Papers, Banco de México, number 2018-16, Aug.
• García-Verdú Santiago & Ramos Francia Manuel, 2018, "On the Costs of Deflation: A Consumption-Based Approach," Working Papers, Banco de México, number 2018-20, Nov.
• Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Sebastian Sanin-Restrepo, 2018, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," Borradores de Economia, Banco de la Republica de Colombia, number 1051, Sep, DOI: 10.32468/be.1051.
• Christian Pfister, 2018, "(Real-)Time Is Money," Working papers, Banque de France, number 675.
• Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018, "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers, Banque de France, number 702.
• Jérôme Coffinet & Thomas Ferrière & Dorian Henricot, 2018, "Commercial real estate: is there a risk of a financial bubble?
  [Immobilier commercial : un risque de bulle financière ?]," Bulletin de la Banque de France, Banque de France, issue 219.
• Jörg Oechssler & Simon Weidenholzer & Jose Apesteguia, 2018, "Copy Trading," Working Papers, Barcelona School of Economics, number 1048, Aug.
• Emmanuel Farhi & Francois Gourio, 2018, "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 49, issue 2 (Fall), pages 147-250.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• Raphael Auer & Stijn Claessens, 2018, "Regulating cryptocurrencies: assessing market reactions," BIS Quarterly Review, Bank for International Settlements, September.
• Kristyna Ters & Jörg Urban, 2018, "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers, Bank for International Settlements, number 689, Jan.
• Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2018, "Cross-stock market spillovers through variance risk premiums and equity flows," BIS Working Papers, Bank for International Settlements, number 702, Feb.
• Sven Klingler & Suresh Sundaresan, 2018, "An explanation of negative swap spreads: demand for duration from underfunded pension plans," BIS Working Papers, Bank for International Settlements, number 705, Feb.
• Elias Albagli & Luis Ceballos & Sebastián Claro & Damian Romero, 2018, "Channels of US monetary policy spillovers to international bond markets," BIS Working Papers, Bank for International Settlements, number 719, May.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018, "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers, Bank for International Settlements, number 725, May.
• Monika Piazzesi & Martin Schneider, 2018, "Payments, credit and asset prices," BIS Working Papers, Bank for International Settlements, number 734, Jul.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or qualitative forward guidance: Does it matter?," BIS Working Papers, Bank for International Settlements, number 742, Aug.
• Anna Cieslak & Andreas Schrimpf, 2018, "Non-monetary news in central bank communication," BIS Working Papers, Bank for International Settlements, number 761, Dec.
• John Thornton & Chrysovalantis Vasilakis, 2018, "Fiscal Rules And Government Borrowing Costs: International Evidence," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 446-459, January, DOI: 10.1111/ecin.12484.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018, "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, volume 73, issue 1, pages 317-373, February, DOI: 10.1111/jofi.12539.
• Francisco Barillas & Jay Shanken, 2018, "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, volume 73, issue 2, pages 715-754, April, DOI: 10.1111/jofi.12607.
• Adem Atmaz & Suleyman Basak, 2018, "Belief Dispersion in the Stock Market," Journal of Finance, American Finance Association, volume 73, issue 3, pages 1225-1279, June, DOI: 10.1111/jofi.12618.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Matthias Weber & John Duffy & Arthur Schram, 2018, "An Experimental Study of Bond Market Pricing," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1857-1892, August, DOI: 10.1111/jofi.12695.
• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018, "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2471-2535, December, DOI: 10.1111/jofi.12727.
• Ric Colacito & Mariano M. Croce & Federico Gavazzoni & Robert Ready, 2018, "Currency Risk Factors in a Recursive Multicountry Economy," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2719-2756, December, DOI: 10.1111/jofi.12720.
• BRATIAN Vasile, 2018, "Technical Analysis Of The Capital Market In Romania," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 70, issue 6, pages 14-21, December.
• Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell, 2018, "ECB spillovers and domestic monetary policy effectiveness in small open economies," Working Paper, Norges Bank, number 2018/9, Sep.
• Lena Boneva & Calebe de Roure & Ben Morley, 2018, "The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads," Bank of England Staff Working Paper series, Bank of England, number 719, Mar.
• Geir-Are Karvik & Joseph Noss & Jack Worlidge & Daniel Beale, 2018, "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England Staff Working Paper series, Bank of England, number 743, Jul.
• James Brugler & Oliver Linton & Joseph Noss & Lucas Pedace, 2018, "The cross-sectional spillovers of single stock circuit breakers," Bank of England Staff Working Paper series, Bank of England, number 759, Oct.
• Simon Lloyd, 2018, "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England Staff Working Paper series, Bank of England, number 763, Nov.
• Andrew Meldrum & Marek Raczko & Peter Spencer, 2018, "The information in the joint term structures of bond yields," Bank of England Staff Working Paper series, Bank of England, number 772, Dec.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2018, "Risk perceptions and fundamental effects on sovereign spreads," Working Papers, Bank of Greece, number 250, Sep.
• Dimitris Malliaropulos & Petros Migiakis, 2018, "Quantitative easing and sovereign bond yields: a global perspective," Working Papers, Bank of Greece, number 253, Nov.
• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• Rahul Roy & Santhakumar Shijin, 2018, "Dissecting anomalies and dynamic human capital: The global evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 1-32, March.
• Tariq Aziz & Valeed Ahmad Ansari, 2018, "Are extreme negative returns priced in the Indian stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 76-90, March.
• Ofer Arbaa & Eva Varon, 2018, "The role of active management and asset allocation policy on government and corporate bond fund returns," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 167-175, September.
• Rahul Roy & Santhakumar Shijin, 2018, "A six-factor asset pricing model," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 205-217, September.
• Mehmet Emin Yildiz & Yaman O. Erzurumlu, 2018, "Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 259-268, December.
• Доц. Д-Р Димитър Ненков Ненков & Зад. Докторант Росица З. Първанова, 2018, "За И Против Премиите За Странови Риск На Формиращи Се Капиталови Пазари," ICPA Articles, Institute of Certified Public Accountants, volume 2018, issue 1, pages 1-17.
• Zhou Ge, 2018, "Rational bubbles in a monetary economy," The B.E. Journal of Macroeconomics, De Gruyter, volume 18, issue 1, pages 1-8, January, DOI: 10.1515/bejm-2016-0242.
• Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
• Mietzner Mark & Göbell Moritz & Schiereck Dirk, 2018, "Renditeeffekte beim Ankauf von Unternehmensanleihen in Deutschland: Ein Kommentar zum Corporate Sector Purchase Programme (CSPP) der EZB," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 19, issue 4, pages 331-344, December, DOI: 10.1515/pwp-2017-0032.
• Marius GUST, 2018, "Cryptocurrency: Dynamics, Structures And Marketing," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 2, pages 118-134.
• Marius GUST, 2018, "Cryptocurrencies. Technical And Functional Aspects," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 3, pages 198-212.
• Carlos Carvalho & Jared D. Fisher & Davide Pettenuzzo, 2018, "Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models," Working Papers, Brandeis University, Department of Economics and International Business School, number 123, Sep.
• Liubov Lukianenko & Viktoriia Shelest, 2018, "Trademark As An Asset In International Business," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 16, issue 4, pages 390-406.
• Altermatt, Lukas, 2018, "Savings, asset scarcity, and monetary policy," Working papers, Faculty of Business and Economics - University of Basel, number 2018/13.
• Winter, Christoph, 2018, "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers, Faculty of Business and Economics - University of Basel, number 2018/21.
• Winter, Christoph, 2018, "The Impact of Heterogeneous Signals on Stock Price Predictability in a Strategic Trade Model," Working papers, Faculty of Business and Economics - University of Basel, number 2018/22.
• Samir Kadiric & Arthur Korus, 2018, "Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei251, Sep.
• Ari, A. & Corsetti, G. & Dedola, L., 2018, "Debt Seniority and Sovereign Debt Crises," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1831, May.
• João M. Pinto & Mário C. Santos, 2018, "The Choice Between Corporate And Structured Financing: Evidence From New Corporate Borrowings," Working Papers de Gestão (Management Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 01, Feb.
• Guodong Chen & Minjoon Lee & Tong-yob Nam, 2018, "Forced Retirement Risk and Portfolio Choice," Carleton Economic Papers, Carleton University, Department of Economics, number 18-06, Jun.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers, Central Bank of Ireland, number 3/RT/18, Feb.
• Cronin, David & Dunne, Peter G., 2018, "How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device," Research Technical Papers, Central Bank of Ireland, number 4/RT/18, Feb.
• Dunne, Peter G., 2018, "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers, Central Bank of Ireland, number 5/RT/18, Feb.
• Milijana Novović Burić & Vladimir Kašćelan & Milivoje Radović & Ana Lalević Filipović, 2018, "Mechanisms of Protection from Interest Rate Risk with Reference to the Life Insurance Market in Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 1, pages 17-42.
• Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018, "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/17, Oct.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2018, "Asset Safety versus Asset Liquidity," Working Papers, University of California, Davis, Department of Economics, number 326, Nov.
• Christian A. L. Hilber & Olivier Schöni, 2018, "The economic impacts of constraining home investments," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1556, Jul.
• Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2018, "Formation of Market Beliefs in the Oil Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp619, Jun.
• Guglielmo Maria Caporale & Alex Plastun, 2018, "Price Overreactions in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6861.
• Martin C. Schmalz & Sergey Zhuk, 2018, "Revealing Downturns," CESifo Working Paper Series, CESifo, number 6879.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018, "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series, CESifo, number 6899.
• Guglielmo Maria Caporale & Alex Plastun, 2018, "On the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7011.
• Nidhaleddine Ben Cheikh & Sami Ben Naceur & Oussama Kanaan & Christophe Rault, 2018, "Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models," CESifo Working Paper Series, CESifo, number 7072.
• Marcos Chamon & Julian Schumacher & Christoph Trebesch, 2018, "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CESifo Working Paper Series, CESifo, number 7137.
• Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018, "Wealth Preference and Rational Bubbles," CESifo Working Paper Series, CESifo, number 7148.
• Guglielmo Maria Caporale & Timur Zekokh, 2018, "Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models," CESifo Working Paper Series, CESifo, number 7167.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 7187.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series, CESifo, number 7229.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018, "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series, CESifo, number 7243.
• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2018, "Bitcoin Fluctuations and the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7280.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018, "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series, CESifo, number 7285.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or Qualitative Forward Guidance: Does it Matter?," CESifo Working Paper Series, CESifo, number 7314.
• Harjaat S. Bhamra & Christian Dorion & Alexandre Jeanneret & Michael Weber & Michael Weber, 2018, "Low Inflation: High Default Risk AND High Equity Valuations," CESifo Working Paper Series, CESifo, number 7391.
• Giovanni Cespa & Xavier Vives, 2018, "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series, CESifo, number 7432.
• Julia Wolfinger & Lars P. Feld & Ekkehard A. Köhler & Tobias Thomas, 2018, "57 Channels (And Nothin On) - Does TV-News on the Eurozone Affect Government Bond Yield Spreads?," CESifo Working Paper Series, CESifo, number 7437.
• Marcel Thum, 2018, "Die ökonomischen Kosten des Bitcoin-Mining," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 71, issue 02, pages 18-20, February.
• Martin Ellison & Andreas Tischbirek, 2018, "Beauty Contests and the Term Structure," Discussion Papers, Centre for Macroeconomics (CFM), number 1807, Mar.
• Gabor Pinter, 2018, "Macroeconomic Shocks and Risk Premia," Discussion Papers, Centre for Macroeconomics (CFM), number 1812, May.
• Peter Kondor & Gabor Pinter, 2018, "Private Information and Client Connections in Government Bond Markets," Discussion Papers, Centre for Macroeconomics (CFM), number 1901, Dec.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1917, Sep.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018, "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-05, Jan, revised Jun 2018.
• Andrea Berardi & Alberto Plazzi, 2018, "Inflation Risk Premia, Yield Volatility and Macro Factors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-13, Jan, revised Mar 2018.
• Semyon Malamud & Marzena J. Rostek, 2018, "Decentralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-25, Mar, revised Apr 2018.
• Paola Pederzoli, 2018, "Crash Risk in Individual Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-31, Mar, revised May 2018.
• Damir Filipović & Martin Larsson & Tony Ware, 2018, "Polynomial Processes for Power Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-34, May.
• Roberto Steri, 2018, "A Corporate Financing-Based Asset Pricing Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-46, Jun.
• Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-52, Aug.
• Florent Gallien & Serge Kassibrakis & Nataliya Klimenko & Semyon Malamud & Alberto Teguia, 2018, "Liquidity Provision in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-56, Aug, revised Aug 2018.
• Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-59, Aug.
• Regina Hammerschmid & Alexandra Janssen, 2018, "Crash-o-phobia in Currency Carry Trade Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-64, Oct.
• Hasan Fallahgoul & Loriano Mancini & Stoyan V. Stoyanov, 2018, "Model Risk and Disappointment Aversion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-65, Jul.
• Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-66, Oct.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2018, "Municipal Bond Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-69, Oct.
• Amit Goyal & Zhongzhi Lawrence He & Sahn-Wook Huh, 2018, "Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-78, Dec.
• Walid M.A. Ahmed, 2018, "How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence," International Economics, CEPII research center, issue 156, pages 284-304.
• Virginie Coudert & Julien Idier, 2018, "Reducing model risk in early warning systems for banking crises in the euro area," International Economics, CEPII research center, issue 156, pages 98-116.
• M. Martin Boyer & Philippe De Donder & Claude Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," CIRANO Working Papers, CIRANO, number 2018s-13, Apr.
• Julio Gálvez & Javier Mencía, 2018, "Conditional Return Asymmetries in the Sovereign-Bank Nexus," Working Papers, CEMFI, number wp2018_1813, Dec.
• Ivan Sutoris, 2018, "Asset Prices in a Production Economy with Long-run and Idiosyncratic Risk," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/4, May.
• Jose Ignacio Lopez, 2018, "Predictibilidad del Mercado Accionario Colombiano," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 16086, Feb.
• Enrique Alberola & Iv�n Kataryniuk & �ngel Melguizo & Ren� Orozco, 2018, "Fiscal Policy and the Cycle in Latin America: the Role of Financing Conditions and Fiscal Rules," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 101-116, DOI: 10.32468/espe.8506.
• Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018, "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16974, Nov.
• Oscar Manco López & Santiago Medina Hurtado & Oscar Botero & Fran�ois Legendre, 2018, "Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk," Estudios Gerenciales, Universidad Icesi, volume 34, issue 146, pages 34-41.
• Rodrigo Pérez Pena, 2018, "Impacto De La Aplicación De Las Normas Internacionales De Información Finanaciera (Niif) En La Valoración De Una Empresa Pyme Del Grupo 2," Revista de Economía y Administración, Universidad Autónoma de Occidente, volume 15, issue 1.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2018, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Mercedes Alda* & Isabel Marco** & Adri�n Marzo***, 2018, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• Schmalz, Martin & Zhuk, Sergey, 2018, "Revealing Downturns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12597, Jan.
• Kosowski, Robert & Joenväärä, Juha & Tolonen, Pekka, 2018, "The Effect of Investment Constraints on Hedge Fund Investor Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12599, Jan.
• Croce, Mariano & Gavazzoni, Federico & Colacito, Ric & Ready, Robert, 2018, "Currency Risk Factors in a Recursive Multicountry Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 12610, Jan.
• Schrimpf, Paul & Malamud, Semyon, 2018, "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers, Centre for Economic Policy Research, number 12623, Jan.
• Lettau, Martin & Ludvigson, Sydney & Ma, Sai, 2018, "Capital Share Risk in U.S. Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 12628, Jan.
• Lettau, Martin & Madhavan, Ananth, 2018, "Exchange Traded Funds 101 For Economists," CEPR Discussion Papers, Centre for Economic Policy Research, number 12629, Jan.
• Zettelmeyer, Jeromin & Trebesch, Christoph, 2018, "ECB interventions in distressed sovereign debt markets: The case of Greek bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 12635, Jan.
• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018, "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers, Centre for Economic Policy Research, number 12657, Jan.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 12664, Jan.
• Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018, "Generalized Recovery," CEPR Discussion Papers, Centre for Economic Policy Research, number 12665, Jan.
• Lettau, Martin & Ludvigson, Sydney & Bianchi, Francesco, 2018, "Monetary Policy and Asset Valuation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12671, Jan.
• Adrian, Tobias & Duarte, Fernando, 2018, "Financial Vulnerability and Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 12680, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen, 2018, "Size Matters, if You Control Your Junk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12684, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018, "Deep Value," CEPR Discussion Papers, Centre for Economic Policy Research, number 12685, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018, "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 12686, Feb.
• Lando, David & Klinger, Sven, 2018, "Safe Haven CDS Premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 12694, Feb.
• Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet, 2018, "Liquidity Regimes and Optimal Dynamic Asset Allocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12737, Feb.
• Buss, Adrian & Vilkov, Grigory & ,, 2018, "Expected Correlation and Future Market Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12760, Dec.
• Ellison, Martin & Tischbirek, Andreas, 2018, "Beauty Contests and the Term Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 12762, Feb.
• Croce, Mariano & Colacito, Ric & Ho, Steven & Howard, Philip, 2018, "BKK the EZ Way. International Long-Run Growth News and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 12783, Mar.
• Bhamra, Harjoat Singh & Kuehn, Lars-Alexander & Strebulaev, Ilya, 2018, "The Levered Equity Risk Premium and Credit Spreads: A Unified Framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 12827, Mar.
• Wagner, Wolf & Kartasheva, Anastasia & Chotibhak, Jotikasthira & Ellul, Andrew & Lundblad, Christian, 2018, "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12849, Apr.
• Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018, "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers, Centre for Economic Policy Research, number 12857, Apr.
• Allen, Franklin & Jagtiani, Julapa & Goldstein, Itay, 2018, "The Interplay between Financial Regulations, Resilience, and Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 12861, Apr.
• van Wijnbergen, Sweder & Spreij, Peter & Derksen, Mike, 2018, "Accounting Noise and the Pricing of Cocos," CEPR Discussion Papers, Centre for Economic Policy Research, number 12869, Apr.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018, "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 12870, Apr.
• Martin, Ian, 2018, "Options and the Gamma Knife," CEPR Discussion Papers, Centre for Economic Policy Research, number 12883, Apr.
• Chernov, Mikhail & Creal, Drew, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12893, Apr.
• Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 12926, May.
• Bayer, Christian & Kim, Chi Hyun & Kriwoluzky, Alexander, 2018, "The term structure of redenomination risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12965, May.
• Taylor, Alan M. & Jordà , Ã’scar & Schularick, Moritz & Ward, Felix, 2018, "Global financial cycles and risk premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 12969, Jun.
• Vedolin, Andrea & Leombroni, Matteo & , & Whelan, Paul, 2018, "Central Bank Communication and the Yield Curve," CEPR Discussion Papers, Centre for Economic Policy Research, number 12970, Jun.
• Trebesch, Christoph & Chamon, Marcos & Schumacher, Julian, 2018, "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13020, Jun.
• Basak, Suleyman & Atmaz, Adem, 2018, "Option Prices and Costly Short-Selling," CEPR Discussion Papers, Centre for Economic Policy Research, number 13029, Jul.
• Lettau, Martin & Pelger, Markus, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13049, Jul.
• Pástor, LuboÅ¡ & Veronesi, Pietro, 2018, "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 13107, Aug.
• Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin, 2018, "Frictional intermediation in over-the-counter markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13126, Aug.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2018, "The Implications of Financial Innovation for Capital Markets and Household Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 13137, Aug.
• Gürkaynak, Refet & KısacıkoÄŸlu, Burçin & Wright, Jonathan, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers, Centre for Economic Policy Research, number 13153, Sep.
• Schoenmaker, Dirk & Schramade, Willem, 2018, "Investing for Long-Term Value Creation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13175, Sep.
• Martin, Ian & Ross, Stephen, 2018, "Notes on the Yield Curve," CEPR Discussion Papers, Centre for Economic Policy Research, number 13176, Sep.
• Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018, "Making Parametric Portfolio Policies Work," CEPR Discussion Papers, Centre for Economic Policy Research, number 13193, Sep.
• Schmid, Lukas & David, Joel & Zeke, David, 2018, "Risk-Adjusted Capital Allocation and Misallocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13205, Sep.
• Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018, "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13213, Oct.
• Chernov, Mikhail & Creal, Drew, 2022, "International yield curves and currency puzzles," CEPR Discussion Papers, Centre for Economic Policy Research, number 13252, Feb.
• Bergemann, Dirk & Heumann, Tibor & Morris, Stephen, 2018, "Information and Market Power," CEPR Discussion Papers, Centre for Economic Policy Research, number 13295, Nov.
• Schürhoff, Norman & Li, Dan & Cestau, Dario & Hollifield, Burton, 2018, "Municipal Bond Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13301, Nov.
• Balasubramaniam, Vimal & Anagol, Santosh, 2018, "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers, Centre for Economic Policy Research, number 13314, Nov.
• Croce, Mariano & Colacito, Ric & Liu, Yang & Shaliastovich, Ivan, 2018, "Volatility Risk Pass-Through," CEPR Discussion Papers, Centre for Economic Policy Research, number 13325, Nov.
• Friewald, Nils & Nagler, Florian, 2018, "Over-the-Counter Market Frictions and Yield Spread Changes," CEPR Discussion Papers, Centre for Economic Policy Research, number 13345, Nov.
• Pavlova, Anna & Kashyap, Anil & Kovrijnykh, Natalia & ,, 2018, "The Benchmark Inclusion Subsidy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13356, Dec.
• Chernov, Mikhail & Lochstoer, Lars & Lundeby, Stig, 2018, "Conditional dynamics and the multi-horizon risk-return trade-off," CEPR Discussion Papers, Centre for Economic Policy Research, number 13365, Dec.
• Rancière, Romain & Fraiberger, Samuel & , & Puy, Damien, 2018, "Media Sentiment and International Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 13366, Dec.
• van Wijnbergen, Sweder & Olijslagers, Stan & Petersen, Annelie & de Vette, Nander, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13371, Dec.
• Perri, Fabrizio & Hur, Sewon & Kondo, Illenin, 2018, "Real Interest Rates, Inflation, and Default," CEPR Discussion Papers, Centre for Economic Policy Research, number 13388, Dec.
• Lettau, Martin & Ludvigson, Sydney & Manoel, Paulo, 2018, "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13395, Dec.
• Zviadadze, Irina, 2018, "Term Structure of Risk in Expected Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13414, Dec.
• Vives, Xavier & Cespa, Giovanni, 2018, "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 13415, Dec.
• Fabian Goessling, 2018, "Human Capital, Growth, and Asset Prices," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6918, Feb.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2018, "Relationships between the stochastic discount factor and the optimal omega ratio," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 26348, Feb.
• Mariya Gubareva, 2018, "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 405-442, November.
• Afees A. Salisu, 2018, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 049, Mar.
• Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 050, Mar.
• De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018, "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 243-268, February.
• D’Amico, Stefania & Kim, Don H. & Wei, Min, 2018, "Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 395-436, February.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2018, "Crash Sensitivity and the Cross Section of Expected Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1059-1100, June.
• Bargain, Olivier & Cardebat, Jean-Marie & Vignolles, Alexandra, 2018, "Crowdfunding in the Wine Industry," Journal of Wine Economics, Cambridge University Press, volume 13, issue 1, pages 57-82, February.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018, "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, EconSciences Journals, volume 5, issue 1, pages 103-117, March.
• Nada I. Abu ALJARAYESH & Lama K. ASFOUR & Shadi Y. Al-ABDALLAH, 2018, "Interest rates volatility and its consequences on stock returns: The case study from Amman Stock Exchange, Jordan," Journal of Economics Library, EconSciences Journals, volume 5, issue 2, pages 149-160, June.