Research classified by Journal of Economic Literature (JEL) codes

2017

• Ronan C Lyons, 2017, "Credit conditions and the housing price ratio: evidence from Ireland's bubble and crash," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0717, Mar.
• Hyun-U Sohn & Didier Sornette, 2017, "Bubbles as violations of efficient time-scales," Working Papers Series, Institute for New Economic Thinking, number 65, Sep, DOI: 10.2139/ssrn.3081563.
• Philip Stork & Luiz Felix & Roman Kraussl, 2017, "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-002/IV, Jan, revised 26 Jan 2018.
• Martijn (M.I.) Droes & Ryan van Lamoen & Simona Mattheussens, 2017, "Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-080/IV, Sep.
• Westerhout, Ed & Ciocyte, Ona, 2017, "The Role of Inflation-Linked Bonds. Increasing, but Still Modest," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-027.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-012.
• Lekniute, Z. & Beetsma, R.M.W.J. & Ponds, Eduard, 2017, "U.S. Municipal Yields and Unfunded State Pension Liabilities," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8d75122f-0eb8-4517-af54-8.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number e3b3753d-87d4-46d6-be12-3.
• Biais, Bruno & Mariotti, Thomas & Moinas, Sophie & Pouget, Sébastien, 2017, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," TSE Working Papers, Toulouse School of Economics (TSE), number 17-798, Apr, revised Mar 2026.
• Hörner, Johannes & Lovo, Stefano, 2017, "Belief-free Price Formation," TSE Working Papers, Toulouse School of Economics (TSE), number 17-790, Mar.
• Goetzmann, William & Le Bris, David & Pouget, Sébastien, 2017, "The Present Value Relation Over Six Centuries: The Case of the Bazacle Company," TSE Working Papers, Toulouse School of Economics (TSE), number 17-794, Apr.
• Gollier, Christian, 2017, "Valuation of natural capital under uncertain substitutability," TSE Working Papers, Toulouse School of Economics (TSE), number 17-813, May, revised Dec 2018.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2017, "Connecting VIX and Stock Index ETF," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-08, Jan.
• Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017, "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1706.
• Imran Hussain Shaha & Simón Sosvilla-Rivero, 2017, "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1707.
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2017, "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium," Journal of Political Economy, University of Chicago Press, volume 125, issue 1, pages 140-223, DOI: 10.1086/689606.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017, "Macrofinancial History and the New Business Cycle Facts," NBER Macroeconomics Annual, University of Chicago Press, volume 31, issue 1, pages 213-263, DOI: 10.1086/690241.
• YiLi Chien & Hanno Lustig & Kanda Naknoi, 2017, "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working papers, University of Connecticut, Department of Economics, number 2017-20, Sep.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Liquidity sentiments," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1583, Oct, revised Jun 2018.
• Dare, Wale, 2017, "Testing efficiency in small and large financial markets," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1714, Sep.
• Ruf, Daniel, 2017, "Agglomeration Effects and Liquidity Gradients in Local Rental Housing Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1702, Feb.
• Borisenko, Dmitry & Pozdeev, Igor, 2017, "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance, University of St. Gallen, School of Finance, number 1708, May, revised 1710.
• Bucher, Melk C., 2017, "Investor Attention and Sentiment: Risk or Anomaly?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1712, Jul.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017, "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 385, Aug.
• Vladimir B. MICHALETZ & Andrey I. ARTEMENKOV - GYY University & Israel, 2017, "The Transactional Assets Pricing Approach: Its Application in Professional Business Valuation and Fair Value Theories," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 12, issue 2, pages 52-99.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:31.
• Byrka-Kita Katarzyna & Grudziński Michał, 2017, "Control Premium and Minority Discounts in Polish Business Valuation Practices – Evidence from Research," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 1, pages 1-14, November, DOI: 10.1515/fiqf-2016-0014.
• Gniadkowska-Szymańska Agata, 2017, "Impact of a Company’s Dividend Policy on the Liquidity of Shares Listed on the Warsaw Stock Exchange," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 3, pages 24-32, September, DOI: 10.1515/fiqf-2016-0027.
• Gniadkowska-Szymańska Agata, 2017, "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 4, pages 136-148, December, DOI: 10.1515/fiqf-2016-0042.
• Majewski Sebastian & Majewska Agnieszka, 2017, "Using Monte Carlo Methods for the Valuation of Intangible Assets in Sports Economics," Folia Oeconomica Stetinensia, Paradigm, volume 17, issue 2, pages 71-82, December, DOI: 10.1515/foli-2017-0019.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Strašek Sebastjan, 2017, "From Subprime and Eurozone Crisis with Full Speed into the Next Financial Crisis," Naše gospodarstvo/Our economy, Paradigm, volume 63, issue 3, pages 3-11, September, DOI: 10.1515/ngoe-2017-0013.
• Yang Hu & Les Oxley, 2017, "Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s," Working Papers in Economics, University of Waikato, number 17/20, Sep.
• Leon Li & Nen-Chen Richard Hwang, 2017, "Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression," Working Papers in Economics, University of Waikato, number 17/25, Oct.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Richard S.Grossman, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-004, Jun.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Khandokar Istiak & Apostolos Serletis, 2017, "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 115-128, April.
• Sven Steinkamp & Frank Westermann, 2017, "Multilateral Loans and Interest Rates: Further Evidence on the Seniority Conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 169-178, April.
• Francisco Ruge‐Murcia, 2017, "Skewness Risk and Bond Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 379-400, March, DOI: 10.1002/jae.2528.
• Alexis Akira Toda & Kieran James Walsh, 2017, "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1156-1177, September.
• Mengmeng Guo & Wolfgang Karl Härdle, 2017, "Adaptive Interest Rate Modelling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 3, pages 241-256, April.
• Urban J. Jermann, 2017, "Financial Markets' Views about the Euro–Swiss Franc Floor," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 553-565, March, DOI: 10.1111/jmcb.12389.
• Leland E. Farmer & Alexis Akira Toda, 2017, "Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments," Quantitative Economics, Econometric Society, volume 8, issue 2, pages 651-683, July.
• Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 61-73, September, DOI: 10.1016/j.rfe.2017.06.003.
• Kiseok Nam & Shahriar Khaksari & Moonsoo Kang, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 11-28, November, DOI: 10.1016/j.rfe.2016.11.001.
• Pawel Maryniak & Rafal Weron, 2017, "Habitat momentum," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/05, Dec.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Laura Coroneo & Sergio Pastorello, 2017, "European spreads at the interest rate lower bound," Discussion Papers, Department of Economics, University of York, number 17/10, Sep.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017, "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue SCI, pages 13-23, April.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 119.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers, Deutsche Bundesbank, number 06/2017.
• Kardaras, Constantinos & Robertson, Scott, 2017, "Continuous-time perpetuities and time reversal of diffusions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67495, Jan.
• Anthropelos, Michail & Kardaras, Constantinos, 2017, "Equilibrium in risk-sharing games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69767, Jul.
• Moffitt, Steven D. & Ziemba, William T., 2017, "Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70755, Feb.
• Cascino, Stefano, 2017, "Stock-bond return co-movement and accounting information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 72244, Jul.
• Correia, Maria & Kang, Johnny & Richardson, Scott, 2018, "Asset volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84405, Mar.
• Lleo, Sebastien & Ziemba, William, 2017, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85131, Aug.
• Cui, Wei & Kaas, Leo, 2017, "Default cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86159, May.
• Searat Ali, 2017, "Women in the boardroom and their impact on default risk: a pitch," Accounting Research Journal, Emerald Group Publishing Limited, volume 30, issue 2, pages 137-146, July, DOI: 10.1108/ARJ-07-2016-0092.
• Worawuth Kongsilp & Cesario Mateus, 2017, "Volatility risk and stock return predictability on global financial crises," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 33-66, February, DOI: 10.1108/CFRI-04-2016-0021.
• Muhammad Zubair Tauni & Zia-ur-Rehman Rao & Hongxing Fang & Sultan Sikandar Mirza & Zulfiqar Ali Memon & Khalil Jebran, 2017, "Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 450-477, September, DOI: 10.1108/CFRI-06-2016-0059.
• Raymond Kan & Guofu Zhou, 2017, "Modeling non-normality using multivariatet: implications for asset pricing," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 2-32, February, DOI: 10.1108/CFRI-10-2016-0114.
• Rui Li & Jiahui Li & Jinjian Yuan, 2017, "Short-sale prohibitions, firm characteristics and stock returns: evidence from Chinese market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 407-428, September, DOI: 10.1108/CFRI-11-2016-0122.
• Yung-Ho Chang & Chia-Ching Jong & Sin-Chong Wang, 2017, "Size, trading volume, and the profitability of technical trading," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 475-494, August, DOI: 10.1108/IJMF-09-2016-0179.
• Serkan Yuksel, 2017, "The causality between returns of interest-based banks and Islamic banks: the case of Turkey," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 10, issue 4, pages 519-535, October, DOI: 10.1108/IMEFM-12-2013-0133.
• Sanjay Sehgal & Sonal Babbar, 2017, "Evaluating alternative performance benchmarks for Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 14, issue 2, pages 222-250, May, DOI: 10.1108/JAMR-04-2016-0028.
• Júlio Lobão & Luís Pacheco & Carlos Pereira, 2017, "The use of the recognition heuristic as an investment strategy in European stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 207-223, November, DOI: 10.1108/JEFAS-01-2017-0013.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós & Celia Oliveira, 2017, "The role of liquidity in asset pricing: the special case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 191-206, November, DOI: 10.1108/JEFAS-12-2016-0001.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2017, "Option valuation and hedging in markets with a crunch," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 5, pages 801-815, October, DOI: 10.1108/JES-04-2016-0083.
• Don Capener & Richard Cebula & Fabrizio Rossi, 2017, "Impact of federal budget deficits on theex antereal interest rate yield on Moody’s Baa-rated long-term corporate bonds, 1960-2015," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 198-208, May, DOI: 10.1108/JFEP-12-2016-0097.
• Colleen Baker & Christine Cummings & Julapa Jagtiani, 2017, "The impacts of financial regulations: solvency and liquidity in the post-crisis period," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 25, issue 3, pages 253-270, July, DOI: 10.1108/JFRC-02-2017-0027.
• Abdul Rashid & Farooq Ahmad & Ammara Yasmin, 2017, "Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan," Journal of Risk Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 368-380, August, DOI: 10.1108/JRF-03-2017-0049.
• Boonlert Jitmaneeroj, 2017, "The impact of dividend policy on price-earnings ratio," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 125-140, February, DOI: 10.1108/RAF-06-2015-0092.
• Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017, "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 218-238, May, DOI: 10.1108/RAF-12-2014-0146.
• Carlos Colón-De-Armas & Javier Rodriguez & Herminio Romero, 2017, "Investor sentiment and US presidential elections," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 9, issue 3, pages 227-241, October, DOI: 10.1108/RBF-02-2016-0003.
• Andres Bello & Jan Smolarski & Gökçe Soydemir & Linda Acevedo, 2017, "Investor behavior: hedge fund returns and strategies," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 14-42, April, DOI: 10.1108/RBF-09-2015-0036.
• Geoffrey Loudon, 2017, "The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 1, pages 2-23, March, DOI: 10.1108/SEF-05-2013-0069.
• Charilaos Mertzanis, 2017, "Short selling regulation, return volatility and market volatility in the Athens Exchange," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 1, pages 82-104, March, DOI: 10.1108/SEF-06-2015-0157.
• Boonlert Jitmaneeroj, 2017, "Does investor sentiment affect price-earnings ratios?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 2, pages 183-193, June, DOI: 10.1108/SEF-09-2015-0229.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2017, "Connecting VIX and Stock Index ETF," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2016-010/III, Jan.
• Rocío Elizondo, 2017, "Pronósticos de la estructura temporal de las tasas de interés en México con base en un modelo afín," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 32, issue 2, pages 213-253.
• Timmer, Yannick, 2017, "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers, Centre for European Policy Studies, number 12747, Jul.
• Risna Triandhari & Sugiharso Safuan & M. Syamsudin & Halim Alamsyah, 2017, "The Effect of Allocation of Dividend of the Regional Government-Owned Enterprises and the Empowerment Efforts on the Revenue of Regional Government: The Case of Indonesia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4B, pages 244-258.
• Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017, ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20417, Sep.
• Kontonikas, A & Maio, P & Zekaite, Z, 2017, "Monetary Policy and Corporate Bond Returns," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20571, Oct.
• Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017, "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20781, Dec.
• Bogdan Munteanu, 2017, "European Monetary Measures to Support Economic Recovery," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, January A, DOI: 10.26417/ejms.v4i2.p101-105.
• Olsa Pema, 2017, "Virtual vs. Traditional Environments and Their Influence on Students’ Listening Performance in a Foreign Language – A Case Study in Albania," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, January A, DOI: 10.26417/ejms.v4i2.p7-12.
• Nadia Jaber, 2017, "How the Al-Quds Bard MAT Program Changed Mathematics' Teachers in Their Classrooms," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, January A, DOI: 10.26417/ejms.v4i3.p117-123.
• Gjilda Alimhilli Prendushi, 2017, "Languages in Contact - Some Results of Research at Albanian University Students in Italy," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, January A, DOI: 10.26417/ejms.v4i3.p49-54.
• Adebayo Adewunmi Emmanuel, 2017, "Benefits of Golf Tourism to a Suburban Settlement: The Case of Ilara-Mokin in Ondo State, Nigeria," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, January A, DOI: 10.26417/ejms.v4i4.p64-72.
• Janis Balodis, 2017, "The European Territorial Cooperation as the Tool for Europe's Integration: Example of Latvia - Belarus Cross - Border Cooperation," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, volume 2, January A, DOI: 10.26417/ejms.v4i4.p73-84.
• Brian BARNARD, 2017, "Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures," Expert Journal of Finance, Sprint Investify, volume 5, issue 1, pages 49-72.
• Brian BARNARD, 2017, "Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures," Expert Journal of Finance, Sprint Investify, volume 5, issue , pages 49-72.
• Anton Astakhov & Tomas Havranek & Jiri Novak, 2017, "Firm Size and Stock Returns: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/14, Jul, revised Jul 2017.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2017, "Does monetary policy generate asset price bubbles ?," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-05, Feb.
• Qi Deng & Zhong-guo Zhou, 2017, "IPO Pricing Efficiency in China: A ChiNext Board Focus," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 12, issue 2, pages 280-308, June.
• Astorino, Eduardo & Chague, Fernando & Giovannetti, Bruno Cara & da Silva, Marcos Eugênio, 2017, "Variance Premium and Implied Volatility in a Low-Liquidity Option Market," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 71, issue 1, May.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017, "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-9, Nov.
• Nikolay Gospodinov & Esfandiar Maasoumi, 2017, "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-10, Nov.
• Lily Liu, 2017, "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 17-1, May.
• Jenny Tang, 2017, "FOMC communication and interest rate sensitivity to news," Working Papers, Federal Reserve Bank of Boston, number 17-12, Oct.
• Ali Ozdagli & Michael Weber, 2017, "Monetary policy through production networks: evidence from the stock market," Working Papers, Federal Reserve Bank of Boston, number 17-15, Oct.
• Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017, "Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 295, Jan, DOI: 10.24149/gwp295.
• Charles Ka Yui Leung & Chung-Yi Tse, 2017, "Flipping the Housing Market," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 301, Jan, DOI: 10.24149/gwp301.
• Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2017, "(A)symmetric Information Bubbles: Experimental Evidence," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 312, Apr, DOI: 10.24149/gwp312.
• Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2017, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 324, Aug, DOI: 10.24149/gwp324r1.
• Valerie Grossman & Enrique Martínez García & Efthymios Pavlidis, 2017, "Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 325, Aug, DOI: 10.24149/gwp325r1.
• John V. Duca & Patric H. Hendershott & David C. Ling, 2017, "How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades," Working Papers, Federal Reserve Bank of Dallas, number 1703, Jan, DOI: 10.24149/wp1703.
• Pascal Paul, 2019, "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-09, Apr, DOI: 10.24148/wp2017-09.
• Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017, "Is There an On-the-Run Premium in TIPS?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-10, May, DOI: 10.24148/wp2017-10.
• Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell, 2020, "The TIPS Liquidity Premium," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-11, Jul, DOI: 10.24148/wp2017-11.
• Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017, "Term Structure Analysis with Big Data," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-21, Sep.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017, "The Rate of Return on Everything, 1870–2015," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-25, Dec, DOI: 10.24148/wp2017-25.
• Anthony M. Diercks & William Waller, 2017, "Taxes and the Fed : Theory and Evidence from Equities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-104, Oct, DOI: 10.17016/FEDS.2017.104.
• Carlos Ramírez, 2017, "Firm Networks and Asset Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-014, Jan, DOI: 10.17016/FEDS.2017.014r1.
• Nathan Swem, 2017, "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-023, Feb, DOI: 10.17016/FEDS.2017.023.
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017, "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-024, Mar, DOI: 10.17016/FEDS.2017.024.
• Sebastian Infante, 2017, "Private Money Creation with Safe Assets and Term Premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-041, Apr, DOI: 10.17016/FEDS.2017.041.
• Alex Hsu & Francisco J. Palomino & Charles Qian, 2017, "The Decline in Asset Return Predictability and Macroeconomic Volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-050, May, DOI: 10.17016/FEDS.2017.050.
• David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee & Cailey Stevens, 2017, "Take it to the Limit : The Debt Ceiling and Treasury Yields," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-052, May, DOI: 10.17016/FEDS.2017.052.
• Matt Darst & Ehraz Refayet, 2017, "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-057, May, DOI: 10.17016/FEDS.2017.057r1.
• Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2017, "Macro Risks and the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-058, Jun, DOI: 10.17016/FEDS.2017.058.
• Vikram Nanda & Wei Wu & Xing Zhou, 2017, "Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-069, Jun, DOI: 10.17016/FEDS.2017.069.
• Celso Brunetti & Agostino Capponi & Christoph Frei, 2017, "Managing Counterparty Risk in OTC Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-083, Aug, DOI: 10.17016/FEDS.2017.083r1.
• Seung Jung Lee & Kelly E. Posenau & Viktors Stebunovs, 2017, "The Anatomy of Financial Vulnerabilities and Crises," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1191, Feb, DOI: 10.17016/IFDP.2017.1191.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017, "International Illiquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1201, Mar, DOI: 10.17016/IFDP.2017.1201.
• Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017, "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1202, Mar, DOI: 10.17016/IFDP.2017.1202.
• Ricardo M. Reyes-Heroles & Gabriel Tenorio, 2017, "Interest Rate Volatility and Sudden Stops : An Empirical Investigation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1209, Jul, DOI: 10.17016/IFDP.2017.1209.
• Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2017, "Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1212, Aug, DOI: 10.17016/IFDP.2017.1212.
• V. V. Chari & Lawrence J. Christiano, 2017, "Financialization in Commodity Markets," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2017-15, Sep.
• Dominic Anene & Stefania D'Amico, 2017, "A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2017-26, Dec.
• Robert G. Bowman & Kam Fong Chan & Christopher J. Neely, 2017, "Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements," Working Papers, Federal Reserve Bank of St. Louis, number 2017-11, Apr, DOI: 10.20955/wp.2017.011.
• Carlos Garriga & Aaron Hedlund, 2017, "Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession," Working Papers, Federal Reserve Bank of St. Louis, number 2017-30, Oct, DOI: 10.20955/wp.2017.030.
• Cristina Arellano & Yan Bai & Luigi Bocola, 2017, "Sovereign risk and firm heterogeneity," Staff Report, Federal Reserve Bank of Minneapolis, number 547, Mar.
• V. V. Chari & Lawrence J. Christiano, 2017, "Financialization in Commodity Markets," Staff Report, Federal Reserve Bank of Minneapolis, number 552, Aug, DOI: 10.21034/sr.552.
• Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2017, "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," Staff Reports, Federal Reserve Bank of New York, number 810, Mar.
• Tobias Adrian & Michael J. Fleming & Erik Vogt, 2017, "The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data," Staff Reports, Federal Reserve Bank of New York, number 827, Nov.
• Colleen Baker & Christine M. Cumming & Julapa Jagtiani, 2017, "The Impacts Of Financial Regulations: Solvency And Liquidity In The Post-Crisis Period," Working Papers, Federal Reserve Bank of Philadelphia, number 17-10, Apr.
• Serhat YÜKSEL, İsmail CANÖZ, Zafer ADALI, 2017, "Türkiye’deki Mevduat Bankalarının Fiyat-Kazanç Oranını Etkileyen Değişkenlerin Mars Yöntemi İle Belirlenmesi," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Pawan Jain & Wen-Jun Xue, 2017, "Global Investigation of Return Autocorrelation and its Determinants," Working Papers, Florida International University, Department of Economics, number 1704, Apr.
• Igor V. Belyakov, 2017, "Monitoring and Analysis of Contingent Budget Liabilities to Financial System," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 71-84, August.
• Giulio Cifarelli & Paolo Paesani, 2017, "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2017_16.rdf.
• Abramov Alexander, 2017, "Financial Markets and Financial Institutions in Russia in 2016," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2017-273, revised 2017.
• Andras Fulop & Jun Yu, 2017, "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, volume 5, issue 4, pages 1-23, October.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017, "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 7-25, December, DOI: 10.14195/2183-203X_45_1.
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• Christiyaningsih Budiwati, 2017, "The Effects of the Days of the Week on the Indonesian Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr136, Dec.
• Tomas Williams & Lorenzo Pandolfi, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-11, Nov.
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• João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017, "Do investors trade too much? A laboratory experiment," Post-Print, HAL, number hal-01244465, Aug, DOI: 10.1016/j.jebo.2017.05.013.
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• Fredj Jawadi & Georges Prat, 2017, "Equity prices and fundamentals: a DDM–APT mixed approach," Post-Print, HAL, number hal-01549758, Oct, DOI: 10.1007/s11156-016-0604-y.
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• Magnus Blomkvist & Timo Korkeamäki & John Pettersson, 2017, "The new issues puzzle revisited: The role of firm quality in explaining IPO returns," Post-Print, HAL, number hal-01578933, DOI: 10.1016/j.econlet.2017.07.022.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2017, "Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-01593402, DOI: 10.1016/j.jeconom.2017.08.014.
• Amélie Charles & Olivier Darné & Jae H Kim, 2017, "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print, HAL, number hal-01626101, Oct, DOI: 10.1016/j.irfa.2016.06.005.
• Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi, 2017, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Post-Print, HAL, number hal-01633544, Oct, DOI: 10.1017/S0022109017000692.
• Louis Raffestin, 2017, "Do bond credit ratings lead to excess comovement?," Post-Print, HAL, number hal-01649992.
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