Research classified by Journal of Economic Literature (JEL) codes

2014

• Harenberg, Daniel & Ludwig, Alexander, 2017, "Idiosyncratic risk, aggregate risk, and the welfare effects of social security," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 59, revised 2017, DOI: 10.2139/ssrn.2464170.
• Harenberg, Daniel & Ludwig, Alexander, 2015, "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 71, revised 2015, DOI: 10.2139/ssrn.2515696.
• Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2020, "Equilibrium asset pricing in directed networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 74, revised 2020, DOI: 10.2139/ssrn.2521434.
• Chao, Shih-kang & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014, "Credit risk calibration based on CDS spreads," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-026.
• Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014, "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-035.
• Belomestny, Denis & Ma, Shujie & Härdle, Wolfgang Karl, 2014, "Pricing kernel modeling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-001.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014, "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 14.
• Heer, Burkhard & Maußner, Alfred & Süssmuth, Bernd, 2014, "Cyclical Asset Returns in the Consumption and Investment Goods Sector," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100319.
• Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian, 2014, "Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100429.
• Kroencke, Tim Alexander, 2014, "Asset Pricing without Garbage," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100476.
• Lan, Hong & Meyer-Gohde, Alexander, 2014, "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100523.
• Grammig, Joachim & Schaub, Eva-Maria, 2014, "Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100607.
• Grammig, Joachim & Sönksen, Jantje, 2014, "Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100614.
• Aleksander Berentsen & Benjamin Müller, 2014, "A tale of fire-sales and liquidity hoarding," ECON - Working Papers, Department of Economics - University of Zurich, number 139, Jan, revised Jun 2015.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers, Department of Economics - University of Zurich, number 146, Mar.
• Peter Koudijs & Hans-Joachim Voth, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," ECON - Working Papers, Department of Economics - University of Zurich, number 148, Mar.
• Emanuel Bagna & Giuseppe Di Martino & Davide Rossi, 2014, "An anatomy of the Level 3 fair-value hierarchy discount," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 065, Jan.
• Espinoza, Nicolás & Espinoza, Tomás, 2014, "The Momentum Effect In The Chilean Stock Market," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 12, issue 1, pages 1-32.
• Renzo Pardo Figueroa & Gabriel Rodríguez, 2014, "Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-395.
• Aneta Michalak, 2014, "Cost of equity on the Polish and global coal market - comparative analysis," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 1, pages 70-78, April.
• Pawel Mielcarz, 2014, "A new approach to private firm fair value valuation in line with IFRS 13 – the concept of the most advantageous market discount (MAMD)," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 1, pages 79-85, April.
• Dongho Song, 2014, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-017, Apr.
• Malgorzata Olszak, 2014, "The Role Of Capital Regulation And Risk-Taking By Banks In Monetary Policy," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 1, pages 7-26, March, DOI: 10.12775/OeC.2014.001.
• Renu Arora & Archana Singh, 2014, "Problems and obstacles in credit risk management in indian public sector banks," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 14, issue 1, pages 353-362.
• Hernández, Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 100653.
• Bednarek, Ziemowit & Moszoro, Marian, 2014, "The Arrow-Lind Theorem Revisited: Ownership Concentration and Valuation," MPRA Paper, University Library of Munich, Germany, number 102712, Mar.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Sun, David & Chow, Da-Ching, 2014, "Forgive, or Award, Your Debtor? - A Barrier Option Approach," MPRA Paper, University Library of Munich, Germany, number 44826, Jan, revised 06 Jan 2014.
• Accinelli, Elvio & Covarrubias, Enrique, 2014, "Smooth economic analysis for general spaces of commodities," MPRA Paper, University Library of Munich, Germany, number 53222, Jan.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper, University Library of Munich, Germany, number 53373, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper, University Library of Munich, Germany, number 53769, Feb.
• Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014, "Dynamic Spillover Effects in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 53876, Feb.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2014, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 53887, Jan.
• Xiao, Tim, 2014, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," MPRA Paper, University Library of Munich, Germany, number 53982, Feb.
• Sylvain, Serginio, 2014, "Does Human Capital Risk Explain The Value Premium Puzzle?," MPRA Paper, University Library of Munich, Germany, number 54551, Mar.
• Li, Minqiang, 2014, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," MPRA Paper, University Library of Munich, Germany, number 54595, Mar.
• Li, Minqiang, 2014, "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper, University Library of Munich, Germany, number 54597, Mar.
• Ivanov, Sergei, 2014, "Exploiting of fundamental interest rates inefficiency," MPRA Paper, University Library of Munich, Germany, number 54627, Mar.
• Venegas-Martínez, Francisco, 2014, "Caracterización del Precio de un Bono Cupón Cero en un Modelo de Equilibrio General
  [Characterization of the Price of a Zero-Coupon Bond in a General Equilibrium Model]," MPRA Paper, University Library of Munich, Germany, number 54847, Mar.
• Venegas-Martínez, Francisco, 2014, "Entendiendo los mercados de swaps: Un enfoque de equilibrio general
  [Understanding Swaps Markets: A General Equilibrium Approach]," MPRA Paper, University Library of Munich, Germany, number 54848, Mar.
• Asonuma, Tamon, 2014, "Sovereign defaults, external debt and real exchange rate dynamics," MPRA Paper, University Library of Munich, Germany, number 55133, Mar.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper, University Library of Munich, Germany, number 55208.
• Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav, 2014, "Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
  [Comparative analysis of european capital market and Dow Jones Industrial Average Index]," MPRA Paper, University Library of Munich, Germany, number 55555, Jun.
• Mohanty, Roshni & P, Srinivasan, 2014, "The Time-Varying Risk and Return Trade Off in Indian Stock Markets," MPRA Paper, University Library of Munich, Germany, number 55660, May.
• Stravelakis, Nikos, 2014, "Financial Crisis and Economic Depression: 'Post Hoc Ego Propter Hoc'? Implications for Financial Asset Valuation and Financial Regulation," MPRA Paper, University Library of Munich, Germany, number 55944, Mar.
• Kodongo, Odongo & Ojah, Kalu, 2014, "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper, University Library of Munich, Germany, number 56100, May.
• Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji, 2014, "Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices," MPRA Paper, University Library of Munich, Germany, number 56118, Jul.
• Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu, 2014, "Capital Asset Pricing Model and Stochastic Volatility: A Case study of India," MPRA Paper, University Library of Munich, Germany, number 56180.
• Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014, "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper, University Library of Munich, Germany, number 56956, Jun.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014, "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper, University Library of Munich, Germany, number 56965, Jun.
• Zhang, Tongbin, 2014, "Stock Price, Real Riskless Interest Rate and Learning," MPRA Paper, University Library of Munich, Germany, number 57090, Jul.
• Shachat, Jason & Wang, Hang, 2014, "Are You Experienced?," MPRA Paper, University Library of Munich, Germany, number 57672, Jun.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, return, volatility and contagion: Evidence from the portfolio framework," MPRA Paper, University Library of Munich, Germany, number 57726, Jul.
• Wisniewski, Tomasz Piotr & Yekini, Liafisu Sina, 2014, "Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly," MPRA Paper, University Library of Munich, Germany, number 58107, Aug.
• Sinha, Pankaj & Agnihotri, Shalini, 2014, "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper, University Library of Munich, Germany, number 58303, Jul.
• Chang, Chia-Lin & Hu, Shing-Yang & Yu, Shih-Ti, 2014, "Recent Developments in Quantitative Finance: An Overview," MPRA Paper, University Library of Munich, Germany, number 58307, Sep.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2014, "Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India," MPRA Paper, University Library of Munich, Germany, number 58378.
• Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014, "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model," MPRA Paper, University Library of Munich, Germany, number 58554, Sep.
• Ivanov, Sergei, 2014, "Альтернативный Подход К Определению Условий Отсутствия Арбитража
  [Alternetive way of determining no arbitrage conditions]," MPRA Paper, University Library of Munich, Germany, number 58572, Sep, revised 15 Sep 2014.
• Hirshleifer, David & Jian, Ming & Zhang, Huai, 2014, "Superstition and financial decision making," MPRA Paper, University Library of Munich, Germany, number 58620, Sep.
• Farouk, Faizal & Masih, Mansur, 2014, "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper, University Library of Munich, Germany, number 58869, Aug.
• Arif, Imtiaz & Suleman, Tahir, 2014, "Terrorism and Stock Market Linkages: An Empirical Study from Pakistan," MPRA Paper, University Library of Munich, Germany, number 58918, Aug.
• Hirshleifer, David & hsu, po-hsuan & li, dongmei, 2014, "Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 59835, Oct.
• Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014, "Risk or Sentiment: Value and Size Premium under Terrorism," MPRA Paper, University Library of Munich, Germany, number 60027, Nov.
• Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Raza, Naveed, 2014, "Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame," MPRA Paper, University Library of Munich, Germany, number 60110, Nov.
• Voloshyn, Ihor, 2014, "A detailed analysis of fulfilling and delinquency of payments on loan," MPRA Paper, University Library of Munich, Germany, number 60373, Dec.
• Aziz, Tariq & Ansari, Valeed Ahmad, 2014, "Size and value premiums in the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 60451, Oct.
• Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2014, "Comparing Consumption-based Asset Pricing Models: The Case of an Asian City," MPRA Paper, University Library of Munich, Germany, number 60513, Dec.
• Ceballos, Luis & Naudon, Alberto & Romero, Damian, 2014, "Nominal Term Structure and Term Premia. Evidence from Chile," MPRA Paper, University Library of Munich, Germany, number 60911, Dec.
• Ezzat, Hassan & Kirkulak, Berna, 2014, "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper, University Library of Munich, Germany, number 61160, Feb.
• RIANE, Nizare, 2014, "Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca
  [Study of the returns nonlinear dynamics of the Casablanca stock exchange]," MPRA Paper, University Library of Munich, Germany, number 61957, Sep, revised 06 Feb 2015.
• Wang, Gaowang, 2014, "Model Uncertainty, the Spirit of Capitalism and Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 62421, Oct, revised 03 Mar 2015.
• Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014, "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper, University Library of Munich, Germany, number 62479, Oct, revised 23 Feb 2015.
• Širůček, Martin & Šoba, Oldřich & Němeček, Jaroslav, 2014, "Validita modelu CAPM na akciovém trhu USA
  [CAPM validity on the US stock market]," MPRA Paper, University Library of Munich, Germany, number 62820, revised 2014.
• Bebel, Arkadiusz, 2014, "Low Versus High Leverage (LVH)," MPRA Paper, University Library of Munich, Germany, number 62889, Nov, revised 08 Nov 2014.
• Balli, Faruk & Basher, Syed Abul & Ghassan, Hassan B. & Alhajhoj, Hassan R., 2014, "An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries," MPRA Paper, University Library of Munich, Germany, number 63860, Feb, revised 23 Apr 2015.
• Tang, Bo, 2014, "Exchange Rate Exposure of Chinese Firms at the Industry and Firm level," MPRA Paper, University Library of Munich, Germany, number 66008, Dec, revised Apr 2015.
• Dzanic, Enis & Omerbegovic, Sead, 2014, "Impact Of Volatility And Performance Of Major Stock Markets On Sarajevo Stock Exchange In 2008 – 2012 Period," MPRA Paper, University Library of Munich, Germany, number 70016, Apr.
• Raza, Muhammad Wajid & Mohsin, Hassan Mohammad, 2014, "Portfolio Tilting Hunt for Positive Alpha Through Style Tilts," MPRA Paper, University Library of Munich, Germany, number 70622, May, revised 01 Sep 2014.
• Herrenbrueck, Lucas, 2014, "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 70686, Dec, revised 10 Apr 2016.
• Toda, Alexis Akira & Walsh, Kieran James, 2014, "The Equity Premium and the One Percent," MPRA Paper, University Library of Munich, Germany, number 79009, Mar, revised 28 Feb 2017.
• Gomez-Ruano, Gerardo, 2014, "Should Central Banks Take On Credit-Risk?," MPRA Paper, University Library of Munich, Germany, number 93633.
• Camilleri, Silvio John & Green, Christopher J., 2014, "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95302.
• Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers, University of Pretoria, Department of Economics, number 201422, May.
• Jaroslav Brada, 2014, "Use of Forward Interest Rates and Forward Exchange Rates for the Valuation of Currency-Interest Rate Derivatives
  [Použití forwardových úrokových sazeb a forwardových měnových kurzů při oceňování měnově-úrokových OTC derivátů]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2014, issue 1, pages 6-18, DOI: 10.18267/j.cfuc.377.
• Laura Carabotta, 2014, "Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 1, pages 27-46.
• Arnab Bhattacharya & Binay Bhushan Chakrabarti, 2014, "An Examination of Adverse Selection Risk in Indian IPO After-Markets using High Frequency Data," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 3, pages 01-49.
• Anna Staszewska-Bystrova & Peter Winker, 2014, "Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 89-104, June.
• Maria Daniela BONDOC & Mihaela Iuliana DUMITRU, 2014, "Analysis Of The Indicators Specific To Entities Listed On The Capital Market And Their Role In Quantifying Company Performance," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 13, issue 1, pages 73-84.
• Mihaela GADOIU, 2014, "Advantages And Limitations Of The Financial Ratios Used In The Financial Diagnosis Of The Enterprise," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 13, issue 2, pages 87-95.
• George Kapetanios & Michael Neumann & George Skiadopoulos, 2014, "Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market," Working Papers, Queen Mary University of London, School of Economics and Finance, number 730, Oct.
• Emmanuel Farhi & Xavier Gabaix, , "Rare Disasters and Exchange Rates," Working Paper, Harvard University OpenScholar, number 71001.
• Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014, "Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 14-01.
• Callan Windsor & Gianni La Cava & James Hansen, 2014, "Home Price Beliefs in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2014-04, May.
• Choy, Marylin & Cerna, Jorge, 2014, "Comportamiento de los mercados financieros peruanos ante el anuncio del tapering," Working Papers, Banco Central de Reserva del Perú, number 2014-011, Aug.
• Ronnie Sadka, 2014, "Asset Class Liquidity Risk," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 20-30, January-F.
• Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014, "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-15, Dec.
• Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014, "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-16, Dec.
• Ryo Jinnai, 2014, "Code and data files for "Innovation, Product Cycle, and Asset Prices"," Computer Codes, Review of Economic Dynamics, number 13-149, revised .
• Conny Olovsson, 2014, "How Does a Pay-as-you-go System Affect Asset Returns and the Equity Premium?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 1, pages 131-149, January, DOI: 10.1016/j.red.2013.02.006.
• Galina Vereshchagina, 2014, "Preferences for Risk in Dynamic Models with Adjustment Costs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 1, pages 86-106, January, DOI: 10.1016/j.red.2013.02.005.
• Doriana Ruffino, 2014, "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 1, pages 107-130, January, DOI: 10.1016/j.red.2013.03.003.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2014, "Brand Capital and Firm Value," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 1, pages 150-169, January, DOI: 10.1016/j.red.2013.05.001.
• Xiaoji Lin & Frederico Belo, 2014, "Labor Heterogeneity and Asset Prices: the Importance of Skilled Labor," 2014 Meeting Papers, Society for Economic Dynamics, number 1231.
• Matteo Maggiori & Johannes Stroebel & Stefano Giglio, 2014, "Very Long Run Discount Rates," 2014 Meeting Papers, Society for Economic Dynamics, number 1281.
• Ali Ozdagli, 2014, "Financial Frictions and Reaction of Stock Prices to Monetary Policy Shocks," 2014 Meeting Papers, Society for Economic Dynamics, number 1360.
• Luis Viceira & Carolin Pflueger & John Campbell, 2014, "Monetary Policy Drivers of Bond and Equity Risks," 2014 Meeting Papers, Society for Economic Dynamics, number 137.
• Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014, "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers, Society for Economic Dynamics, number 1418.
• Tomasz Strzalecki & Emmanuel Farhi & Larry Epstein, 2014, "How much would you pay to resolve long-run risk?," 2014 Meeting Papers, Society for Economic Dynamics, number 429.
• Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014, "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers, Society for Economic Dynamics, number 488.
• Roger Farmer & Carine Nourry & Alain Venditti, 2014, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," 2014 Meeting Papers, Society for Economic Dynamics, number 516.
• Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014, "The Origins of Stock Market Fluctuations," 2014 Meeting Papers, Society for Economic Dynamics, number 542.
• Manuel Santos & Miguel Iraola, 2014, "Long-Term Asset Price Volatility and Macroeconomic Fluctuations," 2014 Meeting Papers, Society for Economic Dynamics, number 559.
• Stavros Panageas & Jianfeng Yu & Nicolae Garleanu, 2014, "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion," 2014 Meeting Papers, Society for Economic Dynamics, number 711.
• Christian Hellwig & Aleh Tsyvinski & Elias Albagli, 2014, "Dynamic Dispersed Information and the Credit Spread Puzzle," 2014 Meeting Papers, Society for Economic Dynamics, number 808.
• Andreas Stathopoulos & Adrien Verdelhan & Hanno Lustig, 2014, "The Term Structure of Currency Carry Trade Risk Premia," 2014 Meeting Papers, Society for Economic Dynamics, number 837.
• Dimitri Vayanos & Peter Kondor, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers, Society for Economic Dynamics, number 912.
• Alexander Ludwig & Daniel Harenberg, 2014, "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," 2014 Meeting Papers, Society for Economic Dynamics, number 936.
• Bilal Mehmood & Anam Shafique & Rabia Rafaqat, 2014, "Is Solow’s Paradox Absent in World Leading Capital Markets? Econometric Evidence," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 45-62, June.
• Srinivasan P., 2014, "Gold Price, Stock Price and Exchange rate Nexus: The Case of India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 77-94, June.
• Baojing Sun & G. Cornelis van Kooten, 2014, "Financial Weather Options for Crop Production," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2014-03, Feb.
• Chikashi Tsuji, 2014, "Japanese Stock Markets and the US Stock Price Index Ratios," Applied Economics and Finance, Redfame publishing, volume 1, issue 2, pages 37-47, November.
• Mark J. Jensen & John M. Maheu, 2014, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series, Rimini Centre for Economic Analysis, number 31_14, Nov.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo, 2014, "Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective," ADBI Working Papers, Asian Development Bank Institute, number 497, Sep.
• Aydın Yüksel & Aslı Yüksel, 2014, "Credit Spreads during the Global Financial Crisis: Evidence from the Japanese Bond Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 4, pages 71-88.
• Georges Dionne & Jingyuan Li, 2014, "When can expected utility handle first-order risk aversion?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 11-1, Sep.
• Jiyoun An & Sung-o Na, 2014, "The Determinants of Future Bank Stock Returns in Eight Asian Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 3, pages 253-276, DOI: 10.11644/KIEP.JEAI.2014.18.3.282.
• Daehwan Kim & Chi-Young Song, 2014, "Country Fundamentals and Currency Excess Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 111-142, DOI: 10.11644/KIEP.JEAI.2014.18.2.277.
• Ernesto Garnier & Reinhard Madlener, 2014, "Balancing Forecast Errors in Continuous-Trade Intraday Markets," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2014, Feb.
• D Sykes WILFORD, 2014, "Risk management insights from Markowitz optimization for constructing portfolios with commodity futures," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 2, pages 141-150.
• Eugene F. Fama, 2014, "Biographical," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-9.
• Lars Peter Hansen, 2014, "Biographical," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-10.
• Robert J. Shiller, 2014, "Biographical," Nobel Prize in Economics documents, Nobel Prize Committee, number 2013-11.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2014, "Expectations and Systemic Risk in EMU Government Bond Spreads," LEAP Working Papers, Luiss Institute for European Analysis and Policy, number 2014/1, Jun.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2014, "Fundamental Analysis And Discounted Free Cash Flow Valuation Of Stocks At Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 1, pages 11-24.
• Kurach, Radosław & Stelmach, Jerzy, 2014, "Time-Varying Behaviour of Sector Beta Risk – The Case of Poland," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 139-159, March.
• Melike Bildirici & Özgür Ömer Ersin, 2014, "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 108-135, October.
• Ralph Yang-Cheng Lu & Hsiu-Chuan Lee & Peter Chiu, 2014, "Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 140-167, December.
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• Ansgar Belke & Daniel Gros & Alcidi Cinzia & Leonor Coutinho & Alessandro Giovannini, 2014, "Exit State-of-play in Implementing Macroeconomic Adjustment Programmes in the Euro Area," ROME Working Papers, ROME Network, number 201405, Jun.
• Colm Kearney & Sha Liu, 2014, "Textual sentiment in finance: A survey of methods and models," Open Access publications, Research Repository, University College Dublin, number 10197/8213, May.
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• Francesco Baldi & Gerardo Murano, 2014, "Mini-bonds as debt instruments for small and medium-sized enterprises: regulation, market analysis and issuance strategies," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1, January -.
• Adam Zaremba & Rados³aw ¯mudziñski, 2014, "The Low Price Effect On The Polish Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 1, pages 69-85, June.
• Pawe³ Kliber, 2014, "Estimation Of Risk Neutral Measure For Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 2, pages 28-37, August.
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• Kent Wang & Yuqiang Guo, 2014, "Predictability of time-varying jump premiums: Evidence based on calibration," Australian Journal of Management, Australian School of Business, volume 39, issue 3, pages 369-394, August, DOI: 10.1177/0312896213497730.
• Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray, 2014, "Explaining the bid-ask spread in the foreign exchange market: A test of alternate models," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 573-591, November, DOI: 10.1177/0312896213499028.
• Gariet WS Chow & Robert B Durand & SzeKee Koh, 2014, "Are ethical investments good?," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 645-665, November, DOI: 10.1177/0312896213516327.
• Amit Bhaduri, 2014, "What remains of the theory of demand management in a globalising world?," The Economic and Labour Relations Review, , volume 25, issue 3, pages 389-396, September, DOI: 10.1177/1035304614537186.
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• Теплова Т. В. & Микова Е. С., 2014, "Размер компании-эмитента, торговая активность и ликвидность акций как детерминанты моментум-стратегии портфельного инвестирования. Часть 1 . Company size, trading activity and liquidity as a determina," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 14-23.
• Теплова Т. В. & Микова Е. С., 2014, "Размер компании-эмитента, торговая активность и ликвидность акций как детерминанты моментум-стратегии портфельного инвестирования. Часть 2 . Company size, trading activity and liquidity as a determina," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 3, pages 5-21.
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• Lucas Herrenbrueck, 2014, "Quantitative Easing and the Liquidity Channel of Monetary Policy," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-09, Dec, revised Apr 2016.
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• Jörn Sass & Manfred Schäl, 2014, "Numeraire portfolios and utility-based price systems under proportional transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 195-234, October, DOI: 10.1007/s10203-012-0132-8.
• Matteo Del Vigna, 2014, "A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 341-348, October, DOI: 10.1007/s10203-012-0140-8.
• Xianzhe Chen & Weidong Tian, 2014, "Optimal portfolio choice and consistent performance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 453-474, October, DOI: 10.1007/s10203-013-0154-x.
• Chau Le & Dickinson David, 2014, "Asset price volatility and financial contagion: analysis using the MS-VAR framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 2, pages 133-162, December, DOI: 10.1007/s40822-014-0009-y.
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• Emmanuel Gobet, 2014, "A correction note to “Discrete time hedging errors for options with irregular payoffs”," Finance and Stochastics, Springer, volume 18, issue 2, pages 483-485, April, DOI: 10.1007/s00780-014-0226-y.
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