Research classified by Journal of Economic Literature (JEL) codes

2014

• Meglena Jeleva & Jean-Marc Tallon, 2014, "Ambiguïté, comportements et marchés financiers," Post-Print, HAL, number halshs-01109639, Jul.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance : le cas de la France," Post-Print, HAL, number halshs-01288095, Mar, DOI: 10.4000/fcs.1458.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: an agent-based model of low- and high-frequency trading," Sciences Po Economics Publications (main), HAL, number hal-01070542, Feb.
• Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014, "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," Sciences Po Economics Publications (main), HAL, number hal-03393013, Nov, DOI: 10.1016/j.jet.2014.09.011.
• Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014, "Nonlinearities in sovereign risk pricing the role of cds index contracts," Sciences Po Economics Publications (main), HAL, number hal-03460263, Aug.
• Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014, "A general HJM framework for multiple yield curve modeling," Working Papers, HAL, number hal-01011752, Jun.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers, HAL, number hal-01070542, Feb.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014, "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers, HAL, number hal-01090837, Nov.
• Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014, "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers, HAL, number hal-01093631, Dec.
• Jjrrme Dugast & Thierry Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working Papers, HAL, number hal-02058260, Feb, DOI: 10.2139/ssrn.2398904.
• Sebastien Betermier & Laurent E. Calvet & Paolo Sodini, 2014, "Who Are the Value and Growth Investors?," Working Papers, HAL, number hal-02058282, Apr, DOI: 10.2139/ssrn.2426823.
• Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014, "Nonlinearities in sovereign risk pricing the role of cds index contracts," Working Papers, HAL, number hal-03460263, Aug.
• Salem Boubakri & Cécile Couharde & Hélène Raymond, 2014, "Financial integration, financial turmoil and risk premia in emerging markets," Working Papers, HAL, number hal-04141291.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," Working Papers, HAL, number hal-04141345.
• Vivien Lespagnol & Juliette Rouchier, 2014, "Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals," Working Papers, HAL, number halshs-00997573, May.
• Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
• Waldenström, Daniel, 2014, "Swedish Stock and Bond Returns, 1856–2012," Working Paper Series, Research Institute of Industrial Economics, number 1027, Jun.
• Bergh, Andreas, 2014, "Trust Us to Repay: Social Trust, Long-Term Interest Rates and Sovereign Credit Ratings," Working Paper Series, Research Institute of Industrial Economics, number 1039, Sep.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2014, "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," Working Papers, Lund University, Department of Economics, number 2014:37, Nov.
• Ding, Mingfa, 2014, "Political Connections and Stock Liquidity: Political Network, Hierarchy and Intervention," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2014/7, Dec.
• Aase, Knut K., 2014, "Recursive utility using the stochastic maximum principle," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/3, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Heterogeneity and limited stock market Participation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/5, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/9, Mar.
• de Oliveira Souza, Thiago, 2014, "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 15/2014, Sep.
• Misund, Bard & Mohn, Klaus, 2014, "Exploration Risk in Oil & Gas Shareholder Returns," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/4, Mar.
• Waldenström, Daniel, 2014, "Swedish stock and bond returns, 1856–2012," Working Paper Series, Uppsala University, Department of Economics, number 2014:5, Jun.
• Victor A. Lapshin & Vadim Ya. Kaushanskiy, 2014, "A Nonparametric Method For Term Structure Fitting With Automatic Smoothing," HSE Working papers, National Research University Higher School of Economics, number WP BRP 39/FE/2014.
• Misumi, Takashi & 三隅, 隆司 & Nakamura, Hisashi & 中村, 恒 & Takaoka, Koichiro & 高岡, 浩一郎, 2014, "Moral-Hazard Premium," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-7, Mar.
• David Leung & John Fu, 2014, "Interactions between CNY and CNH Money and Forward Exchange Markets," Working Papers, Hong Kong Institute for Monetary Research, number 132014, Jun.
• Dong He & Xiangrong Yu, 2014, "Network Effects in Currency Internationalisation: Insights from BIS Triennial Surveys and Implications for the Renminbi," Working Papers, Hong Kong Institute for Monetary Research, number 242014, Sep.
• Greenwood, Robin Marc & Shleifer, Andrei, 2014, "Expectations of Returns and Expected Returns," Scholarly Articles, Harvard University Department of Economics, number 11880390.
• Epstein, Larry G. & Farhi, Emmanuel & Strzalecki, Tomasz, 2014, "How Much Would You Pay to Resolve Long-Run Risk?," Scholarly Articles, Harvard University Department of Economics, number 12967842.
• Dragos Stefan Oprea, 2014, "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 8, pages 356-366, August.
• Ebrahim Abbasi & Behrooz Ebrahimzadeh & Amir Mohammadzadeh, 2014, "The Effects of Stock Dividend on Stock Return in Tehran Stock Exchange," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 2, pages 11-16, June.
• Paula – Angela VIDRASCU, 2014, "Valuation of Intangible Assets the Main Pawn for New Challenges Related to the Knowledge Era," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 4, pages 63-69, December.
• M. Zahid Hasan & Ronald A. Ratti, 2014, "Australian Coal Company Risk Factors: Coal and Oil Prices," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 57-67.
• Rashiqa Kamal, 2014, "New Evidence from S&P 500 Index Deletions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 1-10.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 27-46.
• Omar Gharaibeh & Graham Bornholt & Michael Dempsey, 2014, "Evidence on Industry Cost of Equity Estimators," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 1-15.
• Surya Chelikani & Frank P. D'Souza, 2014, "The Effect of Regulation Fair Disclosure on Market Integration," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 43-62.
• Jack J.W. Yang & Tsung-Shin Wu, 2014, "Price and Volume Reactions to Cash Dividend Announcements: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 83-96.
• Juan Benjamin Duarte Duarte & Zulay Yesenia Ramirez Leon & Katherine Julieth Sierra Suarez, 2014, "Size Effect Study In The Major Stock Market Of America, Estudio Del Efecto Tamano En Los Principales Mercados Bursatiles De Latinoamerica," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 5, pages 41-50.
• Sead Omerhodzic, 2014, "Identification and Evaluation of Factors of Dividend Policy," Economic Analysis, Institute of Economic Sciences, volume 47, issue 1-2, pages 42-58.
• Gollier, Christian, 2014, "Gamma discounters are short-termist," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 828, Jun, revised Oct 2014.
• Ron Bird & Krishna Reddy & Danny Yeung, 2014, "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 2, pages 113-132.
• Cheolbeom Park & Dong-hun Shin, 2014, "Stock Market Predictability: Global Evidence and an Explanation," Discussion Paper Series, Institute of Economic Research, Korea University, number 1405.
• Seung Han Yoo, 2014, "Competition, Corruption and Institutional Design," Discussion Paper Series, Institute of Economic Research, Korea University, number 1406.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
• Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi, 2014, "The scale of predictability," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 509.
• Tolgahan YILMAZ & Sema DUBE, 2014, "Asset allocation and stock selection: Evidence from static and dynamic strategies in Turkish markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 73-94.
• Orhan ERDEM & Evren ARIK & Serkan YÜKSEL, 2014, "Trading Puzzle, Puzzling Trade," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 345, pages 83-102.
• Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014, "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp460, Nov.
• Brian M. Lucey, 2014, "Return and Volatility Spillovers in Industrial Metals," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp463, Nov.
• Marcello Pericoli, 2014, "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 1, pages 1-42, March.
• Abderrazak Dhaoui & Naceur Khraief, 2014, "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 100-108, March.
• Yoshihiko Uchida & Daisuke Yoshikawa, 2014, "A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of "Market Microstructure" and "Mathematical Finance"," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-04, May.
• Ichiro Fukunaga & Naoya Kato, 2014, "Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-15, Dec.
• Ignacio Perrotini Hernández, 2014, "Precios de Activos y Política Monetaria en la Nueva Síntesis Neoclásica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 9, issue 1, pages 89-102, Enero-Jun.
• Manish K. Singh & S. Ramann, 2014, "User right as a mezzanine capital investment: Innovations in infrastructure debt financing," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-027, Jul.
• Rohini Grover & Ajay Shah, 2014, "The imprecision of volatility indexes," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-031, Aug.
• Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014, "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, volume 60, issue 11, pages 2737-2761, November, DOI: 10.1287/mnsc.2014.1986.
• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014, "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, volume 60, issue 7, pages 1772-1791, July, DOI: 10.1287/mnsc.2013.1838.
• Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2014, "Nonlinear Kalman Filtering in Affine Term Structure Models," Management Science, INFORMS, volume 60, issue 9, pages 2248-2268, September, DOI: 10.1287/mnsc.2013.1870.
• Julia Auckenthaler & Alexander Kupfer & Rupert Sendlhofer, 2014, "The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-05, Mar.
• Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2014, "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers, Department of Research, Ipag Business School, number 2014-110, Jan.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers, Department of Research, Ipag Business School, number 2014-121, Jan.
• Salma Fattoum & Khaled Guesmi & Bruno-Laurent Moschetto, 2014, "The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region," Working Papers, Department of Research, Ipag Business School, number 2014-132, Jan.
• Stelios Bekiros, 2014, "Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach," Working Papers, Department of Research, Ipag Business School, number 2014-182, Jan.
• Khaled Guesmi & Frederic Teulon & Amine Lahiani, 2014, "Australia’s integration into the ASEAN- 5 Region," Working Papers, Department of Research, Ipag Business School, number 2014-207, Jan.
• Khaled Guesmi & Duc Khuong Nguyen, 2014, "L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée," Working Papers, Department of Research, Ipag Business School, number 2014-219, Jan.
• Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2014, "Investor Following and Volatility: A GARCH Approach," Working Papers, Department of Research, Ipag Business School, number 2014-286, Jan.
• Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014, "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers, Department of Research, Ipag Business School, number 2014-294, Jan.
• Farid Mkouar & Jean-Luc Prigent, 2014, "Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation," Working Papers, Department of Research, Ipag Business School, number 2014-301, Jan.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil price impact on financial markets:," Working Papers, Department of Research, Ipag Business School, number 2014-435, Jan.
• Alain François-Heude & Ouidad Yous, 2014, "On the liquidity of CAC 40 index options Market," Working Papers, Department of Research, Ipag Business School, number 2014-445, Jan.
• António Afonso & Maria João Guedes, 2014, "EU Finance Ministers, Capital Markets and Fiscal Outcomes," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/01, Jan.
• Pyo, Dong-Jin, 2014, "A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37358, Mar.
• Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall Searching with and without Recall," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/14.
• Bruce Hearn, 2014, "Size and liquidity effects in Nigeria: an industrial sector study," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 3, pages 1-30, July-Sept.
• Chan R. Mang, 2014, "Uncertain Risk and Return in Bond Markets, I," 2014 Papers, Job Market Papers, number pma1706, Dec.
• Nellinger Ludwig, 2014, "Literaturbeitrag / Review Book. Über die Natur und das Wesen des Geldes – J. H. von Thünens unveröffentlichtes Manuskript zur Geldtheorie / The Nature and the Essence of Money – J. H. von Thuenen’s unpublished Manuscript on Monetary Economics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 1, pages 85-110, February, DOI: 10.1515/jbnst-2014-0107.
• Ernst Eberlein & Dilip Madan & Martijn Pistorius & Wim Schoutens & Marc Yor, 2014, "Two price economies in continuous time," Annals of Finance, Springer, volume 10, issue 1, pages 71-100, February, DOI: 10.1007/s10436-013-0228-3.
• Stefano d’Addona & Christos Giannikos, 2014, "Asset pricing and the role of macroeconomic volatility," Annals of Finance, Springer, volume 10, issue 2, pages 197-215, May, DOI: 10.1007/s10436-013-0237-2.
• Masataka Suzuki, 2014, "Hidden persistent disasters and asset prices," Annals of Finance, Springer, volume 10, issue 3, pages 395-418, August, DOI: 10.1007/s10436-013-0226-5.
• Robert Elliott & Katsumasa Nishide, 2014, "Pricing of discount bonds with a Markov switching regime," Annals of Finance, Springer, volume 10, issue 3, pages 509-522, August, DOI: 10.1007/s10436-013-0244-3.
• Barik Kumar & M. Supriya, 2014, "Evidence on Hedging Effectiveness in Indian Derivatives Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 21, issue 2, pages 121-131, May, DOI: 10.1007/s10690-014-9179-6.
• Christopher Duquette & Franklin Mixon & Richard Cebula & Kamal Upadhyaya, 2014, "Prediction Markets and Election Polling: Granger Causality Tests Using InTrade and RealClearPolitics Data," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 4, pages 357-366, December, DOI: 10.1007/s11293-014-9430-6.
• Adrian Stoian, 2014, "Public Messages and Asset Prices," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 4, pages 441-454, December, DOI: 10.1007/s11293-014-9431-5.
• Xiaojing Xi & Rogemar Mamon, 2014, "Capturing the Regime-Switching and Memory Properties of Interest Rates," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 3, pages 307-337, October, DOI: 10.1007/s10614-013-9396-5.

2013

• Mark Schaub, 2013, "Latin American ADR performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 4-12, February, DOI: 10.1108/17439131311298485.
• Jianfeng Zhang & Wenxiu Hu, 2013, "Does realized volatility provide additional information?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 70-87, February, DOI: 10.1108/17439131311298539.
• McAleer, M.J. & Radalj, K., 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-23, Jun.
• Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-27, Aug.
• Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos, 2013, "EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 28, issue 2, pages 193-216.
• Leonardo Becchetti & Massimo Ferrari, 2013, "The impact of the French Tobin tax," Econometica Working Papers, Econometica, number wp47, Mar.
• Sommarat CHANTARAT & Kirk PANNANGPETCH & Nattapong PUTTANAPONG & Thanasin TANOMPONGHANDH, 2013, "Index-Based Risk Financing and Development of Natural Disaster Insurance Programs in Developing Asian Countries," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2013-09, Aug.
• Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x9af14c68), May.
• Pablo Fernández & Andrada Bilan, 2013, "110 Common Errors in Company Valuations," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 33-78.
• Phillip J. McKnight & Steven K. Todd, 2013, "Forecast Bias and Analyst Independence," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 3-32.
• Theodosios Palaskas & Maria Tsampra & Chrysostomos Stoforos, 2013, "Regional Business Competitiveness: Medium and Low-Technology Production Systems in Northern Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 20-28.
• Oscar De la Torre Torres., 2013, "Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 39, issue 2, pages 119-144, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/392013/DelaTorr.
• Michael Bergman & Michael M. Hutchison & Svend E. Hougaard Jensen, 2013, "Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 489, Apr.
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2013, "Financial Integration at Times of Financial Instability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 1, pages 25-45, March.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013, "Modeling and predicting the CBOE market volatility index," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 342, Dec.
• Fernandes, Marcelo & Mergulhão, João de Mendonça, 2013, "Anticipatory effects in the FTSE 100 index revisions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 345, Dec.
• Hirbod Assa & Amal Dabbous & Nikolay Gospodinov, 2013, "A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-08, Sep.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
• Ali Ozdagli, 2013, "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers, Federal Reserve Bank of Boston, number 13-19, Dec.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2013, "Testing for bubbles in housing markets: new results using a new method," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 164, Dec.
• Valerie Grossman & Adrienne Mack & Enrique Martínez García & Efthymios Pavlidis & Iván Payá & David Peel & Alisa Yusupova, 2013, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 165, Dec.
• John V. Duca & John N. Muellbauer, 2013, "Tobin lives: integrating evolving credit market architecture into flow of funds based macro-models," Working Papers, Federal Reserve Bank of Dallas, number 1307, DOI: 10.24149/wp1307.
• Paolo Gelain & Kevin J. Lansing, 2013, "House Prices, Expectations, and Time-Varying Fundamentals," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-03, DOI: 10.24148/wp2013-03.
• Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2013, "Temptation and Self-Control: Some Evidence and Applications," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-23, Aug, DOI: 10.24148/wp2013-23.
• Jens H. E. Christensen & James M. Gillan, 2013, "Does Quantitative Easing Affect Market Liquidity?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-26, DOI: 10.24148/wp2013-26.
• Rhys M. Bidder & Matthew E. Smith, 2013, "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-28, DOI: 10.24148/wp2013-28.
• Eric T. Swanson, 2013, "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-30, DOI: 10.24148/wp2013-30.
• Jens H. E. Christensen, 2013, "A Regime-Switching Model of the Yield Curve at the Zero Bound," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-34, DOI: 10.24148/wp2013-34.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013, "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-38, Dec, DOI: 10.24148/wp2013-38.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2013, "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-39, Dec, DOI: 10.24148/wp2013-39.
• Andre Kurmann & Elmar Mertens, 2013, "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-08.
• Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang, 2013, "The informational content of the embedded deflation option in TIPS," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-24.
• Yang Lu & Michael Siemer, 2013, "Learning, Rare Disasters, and Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-85, Nov.
• Urban J. Jermann & Vivian Z. Yue, 2013, "Interest rate swaps and corporate default," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1090.
• Luca Benzoni & Olena Chyruk, 2013, "Human Capital and Long-Run Labor Income Risk," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-16, Nov.
• Thomas B. King, 2013, "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-18, Nov.
• Theodore Bogusz & Theodore Bogusz, 2013, "Bubbles and Leverage: A Simple and Unified Approach," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-21, Nov.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013, "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-22, Nov.
• Nada Mora, 2013, "Creditor recovery: the macroeconomic dependence of industry equilibrium," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 13-06.
• Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2013, "Does commonality in illiquidity matter to investors?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-020, DOI: 10.20955/wp.2013.020.
• Thomas M. Eisenbach & Martin C. Schmalz, 2013, "Anxiety in the face of risk," Staff Reports, Federal Reserve Bank of New York, number 610.
• Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska, 2013, "Time-Varying Inflation Risk and Stock Returns," Staff Reports, Federal Reserve Bank of New York, number 621, May.
• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013, "The Microstructure of China's Government Bond Market," Staff Reports, Federal Reserve Bank of New York, number 622, May.
• Michael J. Fleming & Giang Nguyen, 2013, "Price and size discovery in financial markets: evidence from the U.S. Treasury securities market," Staff Reports, Federal Reserve Bank of New York, number 624.
• Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013, "Dynamic Leverage Asset Pricing," Staff Reports, Federal Reserve Bank of New York, number 625, Aug.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Staff Reports, Federal Reserve Bank of New York, number 626, Aug.
• Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013, "Federal Reserve tools for managing rates and reserves," Staff Reports, Federal Reserve Bank of New York, number 642, Sep.
• Jaewon Choi & Or Shachar, 2013, "Did liquidity providers become liquidity seekers?," Staff Reports, Federal Reserve Bank of New York, number 650, Oct.
• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013, "ECB monetary operations and the interbank repo market," Staff Reports, Federal Reserve Bank of New York, number 654, Dec.
• J. Benson Durham, 2013, "Arbitrage-free models of stocks and bonds," Staff Reports, Federal Reserve Bank of New York, number 656, Dec.
• J. Benson Durham, 2013, "Momentum and the term structure of interest rates," Staff Reports, Federal Reserve Bank of New York, number 657, Dec.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2013, "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers, Federal Reserve Bank of Philadelphia, number 13-39.
• Edison Yu, 2013, "Dynamic market participation and endogenous information aggregation," Working Papers, Federal Reserve Bank of Philadelphia, number 13-42.
• Max Bruche & Anatoli Segura, 2013, "Debt Maturity and the Liquidity of Secondary Debt Markets," FMG Discussion Papers, Financial Markets Group, number dp726.
• Ahmad K Naimzada & Giorgio Ricchiuti, 2013, "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2013_03.rdf.
• Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2013, "No Good Deals - No Bad Models," Working Papers, Business School - Economics, University of Glasgow, number 2013_04, Jan.
• António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow, number 2013_05, Feb.
• Alfredo Medio, 2013, "Insolvency Traps and Multiple Equilibria Complex Dynamics in a Simple Bond Market," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-45, Dec.
• Benjamin Liu & Allen Huang, 2013, "The impact of the Goods and Services Tax on mortgage costs of Australian credit unions," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201301, Jan.
• Allen Huang & Benjamin Liu, 2013, "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201302, Feb.
• Orie Barron & Xuguang Sheng & Maya Thevenot, 2013, "Information Environment and The Cost of Capital," Working Papers, The George Washington University, The Center for Economic Research, number 2013-003, Apr.
• Ana Fostel & John Geanakoplos, 2013, "Leverage and Default in Binomial Economies: A Complete Characterization," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-16, May.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-18, Jul.
• Raphaël Douady, 2013, "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00666751, Nov, DOI: 10.1007/978-3-319-02069-3_10.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2013, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964950, Dec, DOI: 10.1016/j.jedc.2013.07.003.
• Nguyen Thang Dao & Julio Davila, 2013, "Can geography lock a society in stagnation?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00824847, Apr.
• Raphaël Douady, 2013, "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Post-Print, HAL, number hal-00666751, Nov, DOI: 10.1007/978-3-319-02069-3_10.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Post-Print, HAL, number hal-00789263, Feb, DOI: 10.1111/j.1540-6261.2012.01801.x.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Post-Print, HAL, number hal-01410673.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print, HAL, number hal-01493323.
• Thomas Lagoarde-Segot, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Post-Print, HAL, number hal-01500865, DOI: 10.1016/j.ribaf.2011.10.003.
• Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2013, "Survival of Hedge Funds: Frailty vs Contagion," Post-Print, HAL, number hal-01632897, Jun.
• Tim Xiao, 2013, "A simple and precise method for pricing convertible bond with credit risk," Post-Print, HAL, number hal-01812927, Nov, DOI: 10.1057/jdhf.2014.5.
• Brice Corgnet & Praveen Kujal & David Porter, 2013, "Reaction to Public Information in Markets : How much does Ambiguity Matter?," Post-Print, HAL, number hal-02311957, Jun, DOI: 10.1111/j.1468-0297.2012.02557.x.
• Yannick Malevergne & Alex Saichev & Didier Sornette, 2013, "Zipf's law and maximum sustainable growth," Post-Print, HAL, number hal-02313060, Jun.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print, HAL, number hal-03399472, Aug, DOI: 10.1093/rfs/hht013.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Post-Print, HAL, number hal-03473901, Mar, DOI: 10.1257/jel.51.1.63.
• Pascal Alphonse & Michel Levasseur & Hafiz Imtiaz Ahmad, 2013, "Stock Prices and Implied Abnormal Earnings Growth," Post-Print, HAL, number hal-03591637, Dec.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013, "Evolutionary beliefs and financial markets," Post-Print, HAL, number halshs-00927265, Feb, DOI: 10.1093/rof/rfs004.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number halshs-00944920, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2013, "Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis," Post-Print, HAL, number halshs-01368488.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00944920, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," PSE Working Papers, HAL, number hal-00843147, Jul.