Research classified by Journal of Economic Literature (JEL) codes

• Mingyu Chen, 2019, "The Value of U.S. College Education in Global Labor Markets: Experimental Evidence from China," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 627, Apr.
• Aysun Uluc, 2011, "An Alternative Method for Measuring Financial Frictions," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-31, April, DOI: 10.2202/1935-1690.2182.
• Berkel Barbara, 2007, "Institutional Determinants of International Equity Portfolios - A Country-Level Analysis," The B.E. Journal of Macroeconomics, De Gruyter, volume 7, issue 1, pages 1-33, October, DOI: 10.2202/1935-1690.1388.
• Carlson Mark & Hale Galina B, 2006, "Rating Agencies and Sovereign Debt Rollover," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-32, September, DOI: 10.2202/1534-5998.1375.
• Kaufmann Sylvia & Scheicher Martin, 2006, "A Switching ARCH Model for the German DAX Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-37, December, DOI: 10.2202/1558-3708.1290.
• Sun Wei & Rachev Svetlozar & Stoyanov Stoyan V. & Fabozzi Frank J., 2008, "Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-37, May, DOI: 10.2202/1558-3708.1572.
• Laakkonen Helinä & Lanne Markku, 2009, "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-38, December, DOI: 10.2202/1558-3708.1637.
• Olmo Jose & Pouliot William, 2011, "Early Detection Techniques for Market Risk Failure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-55, September, DOI: 10.2202/1558-3708.1800.
• Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina, 2012, "Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-24, January, DOI: 10.1515/1558-3708.1855.
• Chung Y. Peter & Zhou Zhong-guo, 2012, "The Pricing of Time-Varying Exchange Rate Risk in the Stock Market: A Nonparametric Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-33, January, DOI: 10.1515/1558-3708.1634.
• Kim Sangbae & In Francis Haeuck, 2003, "The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-18, December, DOI: 10.2202/1558-3708.1183.
• Berument Hakan & Akdi Yilmaz & Atakan Cemal, 2005, "An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-14, September, DOI: 10.2202/1558-3708.1229.
• Fernandez Viviana P, 2005, "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-37, December, DOI: 10.2202/1558-3708.1328.