Research classified by Journal of Economic Literature (JEL) codes

2019

• Thornton, John & Vasilakis, Chrysovalantis, 2019, "Negative policy interest rates and exchange rate behavior: Further results," Finance Research Letters, Elsevier, volume 29, issue C, pages 61-67, DOI: 10.1016/j.frl.2019.03.023.
• Wong, Alfred, 2019, "Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015," Finance Research Letters, Elsevier, volume 29, issue C, pages 7-16, DOI: 10.1016/j.frl.2019.03.001.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Canh, Nguyen Phuc & Wongchoti, Udomsak & Thanh, Su Dinh & Thong, Nguyen Trung, 2019, "Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model," Finance Research Letters, Elsevier, volume 29, issue C, pages 90-100, DOI: 10.1016/j.frl.2019.03.011.
• Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina, 2019, "Measuring the hedging effectiveness of commodities," Finance Research Letters, Elsevier, volume 30, issue C, pages 201-207, DOI: 10.1016/j.frl.2018.09.012.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Hedging bitcoin with other financial assets," Finance Research Letters, Elsevier, volume 30, issue C, pages 30-36, DOI: 10.1016/j.frl.2019.03.034.
• Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019, "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 37-43, DOI: 10.1016/j.frl.2019.03.031.
• Kumar, S.S.S. & Sampath, Aravind, 2019, "What drives the off-shore futures market? Evidence from India and China," Finance Research Letters, Elsevier, volume 30, issue C, pages 394-402, DOI: 10.1016/j.frl.2018.11.001.
• Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min, 2019, "Is there still a weather anomaly? An investigation of stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 30, issue C, pages 51-59, DOI: 10.1016/j.frl.2019.03.026.
• Kusnadi, Yuanto, 2019, "Political connections and the value of cash holdings," Finance Research Letters, Elsevier, volume 30, issue C, pages 96-102, DOI: 10.1016/j.frl.2019.03.035.
• Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019, "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, volume 31, issue C, pages 1-18, DOI: 10.1016/j.frl.2019.04.031.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 119-129, DOI: 10.1016/j.frl.2019.04.022.
• Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019, "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 155-164, DOI: 10.1016/j.frl.2019.04.021.
• Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader, 2019, "Does gold or Bitcoin hedge economic policy uncertainty?," Finance Research Letters, Elsevier, volume 31, issue C, pages 171-178, DOI: 10.1016/j.frl.2019.04.001.
• Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
• Matkovskyy, Roman & Jalan, Akanksha, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, volume 31, issue C, pages 93-97, DOI: 10.1016/j.frl.2019.04.007.
• Aharon, David Yechiam & Qadan, Mahmoud, 2019, "Bitcoin and the day-of-the-week effect," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.004.
• Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019, "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.028.
• Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2019, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.014.
• Alaoui, Marwane El & Bouri, Elie & Roubaud, David, 2019, "Bitcoin price–volume: A multifractal cross-correlation approach," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.011.
• Demirer, Rıza & Leggio, Karyl B. & Lien, Donald, 2019, "Herding and flash events: Evidence from the 2010 Flash Crash," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.018.
• ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2019, "Agreeing on disagreement: Heterogeneity or uncertainty?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 17-30, DOI: 10.1016/j.finmar.2019.02.002.
• Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon, 2019, "Nominal stock price anchors: A global phenomenon?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 31-41, DOI: 10.1016/j.finmar.2018.12.006.
• Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob, 2019, "The long-term impact of sovereign wealth fund investments," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 115-138, DOI: 10.1016/j.finmar.2018.08.004.
• Bartlett, Robert P. & McCrary, Justin, 2019, "How rigged are stock markets? Evidence from microsecond timestamps," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 37-60, DOI: 10.1016/j.finmar.2019.06.003.
• Rzayev, Khaladdin & Ibikunle, Gbenga, 2019, "A state-space modeling of the information content of trading volume," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100507.
• Banti, Chiara & Phylaktis, Kate, 2019, "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 79-96, DOI: 10.1016/j.jfs.2019.05.015.
• Berger, Allen N. & Boubakri, Narjess & Guedhami, Omrane & Li, Xinming, 2019, "Liquidity creation performance and financial stability consequences of Islamic banking: Evidence from a multinational study," Journal of Financial Stability, Elsevier, volume 44, issue C, DOI: 10.1016/j.jfs.2019.100692.
• López-Herrera, Francisco & Santillán-Salgado, Roberto J. & Cabello, Alejandra, 2019, "Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution," Global Finance Journal, Elsevier, volume 41, issue C, pages 104-112, DOI: 10.1016/j.gfj.2019.03.002.
• Beckmann, Klaus S. & Escobari, Diego A. & Ngo, Thanh, 2019, "The real earnings management of cross-listing firms," Global Finance Journal, Elsevier, volume 41, issue C, pages 128-145, DOI: 10.1016/j.gfj.2019.04.001.
• Gao, Li & He, Wei & Wang, Qian, 2019, "In search of distress risk in China's stock market," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.08.003.
• Chatterjee, Satyajit & Eyigungor, Burcu, 2019, "Endogenous political turnover and fluctuations in sovereign default risk," Journal of International Economics, Elsevier, volume 117, issue C, pages 37-50, DOI: 10.1016/j.jinteco.2018.12.006.
• Cociuba, Simona E. & Ramanarayanan, Ananth, 2019, "International risk sharing with endogenously segmented asset markets," Journal of International Economics, Elsevier, volume 117, issue C, pages 61-78, DOI: 10.1016/j.jinteco.2018.12.003.
• Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019, "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, volume 118, issue C, pages 1-19, DOI: 10.1016/j.jinteco.2019.01.002.
• Caballero, Julián & Fernández, Andrés & Park, Jongho, 2019, "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Journal of International Economics, Elsevier, volume 118, issue C, pages 160-178, DOI: 10.1016/j.jinteco.2018.11.010.
• Bocola, Luigi & Bornstein, Gideon & Dovis, Alessandro, 2019, "Quantitative sovereign default models and the European debt crisis," Journal of International Economics, Elsevier, volume 118, issue C, pages 20-30, DOI: 10.1016/j.jinteco.2019.01.011.
• Epstein, Brendan & Finkelstein Shapiro, Alan & González Gómez, Andrés, 2019, "Global financial risk, aggregate fluctuations, and unemployment dynamics," Journal of International Economics, Elsevier, volume 118, issue C, pages 351-418, DOI: 10.1016/j.jinteco.2019.03.005.
• Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019, "Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals," Journal of International Economics, Elsevier, volume 119, issue C, pages 133-149, DOI: 10.1016/j.jinteco.2019.04.006.
• Mahraddika, Wishnu, 2019, "Does international reserve accumulation crowd out domestic private investment?," International Economics, Elsevier, volume 158, issue C, pages 39-50, DOI: 10.1016/j.inteco.2019.02.003.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, Elsevier, volume 159, issue C, pages 121-139, DOI: 10.1016/j.inteco.2019.07.001.
• Wang, Huiqiang & Boatwright, Annie L., 2019, "Political uncertainty and financial market reactions: A new test," International Economics, Elsevier, volume 160, issue C, pages 14-30, DOI: 10.1016/j.inteco.2019.07.004.
• Botev, Jaroslava & Égert, Balázs & Jawadi, Fredj, 2019, "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," International Economics, Elsevier, volume 160, issue C, pages 3-13, DOI: 10.1016/j.inteco.2019.06.004.
• Elena Stavrova, 2019, "The Change From A Command-To A Market Banking System In The Cases Of Select Groups Of European Countries," CBU International Conference Proceedings, ISE Research Institute, volume 7, issue 0, pages 308-314, September, DOI: 10.12955/cbup.v7.1379.
• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
• Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019, "The Economic Value of VIX ETPs," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-14, Sep.
• Otilia MANTA, 2019, "The Risk Of Financial Networks In The Context Of Current Challenges," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 42-49.
• Mazhar Hallak Kantakji, 2019, "The Impact of Macroeconomic Factors on US Islamic and Conventional Equity تأثير العوامل الاقتصادية الكلية على الأسهم الإسلامية والتقليدية الأمريكية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 32, issue 2, pages 43-58, January, DOI: 10.4197/Islec.32-2.3.
• Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/047, Aug.
• Ibrahim D. Raheem & Simplice A. Asongu & Sara le Roux, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/047, Jan.
• Önder Büberkökü & Simge Tüzün Şahmaroğlu & Akın Akar, 2019, "Portfolio Risk Analysis: Evidence From International Stock Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 199-224, October, DOI: https://doi.org/10.33203/mfy.452336.
• Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2019, "The Term Structure of Currency Carry Trade Risk Premia," American Economic Review, American Economic Association, volume 109, issue 12, pages 4142-4177, December.
• Luigi Bocola & Alessandro Dovis, 2019, "Self-Fulfilling Debt Crises: A Quantitative Analysis," American Economic Review, American Economic Association, volume 109, issue 12, pages 4343-4377, December.
• Lukas Kremens & Ian Martin, 2019, "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, volume 109, issue 3, pages 810-843, March.
• Hanno Lustig & Adrien Verdelhan, 2019, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," American Economic Review, American Economic Association, volume 109, issue 6, pages 2208-2244, June.
• Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019, "The Dollar, Bank Leverage, and Deviations from Covered Interest Parity," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 193-208, September.
• Igor Makarov & Antoinette Schoar, 2019, "Price Discovery in Cryptocurrency Markets," AEA Papers and Proceedings, American Economic Association, volume 109, pages 97-99, May.
• André Icard & Philip Turner, 2019, "Managing Global Liquidity as a Global Public Good. A Report of an RTI Working Party," Working Papers, Robert Triffin International, number 1293, Dec.
• Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/047, Aug.
• Sadik-Zada, Elkhan Richard & Gatto, Andrea, , "Determinants of the Public Debt and the Role of the Natural Resources: a Cross-Country Analysis," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 285026, DOI: 10.22004/ag.econ.285026.
• Bekir Tamer GÖKALP, 2019, "Hisse Senedi Getirileri ile Tüketici Güven Endeksi Arasındaki İlişki: Diyagonal VECH Modeli Üzerinden Bir Değerlendirme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 139-150, DOI: 10.30784/epfad.528556.
• Yusuf YALÇINKAYA & Halil TUNALI, 2019, "2017-2018 Döviz Kuru Türbülansı ve Türkiye Cumhuriyet Merkez Bankası’nın Yeni Para Politikası Araçları," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 17-36, DOI: 10.30784/epfad.511381.
• Svetlana Aleksandrova-Zlatanska & Desislava Zheleva Kalcheva, 2019, "Alternatives For Financing Of Municipal Investments - Green Bonds," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 23, pages 57-77, June.
• Octavian Mihai PERPELEA & Tatiana PÄ‚UN ZAMFIROIU, 2019, "Financial Investment Optimisation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 127-134, November.
• Alexandra Horobet & Georgiana Maria Vrinceanu, , "Oil Price Exposure Of Cee Financial Companies," Review of Socio - Economic Perspectives, Reviewsep, number 201941, DOI: https://doi.org/10.19275/RSEP067.
• Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2019, "The Rise of Domestic Capital Markets for Corporate Financing: Lessons from East Asia," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 154, Jun.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2019, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 156, Jul.
• İsmail Atacan & Erdinç Altay, 2019, "Analysis of Herd Behavior In Commodity Futures Markets," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 1, pages 37-54, June, DOI: http://doi.org/10.17093/alphanumeri.
• Арнабекова Э.Е. // Arnabekova E.E., 2019, "Влияние изменения отношения инвесторов к риску (определение понятия риск-офф) на мировой валютный рынок. // Impact of changes in investor attitudes towards risk (definition of risk-off) on the global foreign exchange market," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2-3, pages 30-37.
• Alonso Alfaro-Ureña & Jonathan Garita-Garita, 2019, "Misallocation and Productivity in Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 1703, Jul.
• Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
• Brahim Gaies & Khaled Guesmi & St'ephane Goutte, 2019, "FDI, banking crisis and growth: direct and spill over effects," Papers, arXiv.org, number 1904.04911, Apr.
• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers, arXiv.org, number 1908.06325, Aug, revised Dec 2019.
• Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019, "Implied volatility surface predictability: the case of commodity markets," Papers, arXiv.org, number 1909.11009, Sep.
• Mohamed Ali Trabelsi & Salma Hmida, 2019, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," Journal Transition Studies Review, Transition Academia Press, volume 26, issue 1, pages 3-14.
• Dirk Beerbaum & Maciej Piechocki & Julia M. Puaschunder, 2019, "Accounting Reporting Complexity Measured Behaviorally," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 56, issue 4, pages 35-47, December.
• Mile Bosnjak & Gordana Kordic & Ivan Budimir, 2019, "Determinants Of Foreign Exchange Reserves In Croatia: A Quantile Regression Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 159-173, june.
• Domagoj Sajter, 2019, "Time-Series Analysis Of The Most Common Cryptocurrencies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 267-282, june.
• Maruska Vizek, 2019, "The Sovereign Bond Markets Return And Volatility Spillovers," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 2, pages 597-610, december.
• Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2019, "The interplay between oil and food commodity prices: Has It changed over time?," Working Papers, University of Heidelberg, Department of Economics, number 0665, Sep.
• Muhammad Usman Khurram & Kashif Hamid & Rana Shahid Imdad Akash, 2019, "Market Efficiency, Financial Integration, And Shock Transmission (Empirical Evidence From D-8 Economies)," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 4, DOI: 10.30525/2256-0742/2019-5-4-248-262.
• Hamid Baghestani & Bassam M. AbuAl-Foul, 2019, "Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination," Review of Economics & Finance, Better Advances Press, Canada, volume 16, pages 89-103, May.
• Yevheniia Polishchuk & Alla Ivashchenko & Oleksandr Dyba, 2019, "SMART-Contracts via Blockchain as the Innovation Tool for SMEs Development," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 39-53.
• Paul Wohlfarth, 2019, "Preferred Habitat, Policy, and the CIP Puzzle," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1908, Oct.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE Sovereign Default Database: What’s New in 2019?," Staff Working Papers, Bank of Canada, number 19-39, Sep, DOI: 10.34989/swp-2019-39.
• Alan Roncoroni & Stefano Battiston & Marco D’Errico & Grzegorz Halaj & Christoffer Kok, 2019, "Interconnected Banks and Systemically Important Exposures," Staff Working Papers, Bank of Canada, number 19-44, Nov, DOI: 10.34989/swp-2019-44.
• Sefa METE & Ayben KOY & Hicabi ERSOY, 2019, "Investigating Price Bubbles in Cryptocurrencies," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 1, pages 105-120.
• Elif ERER & Deniz ERER & Ozge KORKMAZ, 2019, "Volatility Spillover from Bond Markets in Turkey, UK, USA and Eurozone, Commoditiy Market and Foreign Currency Market to BIST 100 Index under Different Regimes," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 13, issue 1, pages 77-103.
• Carlos González Pedraz, 2019, "Préstamos corporativos apalancados: definición y evolución del mercado," Boletín Económico, Banco de España, issue DIC.
• Carlos González Pedraz, 2019, "Leveraged loans: definition and market development," Economic Bulletin, Banco de España, issue DEC.
• Eduardo Gutiérrez & Enrique Moral-Benito, 2019, "Trade and credit: revisiting the evidence," Working Papers, Banco de España, number 1901, Jan.
• Riccardo Settimo, 2019, "Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 488, Apr.
• Valerio Della Corte & Stefano Federico, 2019, "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 535, Dec.
• Claudia Maurini, 2019, "IMF programs and stigma in Emerging Market Economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1247, Nov.
• Bush Georgia, 2019, "Bank foreign currency funding and currency markets: the case of Mexico post GFC," Working Papers, Banco de México, number 2019-01, Jan.
• Cóndor Richard, 2019, "Measuring the cost of U.S. housing policy," Working Papers, Banco de México, number 2019-08, Jun.
• Pamela Cardozo & Fredy Gamboa-Estrada & Jesahel Higuera-Barajas, 2019, "El rol del sector real en el mercado de derivados y su impacto sobre la tasa de cambio," Borradores de Economia, Banco de la Republica de Colombia, number 1079, Jul, DOI: 10.32468/be.1079.
• Juan Manuel Julio-Román & Fredy Gamboa-Estrada, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1091, Sep, DOI: 10.32468/be.1091.
• Jaime Bonet-Morón & Gerson Javier Pérez-Valbuena & Lucas Marín-Llanes, 2019, "Oil booms and subnational public investment: a case-study for Colombia," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 283, Dec, DOI: https://doi.org/10.32468/dtseru.283.
• Christophe GUETTE-KHITER, 2019, "Non-resident holdings of French CAC 40 shares at end-2018
  [La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2018]," Bulletin de la Banque de France, Banque de France, issue 225.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Salih Fendoğlu & Eda Gülşen & José-Luis Peydró, 2019, "Global Liquidity and Impairment of Local Monetary Policy," Working Papers, Barcelona School of Economics, number 1131, Dec.
• Inaki Aldasoro & Torsten Ehlers, 2018, "Global liquidity: changing instrument and currency patterns," BIS Quarterly Review, Bank for International Settlements, September.
• Inaki Aldasoro & Torsten Ehlers, 2019, "Concentration in cross-border banking," BIS Quarterly Review, Bank for International Settlements, June.
• Philip Wooldridge, 2019, "FX and OTC derivatives markets through the lens of the Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
• Andreas Schrimpf & Vladyslav Sushko, 2019, "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
• Andreas Schrimpf & Vladyslav Sushko, 2019, "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.
• Torsten Ehlers & Bryan Hardy, 2019, "The evolution of OTC interest rate derivatives markets," BIS Quarterly Review, Bank for International Settlements, December.
• Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis, 2019, "Euro repo market functioning: collateral is king," BIS Quarterly Review, Bank for International Settlements, December.
• Robert N McCauley, 2019, "Safe assets: made, not just born," BIS Working Papers, Bank for International Settlements, number 769, Feb.
• Bryan Hardy & Felipe Saffie, 2019, "From carry trades to trade credit: financial intermediation by non-financial corporations," BIS Working Papers, Bank for International Settlements, number 773, Mar.
• Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019, "Bond risk premia and the exchange rate," BIS Working Papers, Bank for International Settlements, number 775, Mar.
• Egemen Eren & Semyon Malamud, 2019, "Dominant currency debt," BIS Working Papers, Bank for International Settlements, number 783, May.
• Yin-Wong Cheun & Robert N McCauley, 2019, "Geographic spread of currency trading: the renminbi and other EM currencies," BIS Working Papers, Bank for International Settlements, number 806, Aug.
• Hiro Ito & Robert N McCauley, 2019, "A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing," BIS Working Papers, Bank for International Settlements, number 808, Aug.
• Stijn Claessens, 2019, "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers, Bank for International Settlements, number 815, Oct.
• Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019, "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, volume 78, issue 3, pages 3-37, September, DOI: 10.31477/rjmf.201903.03.
• Marina Tiunova, 2019, "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, volume 78, issue 3, pages 38-70, September, DOI: 10.31477/rjmf.201903.38.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2019, "Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 599-615, October, DOI: 10.1111/boer.12198.
• Akwasi Ampofo & Firmin Doko Tchatoka, 2019, "Reducing Public‐Private Sector Pay Differentials: The Single Spine Pay Policy As A Natural Experiment In Ghana," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 283-315, January, DOI: 10.1111/ecin.12694.
• Ioannis Litsios & Keith Pilbeam, 2019, "The Role Of National Debts In The Determination Of The Yen‐Dollar Exchange Rate," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1182-1195, April, DOI: 10.1111/ecin.12735.
• Vincent Van Kervel & Albert J. Menkveld, 2019, "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1091-1137, June, DOI: 10.1111/jofi.12759.
• Anni Huang & Narayan Kundan Kishor, 2019, "The rise of dollar credit in emerging market economies and US monetary policy," The World Economy, Wiley Blackwell, volume 42, issue 2, pages 530-551, February, DOI: 10.1111/twec.12734.
• CRAIU Maria-Anca, 2019, "Capital Markets Union And Brexit - Future Challenges And Actions," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 71, issue 1, pages 18-26, March.
• Yener Altunbaş & John Thornton & Tianshu Zhao, 2019, "The ‘risk dividend’ in banks’ internal capital markets," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19004, Feb.
• Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2019, "Currency mispricing and dealer balance sheets," Bank of England working papers, Bank of England, number 779, Feb.
• Fernando Eguren-Martin & Andrej Sokol, 2019, "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers, Bank of England, number 822, Sep.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE sovereign default database: what’s new in 2019?," Bank of England working papers, Bank of England, number 829, Sep.
• Evangelia Kasimati & Nikolaos Veraros, 2019, "Raising Capital Through Issuance of Common Shares by Greek-Controlled Maritime Companies in US Capital Markets," Economic Bulletin, Bank of Greece, issue 49, pages 59-71, July.
• Alexandros E. Milionis, 2019, "A simple return generating model in discrete time; implications for market efficiency testing," Working Papers, Bank of Greece, number 259, Apr.
• Daisuke Ikeda & Mayumi Ojima & Koji Takahashi, 2019, "Financial Interconnectedness, Amplification, and Cross-Border Activity," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-11, Jun.
• Walid Mensi, 2019, "Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 1, pages 24-38, March.
• Selin Duz Tan & Oktay Tas, 2019, "Investor attention and stock returns: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 106-116, June.
• Duc Hong Vo & Thach Ngoc Pham & Trung Thanh Vu Pham & Loc Minh Truong & Thang Cong Nguyen, 2019, "Risk, return and portfolio optimization for various industries in the ASEAN region," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 132-138, June.
• Alqahtani Abdullah & Taillard Michael, 2019, "The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance," Asian Journal of Law and Economics, De Gruyter, volume 10, issue 2, pages 1-13, August, DOI: 10.1515/ajle-2019-0001.
• Zweifel Peter, 2019, "Planned Solvency III Regulation: Should It Be Adopted Outside the European Union?," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 13, issue 1, pages 1-12, January, DOI: 10.1515/apjri-2018-0002.
• Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019, "Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)," Journal of Time Series Econometrics, De Gruyter, volume 11, issue 2, pages 1-34, July, DOI: 10.1515/jtse-2017-0016.
• Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling, 2019, "A regime switching skew-normal model of contagion," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-24, February, DOI: 10.1515/snde-2017-0001.
• Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019, "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-44, February, DOI: 10.1515/snde-2017-0064.
• Paul J.J. Welfens, 2019, "Financial Markets and Oil Prices in a Schumpeterian Context of CO2-Allowance Markets," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei265, Dec.
• Ayca Sarialioglu Hayali, 2019, "Looking Back Again to the Brazilian Crises of the 1990s: The Role of Financial Derivatives," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 95-131.
• Patrick Leoni, 2019, "Advance Market Commitment: Some Issues and a Remedy," Revue d'économie politique, Dalloz, volume 129, issue 1, pages 1-9.
• Corsetti, G. & Lafarguette, R. & Mehl, A., 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1970, Aug.
• Anagnostopoulos, A. & Atesagaoglu, O. & Faraglia, E. & Giannitsarou, C., 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1978, Jul.
• Ahmed, M. F. & Satchell, S., 2019, "Emerging Markets and the Conditional CAPM," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1980, Sep.
• Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019, "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers, Central Bank of Ireland, number 11/RT/19, Oct.
• Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2019, "International Debt and Special Purpose Entities: Evidence from Ireland," Research Technical Papers, Central Bank of Ireland, number 13/RT/19, Oct.
• McQuade, Peter & Schmitz, Martin, 2019, "America First? A US-centric view of global capital flows," Research Technical Papers, Central Bank of Ireland, number 2/RT/19, Mar.
• Fiedor, Pawel & Killeen, Neill, 2019, "Securitisation special purpose entities, bank sponsors and derivatives," Research Technical Papers, Central Bank of Ireland, number 5/RT/19, Apr.
• Bua, Giovanna & Dunne, Peter G. & Sorbo, Jacopo, 2019, "Money Market Funds and Unconventional Monetary Policy," Research Technical Papers, Central Bank of Ireland, number 7/RT/19, Jun.
• Arghyrou, Michael G & Gadea, Mar a Dolores, 2019, "Private bank deposits and macro/fiscal risk in the euro-area," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/6, Feb.
• Farah Omran & Jeremy Kronick, 2019, "Productivity and the Financial Services Sector – How to Achieve New Heights," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 555, October.
• Michael G. Arghyrou & Maria Dolores Gadea, 2019, "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series, CESifo, number 7532.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series, CESifo, number 7652.
• Bernd Süssmuth, 2019, "Bitcoin and web search query dynamics: is the price driving the hype or is the hype driving the price?," CESifo Working Paper Series, CESifo, number 7675.
• Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2019, "Financial integration in the GCC region: market size versus national effects," CESifo Working Paper Series, CESifo, number 7686.
• Jozef Baruník & Evžen Kocenda & Evžen Kočenda, 2019, "Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets," CESifo Working Paper Series, CESifo, number 7756.
• Gert Peersman & Sebastian K. Rüth & Wouter Van der Veken, 2019, "The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?," CESifo Working Paper Series, CESifo, number 7826.
• Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019, "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CESifo Working Paper Series, CESifo, number 7955.
• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2019, "Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange," CESifo Working Paper Series, CESifo, number 7984.
• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019, "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series, CESifo, number 8000.
• Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019, "The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs," EconPol Policy Reports, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 11.
• Uluc Aysun, 2019, "Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports," Working Papers, University of Central Florida, Department of Economics, number 2019-03, May.
• Alexios Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Discussion Papers, Centre for Macroeconomics (CFM), number 1912, Jul.
• Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers, Centre for Macroeconomics (CFM), number 1914, Jul.
• Julián Caballero & Andrés Fernández & Jongho Park, 2019, "On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation," Working Papers Central Bank of Chile, Central Bank of Chile, number 839, Sep.
• Evgeny Lyandres & Maria‐Teresa Marchica & Roni Michaely & Roberto Mura, 2019, "Owners' Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-12, Mar, revised Mar 2019.
• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019, "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-20, Jan, revised Apr 2019.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019, "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-24, Apr, revised May 2019.
• Koray Alper & Fatih Altunok & Tanju Çapacıoğlu & Steven Ongena, 2019, "The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-38, Jul.
• Yavuz Arslan & Ahmet Degerli & Gazi Kabas, 2019, "Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-44, Sep.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-56, Oct.
• Eduardo Levy Yeyati, 2019, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers, Center for International Development at Harvard University, number 351, May.
• Wishnu Mahraddika, 2019, "Does international reserve accumulation crowd out domestic private investment?," International Economics, CEPII research center, issue 158, pages 39-50.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
• Jaroslava Botev & Balázs Égert & Fredj Jawadi, 2019, "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," International Economics, CEPII research center, issue 160, pages 3-13.
• Huiqiang Wang & Annie L. Boatwright, 2019, "Political uncertainty and financial market reactions: A new test," International Economics, CEPII research center, issue 160, pages 14-30.
• Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019, "The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs," CEPII Policy Brief, CEPII research center, number 2019-25, Mar.
• Michel Aglietta & Camille Macaire, 2019, "Setting the Stage for RMB Internationalisation - Liberalizing the Capital Account and Strengthening the Domestic Bond Market," CEPII Policy Brief, CEPII research center, number 2019-28, Jun.
• Germ√°n Eduardo Gonz√°lez, 2019, "An√°lisis de sentimientos de noticias e inversionistas en el mercado burs√°til," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17375, Aug.
• Jaime Bonet-Morón & Gerson Javier P�rez-Valbuena & Lucas Mar�n-Llanes, 2019, "Oil booms and subnational public investment: a case-study for Colombia," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 17701, Dec, DOI: 10.32468/dtseru.283.
• David Salamanca & Mar�a In�s Agudelo, 2019, "Estudio Comparativo de Costos de Financiación Mercado de Capitales y Canal intermediado en Colombia," Informes de Investigación, Fedesarrollo, number 18130, Jul.
• Cleyton de Oliveira Ritta, 2019, "Fluxo financeiro como determinante da estrutura de capital das empresas latinoamericanas," Estudios Gerenciales, Universidad Icesi, volume 35, issue 150, pages 3-15.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17281, Apr.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17401, Apr.
• Ricardo Troncoso Sepúlveda & Juan Cabas Monje, 2019, "Factibilidad del uso de contratos de futuros del Chicago Mercantile Exchange para la cobertura del riesgo de precio en el ganado bovino chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 90, pages 9-44.
• Jesús Lechuga-Montenegro, 2019, "Dinero y capital ficticio. Retrospectiva y reflexión actual," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17541, Jan.
• Helvia Velloso & In�s Bustillo & Daniel Perrotti, 2019, "Sovereign Credit Ratings in Latin America and the Caribbean: History and Impact on Bond Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2019, pages 155-196.
• Víctor Alberto Pena & Alina G�mez-Mej�a, 2019, "Effect of the anchoring and adjustment heuristic and optimism bias in stock market forecasts," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 2, pages 389-409.
• Beau Soederhuizen & Rutger Teulings & Rob Luginbuhl, 2019, "Estimating the Impact of the Financial Cycle on Fiscal Policy," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 398, Jun.