Research classified by Journal of Economic Literature (JEL) codes

2019

• Carl-Georg Christoph Luft & Thomas Hartung, 2019, "Altersvorsorge aus dem Baukasten: Försiktig, balenserad oder offensiv? Eine Analyse der Anlagestrategie, Finanzanlagenallokation und Vermögenswertveränderungen des schwedischen Prämienrentensystems," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 1, pages 31-48, DOI: 10.3790/vjh.88.1.31.
• Katharina Erdmann & Aleksandar Zaklan & Claudia Kemfert, 2019, "Linking Cap-and-Trade Systems and Green Finance," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 2, pages 89-100, DOI: 10.3790/vjh.88.2.89.
• Mara Liebal & Kristina Rehbein, 2019, "Die Schuldenkrise des Globalen Südens: Verfahren zu ihrer Bewältigung schaffen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 4, pages 67-76, DOI: 10.3790/vjh.88.4.67.
• Franziska Bremus & Marius Clemens & Marcel Fratzscher & Anna Hammerschmid & Tatsiana Kliatskova & Alexander Kriwoluzky & Claus Michelsen & Carla Rowold & Felix Weinhardt & Katharina Wrohlich, 2019, "Stabiles und soziales Europa: Fiskalregeln, Stabilisierungsfonds, Insolvenzregeln, Gender Quote, Gender Pension Gaps, Bildung: Berichte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 18, pages 310-321.
• Kerstin Bernoth & Helmut Herwartz, 2019, "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1792.
• Francisco JAREÑO & Ana ESCRIBANO & Alberto CUENCA, 2019, "Macroeconomic Variables And Stock Markets: An International Study," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 19, issue 1, pages 43-54.
• Mengus, Eric & Challe, Edouard & Lopez, Jose Ignacio, 2018, "Institutional Quality and Capital Inflows: Evidence and Theory," HEC Research Papers Series, HEC Paris, number 1247, Jan, revised 19 Jan 2019.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Brophy, Thomas & Herrala, Niko & Jurado, Raquel & Katsalirou, Irene & Le Quéau, Léa & Lizarazo, Christian & O’Donnell, Seamus, 2019, "Role of cross currency swap markets in funding and investment decisions," Occasional Paper Series, European Central Bank, number 228, Aug.
• Comunale, Mariarosaria & Geis, André & Gkrintzalis, Ioannis & Moder, Isabella & Polgár, Éva Katalin & Quaglietti, Lucia & Savelin, Li, 2019, "Financial stability assessment for EU candidate countries and potential candidates," Occasional Paper Series, European Central Bank, number 233, Sep.
• McQuade, Peter & Schmitz, Martin, 2019, "America First? A US-centric view of global capital flows," Working Paper Series, European Central Bank, number 2238, Feb.
• Clancy, Daragh & Martin, Alberto & Broner, Fernando & Erce, Aitor, 2019, "Fiscal multipliers and foreign holdings of public debt," Working Paper Series, European Central Bank, number 2255, Mar.
• Zaghini, Andrea, 2019, "The CSPP at work - yield heterogeneity and the portfolio rebalancing channel," Working Paper Series, European Central Bank, number 2264, Apr.
• Oprica, Silviu & Weistroffer, Christian, 2019, "Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?," Working Paper Series, European Central Bank, number 2276, May.
• Lodge, David & Manu, Ana-Simona, 2019, "EME financial conditions: which global shocks matter?," Working Paper Series, European Central Bank, number 2282, May.
• Breckenfelder, Johannes, 2019, "Competition among high-frequency traders, and market quality," Working Paper Series, European Central Bank, number 2290, Jun.
• Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019, "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series, European Central Bank, number 2300, Jul.
• Galstyan, Vahagn & Maqui, Eduardo & McQuade, Peter, 2019, "International debt and Special Purpose Entities: evidence from Ireland," Working Paper Series, European Central Bank, number 2301, Jul.
• Hoffmann, Peter & Kremer, Manfred & Zaharia, Sonia, 2019, "Financial integration in Europe through the lens of composite indicators," Working Paper Series, European Central Bank, number 2319, Sep.
• Maqui, Eduardo & Sydow, Matthias & Gourdel, Régis, 2019, "Investment funds under stress," Working Paper Series, European Central Bank, number 2323, Oct.
• De Santis, Roberto A. & Zaghini, Andrea, 2019, "Unconventional monetary policy and corporate bond issuance," Working Paper Series, European Central Bank, number 2329, Nov.
• Roncoroni, Alan & Battiston, Stefano & D'Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2019, "Interconnected banks and systemically important exposures," Working Paper Series, European Central Bank, number 2331, Nov.
• Rosati, Simonetta & Vacirca, Francesco, 2019, "Interdependencies in the euro area derivatives clearing network: a multi-layer network approach," Working Paper Series, European Central Bank, number 2342, Dec.
• Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2019, "Sovereign Bonds since Waterloo," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp19-009, Feb.
• Sanjay Sehgal & Sakshi Saini & Florent Deisting, 2019, "Examining Dynamic Interdependencies Among Major Global Financial Markets," Multinational Finance Journal, Multinational Finance Journal, volume 23, issue 1-2, pages 103-139, March - J.
• Silvia Marchesi & Tania Masi, 2019, "Sovereign risk after sovereign restructuring. Private and official default," Working Papers, University of Milano-Bicocca, Department of Economics, number 423, Nov, revised Nov 2019.
• Ikhlaas Gurrib & Qian Long Kweh & Mohammad Nourani & Irene Wei Kiong Ting, 2019, "Are Cryptocurrencies Affected by Their Asset Class Movements or News Announcements?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 56, issue 2, pages 201-225, December, DOI: 10.22452/MJES.vol56no2.2.
• Máté Fain & Helena Naffa, 2019, "Performance Measurement of Active Investment Strategies Using Pure Factor Portfolios," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 2, pages 52-86.
• Kentaro Iwatsubo & Satoru Ogasawara, 2019, "Crude Oil Prices, Capital Flows, and Emerging Economies," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 15, issue 1, pages 35-68, July.
• Lei Pan & Vinod Mishra, 2019, "International Portfolio Diversification Possibilities: Could BRICS become a Destination for G7 Invesments," Monash Economics Working Papers, Monash University, Department of Economics, number 11-18, Jun.
• Saman Adhami & Dominique Guegan, 2019, "Crypto assets: the role of ICO tokens within a well-diversified portfolio," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19020, Sep, DOI: 10.1007/s40812-019-00141-x.
• Tomasz Miziołek & Ewa Feder-Sempach, 2019, "Tracking ability of exchange-traded funds. Evidence from Emerging Markets Equity ETFs," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 3, pages 221-248.
• Weronika Rec, 2019, "Loss absorption capacity of central counterparties. Evidence from EU-authorised CCPs – part I," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 4, pages 329-346.
• Weronika Rec, 2019, "Loss absorption capacity of central counterparties. Evidence from EU-authorised CCPs – part II," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 5, pages 429-456.
• Krzysztof Borowski & Izabela Pruchnicka-Grabias, 2019, "Optimal lengths of moving averages for the MACD oscillator for companies listed on the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 5, pages 457-478.
• Eugenio Cerutti & Carolina Osorio-Buitron, 2019, "US vs. Euro Area: Who Drives Cross-Border Bank Lending to EMs?," NBER Chapters, National Bureau of Economic Research, Inc, "Financial System, 28th NBER-TCER-CEPR Conference".
• Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019, "Corporate Debt, Firm Size and Financial Fragility in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25459, Jan.
• Emmanuel Farhi & Matteo Maggiori, 2019, "China vs. U.S.: IMS Meets IPS," NBER Working Papers, National Bureau of Economic Research, Inc, number 25469, Jan.
• Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019, "Sovereign Bonds since Waterloo," NBER Working Papers, National Bureau of Economic Research, Inc, number 25543, Feb.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019, "The Total Risk Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25653, Mar.
• Charles W. Calomiris & Harry Mamaysky, 2019, "Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25714, Mar.
• Mara Faccio & Randall Morck & M. Deniz Yavuz, 2019, "Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25908, May.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2019, "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," NBER Working Papers, National Bureau of Economic Research, Inc, number 25979, Jun.
• Wenxin Du & Benjamin M. Hébert & Amy Wang Huber, 2019, "Are Intermediary Constraints Priced?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26009, Jun.
• Maurice Obstfeld, 2019, "Global Dimensions of U.S. Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26039, Jul.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019, "Exchange Rate Reconnect," NBER Working Papers, National Bureau of Economic Research, Inc, number 26046, Jul.
• Sebastian Horn & Carmen M. Reinhart & Christoph Trebesch, 2019, "China’s Overseas Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 26050, Jul.
• Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2019, "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 26129, Aug.
• Jules H. van Binsbergen & William F. Diamond & Marco Grotteria, 2019, "Risk-Free Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 26138, Aug.
• Cécile Bastidon & Michael Bordo & Antoine Parent & Marc Weidenmier, 2019, "Towards an Unstable Hook: The Evolution of Stock Market Integration Since 1913," NBER Working Papers, National Bureau of Economic Research, Inc, number 26166, Aug.
• Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019, "Business Cycles and Currency Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26299, Sep.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26370, Oct.
• Zhe Geng & Jun Pan, 2019, "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26575, Dec.
• Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2019, "FinTech Platforms and Mutual Fund Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 26576, Dec.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2019, "The U.S. Public Debt Valuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 26583, Dec.
• Andrukovich, P., 2019, "The dynamics of stock price during their listing and delisting," Journal of the New Economic Association, New Economic Association, volume 44, issue 4, pages 50-76, DOI: 10.31737/2221-2264-2019-44-4-2.
• Koletsa Eleni, 2019, "International Financial Reporting Standards And The Effect On Banking Profitabiity. A Case Study Of Greek Banks In Bugaria," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 16, issue 1, pages 31-41.
• Rose C. Liao & Gilberto Loureiro & Alvaro G. Taboada, 2019, "Women on Bank Boards: Evidence from Gender Quotas around the World," NIPE Working Papers, NIPE - Universidade do Minho, number 17/2019.
• Otilia MANTA, 2019, "The Risk Of Financial Networks In The Context Of Current Challenges," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 42-49.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Bartlett III, Robert P. & McCrary, Justin, 2019, "Dark Trading at the Midpoint: Does SEC Enforcement Policy Encourage Direct Feed Arbitrage?," Journal of Law, Finance, and Accounting, now publishers, volume 4, issue 2, pages 291-342, December, DOI: 10.1561/108.00000039.
• Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 19-03.
• Etienne Lepers & Caroline Mehigan, 2019, "The broad policy toolkit for financial stability: Foundations, fences, and fire doors," OECD Working Papers on International Investment, OECD Publishing, number 2019/02, Jul, DOI: 10.1787/9188f06a-en.
• Murafa Corina, 2019, "The European Fund for Strategic Investments. Between Creative Accounting and Pragmatic Policy-Making," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Kohnert, Dirk, 2019, "The impact of Brexit on Francophone Africa," AfricArxiv, Center for Open Science, number eudbh, May, DOI: 10.31219/osf.io/eudbh.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019, "Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 462-494.
• Antonio Bassanetti & Carlo Cottarelli & Andrea F Presbitero, 2019, "Lost and found: market access and public debt dynamics," Oxford Economic Papers, Oxford University Press, volume 71, issue 2, pages 445-471.
• Elisabeth de Fontenay & Josefin Meyer & Mitu Gulati, 2019, "The sovereign debt listing puzzle," Oxford Economic Papers, Oxford University Press, volume 71, issue 2, pages 472-495.
• Tarek A Hassan & Rui C Mano, 2019, "Forward and Spot Exchange Rates in a Multi-Currency World," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 1, pages 397-450.
• Krista Schwarz, 2019, "Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads," Review of Finance, European Finance Association, volume 23, issue 3, pages 557-597.
• Stefan Avdjiev & Előd Takáts, 2019, "Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum," Review of Finance, European Finance Association, volume 23, issue 5, pages 993-1029.
• Eleodor Alin Mihai & Cornelia Tomescu-Dumitrescu, 2019, "Banking Activity in Romania: Where to?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 614-622, August.
• Georgiana-Loredana Schipor (Frecea), 2019, "Risks and Opportunities in the Cryptocurrency Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 879-883, December.
• Georgiana-Loredana Schipor (Frecea), 2019, "Investing Trust in Blockchain Technology: Bitcoin Case Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-888, December.
• Luna-Ramirez, Susana & Agudelo, Diego A., 2019, "¿Agrega Valor el Modelo Black-Litterman en Portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación Empírica 2008-2016 || Does the Black-Litterman Model Add Value in Portfolios of the Integrated Latin American Market (MILA)? Empirical Eva," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 55-73, June.
• Roberto Savona & Cesare Orsini, 2019, "Taking the right course navigating the ERC universe," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 157-174, May, DOI: 10.1057/s41260-019-00117-5.
• Lauren Stagnol, 2019, "Extracting global factors from local yield curves," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 341-350, September, DOI: 10.1057/s41260-019-00126-4.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 442-468, October, DOI: 10.1057/s41260-019-00141-5.
• Vipul Kumar Singh, 2019, "Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 493-507, December, DOI: 10.1057/s41260-019-00140-6.
• Ryota Nakatani, 2019, "Output Costs of Currency Crisis and Banking Crisis: Shocks, Policies and Cycles," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 1, pages 83-102, March, DOI: 10.1057/s41294-018-0069-1.
• Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2019, "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 1, pages 24-60, March, DOI: 10.1057/s41308-019-00073-5.
• Yi Huang & Jianjun Miao & Pengfei Wang, 2019, "Saving China’s Stock Market?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 2, pages 349-394, June, DOI: 10.1057/s41308-019-00079-z.
• Alesia Kalbaska & Cesario Mateus, 2019, "From sovereigns to banks: evidence on cross-border contagion," Journal of Banking Regulation, Palgrave Macmillan, volume 20, issue 1, pages 86-103, March, DOI: 10.1057/s41261-018-0068-1.
• Wishnu Mahraddika, 2019, "Does international reserve accumulation crowd out domestic private investment?," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2019-02.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019, "From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-05, May.
• Renata Karkowska & Igor Kravchuk, 2019, "Identification of global systemically important stock exchanges," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 14, issue 1, pages 31-51, March, DOI: 10.24136/eq.2019.002.
• Kiss, Gábor Dávid & Csiki, Máté & Varga, János Zoltán, 2019, "Comparing the IMF and the ESM through Bond Market Premia in the Eurozone," Public Finance Quarterly, Corvinus University of Budapest, volume 64, issue 2, pages 277-293.
• Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper, University Library of Munich, Germany, number 100311, Feb.
• Kabir, Mustafa & Masih, Mansur, 2019, "Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia," MPRA Paper, University Library of Munich, Germany, number 100574, Jul.
• Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019, "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper, University Library of Munich, Germany, number 101387, Apr, revised Jan 2020.
• Raheem, Ibrahim & le Roux, Sara & Asongu, Simplice, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus," MPRA Paper, University Library of Munich, Germany, number 101525, Aug.
• Abba AHmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2019, "Risk Adjusted Performances of Conventional and Islamic Indices," MPRA Paper, University Library of Munich, Germany, number 104168, Feb, revised 26 May 2019.
• Pelagidis, Theodore & Panagiotopoulos, George, 2019, "Forward Freight Agreements and Market Transparency in the Capesizs Sector," MPRA Paper, University Library of Munich, Germany, number 107035.
• Okotori, Tonprebofa & Ayunku, Peter, 2019, "An empirical investigation on efficient market test for the Nigerian stock exchange (NSE)," MPRA Paper, University Library of Munich, Germany, number 110516, Dec.
• De Koning, Kees, 2019, "Conversion Theory II: the case for Recession Bonds," MPRA Paper, University Library of Munich, Germany, number 91203, Jan.
• Bulut, Levent & Rizvanoghlu, Islam, 2019, "Is Gold a Safe Haven? International Evidence revisited," MPRA Paper, University Library of Munich, Germany, number 91957, Jan.
• Chong, Terence Tai Leung & Kwok, Stanley, 2019, "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 92185, Feb.
• Phungo, Muka & Bonga-Bonga, Lumengo, 2019, "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 92222.
• Kohnert, Dirk, 2019, "The impact of Brexit on Francophone Africa," MPRA Paper, University Library of Munich, Germany, number 92252, Feb.
• Syed Zwick, Hélène & Syed, Sarfaraz Ali Shah, 2019, "Bitcoin and gold prices: A fledging long-term relationship," MPRA Paper, University Library of Munich, Germany, number 92512, Jan.
• Sandoval Paucar, Giovanny, 2019, "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH
  [Modeling of the conditional correlation for the Colombian stock market: a DCC application - MGARCH]," MPRA Paper, University Library of Munich, Germany, number 92534, Mar, revised 04 Mar 2019.
• Gunawan, Andrew, 2019, "Pengaruh Kinerja Keuangan Terhadap Kualitas Informasi Internet Financial Reporting Dengan Kepemilikan Saham Publik Sebagai Variabel Moderasi
  [The Effect Of Financial Performance On Quality Of Internet Financial Reporting Information With Public Sh," MPRA Paper, University Library of Munich, Germany, number 93960, Mar, revised 13 Feb 2019.
• Bonga, Wellington Garikai, 2019, "Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 94201, May.
• Ojeda-Joya, Jair, 2019, "A consumption-based approach to exchange rate predictability," MPRA Paper, University Library of Munich, Germany, number 94231, May.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 94473, Jan.
• Xiao, Tim, 2019, "Incremental Risk Charge Methodology," MPRA Paper, University Library of Munich, Germany, number 94581, May, revised 08 May 2019.
• Camilleri, Silvio John & Galea, Francelle, 2019, "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper, University Library of Munich, Germany, number 95298.
• Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019, "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper, University Library of Munich, Germany, number 95299.
• Shehu Usman Rano, Aliyu, 2019, "Do presidential elections affect stock market returns in Nigeria?," MPRA Paper, University Library of Munich, Germany, number 95466, May, revised 07 Aug 2019.
• Fang, Heyang & Zhang, Yifei, 2019, "Political Tensions and Corporate Cross-border Financing: Evidence from the China-U.S. Trade War," MPRA Paper, University Library of Munich, Germany, number 95494, Jul.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019, "Market concentration and bank M&As: Evidence from the European sovereign debt crisis," MPRA Paper, University Library of Munich, Germany, number 95739, Aug.
• Malikov, Emir & Hartarska, Valentina & Mersland, Roy, 2019, "Economies of Diversification in Microfinance: Evidence from Quantile Estimation on Panel Data," MPRA Paper, University Library of Munich, Germany, number 95935.
• Assis de Salles, Andre & Mendes Campanati, Ana Beatriz, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," MPRA Paper, University Library of Munich, Germany, number 95982, Jun, revised 12 Sep 2019.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019, "Superkurtosis," MPRA Paper, University Library of Munich, Germany, number 96563, Oct.
• Gigout, Timothee, 2019, "Firm dynamics in an global and uncertain economy," MPRA Paper, University Library of Munich, Germany, number 96569, Sep, revised 16 Oct 2019.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019, "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper, University Library of Munich, Germany, number 96577, Oct.
• Maake, Tebogo & Bonga-Bonga, Lumengo, 2019, "The relationship between carry trade and asset markets in South Africa," MPRA Paper, University Library of Munich, Germany, number 96667, Oct.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper, University Library of Munich, Germany, number 96784, Sep.
• Jin, Muzhao & Kearney, Fearghal & Li, Youwei & Yang, Yung Chiang, 2019, "Intraday Time-series Momentum: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 97134.
• Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019, "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper, University Library of Munich, Germany, number 97335, Sep.
• Saculsan, Phoebe & Kanamura, Takashi, 2019, "Examining risk and return profiles of renewable energy investment in developing countries: The Case of the Philippines," MPRA Paper, University Library of Munich, Germany, number 97473, Dec.
• Ghouse, Ghulam & Khan, Saud Ahmed & Habeeb, Kashif, 2019, "Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model," MPRA Paper, University Library of Munich, Germany, number 97925, Jan.
• Andriansyah, Andriansyah & Messinis, George, 2019, "Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test," MPRA Paper, University Library of Munich, Germany, number 97992, Feb.
• Mahmood, Nihal & Masih, Mansur, 2019, "Does institutional stability granger-cause foreign direct investment? evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 98738, Oct.
• Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019, "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers, University of Pretoria, Department of Economics, number 201901, Jan.
• Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
• Elie Bouri & Rangan Gupta & Shixuan Wang, 2019, "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers, University of Pretoria, Department of Economics, number 201917, Feb.
• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
• Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
• Matthew Clance & Wei Ma & Ruthira Naraidoo, 2019, "International Consumption Risk Sharing and Trade Transaction Costs," Working Papers, University of Pretoria, Department of Economics, number 201932, Apr.
• Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta, 2019, "Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows," Working Papers, University of Pretoria, Department of Economics, number 201937, May.
• Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
• Justyna Mokrzycka, 2019, "Bayesian comparison of bivariate Copula-GARCH and MGARCH models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 1, pages 47-71, March.
• Barbara BÄ™dowska-Sójka & Agata Kliber, 2019, "Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 3, pages 153-172, September.
• Jakree Koosakul & Nasha Ananchotikul, 2019, "Foreign Exchange Order Flows and the Thai Exchange Rate Dynamics," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 104, Jan.
• Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019, "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers, Queen Mary University of London, School of Economics and Finance, number 879, Jan.
• Christian Bucio Pacheco & Raul de Jesus Gutierrez & Magnolia Miriam Sosa Castro, 2019, "Contagio via copulas dinamicas en los mercados de capitales del TLCAN de 2000 a 2016," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 16, issue 2, pages 65-87, Julio-Dic.
• Anusha Chari & Ryan Leary & Toan Phan, 2019, "The Transmission of Quasi-Sovereign Default Risk: Evidence from Puerto Rico," 2019 Meeting Papers, Society for Economic Dynamics, number 110.
• Javier Bianchi, 2019, "Monetary Independence and Rollover Crises," 2019 Meeting Papers, Society for Economic Dynamics, number 1367.
• Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2019, "News, sovereign debt maturity, and default risk," 2019 Meeting Papers, Society for Economic Dynamics, number 918.
• Isah Wada, 2019, "Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 22, issue 71, pages 17-28, March.
• Siva Kiran & Prabhakar Rao.R, 2019, "Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 22, issue 72, pages 60-77, June.
• Oana Mădălina Popescu, 2019, "The impact of Terrorist Attacks on the World Economy. Stock Market Case Study," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 22, issue 74, pages 100-113, December.
• Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Working papers, Red Investigadores de Economía, number 22, Oct.
• Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2019, "Changing Vulnerability in Asia: Contagion and Systemic Risk," ADB Economics Working Paper Series, Asian Development Bank, number 583, May.
• Marlene Amstad, 2019, "Regulating Fintech: Objectives, Principles, and Practices," ADBI Working Papers, Asian Development Bank Institute, number 1016, Oct.
• Manuel Salazar Fernández & Ahmad Abu-Alkheil & Ghadeer M. Khartabiel, 2019, "Do German Green Mutual Funds Perform Better Than Their Peers?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 297-312.
• Bang Jeon & Ji Wu & Yao Yao & Minghua Chen, 2019, "Economic uncertainty and bank risk: Evidence from emerging economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2019-8, Oct.
• Samet Gunay, 2019, "Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 2, pages 149-168, DOI: 10.11644/KIEP.EAER.2019.23.2.359.
• Abdulnasser Hatemi-J & Safa Al-Mohana, 2019, "Testing for Financial Market Integration of the UAE Market with the Global Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 4, pages 475-492.
• Brahim Gaies & Mahmoud-Sami Nabi2, 2019, "Financial Openness and Growth in Developing Countries: Why Does the Type of External Financing Matter?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 34, issue 3, pages 426-464.
• Md Abu Hasan, 2019, "Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 26, pages 43-71.
• Salman Bahoo & M. Kabir Hassan, 2019, "A model of the Islamic sovereign wealth fund," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 27, pages 2-22.
• Constantin Gurdgiev & Daniel O'Loughlin & BARTOSZ CHLEBOWSKI, 2019, "Behavioral Basis Of Cryptocurrencies Markets : Examining Effects Of Public Sentiment, Fear, And Uncertainty On Price Formation," Journal of Financial Transformation, Capco Institute, volume 49, pages 110-121.
• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics, University of Salzburg, number 2019-3, Aug.
• Tomohiro Ando & Jushan Bai & Mitohide Nishimura & Jun Yu, 2019, "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2019, Jul.
• Laurentiu Dumitru ANDREI & Petre BREZEANU & Sorin-Marius DINU & Tiberiu DIACONESCU & Constantin ANGHELACHE, 2019, "Correlations and Turbulence of the European Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 88-100, March.
• Kassouri YACOUBA & Halil ALTINTAS, 2019, "The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 98-116, June.
• Hao FANG & Chung-Hua SHEN & Hwey-Yun YAU & Chien-Ping CHUNG & Yen-Hsien LEE, 2019, "Shocks from the Sub-Prime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-24, September.
• Tsoukalas Asterios & Drimpetas Evaggelos & Geronikolaou George, 2019, "Identifying Black Swans in the Athens Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 111-122.
• Doroshenko, Marina E. (Дорошенко, Марина) & Dubinin, Sergey K. (Дубинин, Сергей) & Loleit, Anna S. (Лолейт, Анна), 2019, "Market-Oriented vs. Bank-Oriented Financial Systems: Post-Crisis Balance Shifts in Russia and Abroad
  [Рыночно-Ориентированные И Банко-Ориентированные Финансовые Системы: Посткризисные Соотношения В России И В Мире]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 5, pages 100-123, October.
• Corina MURAFA, 2019, "Sources And Instruments Of Financing For The European Energy Sector: A Comparative Analysis Between Private, Public And Mixed Instruments," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 20, issue 3, pages 360-377, July.
• Harald Kinateder & Vassilios G. Papavassiliou, 2019, "Sovereign bond return prediction with realized higher moments," Open Access publications, Research Repository, University College Dublin, number 10197/11286, Sep.
• Gert Peersman & Sebastian K. R th & Wouter Van der Veken, 2019, "The Interplay between Oil and Food Commodity Prices: Has It Changed over Time?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/978, Sep.
• Donghua Zhou & Yujie Zhao & Philip T Lin & Bin Li & Adrian (Waikong) Cheung, 2019, "Can microblogging information disclosure reduce stock price synchronicity? Evidence from China," Australian Journal of Management, Australian School of Business, volume 44, issue 2, pages 282-305, May, DOI: 10.1177/0312896218796884.
• Nebojsa Dimic & Vitaly Orlov & Janne Äijö, 2019, "Bond–Equity Yield Ratio Market Timing in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 52-79, April, DOI: 10.1177/0972652719831536.
• Ida Q. Nesset & Ingrid Bøgeberg & Frode Kjærland & Lars H. Molden, 2019, "How Underlying Dimensions of Political Risk Affect Excess Return in Emerging and Developed Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 80-105, April, DOI: 10.1177/0972652719831540.
• Pami Dua & Ritu Suri, 2019, "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 102-136, April, DOI: 10.1177/0972652719831562.
• S. Narend & M. Thenmozhi, 2019, "Do Country ETFs Influence Foreign Stock Market Index? Evidence from India ETFs," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 59-86, April, DOI: 10.1177/0972652719831550.
• L V Ramana, 2019, "Perspective on Underpricing of IPOs in Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 87-101, April, DOI: 10.1177/0972652719831556.
• Lucía Morales & Bernadette Andreosso-O’Callaghan, 2019, "Challenges and Opportunities Brought to the Chinese Economy by Brexit and the New US Administration," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2, pages 145-171, August, DOI: 10.1177/0972652719846304.
• Dilip Kumar, 2019, "Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2, pages 172-209, August, DOI: 10.1177/0972652719846308.
• Soumya Guha Deb, 2019, "A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2, pages 210-236, August, DOI: 10.1177/0972652719846348.
• Suparna Nandy (Pal) & Arup Kr. Chattopadhyay, 2019, "‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2_suppl, pages 183-212, August, DOI: 10.1177/0972652719846321.
• Vinodh Madhavan & Partha Ray, 2019, "Price and Volatility Linkages Between Indian Stocks and Their European GDRs," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2_suppl, pages 213-237, August, DOI: 10.1177/0972652719846353.
• Gagan Sharma & Parthajit Kayal & Piyush Pandey, 2019, "Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 3, pages 263-289, December, DOI: 10.1177/0972652719846315.
• Suraj Kumar & Krishna Prasanna, 2019, "Global Financial Crisis: Dynamics of Liquidity Risk in Emerging Asia," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 3, pages 339-362, December, DOI: 10.1177/0972652719846323.
• Evangelos Kyritsis & Apostolos Serletis, 2019, "Oil Prices and the Renewable Energy Sector," The Energy Journal, , volume 40, issue 1_suppl, pages 337-364, June, DOI: 10.5547/01956574.40.SI1.ekyr.
• Jozef Baruník & Evžen KoÄ enda, 2019, "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, , volume 40, issue 2_suppl, pages 157-174, December, DOI: 10.5547/01956574.40.SI2.jbar.
• Guluzadeh Sabir Badraddin Oglu, 2019, "The Positive Impact of the Devaluation of National Currency on Azerbaijan's Manufacturing Industry," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 8, issue 2, pages 9-13, August.
• Vahagn Galstyan & Caroline Mehigan & Rogelio V. Mercado, Jr., 2019, "The Currency Composition of International Portfolio Assets," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp36, Jan.
• Rogelio V. Mercado Jr. & Shanty Noviantie, 2019, "Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp38, Dec.
• Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer, 2019, "The U.S. term structure and stock market volatility: Evidence from emerging stock markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710994, Jul.
• Kunli Lin, 2019, "Ownership structure, political uncertainty and bank stock prices informativeness," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8711223, Jul.
• Victoria Dobrynskaya, 2019, "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912063, Oct.
• Sierra Juárez, Guillermo & Gualajara Estrada, Víctor Hugo & Casillas Gonzále, Juan Martín, 2019, "Valuación de opciones financieras con arbitraje por medio de la ecuación de Black Scholes mediante un esquema de diferencias finitas / Financial Option Valuation with Arbitrage by means of the Black Scholes Equation using a Finite Differences Scheme," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 1, pages 5-32, enero-jun.
• Rodríguez Benavides, Domingo & Venegas Martínez, Francisco & Hoyos Reyes, Luis Fernando, 2019, "Impacto de la volatilidad del precio internacional del petróleo en los rendimientos accionarios de los principales mercados de América Latina / Impact of International Oil Price Volatility on the Main Latin American Stock Markets Returns," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 129-161, julio-dic.
• Patrycja Chodnicka – Jaworska & Piotr Jaworski, 2019, "The Chinese and The Big Three Credit Rating Agencies – their impact on stock prices," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22019, Feb.
• Patrycja Chodnicka -Jaworska, 2019, "Impact of credit rating agencies on European Banking stock prices: Is the recognition of credit rating agency important?," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 42019, Feb.
• Ali Bendob & Naima Bentouir, 2019, "Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 11, pages 79-95, January.
• Nicolas Van de Sijpe & Patrick Carter & Raphael Calel, 2019, "The Elusive Quest for Additionality," Working Papers, The University of Sheffield, Department of Economics, number 2019022, Dec.