Research classified by Journal of Economic Literature (JEL) codes

2019

• Syed Muhammad Abdul Rehman Shah & Abdul Rashid, 2019, "The Credit Supply Channel Of Monetary Policy Transmission Mechanism: An Empirical Investigation Of Islamic Banks In Pakistan Versus Malaysia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 1, pages 21-36, February, DOI: https://doi.org/10.21098/jimf.v5i1..
• Bernard Njindan Iyke, 2019, "A Test of the Efficiency of the Foreign Exchange Market in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 12th BMEB, pages 439-464, January, DOI: https://doi.org/10.21098/bemp.v0i0..
• Jie Zhu, 2019, "Estimating the Equity Risk Premium: The Case of Greater China," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 2, pages 195-212, July, DOI: https://doi.org/10.21098/bemp.v22i2.
• Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Ivana Rozic, 2019, "Earnings management to avoid losses and earnings declines in Croatia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 9, issue 3, pages 219-238.
• Michail Filippidis & Renatas Kizys & George Filis & Christos Floros, 2019, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 10, issue 1, pages 3-38.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2019, "Capital Flight to Germany: Two Alternative Measures," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 115, Aug.
• Sorin-Nicolae Curcă, 2019, "Capital Markets Union – Financial Integration And Risk-Sharing," Euroinfo, Institute for World Economy, Romanian Academy, volume 3, issue 9, pages 17-28, September.
• Aviral Kumar Tiwari & Anisul M. Islam & Md. Mohibul Islam, 2019, "Relationship between Exchange Rate and Equity Prices in an Emerging Market: A Continuous Wavelet-based Analysis for Bangladesh," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 165-193, September.
• Helena Glebocki Keefe & Erick W. Rengifo, 2019, "Currency Option Trading Strategies as an Alternative Tool for Central Bank Foreign Exchange Interventions," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 2, pages 179-234, June.
• Saleem Bahaj & Ricardo Reis, 2019, "Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 19-E-09, Jul.
• Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019, "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers, International Monetary Fund, number 2019/014, Jan.
• Metodij Hadzi-Vaskov & Mr. Luca A Ricci, 2019, "The Nonlinear Relationship Between Public Debt and Sovereign Credit Ratings," IMF Working Papers, International Monetary Fund, number 2019/162, Jul.
• Mr. Eugenio M Cerutti & Ms. Carolina Osorio-Buitron, 2019, "US vs. Euro Area: Who Drives Cross-Border Bank Lending to EMs?," IMF Working Papers, International Monetary Fund, number 2019/199, Sep.
• Domingo Rodríguez Benavides & Ignacio Perrotini Hernández, 2019, "Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 2, pages 151-168, Abril-Jun.
• Miriam Sosa & Edgar Ortiz & Alejandra Cabello, 2019, "International Financial US Linkages: Networks Theory and MS-VAR Analyses," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 459-584, Agosto 20.
• Roberto Joaquín Santillán Salgado & Alejandro Fonseca Ramírez & Luis Nelson Romero, 2019, "The "day-of-the-week" effects in the exchange rate of Latin American currencies," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 485-507, Agosto 20.
• Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019, "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 527-540, Agosto 20.
• Nicolás S. Magner & Cinthia K. Roa, 2019, "Terrorism and Latin-American Stocks Markets," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 583-599, Agosto 20.
• Ashima Goyal & Rajeswari Sengupta & Akhilesh Verma, 2019, "External debt financing and macroeconomic instability in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-013, May.
• Radhika Pandey & Rajeswari Sengupta & Aatmin Shah & Bhargavi Zaveri, 2019, "Evolution of capital controls on foreign institutional investment in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-034, Dec.
• Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2019, "Financial Integration and Liquidity Crises," Management Science, INFORMS, volume 65, issue 3, pages 955-975, March, DOI: 10.1287/mnsc.2017.2841.
• Senga, Christian & Cassimon, Danny & Kigabo, Thomas, 2019, "Does access to international capital markets affect investment dynamics in Sub-Saharan Africa?," IOB Working Papers, Universiteit Antwerpen, Institute of Development Policy (IOB), number 2019.05, Dec.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019, "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201912, Jul, revised Jul 2019.
• Helena Chuliá & Christoph Koser & Jorge M. Uribe, 2019, "“Uncovering the time-varying relationship between commonality in liquidity and volatility”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201916, Sep, revised Sep 2019.
• António Afonso & João Tovar Jalles, 2019, "Sovereign Indebtedness and Financial and Fiscal Conditions," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0111, Dec.
• Maria Teresa Medeiros Garcia & Ana Catarina Gomes Rodrigues, 2019, "The dynamic relationship between stock market indexes and foreign exchange," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/90, Sep.
• Kalim SIDDIQUI, 2019, "The US Economy, Global Imbalances and Recent Development: A Critical Review," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 2, pages 175-205, December, DOI: 10.26650/ISTJECON2019-0027.
• Massomeh Hajilee & Chien-Ping Chen, 2019, "The Relationship Between Exchange Rate Volatility And Banking Sector Development: Time-Series Evidence From Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 179-191, April-Jun.
• Yagmur AKARSU & Nur DILBAZ ALACAHAN, 2019, "Exchange Rate Risk And An Evaluation In Terms Of Turkey Economy," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 6, issue 1, pages 79-90, January, DOI: 10.15637/jlecon.6.006.
• Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliviera, Vasco, 2019, "Ratings matter: announcements in times of crisis and the dynamics of stock markets," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-08, Sep.
• Mei-Ling Tang & Trung K. Do, 2019, "In search of robust methods for multi-currency portfolio construction by value at risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 107-126, March, DOI: 10.1007/s10690-018-9260-7.
• Hidehiko Shimizu & Takayuki Shiohama, 2019, "Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 453-477, December, DOI: 10.1007/s10690-019-09274-4.
• Rituparna Sen & Manavathi Subramaniam, 2019, "Stylized Facts of the Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 479-493, December, DOI: 10.1007/s10690-019-09275-3.
• Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019, "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 343-366, January, DOI: 10.1007/s10614-017-9743-z.
• Samuel Xin Liang, 2019, "What drives stock returns in Japan?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 39-69, March, DOI: 10.1007/s11408-018-0322-7.
• Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai, 2019, "Extreme spillovers of VIX fear index to international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 1-38, March, DOI: 10.1007/s11408-018-0323-6.
• Lars Heinrich & Martin Zurek, 2019, "Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 243-275, September, DOI: 10.1007/s11408-019-00333-4.
• Peter S. Schmidt & Urs von Arx & Andreas Schrimpf & Alexander F. Wagner & Andreas Ziegler, 2019, "Common risk factors in international stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 213-241, September, DOI: 10.1007/s11408-019-00334-3.
• Till Massing, 2019, "What is the best Lévy model for stock indices? A comparative study with a view to time consistency," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 277-344, September, DOI: 10.1007/s11408-019-00335-2.
• Husaini Said & Evangelos Giouvris, 2019, "Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 349-416, December, DOI: 10.1007/s11408-019-00337-0.
• Angelo A. Unite & Michael J. Sullivan & Ailyn A. Shi, 2019, "Board Diversity and Performance of Philippine Firms: Do Women Matter?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 25, issue 1, pages 65-78, February, DOI: 10.1007/s11294-018-09718-z.
• Gabriel Caldas Montes & Diego Silveira Pacheco Oliveira, 2019, "Central bank transparency and sovereign risk ratings: a panel data approach," International Economics and Economic Policy, Springer, volume 16, issue 2, pages 417-433, April, DOI: 10.1007/s10368-017-0394-2.
• Riadh Abed & Amna Zardoub, 2019, "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 701-719, October, DOI: 10.1007/s10368-019-00444-3.
• Stephanie Collet & Kim Oosterlinck, 2019, "Denouncing Odious Debts," Journal of Business Ethics, Springer, volume 160, issue 1, pages 205-223, November, DOI: 10.1007/s10551-018-3865-7.
• George D. Cashman & David M. Harrison & Michael J. Seiler & Hainan Sheng, 2019, "The Impact of Geographic and Cultural Dispersion on Information Opacity," The Journal of Real Estate Finance and Economics, Springer, volume 59, issue 2, pages 166-208, August, DOI: 10.1007/s11146-017-9607-2.
• George Apostolakis & Athanasios P. Papadopoulos, 2019, "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, volume 30, issue 1, pages 157-178, February, DOI: 10.1007/s11079-018-9507-y.
• Raouf Boucekkine & Benteng Zou, 2019, "A Pedagogical Note on Risk Sharing Versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," Open Economies Review, Springer, volume 30, issue 1, pages 179-190, February, DOI: 10.1007/s11079-018-9514-z.
• Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan, 2019, "International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country," Open Economies Review, Springer, volume 30, issue 3, pages 445-456, July, DOI: 10.1007/s11079-019-09531-z.
• Jinan Liu & Apostolos Serletis, 2019, "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, volume 30, issue 4, pages 779-811, September, DOI: 10.1007/s11079-019-09547-5.
• Carmela D’Avino, 2019, "Extraterritoriality of swaps regulation and regulatory arbitrage," Journal of Regulatory Economics, Springer, volume 56, issue 2, pages 167-187, December, DOI: 10.1007/s11149-019-09395-8.
• Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019, "Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe," Review of Derivatives Research, Springer, volume 22, issue 2, pages 203-259, July, DOI: 10.1007/s11147-018-9148-8.
• 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, undated, "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, undated, "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 & 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.
• 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 Staff Working Paper series, 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 Staff Working Paper series, 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 Staff Working Paper series, 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, 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.