Research classified by Journal of Economic Literature (JEL) codes

2019

• 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 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 & 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.
• Maggiori, Matteo & Farhi, Emmanuel, 2019, "China vs. U.S.: IMS Meets IPS," CEPR Discussion Papers, Centre for Economic Policy Research, number 13453, Jan.
• Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W, 2019, "Currency Regimes and the Carry Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 13571, Mar.
• Taylor, Alan M. & Jordà , Ã’scar & Schularick, Moritz, 2019, "The Total Risk Premium Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 13595, Mar.
• Schrimpf, Paul & Rime, Dagfinn & Syrstad, Olav, 2019, "Covered Interest Parity Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 13637, Mar.
• Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019, "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13724, May.
• Taylor, Mark & Filippou, Ilias, 2019, "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 13835, Jul.
• Schularick, Moritz & Hünnekes, Franziska & Trebesch, Christoph, 2019, "Exportweltmeister: The Low Returns on Germany’s Capital Exports," CEPR Discussion Papers, Centre for Economic Policy Research, number 13863, Jul.
• Trebesch, Christoph & Horn, Sebastian & Reinhart, Carmen, 2019, "China's Overseas Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 13867, Jul.
• Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020, "Exchange Rate Reconnect," CEPR Discussion Papers, Centre for Economic Policy Research, number 13869, Jan.
• Obstfeld, Maurice & Cerutti, Eugenio & Zhou, Haonan, 2019, "Covered Interest Parity Deviations: Macrofinancial Determinants," CEPR Discussion Papers, Centre for Economic Policy Research, number 13886, Jul.
• Obstfeld, Maurice, 2019, "Global Dimensions of U.S. Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13887, Jul.
• Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019, "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 13906, Aug.
• Fischer, Andreas & YeÅŸin, Pınar, 2019, "Foreign currency loan conversions and currency mismatches," CEPR Discussion Papers, Centre for Economic Policy Research, number 13923, Aug.
• Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019, "Business Cycles and Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 14015, Sep.
• Giannetti, Mariassunta & , & Gantchev, Nickolay, 2019, "Does Money Talk? Market Discipline through Selloffs and Boycotts," CEPR Discussion Papers, Centre for Economic Policy Research, number 14098, Nov.
• Beetsma, Roel & van Spronsen, Josha, 2019, "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 14099, Nov.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019, "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14128, Nov.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2019, "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 14212, Dec.
• Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 14232, Dec.
• Franzoni, Francesco & Moussawi, Rabih & Ben-David, Itzhak, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," CEPR Discussion Papers, Centre for Economic Policy Research, number 14234, Dec.
• Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.
• Martin Bohl & Alexander Pütz & Christoph Sulewski, 2019, "Speculation and the Informational Efficiency of Commodity Futures Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8919, Oct.
• Rasmus Fatum & James Yetman, 2019, "Accumulation of foreign currency reserves and risk-taking," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_019, Aug.
• Youngjin Yun, 2019, "Post-Crisis Changes in the Pattern of Capital Flows - The Case of Korea," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_028, Aug.
• Damià Rey Miró & Pedro V. Piffaut, 2019, "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 189-206, Mayo.
• Marcos vizcaíno-gonzález & Cristina Formoso soto & Natalia Martínez serra, 2019, "volumen de negociación en los mercados de derivados (2000-2014). Comparativa entre el ámbito español y el ámbito internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 237-244, Diciembre.
• Jinghan Cai & Chiu Yu Ko & Yuming Li & Le Xia, 2019, "Hide and Seek: Uninformed Traders and the Short-sales Constraints," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 319-356, May.
• Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019, "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 1, pages 449-479, February.
• Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W., 2019, "Currency Regimes and the Carry Trade," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 2233-2260, October.
• Czupryna, Marcin & Jakubczyk, Michał & Oleksy, Paweł, 2019, "On Pricing Unconventional Prepaid Forward Contracts: Evidence from en primeur Fine Wine," Journal of Wine Economics, Cambridge University Press, volume 14, issue 4, pages 400-408, November.
• Hernandez-Vega, Marco, 2019, "Estimating Capital Flows To Emerging Market Economies With Heterogeneous Panels," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 5, pages 2068-2088, July.
• Bachar FAKHRY, 2019, "Happy 20th birthday Euro: An integrated analysis of the stability status in the Eurozone’s equity markets," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 3, pages 227-256, September.
• Bachar FAKHRY, 2019, "Did Brexit change the behaviour of the UK’s financial markets?," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 98-121, June.
• Necla Ý. KÜÇÜKÇOLAK & Figen BÜYÜKAKIN & Ali KÜÇÜKÇOLAK, 2019, "Forecasting volatility of gold: Comparison of Turkish gold and equity markets’ risk profile," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 200-217, September.
• Kewal R. TALREJA & Naveed A. SHAIKH & Parveen SHAH, 2019, "Regional trade and macroeconomic indicators in Pakistan: A cointegration analysis," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 232-240, September.
• Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019, "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers, Dalhousie University, Department of Economics, number daleconwp2019-02, Jul.
• Анелия Пенева, 2019, "Анализ На Взаимовръзките Между Капиталовите И Валутните Пазари," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 15, issue 15 Year 2, pages 29-50.
• Franziska Bremus & Marius Clemens & Marcel Fratzscher & Anna Hammerschmid & Tatsiana Kliatskova & Alexander Kriwoluzky & Claus Michelsen & Carla Rowold & Felix Weinhardt & Katharina Wrohlich, 2019, "A Stable and Social Europe: Fiscal Rules, a Stabilization Fund, Insolvency Rules, Gender Quota, Gender Pension Gaps, and Education: Reports," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 16/17/18, pages 148-159.
• 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.
• Ricardo Troncoso-Sepúlveda & Juan Cabas-Monje, 2019, "Feasibility of using futures contracts of the Chicago Mercantile Exchange for hedging price risk in Chilean cattle," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 9-44, Enero - J, DOI: 10.17533/udea.le.n90a01.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2019, "Does Uncovered Interest Rate Parity Hold After All?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 24, issue 2, pages 49-72, July-Dec.
• Anastasios Demertzidis, 2019, "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201932.
• Rasekhi, Saeed & Nabavi, Nasim, 2019, "The Effect of Derivative Instruments on the Contagion of Stock Markets in Developing Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 14, issue 4, pages 475-494, October.
• Dimitrios Psychoyios & Olympia Missiou & Theologos Dergiades, 2019, "Energy based estimation of the Shadow Economy: The role of Governance Quality," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_07, Nov, revised Nov 2019.
• Kwaku Boafo Baidoo, 2019, "The Effects of Short Selling on Financial Markets Volatilities," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 5, issue 2, pages 218-228, DOI: 10.11118/ejobsat.v5i2.183.
• Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, June, DOI: 10.1080/1540496X.2018.1507906.
• Alexis Stenfors, 2019, "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Journal of Economic Issues, Taylor & Francis Journals, volume 53, issue 2, pages 417-424, April, DOI: 10.1080/00213624.2019.1594527.
• Esteban Pérez Caldentey & Nicole Favreau Negront & Luis Méndez Lobos, 2019, "Corporate debt in Latin America and its macroeconomic implications," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 42, issue 3, pages 335-362, July, DOI: 10.1080/01603477.2019.1616563.
• Arash Habibi & Chin Lee, 2019, "Asymmetric Effects of Exchange Rates on Stock Prices in G7 Countries," Capital Markets Review, Malaysian Finance Association, volume 27, issue 1, pages 19-33.
• Akmalia M. Ariff & Khairul Anuar Kamarudin, 2019, "Institutional Quality, Tax Avoidance, and Analysts' Forecast: International Evidence," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 15-35.
• 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.
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• 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.
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• 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.
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• 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.