Research classified by Journal of Economic Literature (JEL) codes

2019

• Yang Mestre-Zhou, 2019, "Reforms’ Effects on Chinese stock markets world integration - An Empirical analysis with t-DCCGARCH model," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 19-06, Aug.
• Darlena Tartari & Albi Tola, 2019, "Does the IMF Program Implementation Matter for Sovereign Spreads? The Case of Selected European Emerging Markets," Working Papers, Swiss National Bank, number 2019-01.
• Benjamin Anderegg & Didier Sornette & Florian Ulmann, 2019, "Quantification of feedback effects in FX options markets," Working Papers, Swiss National Bank, number 2019-03.
• Andreas M. Fischer & Pinar Yesin, 2019, "Foreign currency loan conversions and currency mismatches," Working Papers, Swiss National Bank, number 2019-04.
• Daniel Kohler & Benjamin Müller, 2019, "Covered interest rate parity, relative funding liquidity and cross-currency repos," Working Papers, Swiss National Bank, number 2019-05.
• İlker YAMAN & Ahmet Burçin YERELİ, 2019, "The Political Aspect of Sovereign Wealth Funds," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(41).
• Aydanur GACENER-ATIŞ & Deniz ERER, 2019, "Effects of Capital Flows on Carry Trade Activities: The Case of TurkeyAbstract: Carry trade is described as the capital flow coming into a country based on interest rate differential. A negative change in capital flow affects carry trade activities n," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(42).
• Fredj Jawadi & Souhir Chlibi & Abdoulkarim Idi Cheffou, 2019, "Computing stock price comovements with a three-regime panel smooth transition error correction model," Annals of Operations Research, Springer, volume 274, issue 1, pages 331-345, March, DOI: 10.1007/s10479-018-2805-3.
• Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur, 2019, "Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model," Annals of Operations Research, Springer, volume 281, issue 1, pages 275-295, October, DOI: 10.1007/s10479-018-2793-3.
• Yingyi Hu, 2019, "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, volume 281, issue 1, pages 253-274, October, DOI: 10.1007/s10479-018-2849-4.
• Makram Bellalah & Fredj Amine Dammak, 2019, "International capital asset pricing model: the case of asymmetric information and short-sale," Annals of Operations Research, Springer, volume 281, issue 1, pages 161-173, October, DOI: 10.1007/s10479-019-03133-1.
• N. Banholzer & S. Heiden & D. Schneller, 2019, "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, volume 12, issue 2, pages 671-702, December, DOI: 10.1007/s40685-018-0062-6.
• Daniel Osberghaus, 2019, "The Effects of Natural Disasters and Weather Variations on International Trade and Financial Flows: a Review of the Empirical Literature," Economics of Disasters and Climate Change, Springer, volume 3, issue 3, pages 305-325, October, DOI: 10.1007/s41885-019-00042-2.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019, "Comparative analysis ofShari’ah-compliant portfolios: evidence from Pakistan," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 3, pages 466-487, May, DOI: 10.1108/JIABR-10-2016-0121.
• Jianan He & Dirk Schiereck, 2019, "Sovereign rating announcements and the integration of African banking markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 484-500, November, DOI: 10.1108/JRF-11-2018-0176.
• Walid M.A. Ahmed, 2020, "Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 147-173, January, DOI: 10.1108/RAF-02-2019-0039.
• Vítor Fonseca & Luís Pacheco & Júlio Lobão, 2019, "Psychological barriers in the cryptocurrency market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 151-169, August, DOI: 10.1108/RBF-03-2019-0041.
• Stavros Stavroyiannis & Vassilios Babalos, 2019, "Time-varying herding behavior within the Eurozone stock markets during crisis periods," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 83-96, July, DOI: 10.1108/RBF-07-2018-0069.
• Fotini Economou, 2019, "Herding in frontier markets: evidence from the Balkan region," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 119-135, August, DOI: 10.1108/RBF-08-2018-0090.
• Mariya Gubareva, 2019, "Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 18-27, September, DOI: 10.1108/SEF-02-2019-0083.
• Stelios Markoulis & Nikolas Neofytou, 2019, "The impact of terror attacks on global sectoral capital markets: An empirical study," Economics of Peace and Security Journal, EPS Publishing, volume 14, issue 1, pages 46-59, April, DOI: 10.15355/epsj.14.1.46.
• Jamal Bouoiyour & Refk Selmi, 2019, "Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business," Working Papers, Economic Research Forum, number 1337, Aug, revised 21 Aug 2019.
• M. Chabachib & Aji Yudha & Hersugondo Hersugondo & Imang Dapit Pamungkas & Udin Udin, 2019, "The Role of Firm Size on Bank Liquidity and Performance: A Comparative Study of Domestic and Foreign Banks in Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 96-105.
• Kieran Xuereb & Simon Grima & Frank Bezzina & Andre Farrugia & Pierpaolo Marano, 2019, "The Impact of the General Data Protection Regulation on the Financial Services’ Industry of Small European States," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 243-266.
• 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, European Xtramile Centre of African Studies (EXCAS), number 19/047, Aug.
• Justyna Agnieszka Franc-Dabrowskaa, 2019, "Crawling financialization in Central and Eastern Europe using the example of Agriculture," Economia agro-alimentare, FrancoAngeli Editore, volume 21, issue 3, pages 677-696.
• Maksim Evseevich Krivelevich, 2019, "Export-Oriented Financial Center in the Russian Far East: Abstraction or Reality?," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 2, pages 75-91, DOI: 10.14530/se.2019.2.075-091.
• Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019, "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 1, pages 95-119, February.
• Wojciech Grabowski & Ewa Stawasz-Grabowska, 2019, "News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 2, pages 149-173, April.
• Michael Mark & Jan Sila & Thomas A. Weber, 2019, "Quantifying Endogeneity of Cryptocurrency Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/29, Oct, revised Oct 2019.
• Michael Peng & Dongkai Jiang & Yingjie Wang, 2019, "Forecasting Chinese Corporate Bond Defaults: Comparative Study of Market- vs. Accounting-Based Models," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 14, issue 4, pages 536-582, December.
• Elkhan Sadik-Zada, Andrea Gatto & Andrea Gatto, 2019, "Determinants of the Public Debt and the Role of the Natural Resources: A Cross-Country Analysis," Working Papers, Fondazione Eni Enrico Mattei, number 2019.04, Mar.
• Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019, "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-8, Apr, DOI: 10.29338/wp2019-08.
• Falk Bräuning & Viacheslav Sheremirov, 2019, "Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages," Working Papers, Federal Reserve Bank of Boston, number 19-15, Oct, DOI: 10.29412/res.wp.2019.15.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019, "The Total Risk Premium Puzzle?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-10, Mar, DOI: 10.24148/wp2019-10.
• Bora Durdu & Alex Martin & Ilknur Zer, 2019, "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-039, May, DOI: 10.17016/FEDS.2019.039.
• Gary S. Anderson & Alena Audzeyeva, 2019, "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-074, Oct, DOI: 10.17016/FEDS.2019.074.
• Chang Ma & John H. Rogers & Sili Zhou, 2019, "The Effect of the China Connect," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-087, Dec, DOI: 10.17016/FEDS.2019.087.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019, "Institutional Investors, the Dollar, and U.S. Credit Conditions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1246, Apr, DOI: 10.17016/IFDP.2019.1246.
• Juan M. Londono & Nancy R. Xu, 2019, "Variance Risk Premium Components and International Stock Return Predictability," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1247, Jul, DOI: 10.17016/IFDP.2019.1247.
• Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2019, "Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1251, Jul, DOI: 10.17016/IFDP.2019.1251.
• Zhenzhen Fan & Juan M. Londono & Xiao Xiao, 2019, "US Equity Tail Risk and Currency Risk Premia," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1253, Jul, DOI: 10.17016/IFDP.2019.1253.
• Gordon Y. Liao, 2019, "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1255, Aug, DOI: https://doi.org/10.17016/IFDP.2019..
• Nathan Converse & Enrico Mallucci, 2019, "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1261, Oct, DOI: 10.17016/IFDP.2019.1261.
• Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019, "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1265, Nov, DOI: 10.17016/IFDP.2019.1265.
• Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1268, Jan, DOI: 10.17016/IFDP.2020.1268.
• Karlye Dilts Stedman, 2019, "Unconventional Monetary Policy, (A)Synchronicity and the Yield Curve," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 19-9, Oct, DOI: 10.18651/RWP2019-09.
• Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019, "Improving Sovereign Debt Restructurings," Working Papers, Federal Reserve Bank of St. Louis, number 2019-36, Nov, revised 06 Apr 2022, DOI: 10.20955/wp.2019.036.
• Ducret, Romain & Isakov, Dusan, 2019, "The Korea discount and chaebols," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 511, Nov.
• Peter Arendas & Jana Kotlebova, 2019, "The Turn of the Month Effect on CEE Stock Markets," IJFS, MDPI, volume 7, issue 4, pages 1-19, October.
• Theresa Arnold & Mitu Gulati & Ugo Panizza, 2019, "Euro Area Sovereign Debt: Restructuring Options," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 18-2019, Nov.
• Mario Cerrato & Zhekai Zhang, 2019, "Can we predict currency momentum crashes?," Working Papers, Business School - Economics, University of Glasgow, number 2019_12, Nov.
• Eduardo Levy Yeyati, 2019, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers, Harvard's Growth Lab, number 140, May.
• Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019, "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Working Papers, The George Washington University, Institute for International Economic Policy, number 2019-15.
• Pegdéwendé Nestor Sawadogo, 2019, "Can fiscal rules improve financial markets access for developing countries ?," CERDI Working papers, HAL, number halshs-02364840, Nov.
• Refk Selmi & Jamal Bouoiyour, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," Post-Print, HAL, number hal-01879682, May, DOI: 10.1016/j.inteco.2019.11.007.
• Raouf Boucekkine & Benteng Zou, 2019, "A Pedagogical Note on Risk Sharing Versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," Post-Print, HAL, number hal-01996294, Feb, DOI: 10.1007/s11079-018-9514-z.
• Yizhe Dong & Tinghua Duan & Wenxuan Hou & Yue (lucy) Liu, 2019, "Athletes in boardrooms: Evidence from the world," Post-Print, HAL, number hal-02115617, Mar, DOI: 10.1016/j.intfin.2018.12.009.
• Roman Matkovskyy & Akanksha Jalan, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Post-Print, HAL, number hal-02131637, Dec, DOI: 10.1016/j.frl.2019.04.007.
• Eric Girardin & Fatemeh Salimi Namin, 2019, "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Post-Print, HAL, number hal-02314156, Sep, DOI: 10.1016/j.econmod.2019.07.021.
• Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print, HAL, number hal-02352004, DOI: 10.1007/s40953-019-00163-1.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," Post-Print, HAL, number hal-02408713, Oct, DOI: 10.1016/j.inteco.2019.07.001.
• Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar, 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Post-Print, HAL, number hal-02409062, Oct, DOI: 10.1016/j.eneco.2019.104523.
• Faten Ben Slimane & Sabri Boubaker & Jamel Jouini, 2020, "Does the Euro-Mediterranean Partnership contribute to regional integration?," Post-Print, HAL, number hal-02422726.
• Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print, HAL, number hal-02468160, Dec, DOI: 10.1016/j.physa.2019.04.124.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Post-Print, HAL, number hal-02573075, DOI: 10.1057/s41260-019-00141-5.
• Balázs Egert & Jarmila Botev & Fredj Jawadi, 2019, "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," Post-Print, HAL, number hal-03252917.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Post-Print, HAL, number hal-03484603, Dec, DOI: 10.1016/j.ribaf.2019.04.005.
• Yingyi Hu & Jean-Luc Prigent, 2019, "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Post-Print, HAL, number hal-03679410, Aug, DOI: 10.1016/j.econmod.2018.04.001.
• Dionisis Philippas & Hatem Rjiba & Khaled Guesmi & Stéphane Goutte, 2019, "Media attention and Bitcoin prices," Post-Print, HAL, number halshs-02148912, Sep, DOI: 10.1016/j.frl.2019.03.031.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "FDI, banking crises and growth: direct and spill over effects," Post-Print, HAL, number halshs-02148918, Mar, DOI: 10.1080/13504851.2019.1591587.
• Thomas Lagoarde-Segot, 2019, "Sustainable finance. A critical realist perspective," Post-Print, HAL, number halshs-03559024, Jan, DOI: 10.1016/j.ribaf.2018.04.010.
• Antoine Parent & Cécile Bastidon & Michael Bordo & Marc Weidenmier, 2019, "Towards an unstable hook : the evolution of stock market integration since 1913," Sciences Po Economics Publications (main), HAL, number hal-03403180, Aug.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects," Working Papers, HAL, number hal-01968082, Jan.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?," Working Papers, HAL, number hal-01968084, Jan.
• Antoine Parent & Cécile Bastidon & Michael Bordo & Marc Weidenmier, 2019, "Towards an unstable hook : the evolution of stock market integration since 1913," Working Papers, HAL, number hal-03403180, Aug.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "FDI, banking crises and growth: direct and spill over effects," Working Papers, HAL, number halshs-01967999, Jan.
• Brahim Gaies & Khaled Guesmi & Stéphane Goutte, 2019, "FDI, banking crisis and growth: direct and spill over effects," Working Papers, HAL, number halshs-02092015, Apr.
• Pegdéwendé Nestor Sawadogo, 2019, "Can fiscal rules improve financial markets access for developing countries ?," Working Papers, HAL, number halshs-02364840, Nov.
• Cécile Bastidon & Michael Bordo & Antoine Parent & Marc Weidenmier, 2019, "Towards an Unstable Hook: The Evolution of Stock Market Integration Since 1913," Working Papers, HAL, number halshs-03009753.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019, "The Memory of Beta Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-661, Sep.
• Monika Matušovičová & Denis Matušovič, 2019, "Recovery Of The European Asset Management Ten Years After The Financial Crisis," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 70, issue 5, pages 782-801, DOI: 10.32910/ep.70.5.6.
• Christophe Farquet, 2019, "Quantification and Revolution: An Investigation of German Capital Flight after the First," Working Papers, European Historical Economics Society (EHES), number 0149, Mar.
• Gardberg, Malin, 2019, "Financial Reforms and Low-Income Households’ Impact on International Consumption Risk Sharing," Working Paper Series, Research Institute of Industrial Economics, number 1261, Jan, revised 30 Jun 2022.
• Grytten, Ola Honningdal & Koilo, Viktoriia, 2019, "The Financial Instability Hypothesis and the Financial Crisis in Eastern European Emerging Economies," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 8/2019, Apr.
• Andrei Simonov & Vadim Zyamalov, 2019, "Long Run Return and Survival Factors of ICO," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 4, pages 585-604.
• Agata Lozinskaia & Anastasiia Saltykova, 2019, "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers, National Research University Higher School of Economics, number WP BRP 77/FE/2019.
• Kumamoto, Masao & 熊本, 方雄 & Zhuo, Juanjuan, 2019, "Integration and Market Discipline of ASEAN Government Bond Markets," Working Paper Series, Hitotsubashi University Center for Financial Research, number king Paper Series ; No.G-, Oct.
• Fatum, Rasmus & Yetman, James, 2019, "Accumulation of Foreign Currency Reserves and Risk-taking," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-89, Sep.
• Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019, "Nominal Stock Price Anchors: A Global Phenomenon?," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-64, May, revised May 2019.
• Matthew Greenwood-Nimmo & Evžen KoÄ enda & Viet Hoang Nguyen, 2019, "Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n17, Nov.
• Nataliya Trusova & Nataliya Tanklevska & Oleksandr Prystemskyi, 2019, "Venture Financing of the Subjects of Agrarian Business," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 99-108, June.
• Sekhar M. Amba & Binh H. Nguyen, 2019, "Exchange Rate And Equity Price Relationship: Empirical Evidence From Mexican And Canadian Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 33-43.
• Sayuri Shirai & Eric Alexander Sugandi, 2019, "Cross-Border Portfolio Investment and Financial Markets Development in the Asia and Pacific Region," International Business Research, Canadian Center of Science and Education, volume 12, issue 5, pages 14-33, May.
• 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.
• YaÄŸmur AKARSU & Nur DÄ°LBAZ 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.
• Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019, "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 1-46, July, DOI: 10.1007/s11156-018-0741-6.
• Phillip A. Cartwright & Natalija Riabko, 2019, "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 153-194, July, DOI: 10.1007/s11156-018-0746-1.
• Lanlan Liu & Dan Luo & Liang Han, 2019, "Default risk, state ownership and the cross-section of stock returns: evidence from China," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 4, pages 933-966, November, DOI: 10.1007/s11156-018-0771-0.
• Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019, "Speculative Bubbles in Segmented Markets," Working Papers, Lancaster University Management School, Economics Department, number 268640661.
• 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.

2018