Research classified by Journal of Economic Literature (JEL) codes

2018

• Alberto Fuertes & Jose María Serena, 2018, "How firms borrow in international bond markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 26, issue 1, pages 135-169, February, DOI: 10.1108/JFRC-11-2016-0100.
• Dirk-Hinnerk Fischer, 2018, "The European rating fund," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 26, issue 1, pages 72-86, February, DOI: 10.1108/JFRC-12-2016-0107.
• Tahir Akhtar & Mohamad Ali Tareq & Muhammad Rizky Prima Sakti & Adnan Ahmad Khan, 2018, "Corporate governance and cash holdings: the way forward," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 2, pages 152-170, May, DOI: 10.1108/QRFM-04-2017-0034.
• Neha Seth & Laxmidhar Panda, 2018, "Financial contagion: review of empirical literature," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 1, pages 15-70, February, DOI: 10.1108/QRFM-06-2017-0056.
• Omid Sabbaghi & Navid Sabbaghi, 2018, "Market efficiency and the global financial crisis: evidence from developed markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 3, pages 362-385, June, DOI: 10.1108/SEF-01-2014-0022.
• Edina Berlinger & Zsolt Bihary & György Walter, 2018, "Corporate cash-pool valuation: a Monte Carlo approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 153-162, March, DOI: 10.1108/SEF-03-2016-0056.
• Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018, "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-22, May.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2018-052/III, May.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-37, Sep.
• Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018, "International capital flows at the security level – evidence from the ECB’s asset purchase programme," ECMI Papers, Centre for European Policy Studies, number 13926, Oct.
• Irina Solovjova & Ramona Rupeika-Apoga & Inna Romanova, 2018, "Competitiveness Enhancement of International Financial Centres," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 5-17.
• Vitaly F. Ershov, 2018, "Russian Banking in the Global Economic System: Historical Experience of Integration (1991-2017)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 512-523.
• D.A. Milenkova, 2018, "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special1, pages 273-286.
• Shang-Jin Wei, 2018, "Managing Financial Globalization: Insights from the Recent Literature," Working Papers, eSocialSciences, number id:12586, Mar.
• Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018, "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers, eSocialSciences, number id:12924, Sep.
• Magnolia Miriam Sosa Castro & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2018, "Contagion and Stock Interdependence in the BRIC+M Block," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 48, issue 1, pages 173-196, Enero-Jun.
• Erica Perego, 2018, "Sovereign risk and asset market dynamics in the euro area," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 18-01.
• Mikhail Vladimirovich Ershov & Anna Stanislavovna Tanasova & Victor Yuryevich Tatuzov & Mels Pavlovich Tskhovrebov, 2018, "About Some Problems in Currency Exchange Sphere," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 152-164, DOI: 10.14530/se.2018.3.152-164.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018, "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 268-293, July.
• Adam Zaremba, 2018, "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 374-398, September.
• Dejan Zivkov & Suzana Balaban & Jasmina Djuraskovic, 2018, "What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 5, pages 491-512, October.
• Onrej Tobek & Martin Hronec, 2018, "Does the Source of Fundamental Data Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/15, Aug, revised Aug 2018.
• Tereza Palanska, 2018, "Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/27, Oct, revised Oct 2018.
• Silvia Gabrieli & Claire Labonne, 2018, "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-3, Jul.
• Puriya Abbassi & Falk Bräuning, 2018, "The pricing of FX forward contracts: micro evidence from banks’ dollar hedging," Working Papers, Federal Reserve Bank of Boston, number 18-6, Mar.
• Jose A. Lopez & Kris James Mitchener, 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-6, May, DOI: 10.24148/wp2018-06.
• Steven Ongena & Ann L. Owen & Judit Temesvary, 2018, "A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-008, Feb, DOI: 10.17016/FEDS.2018.008.
• Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018, "Sovereign Debt Restructurings," Working Papers, Federal Reserve Bank of St. Louis, number 2018-13, Jun, DOI: 10.20955/wp.2018.013.
• Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018, "News, sovereign debt maturity, and default risk," Working Papers, Federal Reserve Bank of St. Louis, number 2018-033, Oct, revised 18 May 2020, DOI: 10.20955/wp.2018.033.
• Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018, "International Stock Comovements with Endogenous Clusters," Working Papers, Federal Reserve Bank of St. Louis, number 2018-038, Oct, revised 27 Mar 2020, DOI: 10.20955/wp.2018.038.
• Javier Bianchi & Jorge Mondragon, 2018, "Monetary Independence and Rollover Crises," Working Papers, Federal Reserve Bank of Minneapolis, number 755, Dec, DOI: 10.21034/wp.755.
• Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018, "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 63-87.
• Claudia M. Buch & Matthieu Bussiere & Linda S. Goldberg & Robert Hills, 2018, "The international transmission of monetary policy," Staff Reports, Federal Reserve Bank of New York, number 845, Mar.
• Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018, "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Staff Reports, Federal Reserve Bank of New York, number 848, May.
• Anusha Chari & Ryan Leary & Toan Phan, 2018, "The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico," Working Paper, Federal Reserve Bank of Richmond, number 18-3, Feb.
• Ugo Panizza, 2018, "The Real Effects of Financial Globalization: What Do the Data Say?," Annals of the Fondazione Luigi Einaudi. An Interdisciplinary Journal of Economics, History and Political Science, Fondazione Luigi Einaudi, Torino (Italy), volume 52, issue 1, pages 21-30, October, DOI: 10.26331/1030.
• Maksim V. Petrov, 2018, "The World Financial System: a Long Way to Multipolarity," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 47-58, April, DOI: 10.31107/2075-1990-2018-2-47-58.
• Răzvan Gabriel Hăpău, 2018, "Influența structurii capitalului asupra performanței financiare a instituțiilor de microfinanțare," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 104-119, June.
• Iuliana Maria Ursu, 2018, "Noi evidențe empirice pe marginea E.M.H. – cazul țărilor dezvoltate și emergente – o abordare microeconomică," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 120-138, June.
• Ioana-Alexandra Radu & Cristian-George Vlaicu, 2018, "Puzzele-ul risc-randament în portofoliile de acțiuni diversificate internațional din perspectiva investitorilor români," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 39-53, June.
• Vlad-Mircea Ionescu, 2018, "Principii ale investitorului individual," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 305-316, June.
• Shagaida Natalia & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Shagaida Natalia & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," JRFM, MDPI, volume 11, issue 4, pages 1-25, September.
• Mitu Gulati & Ugo Panizza, 2018, "The Hausmann-Gorky Effect," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2018, Mar.
• Yi Huang & Ugo Panizza & Richard Portes, 2018, "Corporate foreign bond issuance and interfirm loans in China," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2018, Apr.
• Mitu Gulati & Ugo Panizza, 2018, "Maduro Bonds," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2018, Sep.
• António Afonso & André Albuquerque, 2018, "Sovereign Credit Rating Mismatches," Notas Económicas, Faculty of Economics, University of Coimbra, issue 46, pages 49-70, July, DOI: 10.14195/2183-203X_46_3.
• Saptono, 2018, "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr520, Dec.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers, The German University in Cairo, Faculty of Management Technology, number 46, Mar.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print, HAL, number hal-01572510, Jun, DOI: 10.1007/s11156-018-0741-6.
• Yannick Le Pen & Benoît Sévi, 2018, "Futures Trading and the Excess Co-movement of Commodity Prices," Post-Print, HAL, number hal-01731459, DOI: 10.1093/rof/rfx039.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print, HAL, number hal-01736632, Dec.
• Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018, "Risk transmitters and receivers in global currency markets," Post-Print, HAL, number hal-01814274, Jun, DOI: 10.1016/j.frl.2017.09.018.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print, HAL, number hal-01817067, Nov.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print, HAL, number hal-01879668, DOI: 10.1016/j.frl.2017.12.008.
• Faten Ben Slimane & Laura Padilla Angulo, 2019, "Strategic change and corporate governance: Evidence from the stock exchange industry," Post-Print, HAL, number hal-01953776, Oct, DOI: 10.1016/j.jbusres.2018.10.045.
• Brian Hill & Tomasz Michalski, 2018, "Risk versus ambiguity and international security design," Post-Print, HAL, number hal-01966706, Jul.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print, HAL, number hal-01982032.
• Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Post-Print, HAL, number hal-01996787, Jan, DOI: 10.1016/j.econmod.2017.10.003.
• David Roubaud & Bouri Elie & Qiang Ji, 2018, "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print, HAL, number hal-02081506, May, DOI: 10.1016/j.irfa.2018.02.001.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Post-Print, HAL, number hal-02409120, Sep, DOI: 10.11130/jei.2018.33.3.488.
• Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print, HAL, number hal-02995949, Jan, DOI: 10.1016/j.jeconom.2017.09.002.
• Nabila Boukef Jlassi & Helmi Hamdi & Joseph Joyce, 2018, "External liabilities, domestic institutions and banking crises in developing economies," Post-Print, HAL, number hal-03511273, Feb, DOI: 10.1111/roie.12305.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
• E. Erragragui & M.K. Hassan & Jonathan Peillex & A.N.F. Khan, 2018, "Does Ethics Improve Stock Market Resilience in Times of Instability?," Post-Print, HAL, number hal-03680604, DOI: 10.1016/j.ecosys.2017.09.003.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: international evidence," Post-Print, HAL, number hal-04875550, Jun, DOI: 10.1007/s11156-018-0741-6.
• Nabila Boukef Jlassi & Helmi Hamdi & Joseph Joyce, 2018, "External liabilities, domestic institutions and banking crises in developing economies," Post-Print, HAL, number halshs-01902738, Feb, DOI: 10.1111/roie.12305.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2018, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Post-Print, HAL, number halshs-02148916, Dec, DOI: 10.1016/j.frl.2018.12.014.
• Jamal Bouoiyour & Refk Selmi, 2016, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers, HAL, number hal-01880322, Oct.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers, HAL, number hal-01880323, May.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers, HAL, number hal-01885142, Apr.
• Balázs Egert & Fredj Jawadi, 2018, "The Nonlinear Relationship between Economic growth and Financial Development," Working Papers, HAL, number hal-04141770.
• Michael Brei & Carlos Winograd, 2018, "Credit risk of foreign bank branches and subsidiaries in Argentina and Uruguay," Working Papers, HAL, number hal-04141776.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018, "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers, HAL, number hal-04141798.
• Emmanuel Hache & Anthony Paris, 2018, "Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market," Working Papers, HAL, number hal-04141799.
• Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018, "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers, HAL, number halshs-01936882, Nov.
• Daniel L. Tortorice & Arben Kita, 2018, "Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries," Working Papers, College of the Holy Cross, Department of Economics, number 1801, Apr.
• Imlak Shaikh, 2018, "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 396-422.
• Gardberg, Malin, 2018, "Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements," Working Paper Series, Research Institute of Industrial Economics, number 1246, Nov.
• Charles Goodhart & Kanat Isakov & Udara Peiris & Dimitrios Tsomocos, 2018, "Debt Overhang and Monetary Policy in Czech Republic," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 3, pages 460-479.
• Karatetskaya Efrosiniya & Lakshina Valeriya, 2018, "Volatility Spillovers With Spatial Effects On The Oil And Gas Market," HSE Working papers, National Research University Higher School of Economics, number WP BRP 72/FE/2018.
• Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2018, "Cross-stock market spillovers through variance risk premiums and equity flows," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 667, Feb.
• Lee, Kyuseok & Kim, Soo-Hyun, 2018, "Do Leveraged/Inverse Etfs Wag The Underlying Market? : Evidence From The Korean Stock Market," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 59, issue 2, pages 83-94, December, DOI: 10.15057/29713.
• Mihaela-Eugenia VASILACHE, 2018, "Art Market vs Financial Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 6, issue 2, pages 3-10, June.
• Chun-An Li & Min-Ching Lee & Chin-Sheng Huang, 2018, "Taiwan And U.S. Equity Market Interdependence And Contagion: Evidence From Four-Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 95-115.
• Kumara Jati & Aziza Rahmaniar Salam, 2018, "Fundamentals Of Integrated Commercial Bank In Macroeconomic And Sharia Perspective In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 2, pages 349-387, February, DOI: https://doi.org/10.21098/jimf.v3i2..
• Seema Narayan & Mobeen Ur Rehman, 2018, "Portfolio Diversification Opportunities Within Emerging and Frontier Stock Markets: Evidence from Ten Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 1-22, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Tung-Zong (Donald) Chang & Su-Jane Chen & Hongmei Gu & Aijie Jiang, 2018, "A Market Volatility Analysis of the Shanghai-Hong Kong Stock Connect Program," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 17, issue 2, pages 113-121, September.
• Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2018, "Deviations from Covered Interest Rate Parity and the Dollar Funding of Global Banks," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 275-325, September.
• Masayuki Kazato & Tetsuya Yamada, 2018, "The Implied Bail-in Probability in the Contingent Convertible Securities Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-03, May.
• Mr. Itai Agur & Melissa Chan & Mr. Mangal Goswami & Mr. Sunil Sharma, 2018, "On International Integration of Emerging Sovereign Bond Markets," IMF Working Papers, International Monetary Fund, number 2018/018, Jan.
• Mr. Tamon Asonuma & Mr. Michael G. Papaioannou & Eriko Togo & Mr. Bert van Selm, 2018, "Belize's 2016-17 Sovereign Debt Restructuring - Third Time Lucky?," IMF Working Papers, International Monetary Fund, number 2018/121, May.
• Samuel P. Fraiberger & Dongyeol Lee & Mr. Damien Puy & Mr. Romain Ranciere, 2018, "Media Sentiment and International Asset Prices," IMF Working Papers, International Monetary Fund, number 2018/274, Dec.
• Raúl de Jesús Gutiérrez, 2018, "Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano," 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 13, issue 1, pages 53-76, Enero-Mar.
• Hector Díaz Rodríguez & Christian Bucio, 2018, "Contagio bursátil en los mercados del TLCAN, países emergentes y el mercado global," 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 13, issue 3, pages 345-362, Julio-Sep.
• Domingo Rodríguez-Benavides & José Antonio Climent-Hernández & Luis Fernando Hoyos-Reyes, 2018, "Purchasing Power Parity Principle in Latin American Countries," 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 13, issue 3, pages 461-477, Julio-Sep.
• David Hirshleifer & Ming Jian & Huai Zhang, 2018, "Superstition and Financial Decision Making," Management Science, INFORMS, volume 64, issue 1, pages 235-252, January, DOI: 10.1287/mnsc.2016.2584.
• Sabri Boubaker & Duc Khuong Nguyen & Vanja Piljak & Andreas Savvides, 2018, "Financial Development, Government Bond Returns, and Stability: International Evidence," Working Papers, Department of Research, Ipag Business School, number 2018-007, Jan.
• Julián Andrada-Félixa & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2018, "“Time connectedness of fear”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201818, Sep, revised Sep 2018.
• Jorge Silva, 2018, "Impact of public and private sector external debt on economic growth," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/24, Jan.
• Felipe Bastos G. Silva & Ekaterina Volkova, 2018, "Can VPIN forecast geopolitical events? Evidence from the 2014 Crimean Crisis," Annals of Finance, Springer, volume 14, issue 1, pages 125-141, February, DOI: 10.1007/s10436-017-0314-z.
• João Tovar Jalles, 2018, "What determines the share of non-resident public debt ownership? Evidence from Euro Area countries," Annals of Finance, Springer, volume 14, issue 3, pages 379-414, August, DOI: 10.1007/s10436-018-0321-8.
• Yuan Wu & Taufiq Choudhry, 2018, "Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 2, pages 111-136, June, DOI: 10.1007/s10690-018-9241-x.
• Dezie L. Warganegara, 2018, "The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 4, pages 267-284, December, DOI: 10.1007/s10690-018-9248-3.
• Paul C. Noller, 2018, "Evaluating the Credibility of the European Bank Bail-In Commitment," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 46, issue 4, pages 471-472, December, DOI: 10.1007/s11293-018-9597-3.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 493-511, March, DOI: 10.1007/s10614-016-9615-y.
• Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018, "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 603-626, August, DOI: 10.1007/s10614-017-9703-7.
• Paulo Pereira Silva, 2018, "Fragmentation and Market Quality: The Case of European Markets," De Economist, Springer, volume 166, issue 2, pages 179-206, June, DOI: 10.1007/s10645-018-9316-0.
• Arif Billah Dar & Niyati Bhanja, 2018, "Is China a safe haven for Asian Tigers?," Economic Change and Restructuring, Springer, volume 51, issue 2, pages 113-133, May, DOI: 10.1007/s10644-016-9195-9.
• José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2018, "How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 4, pages 685-706, November, DOI: 10.1007/s10663-017-9386-2.
• Saiful Izzuan Hussain & Steven Li, 2018, "The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 2, pages 207-233, May, DOI: 10.1007/s11408-018-0308-5.
• Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba, 2018, "Behavioral portfolio selection and optimization: an application to international stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 311-328, August, DOI: 10.1007/s11408-018-0313-8.
• Roland Füss & Ferdinand Mager & Michael Stein & Lu Zhao, 2018, "Financial crises, price discovery, and information transmission: a high-frequency perspective," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 333-365, November, DOI: 10.1007/s11408-018-0318-3.
• George Galanos & Thomas Poufinas, 2018, "Impact of FDI in the Fiscal Adjustment Process," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 3, pages 265-277, August, DOI: 10.1007/s11294-018-9692-x.
• Suxiao Li & Jakob de Haan & Bert Scholtens, 2018, "Are International Fund Flows Related to Exchange Rate Dynamics?," Open Economies Review, Springer, volume 29, issue 1, pages 31-48, February, DOI: 10.1007/s11079-017-9469-5.
• Štefan Lyócsa & Roman Horváth, 2018, "Stock Market Contagion: a New Approach," Open Economies Review, Springer, volume 29, issue 3, pages 547-577, July, DOI: 10.1007/s11079-018-9481-4.
• Vahagn Galstyan & Adnan Velic, 2018, "International Investment Patterns: the Case of German Sectors," Open Economies Review, Springer, volume 29, issue 3, pages 665-685, July, DOI: 10.1007/s11079-018-9483-2.
• Marcos Escobar & Christoph Gschnaidtner, 2018, "A multivariate stochastic volatility model with applications in the foreign exchange market," Review of Derivatives Research, Springer, volume 21, issue 1, pages 1-43, April, DOI: 10.1007/s11147-017-9132-8.
• Iman Adeinat & Naseem Al Rahahleh & Peihwang Wei, 2018, "Did crisis alter trading of two major oil futures markets?," Review of Derivatives Research, Springer, volume 21, issue 1, pages 45-61, April, DOI: 10.1007/s11147-017-9133-7.
• Robert Jarrow & Scott Fung & Shih-Chuan Tsai, 2018, "An empirical investigation of large trader market manipulation in derivatives markets," Review of Derivatives Research, Springer, volume 21, issue 3, pages 331-374, October, DOI: 10.1007/s11147-018-9143-0.
• Ding Du, 2018, "The pricing of common exchange rate factors in the U.S. equity market," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 775-798, April, DOI: 10.1007/s11156-017-0646-9.
• Jinghua Wang & Geoffrey Ngene, 2018, "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 199-218, July, DOI: 10.1007/s11156-017-0668-3.
• Chen Su, 2018, "The efficiency of IPO issuing mechanisms and market conditions: evidence in China," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 461-495, August, DOI: 10.1007/s11156-017-0677-2.
• Chuang-Chang Chang & Keng-Yu Ho & Yu-Jen Hsiao, 2018, "Derivatives usage for banking industry: evidence from the European markets," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 4, pages 921-941, November, DOI: 10.1007/s11156-017-0692-3.
• Barbara Johnson & Richard Angelous Kotey, 2018, "The Influence of Small and Medium Enterprises (SMEs) Listing on the Ghana Alternative Market (GAX): Prevailing Factors," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 4, pages 142-156, December.
• Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.
• Váradi, Kata & Ladoniczki, Sára Kata, 2018, "Elszámolóházak alapbiztosítéki követelményeinek számítási módszertana
  [Numerical methodology in the basic insurance requirements of clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 780-809, DOI: 10.18414/KSZ.2018.7-8.780.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018, "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2018-03.
• Esteban Perez Caldentey & Nicole Favreau-Negront & Luis Mendez Lobos, 2018, "Corporate Debt in Latin America and its Macroeconomic Implications," Economics Working Paper Archive, Levy Economics Institute, number wp_904, Apr.
• Liudmila Malyshava, 2018, "External Instability in Transition: Applying Minsky's Theory of Financial Fragility to International Markets," Economics Working Paper Archive, Levy Economics Institute, number wp_909, Jul.
• Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018, "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, volume 7, pages 28-36.
• Jamal Bouoiyour, Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 15, issue 2, pages 277-292, December.
• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018, "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers, University of Liverpool, Department of Economics, number 20183, Aug.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 4, issue 2, pages 111-125, DOI: 10.11118/ejobsat.v4i2.120.
• Gerasimos G. Rompotis, 2018, "Political Uncertainty and the Greek Stock Market over the Period 2011-2015," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 1-18.
• Subashini Maniam & Chin Lee, 2018, "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 21-31.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Ben-David, Itzhak & Li, Zhi & Wang, Zexi, 2018, "Financial Constraints and Industry Dynamics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-09, Mar.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018, "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers, Stanford University, Graduate School of Business, number 3621, Mar.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018, "Dollar Safety and the Global Financial Cycle," Research Papers, Stanford University, Graduate School of Business, number 3747, Dec.
• Mishelle Doorasamy & Prince Kwasi Sarpong, 2018, "Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 93-100.
• Frode Kj rland & Maria Meland & Are Oust & Vilde yen, 2018, "How can Bitcoin Price Fluctuations be Explained?," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 323-332.
• Andreas Mikkelsen & Frode Kj rland, 2018, "High-frequency Pairs Trading on a Small Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 78-88.
• Sa d Benbachir & Sihame Lembarki, 2018, "Price Dynamics of Crude Oil in the Short and Long Term," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 103-114.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 210-219.
• Ifeoma Christy Mba & Emmanuel Ikechukwu Mba & Jonathan Emenike Ogbuabor & Winnie Ogochukwu Arazu, 2018, "Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 276-282.
• Sisili Rahman & Biplab Das & Tazrina Farah, 2018, "Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 76-83.
• Pasrun Adam & Rosnawintang Rosnawintang & La Ode Saidi & La Tondi & La Ode Arsad Sani, 2018, "The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 1, pages 90-94.
• Dmitry Burakov & Max Freidin & Yuriy Solovyev, 2018, "The Halloween Effect on Energy Markets: An Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 121-126.
• Mohamed Ibrahim Nor & Tajul Ariffin Masron, 2018, "Do the Global Oil Price Shocks Affect Somalia s Unregulated Exchange Rate Volatility?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 154-161.
• Samuel D. Barrows, 2018, "Are Oil Industry Mergers Becoming Less Profitable?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 31-38.
• Alexey Yurievich Mikhaylov, 2018, "Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 69-73.
• Yih-Bey Lin & Fu-Min Chang & Yu-Hin Leung & Jui-Feng Lin & Nicholas Lee, 2018, "Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 115-120.
• Semei Coronado & Thomas M. Fullerton & Omar Rojas, 2018, "A Nonlinear Empirical Analysis of Oil Price Co-movements," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 290-294.
• Alexey Yurievich Mikhaylov, 2018, "Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 321-326.
• Ikhlaas Gurrib, 2018, "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 230-240.
• Anthony Msafiri Nyangarika & Alexey Yurievich Mikhaylov & Bao-jun Tang, 2018, "Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 42-48.
• Al Aali-Bujari & Francisco Venegas-Mart nez & Roberto J. Santill n-Salgado, 2018, "On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 148-154.
• López-Herrera, Francisco & Núñez Reyes, Georgina & Perrotini Hernández, Ignacio, 2018, "Gobierno corporativo y deuda internacional de empresas latinoamericanas," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• López-Herrera, Francisco & Núñez Reyes, Georgina & Perrotini Hernández, Ignacio, 2018, "Corporate governance and international bond issues by Latin American corporations," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018, "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, volume 54, issue C, pages 69-91, DOI: 10.1016/j.asieco.2017.12.003.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 48-60, DOI: 10.1016/j.asieco.2018.10.001.
• Blau, Benjamin M., 2018, "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 72-83, DOI: 10.1016/j.jbef.2018.05.002.
• Youssef, Mouna & Mokni, Khaled, 2018, "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 52-63, DOI: 10.1016/j.jbef.2018.07.003.
• Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018, "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, volume 50, issue 4, pages 402-424, DOI: 10.1016/j.bar.2017.11.003.
• Casalin, Fabrizio, 2018, "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, volume 49, issue C, pages 45-67, DOI: 10.1016/j.chieco.2017.12.011.
• Shi, Jinchuan & Zhang, Xiaoqian, 2018, "How to explain corporate investment heterogeneity in China's new normal: Structural models with state-owned property rights," China Economic Review, Elsevier, volume 50, issue C, pages 1-16, DOI: 10.1016/j.chieco.2017.10.005.
• Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018, "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 109-127, DOI: 10.1016/j.jcorpfin.2018.03.002.
• Iliev, Peter & Roth, Lukas, 2018, "Learning from directors' foreign board experiences," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 1-19, DOI: 10.1016/j.jcorpfin.2018.04.004.
• Deng, Baijun & Li, Zhongfei & Li, Yong, 2018, "Foreign institutional ownership and liquidity commonality around the world," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 20-49, DOI: 10.1016/j.jcorpfin.2018.04.005.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2018, "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.01.040.
• Runggaldier, Wolfgang J. & Yasuda, Kazuhiro, 2018, "Classical and restricted impulse control for the exchange rate under a stochastic trend model," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 369-390, DOI: 10.1016/j.jedc.2018.01.017.
• Frijns, Bart & Zwinkels, Remco C.J., 2018, "Time-varying arbitrage and dynamic price discovery," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 485-502, DOI: 10.1016/j.jedc.2018.03.014.
• Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018, "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 9-21, DOI: 10.1016/j.eap.2017.10.003.