Research classified by Journal of Economic Literature (JEL) codes

2018

• Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia, 2018, "Country transparency and the global transmission of financial shocks," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 56-72, DOI: 10.1016/j.jbankfin.2018.07.015.
• Santis, Roberto A. De, 2018, "Unobservable systematic risk, economic activity and stock market," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 51-69, DOI: 10.1016/j.jbankfin.2018.09.014.
• Chen, Tao, 2018, "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, volume 92, issue C, pages 105-117, DOI: 10.1016/j.jbusres.2018.07.027.
• Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018, "Market entry waves and volatility outbursts in stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 153, issue C, pages 19-37, DOI: 10.1016/j.jebo.2018.03.022.
• Du, Wenti, 2018, "Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies," Journal of Economics and Business, Elsevier, volume 98, issue C, pages 32-39, DOI: 10.1016/j.jeconbus.2018.05.002.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 268-286, DOI: 10.1016/j.jfineco.2018.04.012.
• Licht, Amir N. & Poliquin, Christopher & Siegel, Jordan I. & Li, Xi, 2018, "What makes the bonding stick? A natural experiment testing the legal bonding hypothesis," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 329-356, DOI: 10.1016/j.jfineco.2018.05.001.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Holderness, Clifford G., 2018, "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 415-439, DOI: 10.1016/j.jfineco.2018.06.006.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Badarinza, Cristian & Ramadorai, Tarun, 2018, "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 532-555, DOI: 10.1016/j.jfineco.2018.07.010.
• Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018, "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 663-692, DOI: 10.1016/j.jfineco.2018.04.009.
• Akinci, Ozge & Olmstead-Rumsey, Jane, 2018, "How effective are macroprudential policies? An empirical investigation," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 33-57, DOI: 10.1016/j.jfi.2017.04.001.
• Bremus, Franziska & Neugebauer, Katja, 2018, "Reduced cross-border lending and financing costs of SMEs," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 35-58, DOI: 10.1016/j.jimonfin.2017.09.006.
• Ito, Takatoshi & Yamada, Masahiro, 2018, "Did the reform fix the London fix problem?," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 75-95, DOI: 10.1016/j.jimonfin.2017.10.004.
• Wellmann, Dennis & Trück, Stefan, 2018, "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 56-75, DOI: 10.1016/j.jimonfin.2017.10.006.
• De Santis, Roberto A., 2018, "Unobservable country bond premia and fragmentation," Journal of International Money and Finance, Elsevier, volume 82, issue C, pages 1-25, DOI: 10.1016/j.jimonfin.2017.12.003.
• Nitschka, Thomas, 2018, "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, volume 83, issue C, pages 44-54, DOI: 10.1016/j.jimonfin.2018.02.002.
• Engert, Andreas & Hornuf, Lars, 2018, "Market standards in financial contracting: The Euro’s effect on debt securities," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 145-162, DOI: 10.1016/j.jimonfin.2018.03.017.
• Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018, "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 40-57, DOI: 10.1016/j.jimonfin.2018.03.005.
• Choi, Paul Moon Sub & Choi, Joung Hwa, 2018, "Is individual trading priced in stocks?," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 76-92, DOI: 10.1016/j.jimonfin.2018.03.004.
• Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang, 2018, "The reality of stock market jumps diversification," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 171-188, DOI: 10.1016/j.jimonfin.2018.04.008.
• Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2018, "Cross-border asset holdings and comovements in sovereign bond markets," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 189-206, DOI: 10.1016/j.jimonfin.2018.04.010.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2018, "The impact of oil-market shocks on stock returns in major oil-exporting countries," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 264-280, DOI: 10.1016/j.jimonfin.2018.05.003.
• Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018, "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 112-132, DOI: 10.1016/j.jimonfin.2018.04.004.
• Chen, Hsien-Yi & Chen, Sheng-Syan, 2018, "Quality of government institutions and spreads on sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 82-95, DOI: 10.1016/j.jimonfin.2018.05.008.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018, "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 103-126, DOI: 10.1016/j.jimonfin.2018.08.014.
• Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018, "Cross-border spillovers of monetary policy: What changes during a financial crisis?," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 154-174, DOI: 10.1016/j.jimonfin.2018.08.006.
• Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018, "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 83-102, DOI: 10.1016/j.jimonfin.2018.09.009.
• Arfaoui, Mongi, 2018, "On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 48-58, DOI: 10.1016/j.jcomm.2018.04.001.
• Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018, "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 59-71, DOI: 10.1016/j.jcomm.2018.05.001.
• Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018, "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00100.
• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018, "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 685-708, DOI: 10.1016/j.jpolmod.2018.02.005.
• Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018, "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, volume 57, issue C, pages 10-29, DOI: 10.1016/j.resourpol.2018.01.001.
• Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
• Todorova, Neda & Clements, Adam E., 2018, "The volatility-volume relationship in the LME futures market for industrial metals," Resources Policy, Elsevier, volume 58, issue C, pages 111-124, DOI: 10.1016/j.resourpol.2018.04.001.
• Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018, "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 72-85, DOI: 10.1016/j.jmoneco.2018.01.001.
• Augustin, Patrick, 2018, "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, volume 96, issue C, pages 53-76, DOI: 10.1016/j.jmoneco.2018.04.001.
• Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018, "Banks, government Bonds, and Default: What do the data Say?," Journal of Monetary Economics, Elsevier, volume 98, issue C, pages 98-113, DOI: 10.1016/j.jmoneco.2018.04.011.
• McDowell, Shaun, 2018, "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.12.001.
• Dutta, Anupam, 2018, "Oil and energy sector stock markets: An analysis of implied volatility indexes," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 61-68, DOI: 10.1016/j.mulfin.2017.12.002.
• Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Suleman, Tahir, 2018, "Asymmetries in the African financial markets," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 72-87, DOI: 10.1016/j.mulfin.2018.04.004.
• Ghadhab, Imen, 2018, "Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.mulfin.2018.07.002.
• Tachibana, Minoru, 2018, "Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 75-106, DOI: 10.1016/j.mulfin.2018.05.001.
• Alhaj-Yaseen, Yaseen S. & Yau, Siu-Kong, 2018, "Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 60-75, DOI: 10.1016/j.mulfin.2018.11.001.
• Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
• Kim, Sungjae F. & Chance, Don M., 2018, "An empirical analysis of corporate currency risk management policies and practices," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 109-128, DOI: 10.1016/j.pacfin.2017.12.004.
• Humayun Kabir, M. & Shakur, Shamim, 2018, "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 60-78, DOI: 10.1016/j.pacfin.2017.12.002.
• Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018, "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 92-108, DOI: 10.1016/j.pacfin.2017.12.005.
• Huang, Ying Sophie & Yao, Juan & Zhu, Yu, 2018, "Thriving in a disrupted market: a study of Chinese hedge fund performance," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 210-223, DOI: 10.1016/j.pacfin.2018.02.005.
• Wu, Lei & Liu, Chunlin & Meng, Qingbin & Zeng, Hongchao, 2018, "Price discovery in China's inter-bank bond market," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 84-98, DOI: 10.1016/j.pacfin.2017.12.010.
• Huang, Tzu-Lun, 2018, "The puzzling media effect in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 129-146, DOI: 10.1016/j.pacfin.2018.04.005.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018, "Market volatility, liquidity shocks, and stock returns: Worldwide evidence," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 164-199, DOI: 10.1016/j.pacfin.2018.04.008.
• Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
• Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla Ismath, 2018, "Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 198-219, DOI: 10.1016/j.pacfin.2018.06.008.
• Chourou, Lamia & Saadi, Samir & Zhu, Hui, 2018, "How does national culture influence IPO underpricing?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 318-341, DOI: 10.1016/j.pacfin.2018.08.015.
• Naqvi, Bushra & Rizvi, S.K.A. & Mirza, Nawazish & Reddy, Krishna, 2018, "Religion based investing and illusion of Islamic Alpha and Beta," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 82-106, DOI: 10.1016/j.pacfin.2018.02.003.
• Abid, Fathi & Kaffel, Bilel, 2018, "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1028-1045, DOI: 10.1016/j.physa.2017.08.057.
• Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018, "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1555-1574, DOI: 10.1016/j.physa.2017.08.123.
• Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
• Su, Zhi & Fang, Tong & Yin, Libo, 2018, "Does NVIX matter for market volatility? Evidence from Asia-Pacific markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 506-516, DOI: 10.1016/j.physa.2017.10.025.
• Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed, 2018, "Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 502, issue C, pages 576-589, DOI: 10.1016/j.physa.2018.02.146.
• Mensi, Walid & Hamdi, Atef & Yoon, Seong-Min, 2018, "Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1107-1116, DOI: 10.1016/j.physa.2018.08.130.
• Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
• Li, Hong, 2018, "Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 100-112, DOI: 10.1016/j.qref.2017.05.004.
• Ahmed, Walid M.A., 2018, "On the interdependence of natural gas and stock markets under structural breaks," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 149-161, DOI: 10.1016/j.qref.2017.06.003.
• Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2018, "The relative pricing of cross-listed securities: The case of Chinese A- and H-share," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 297-310, DOI: 10.1016/j.qref.2017.07.010.
• Pavlova, Ivelina & de Boyrie, Maria E. & Parhizgari, Ali M., 2018, "A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 10-22, DOI: 10.1016/j.qref.2018.03.003.
• Corbet, Shaen & Gurdgiev, Constantin & Meegan, Andrew, 2018, "Long-term stock market volatility and the influence of terrorist attacks in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 118-131, DOI: 10.1016/j.qref.2017.11.012.
• Fang, Sheng & Egan, Paul, 2018, "Measuring contagion effects between crude oil and Chinese stock market sectors," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 31-38, DOI: 10.1016/j.qref.2017.11.010.
• Hassan, M. Kabir & Paltrinieri, Andrea & Dreassi, Alberto & Miani, Stefano & Sclip, Alex, 2018, "The determinants of co-movement dynamics between sukuk and conventional bonds," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 73-84, DOI: 10.1016/j.qref.2017.09.003.
• You, Leyuan & Payne, Janet D. & Lin, Steve Wen-Jen, 2018, "Do multiple foreign listings create value for firms?," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 134-143, DOI: 10.1016/j.qref.2017.12.006.
• Braga-Alves, Marcus V., 2018, "Political risk and the equity trading costs of cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 232-244, DOI: 10.1016/j.qref.2018.03.004.
• Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
• McDowell, Shaun, 2018, "The benefits of international diversification with weight constraints: A cross-country examination," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 99-109, DOI: 10.1016/j.qref.2018.02.003.
• Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018, "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 121-136, DOI: 10.1016/j.qref.2018.04.013.
• Lawrenz, Jochen & Zorn, Josef, 2018, "Decomposing the predictive power of local and global financial valuation ratios," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 137-149, DOI: 10.1016/j.qref.2018.04.012.
• Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
• Arouri, Mohamed & Boubaker, Sabri & Grais, Wafik & Grira, Jocelyn, 2018, "Rationality or politics? The color of black gold money," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 62-76, DOI: 10.1016/j.qref.2018.05.002.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2018, "Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 81, issue P1, pages 1002-1018, DOI: 10.1016/j.rser.2017.07.024.
• Bae, Sung C. & Kwon, Taek Ho & Park, Rae Soo, 2018, "Managing exchange rate exposure with hedging activities: New approach and evidence," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 133-150, DOI: 10.1016/j.iref.2017.10.017.
• Sakemoto, Ryuta, 2018, "Co-movement between equity and bond markets," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 25-38, DOI: 10.1016/j.iref.2017.10.013.
• Ters, Kristyna & Urban, Jörg, 2018, "Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 123-142, DOI: 10.1016/j.iref.2017.08.002.
• Sowmya, Subramaniam & Prasanna, Krishna, 2018, "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 178-192, DOI: 10.1016/j.iref.2017.08.006.
• Lee, Jieun & Chung, Kee H., 2018, "Foreign ownership and stock market liquidity," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 311-325, DOI: 10.1016/j.iref.2017.10.007.
• Mensi, Walid & Hkiri, Besma & Al-Yahyaee, Khamis H. & Kang, Sang Hoon, 2018, "Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 74-102, DOI: 10.1016/j.iref.2017.07.032.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018, "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 220-232, DOI: 10.1016/j.iref.2017.07.018.
• Nagano, Mamoru, 2018, "What promotes/prevents firm bond issuance in emerging economies: Bank–firm relationship or information asymmetry?," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 161-177, DOI: 10.1016/j.iref.2017.10.022.
• Hassouneh, Islam & Couleau, Anabelle & Serra, Teresa & Al-Sharif, Iqbal, 2018, "The effect of conflict on Palestine, Israel, and Jordan stock markets," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 258-266, DOI: 10.1016/j.iref.2017.10.028.
• Lee, Kyuseok, 2018, "Systematic exchange rate variation: Where does the dollar factor come from?," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 288-307, DOI: 10.1016/j.iref.2017.10.030.
• Chen, Peng, 2018, "Understanding international stock market comovements: A comparison of developed and emerging markets," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 451-464, DOI: 10.1016/j.iref.2017.12.004.
• Chang, Chong-Chuo, 2018, "Cash conversion cycle and corporate performance: Global evidence," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 568-581, DOI: 10.1016/j.iref.2017.12.014.
• Burdekin, Richard C.K. & Siklos, Pierre L., 2018, "Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 156-163, DOI: 10.1016/j.iref.2018.01.001.
• Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018, "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 183-197, DOI: 10.1016/j.iref.2018.01.003.
• Yao, Shujie & He, Hongbo & Chen, Shou & Ou, Jinghua, 2018, "Financial liberalization and cross-border market integration: Evidence from China's stock market," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 220-245, DOI: 10.1016/j.iref.2018.03.023.
• Blau, Benjamin M., 2018, "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 299-311, DOI: 10.1016/j.iref.2018.04.002.
• Deng, Xiaohu & Gao, Lei, 2018, "The monitoring of short selling: Evidence from China," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 68-78, DOI: 10.1016/j.ribaf.2017.07.087.
• Arnold, Ivo J.M. & Soederhuizen, Beau, 2018, "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 79-89, DOI: 10.1016/j.ribaf.2017.07.122.
• Li, Suxiao & de Haan, Jakob & Scholtens, Bert, 2018, "Cyclical behavior of international fund flows," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 99-112, DOI: 10.1016/j.ribaf.2017.07.123.
• Kyritsis, Evangelos & Serletis, Apostolos, 2018, "The zero lower bound and market spillovers: Evidence from the G7 and Norway," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 100-123, DOI: 10.1016/j.ribaf.2017.05.015.
• Kuttu, Saint, 2018, "Modelling long memory in volatility in sub-Saharan African equity markets," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 176-185, DOI: 10.1016/j.ribaf.2017.07.073.
• Khalifa, Maha & Othman, Hakim Ben & Hussainey, Khaled, 2018, "The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 239-255, DOI: 10.1016/j.ribaf.2017.07.093.
• Al-Thaqeb, Saud Asaad, 2018, "Do international markets overreact? Event study: International market reaction to U.S. local news events," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 369-385, DOI: 10.1016/j.ribaf.2017.07.106.
• Aloui, Chaker & Hkiri, Besma & Lau, Marco Chi Keung & Yarovaya, Larisa, 2018, "Information transmission across stock indices and stock index futures: International evidence using wavelet framework," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 411-421, DOI: 10.1016/j.ribaf.2017.07.112.
• Economou, Fotini & Panagopoulos, Yannis & Tsouma, Ekaterini, 2018, "Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 459-470, DOI: 10.1016/j.ribaf.2017.07.116.
• Karaa, Rabaa & Slim, Skander & Hmaied, Dorra Mezzez, 2018, "Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 88-99, DOI: 10.1016/j.ribaf.2017.01.010.
• Ahmed, Neveen & Farooq, Omar, 2018, "Does the degree of Shari’ah compliance affect the volatility? Evidence from the MENA region," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 150-157, DOI: 10.1016/j.ribaf.2017.07.143.
• Ahmad, Wasim & Sharma, Sumit Kumar, 2018, "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 293-306, DOI: 10.1016/j.ribaf.2017.07.162.
• Oikonomikou, Leoni Eleni, 2018, "Modeling financial market volatility in transition markets: a multivariate case," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 307-322, DOI: 10.1016/j.ribaf.2017.07.163.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2018, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 349-356, DOI: 10.1016/j.ribaf.2017.07.168.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 357-388, DOI: 10.1016/j.ribaf.2017.07.169.
• Grassa, Rihab & Miniaoui, Hela, 2018, "Corporate choice between conventional bond and Sukuk issuance evidence from GCC countries," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 454-466, DOI: 10.1016/j.ribaf.2017.07.179.
• Tebaldi, Edinaldo & Nguyen, Hana & Zuluaga, John, 2018, "Determinants of emerging markets’ financial health: A panel data study of sovereign bond spreads," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 82-93, DOI: 10.1016/j.ribaf.2017.07.135.
• Zaremba, Adam & Shemer, Jacob, 2018, "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.ribaf.2017.12.002.
• Kuttu, Saint & Aboagye, Anthony Q.Q. & Bokpin, Godfred A., 2018, "Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 211-226, DOI: 10.1016/j.ribaf.2018.02.005.
• Wang, Wenzhao, 2018, "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 227-239, DOI: 10.1016/j.ribaf.2018.02.006.
• Lau, Chi Keung Marco & Sheng, Xin, 2018, "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 420-429, DOI: 10.1016/j.ribaf.2018.04.013.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018, "Exchange rates and macro news in emerging markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 516-527, DOI: 10.1016/j.ribaf.2018.06.007.
• Marszk, Adam & Lechman, Ewa, 2018, "Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea," Technological Forecasting and Social Change, Elsevier, volume 133, issue C, pages 51-71, DOI: 10.1016/j.techfore.2018.03.003.
• Ho, Chun-Yu & Huang, Shaoqing & Shi, Hao & Wu, Jun, 2018, "Financial deepening and innovation: The role of political institutions," World Development, Elsevier, volume 109, issue C, pages 1-13, DOI: 10.1016/j.worlddev.2018.02.022.
• Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018, "Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-06, Jan.
• Richard C. K. Burdekin & Pierre L. Siklos, 2018, "Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-09, Jan.
• Farboodi, Maryam & Kondor, Peter, 2018, "Heterogeneous global cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118911, Dec.
• Lleo, Sebastien & Ziemba, William, 2018, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118923, Sep.
• Beaver, William & Cascino, Stefano & Correia, Maria & McNichols, Maureen, 2018, "Bankruptcy in groups," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118925, Aug.
• Bahar, Dany & Molina, Carlos A. & Santos, Miguel Angel, 2018, "Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123056, Oct.
• Bremus, Franziska & Neugebauer, Katja, 2018, "Reduced cross-border lending and financing costs of SMEs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84298, Feb.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano, 2019, "Identification of global and local shocks in international financial markets via general dynamic factor models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86932, Jan.
• Kremens, Lukas & Martin, Ian, 2019, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89839, Mar.
• Bahaj, Saleem & Reis, Ricardo, 2018, "Central bank swap lines," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90374, Jun.
• Norberto Montani Martins, 2018, "The crisis of the contemporary global financial system: perspectives from the post-2008 global regulatory reform," Brazilian Journal of Political Economy, Center of Political Economy, volume 38, issue 4, pages 650-669.
• John Grahl & Photis Lysandrou, 2018, "Germany’s brake on European capital-market development," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 15, issue 3, pages 364-381, November.
• Junji Tokunaga & Gerald Epstein, 2018, "The endogenous finance of global-dollar-based financial fragility in the 2000s: a Minskyan approach," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 1, pages 62-82, January.
• Min-Yu (Stella) Liao, 2018, "International Evidence on Economic Freedom, Governance, and Firm Performance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020004.
• Zhongzhi (Lawrence) He & Martin Kusy & Deepak Singh & Samir Trabelsi, 2018, "Should We Trust Fund Managers? A Close Look at the Canadian Mutual Fund Governance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020005.
• Ahmed Kouki, 2018, "Mandatory IFRS adoption, investor protection and earnings management," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 26, issue 1, pages 187-204, March, DOI: 10.1108/IJAIM-07-2017-0091.
• Peterson K. Ozili, 2018, "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 462-483, May, DOI: 10.1108/IJMF-01-2018-0007.
• Daniel Liston-Perez & Patricio Torres-Palacio & Sidika Gulfem Bayram, 2018, "Does investor sentiment predict Mexican equity returns?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 484-502, May, DOI: 10.1108/IJMF-05-2017-0088.
• Dimitrios Kyrkilis & Athanasios Koulakiotis & Vassilios Babalos & Maria Kyriakou, 2018, "Feedback trading and short-term return dynamics in Athens Stock Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 574-590, May, DOI: 10.1108/IJMF-07-2017-0145.
• Gülfen Tuna, 2018, "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 1, pages 96-114, September, DOI: 10.1108/IMEFM-06-2017-0143.
• Mohammed M. Elgammal & Khaled Hussainey & Fatma Ahmed, 2018, "Corporate governance and voluntary risk and forward-looking disclosures," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 19, issue 4, pages 592-607, November, DOI: 10.1108/JAAR-01-2017-0014.
• Wenzhou Qu & Udomsak Wongchoti & Fei Wu & Yanming Chen, 2018, "Does information asymmetry lead to higher debt financing? Evidence from China during the NTS Reform period," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 25, issue 1, pages 109-121, May, DOI: 10.1108/JABES-04-2018-0006.
• Beyza Mina Ordu-Akkaya, 2018, "Migration policy uncertainty and stock market investor sentiment," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 2, pages 136-147, October, DOI: 10.1108/JCMS-09-2018-0033.
• Syed Haroon Rashid & Mohsin Sadaqat & Khalil Jebran & Zulfiqar Ali Memon, 2018, "Size premium, value premium and market timing: evidence from an emerging economy," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 46, pages 266-288, October, DOI: 10.1108/JEFAS-09-2017-0090.
• Neveen Ahmed, 2018, "The effect of the financial crisis on the dynamic relation between foreign exchange and stock returns," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 994-1031, October, DOI: 10.1108/JES-10-2017-0308.
• Foluso Abioye Akinsola, 2018, "Essay on spillovers from advanced economics (AE) to emerging economics (EM) during the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 38-54, April, DOI: 10.1108/JFEP-02-2017-0011.
• Dogus Emin, 2018, "A policymaker’s dilemma: real linkages or irrational behaviors?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 185-200, April, DOI: 10.1108/JFEP-05-2017-0037.
• Rakesh Kumar, 2018, "Risk, uncertainty and stock returns predictability – a case of emerging equity markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 4, pages 438-455, May, DOI: 10.1108/JFEP-08-2017-0075.
• Gonçalo Pina, 2018, "Macro and micro financial liberalizations, savings and growth," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 2, pages 290-309, June, DOI: 10.1108/JFEP-09-2017-0080.
• 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.
• Li Jiang & Jeong-Bon Kim & Lei Pang, 2018, "Foreign institutional investors and stock return comovement," Frontiers of Business Research in China, Springer, volume 12, issue 1, pages 1-31, December, DOI: 10.1186/s11782-018-0036-8.
• O. P. C. Muhammed Rafi & M. Ramachandran, 2018, "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, volume 53, issue 1, pages 183-205, December, DOI: 10.1007/s41775-018-0031-1.
• Benjamin Rainer Auer, 2018, "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 66-88, January, DOI: 10.1007/s12197-017-9385-y.
• Mohsen Bahmani-Oskooee & Sujata Saha, 2018, "On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 112-137, January, DOI: 10.1007/s12197-017-9388-8.
• Bruce Q. Budd, 2018, "The transmission of international stock market volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 155-173, January, DOI: 10.1007/s12197-017-9391-0.
• Saint Kuttu, 2018, "Asymmetric mean reversion and volatility in African real exchange rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 575-590, July, DOI: 10.1007/s12197-017-9412-z.
• Zhenxi Chen & Weihong Huang & Huanhuan Zheng, 2018, "Estimating heterogeneous agents behavior in a two-market financial system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 491-510, October, DOI: 10.1007/s11403-017-0190-7.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 511-535, October, DOI: 10.1007/s11403-017-0191-6.
• Toumi Hassen & Issaoui Fakhri & Ammouri Bilel & Touili Wassim & Hamdi Faouzi, 2018, "Dynamic Effects of Mergers and Acquisitions on the Performance of Commercial European Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 9, issue 3, pages 1032-1048, September, DOI: 10.1007/s13132-016-0389-1.
• Sanjay Sehgal & Payal Jain & Florent Deisting, 2018, "Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 185-225, March, DOI: 10.1007/s40953-016-0067-y.
• Vinodh Madhavan & Partha Ray, 2018, "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 13-35, March, DOI: 10.1007/s40953-017-0076-5.
• Muhammad Ali Nasir & Min Du, 2018, "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 363-388, June, DOI: 10.1007/s40953-017-0087-2.
• Zouheir Mighri, 2018, "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 427-473, June, DOI: 10.1007/s40953-017-0088-1.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018, "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 389-425, June, DOI: 10.1007/s40953-017-0090-7.
• Mafalda Venâncio Vasconcelos, 2018, "Banking Flows and Credit Risk in Southern European Countries," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_27.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018, "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_34.
• Imlak Shaikh, 2018, "Brexit and Global Implied Volatility Indices," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_6.
• Ryan T. Ball & Luzi Hail & Florin P. Vasvari, 2018, "Equity cross-listings in the U.S. and the price of debt," Review of Accounting Studies, Springer, volume 23, issue 2, pages 385-421, June, DOI: 10.1007/s11142-017-9424-0.
• Eddie Chamisa & Musa Mangena & Hamutyinei Harvey Pamburai & Venancio Tauringana, 2018, "Financial reporting in hyperinflationary economies and the value relevance of accounting amounts: hard evidence from Zimbabwe," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1241-1273, December, DOI: 10.1007/s11142-018-9460-4.
• Jessica Leutert, 2018, "The Swiss franc safety premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 154, issue 1, pages 1-21, December, DOI: 10.1186/s41937-017-0014-7.
• Franz Nauschnigg, 2018, "Das Securities Market Programme — viele Vorteile für den Euroraum
  [The Securities Market Programme Benefits the Euro Area]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 6, pages 399-404, June, DOI: 10.1007/s10273-018-2307-6.
• Shou-Min Tsao & Hsueh-Tien Lu, 2018, "The Effect of Investor Protection on Cross-Country Differences in R&D Investments," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 8, issue 4, pages 1-5.
• Gerhard Lechner & Rupert Beinhauer, 2018, "Are Commodity Hedge Funds interesting for institutional investors?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 77, Jul.
• Gross, Christian & Siklos, Pierre, 2018, "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series, European Systemic Risk Board, number 78, Jul.
• Ieva Astrauskaitė & Arvydas Paškevičius, 2018, "An analysis of crowdfunded projects: KPI’s to success," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 1, pages 23-24, September, DOI: 10.9770/jesi.2018.6.1(2).