Research classified by Journal of Economic Literature (JEL) codes

2019

• 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, DOI: 10.1016/j.jpolmod.2019.10.003.
• 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-Ségot, 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.
• Yagmur AKARSU & Nur DILBAZ ALACAHAN, 2019, "Exchange Rate Risk And An Evaluation In Terms Of Turkey Economy," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 6, issue 1, pages 79-90, January, DOI: 10.15637/jlecon.6.006.
• Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliviera, Vasco, 2019, "Ratings matter: announcements in times of crisis and the dynamics of stock markets," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2019-08, Sep.
• Mei-Ling Tang & Trung K. Do, 2019, "In search of robust methods for multi-currency portfolio construction by value at risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 107-126, March, DOI: 10.1007/s10690-018-9260-7.
• Hidehiko Shimizu & Takayuki Shiohama, 2019, "Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 453-477, December, DOI: 10.1007/s10690-019-09274-4.
• Rituparna Sen & Manavathi Subramaniam, 2019, "Stylized Facts of the Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 479-493, December, DOI: 10.1007/s10690-019-09275-3.
• Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019, "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 343-366, January, DOI: 10.1007/s10614-017-9743-z.
• Samuel Xin Liang, 2019, "What drives stock returns in Japan?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 39-69, March, DOI: 10.1007/s11408-018-0322-7.
• Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai, 2019, "Extreme spillovers of VIX fear index to international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 1, pages 1-38, March, DOI: 10.1007/s11408-018-0323-6.
• Lars Heinrich & Martin Zurek, 2019, "Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 243-275, September, DOI: 10.1007/s11408-019-00333-4.
• Peter S. Schmidt & Urs von Arx & Andreas Schrimpf & Alexander F. Wagner & Andreas Ziegler, 2019, "Common risk factors in international stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 213-241, September, DOI: 10.1007/s11408-019-00334-3.
• Till Massing, 2019, "What is the best Lévy model for stock indices? A comparative study with a view to time consistency," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 3, pages 277-344, September, DOI: 10.1007/s11408-019-00335-2.
• Husaini Said & Evangelos Giouvris, 2019, "Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 349-416, December, DOI: 10.1007/s11408-019-00337-0.
• Angelo A. Unite & Michael J. Sullivan & Ailyn A. Shi, 2019, "Board Diversity and Performance of Philippine Firms: Do Women Matter?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 25, issue 1, pages 65-78, February, DOI: 10.1007/s11294-018-09718-z.
• Gabriel Caldas Montes & Diego Silveira Pacheco Oliveira, 2019, "Central bank transparency and sovereign risk ratings: a panel data approach," International Economics and Economic Policy, Springer, volume 16, issue 2, pages 417-433, April, DOI: 10.1007/s10368-017-0394-2.
• Riadh Abed & Amna Zardoub, 2019, "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 701-719, October, DOI: 10.1007/s10368-019-00444-3.
• Stephanie Collet & Kim Oosterlinck, 2019, "Denouncing Odious Debts," Journal of Business Ethics, Springer, volume 160, issue 1, pages 205-223, November, DOI: 10.1007/s10551-018-3865-7.
• George D. Cashman & David M. Harrison & Michael J. Seiler & Hainan Sheng, 2019, "The Impact of Geographic and Cultural Dispersion on Information Opacity," The Journal of Real Estate Finance and Economics, Springer, volume 59, issue 2, pages 166-208, August, DOI: 10.1007/s11146-017-9607-2.
• George Apostolakis & Athanasios P. Papadopoulos, 2019, "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, volume 30, issue 1, pages 157-178, February, DOI: 10.1007/s11079-018-9507-y.
• Raouf Boucekkine & Benteng Zou, 2019, "A Pedagogical Note on Risk Sharing Versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," Open Economies Review, Springer, volume 30, issue 1, pages 179-190, February, DOI: 10.1007/s11079-018-9514-z.
• Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan, 2019, "International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country," Open Economies Review, Springer, volume 30, issue 3, pages 445-456, July, DOI: 10.1007/s11079-019-09531-z.
• Jinan Liu & Apostolos Serletis, 2019, "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, volume 30, issue 4, pages 779-811, September, DOI: 10.1007/s11079-019-09547-5.
• Carmela D’Avino, 2019, "Extraterritoriality of swaps regulation and regulatory arbitrage," Journal of Regulatory Economics, Springer, volume 56, issue 2, pages 167-187, December, DOI: 10.1007/s11149-019-09395-8.
• Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019, "Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe," Review of Derivatives Research, Springer, volume 22, issue 2, pages 203-259, July, DOI: 10.1007/s11147-018-9148-8.
• 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.

2018

• 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.
• 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.