Research classified by Journal of Economic Literature (JEL) codes

2018

• 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, FGV EAESP, volume 38, issue 4, pages 650-669, February, DOI: 10.1590/0101-3157-2018-2758.
• 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, FGV EAESP, volume 38, issue 4, pages 650-669, February, DOI: 10.1590/0101-3157-2018-2758.
• 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.
• António Afonso & Jaromír Baxa & Michal Slavík, 2018, "Fiscal developments and financial stress: a threshold VAR analysis," Empirical Economics, Springer, volume 54, issue 2, pages 395-423, March, DOI: 10.1007/s00181-016-1210-5.
• Diego Winkelried & Luis A. Iberico, 2018, "Calendar effects in Latin American stock markets," Empirical Economics, Springer, volume 54, issue 3, pages 1215-1235, May, DOI: 10.1007/s00181-017-1257-y.
• Syed F. Mahmud & Murat Tiniç, 2018, "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, volume 55, issue 2, pages 679-711, September, DOI: 10.1007/s00181-017-1281-y.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2018, "Global idiosyncratic risk moments," Empirical Economics, Springer, volume 55, issue 2, pages 731-764, September, DOI: 10.1007/s00181-017-1301-y.
• Matthew Hoelle, 2018, "Stationary inflation and Pareto efficiency with incomplete markets and a large open economy," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 6, issue 1, pages 115-128, April, DOI: 10.1007/s40505-017-0128-1.
• Selma Izadi & M. Kabir Hassan, 2018, "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 183-213, August, DOI: 10.1007/s40822-017-0090-0.
• Jaratin Lily & Imbarine Bujang & Abdul Aziz Karia & Mori Kogid, 2018, "Exchange rate exposure revisited in Malaysia: a tale of two measures," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 8, issue 4, pages 409-435, December, DOI: 10.1007/s40821-017-0099-z.
• 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.
• Helen Chiappini & Gianfranco A. Vento, 2018, "Socially Responsible Investments and their Anticyclical Attitude during Financial Turmoil Evidence from the Brexit shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-4.
• Ioannis N. Kallianiotis, 2018, "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 2, 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).
• Rudolf Alvise Lennkh & Edmund Moshammer, 2018, "Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement," Working Papers, European Stability Mechanism, number 27, Mar.
• Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2018, "Fiscal multipliers and foreign holdings of public debt," Working Papers, European Stability Mechanism, number 30, Mar.
• Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018, "Multiple credit ratings and market heterogeneity," Working Papers, Swansea University, School of Management, number 2018-26, Mar.
• Ansgar Belke & Irina Dubova & Thomas Osowski, 2018, "Policy uncertainty and international financial markets: the case of Brexit," Applied Economics, Taylor & Francis Journals, volume 50, issue 34-35, pages 3752-3770, July, DOI: 10.1080/00036846.2018.1436152.
• Richhild Moessner, 2018, "Effects of asset purchases and financial stability measures on term premia in the euro area," Applied Economics, Taylor & Francis Journals, volume 50, issue 43, pages 4617-4631, September, DOI: 10.1080/00036846.2018.1458199.
• Falko Fecht & Stefan Reitz, 2018, "Dealer behaviour in the Euro money market during times of crisis," Applied Economics, Taylor & Francis Journals, volume 50, issue 48, pages 5204-5219, October, DOI: 10.1080/00036846.2018.1486014.
• Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Macro news and bond yield spreads in the euro area," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 2, pages 114-134, January, DOI: 10.1080/1351847X.2017.1285797.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018, "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 5, pages 391-412, March, DOI: 10.1080/1351847X.2017.1307773.
• Eric Jondeau & Emmanuel Jurczenko & Michael Rockinger, 2018, "Moment Component Analysis: An Illustration With International Stock Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 576-598, October, DOI: 10.1080/07350015.2016.1216851.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018, "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1452328-145, January, DOI: 10.1080/23322039.2018.1452328.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
• C. May & G Farrell, 2018, "Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 42, issue 3, pages 71-114, December, DOI: 10.1080/10800379.2018.12097339.
• Dejan Makovšek & Marian Moszoro, 2018, "Risk pricing inefficiency in public–private partnerships," Transport Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 298-321, May, DOI: 10.1080/01441647.2017.1324925.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018, "The changing network of financial market linkages: the Asian experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-05.
• Aytul Ganioglu, 2018, "Net External Position, Financial Development, and Banking Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1814.
• Meltem Gulenay Chadwick, 2018, "Dependence of �Fragile Five" and �Troubled Ten" Emerging Markets' Financial System to US Monetary Policy and Monetary Policy Uncertainty," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1817.
• Alan Matthews, 2018, "Implications of Brexit for developing countries agri-food trade," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0318, Mar.
• Michael Curran & Adnan Velic, 2018, "The CAPM, National Stock Market Betas, and Macroeconomic Covariates: A Global Analysis," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0618, Aug.
• Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018, "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-051/III, May.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-052/III, May.
• Dirceu Pereira, 2018, "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 1-44, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
• Sebahattin Demirkan & Harlan Platt, 2018, "Differential Investors Response to Restatement Announcements: An Empirical Investigation," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 29-59, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Nicholas Burgess, 2018, "Interest Rate Swaptions: A Review and Derivation of Swaption Pricing Formulae," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 87-103, DOI: http://dx.doi.org/10.1991/jefa.v2i2.