Research classified by Journal of Economic Literature (JEL) codes

2018

• Abasov, Muzaffar, 2018, "Analyses of the impacts of U.S. macroeconomic announcements on the stock markets of a selection of countries," MPRA Paper, University Library of Munich, Germany, number 104267, Jun.
• Gadhoum, Anouar & Masih, Mansur, 2018, "Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL," MPRA Paper, University Library of Munich, Germany, number 105469, Nov.
• Rahman, Syarifah & Masih, Mansur, 2018, "The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106776, May.
• Othman, Nurhuda & Masih, Mansur, 2018, "Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106777, Feb.
• Shah, Mumtaz Hussain & Azam, Ayesha, 2018, "Financial Development and Investors Location Choice in The Arab World," MPRA Paper, University Library of Munich, Germany, number 107245, Jun.
• Taher, Sumaiyah & Masih, Mansur, 2018, "Which market is the driver of the Asian stock markets ?," MPRA Paper, University Library of Munich, Germany, number 107975, Mar.
• Azahar, Nurshuhaida & Masih, Mansur, 2018, "The effect of sub-prime crisis on select southeast Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 108032, Feb.
• Samad, Abdul & Masih, Mansur, 2018, "Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108493, Aug.
• Azzi, Abdelkebir & Masih, Mansur, 2018, "Oil price volatility and macroeconomic determinants of growth: evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 108943, Nov.
• Golding, Khabran & Masih, Mansur, 2018, "Does foreign direct investment lead or lag employment ? an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109300, Dec.
• Saupi, Nabil & Masih, Mansur, 2018, "Lead-lag between exchange rates and trade balance: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 109874, Feb.
• Izyani, Nurul & Masih, Mansur, 2018, "Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 109907, Apr.
• Samad, Esma & Masih, Mansur, 2018, "Effects of fiscal components on economic growth: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110224, Feb.
• Rahim, Adam Mohamed & Masih, Mansur, 2018, "Comovement of stock markets of Singapore and its major Asian trading partners," MPRA Paper, University Library of Munich, Germany, number 110319, Sep.
• Olujobi, Khalilat & Masih, Mansur, 2018, "Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?," MPRA Paper, University Library of Munich, Germany, number 110332, Apr.
• Rahmani, Halima & Masih, Mansur, 2018, "Does remittance lead or lag exchange rate? evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 111220, Aug.
• Abubakar, Fahrurrazi & Masih, Mansur, 2018, "Palm oil export : is it price led or exchange rate led? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111229, Dec.
• Saparova, Nurzhamal & Masih, Mansur, 2018, "Does foreign direct investment lead or lag economic growth ? evidence from Russia," MPRA Paper, University Library of Munich, Germany, number 111252, Apr.
• Naleef, Mohamed & Masih, Mansur, 2018, "Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 111652, Mar.
• Roslan, Syed & Masih, Mansur, 2018, "Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 111730, Nov.
• Mukrim, Syahirah & Masih, Mansur, 2018, "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 112099, Feb.
• Razak, Najwa & Masih, Mansur, 2018, "The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 112447, Dec.
• Ihsaanul, Ahmad & Masih, Mansur, 2018, "Would the volatility of oil price affect the GDP of a country ? Singaporean evidence," MPRA Paper, University Library of Munich, Germany, number 112462, Dec.
• Mohd, Rafede & Masih, Mansur, 2018, "Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches," MPRA Paper, University Library of Munich, Germany, number 112500, Dec.
• Hossain, Saddam & Masih, Mansur, 2018, "Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach," MPRA Paper, University Library of Munich, Germany, number 112549, May.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 115852, revised 0218.
• Dagher, Leila & Jamali, Ibrahim & badra, nasser, 2018, "The Predictive Power of Oil and Commodity Prices for Equity Markets," MPRA Paper, University Library of Munich, Germany, number 116055, Jun.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 126081, revised 2018.
• Nakatani, Ryota, 2018, "Output Costs of Currency Crises: Shocks, Policies and Cycles," MPRA Paper, University Library of Munich, Germany, number 83549, Jan.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
• Cerezo Sánchez, David, 2018, "The Valuation of Secrecy and the Privacy Multiplier," MPRA Paper, University Library of Munich, Germany, number 83954, Jan.
• Sovbetov, Yhlas, 2018, "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," MPRA Paper, University Library of Munich, Germany, number 85036, Jan.
• Tang, Bo, 2018, "Does the currency exposure affect stock returns of Chinese automobile firms?," MPRA Paper, University Library of Munich, Germany, number 85125.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Zhou, Siwen, 2018, "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper, University Library of Munich, Germany, number 87084.
• Malikov, Emir & Hartarska, Valentina, 2018, "Endogenous Scope Economies in Microfinance Institutions," MPRA Paper, University Library of Munich, Germany, number 87450, Mar.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2018, "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper, University Library of Munich, Germany, number 87637, Apr.
• Phume, Maphelane Palesa & Bonga-Bonga, Lumengo, 2018, "Return and volatility spillovers between South African and Nigerian equity markets," MPRA Paper, University Library of Munich, Germany, number 87638, May.
• Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
• Kohnert, Dirk, 2018, "Britain & Africa: heading for the Brexit rocks," MPRA Paper, University Library of Munich, Germany, number 88554, Aug, revised 20 Aug 2018.
• Pan, Wei-Fong, 2018, "Evidence of Investor Sentiment Contagion across Asset Markets," MPRA Paper, University Library of Munich, Germany, number 88561, Apr.
• Kohnert, Dirk, 2018, "Britain and Africa: heading for the Brexit rocks," MPRA Paper, University Library of Munich, Germany, number 88570, Aug, revised 21 Aug 2018.
• Ibhagui, Oyakhilome, 2018, "Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis," MPRA Paper, University Library of Munich, Germany, number 89024, Aug.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2018, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 89152, revised 2018.
• Kohnert, Dirk, 2018, "Britain and Africa: heading for the Brexit rocks," MPRA Paper, University Library of Munich, Germany, number 89202, Aug, revised Sep 2018.
• Cheng, Lian & Luo, Junru & Liu, Lin, 2018, "Is Renminbi a (Truly) International Currency? An Evaluation Based on Offshore Foreign Exchange Market Trading Patterns," MPRA Paper, University Library of Munich, Germany, number 89279, Oct.
• Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89689, Sep.
• Kohnert, Dirk, 2018, "L' Angleterre, le Brexit et l'Afrique
  [Britain, Brexit and Africa]," MPRA Paper, University Library of Munich, Germany, number 89885, Nov.
• Condorelli, Stefano, 2018, "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper, University Library of Munich, Germany, number 89888, Sep.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Shari'ah Screening Methodology- New Shari'ah Compliant Approach," MPRA Paper, University Library of Munich, Germany, number 90277, Apr.
• Yildirim, Ramazan & Masih, Mansur, 2018, "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper, University Library of Munich, Germany, number 90281, May.
• Buncic, Daniel & Stern, Cord, 2018, "Forecast ranked tailored equity portfolios," MPRA Paper, University Library of Munich, Germany, number 90382, Nov.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım
  [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper, University Library of Munich, Germany, number 90417, Nov.
• Sandoval Paucar, Giovanny, 2018, "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad
  [Spillovers effects on financial markets of Colombia. Identification through heteroskedasticity]," MPRA Paper, University Library of Munich, Germany, number 90422, Dec.
• Cifarelli, Giulio & Paesani, Paolo, 2018, "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper, University Library of Munich, Germany, number 90470, Dec.
• Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.
• Carpinteyro, Martha & Venegas-Martínez, Francisco & Martínez-García, Miguel Ángel, 2018, "Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains," MPRA Paper, University Library of Munich, Germany, number 90549, Dec.
• Aliyu, Shehu Usman Rano & Aminu, Abubakar Wambai, 2018, "Economic regimes and stock market performance in Nigeria: Evidence from regime switching model," MPRA Paper, University Library of Munich, Germany, number 91430, Jul, revised 03 Oct 2018.
• Adznan, Syaima & Masih, Mansur, 2018, "Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91509, Dec.
• Adediran, Ibrahim Opeyemi & Masih, Mansur, 2018, "Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 91558, Dec.
• Akhtar, Sharmin & Masih, Mansur, 2018, "Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91764, Dec.
• Lee, Kam Weng & Masih, Mansur, 2018, "Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 91801, Dec.
• Riska Dwi, Astuti & Nadia, Fazira, 2018, "The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin," MPRA Paper, University Library of Munich, Germany, number 93052, Sep, revised 01 Apr 2019.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper, University Library of Munich, Germany, number 93542, Dec.
• Tayeb, Hamza & Masih, Mansur, 2018, "The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL," MPRA Paper, University Library of Munich, Germany, number 94197, Jun.
• Hou, Yang & Meng, Jiayin, 2018, "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper, University Library of Munich, Germany, number 94838, Mar.
• Giannopoulos, George & Degiannakis, Stavros & Holt, Andrew & Pongpoonsuksri, Teerapon, 2018, "The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian-Pacific Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 96269.
• Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018, "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 96270.
• Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018, "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," MPRA Paper, University Library of Munich, Germany, number 96271.
• Degiannakis, Stavros, 2018, "Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts," MPRA Paper, University Library of Munich, Germany, number 96272.
• Nizar, Muhammad Afdi, 2018, "Kontroversi Mata Uang Digital
  [The Controversies of Digital Currency]," MPRA Paper, University Library of Munich, Germany, number 97940, Nov.
• Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers, University of Pretoria, Department of Economics, number 201812, Feb.
• Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
• Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
• Tamara Ajrapetova, 2018, "Cross-Section of Asset Returns: Emerging Markets and Market Integration," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 1, pages 41-60, DOI: 10.18267/j.efaj.205.
• Evžen Kočenda, 2018, "Survey of Volatility and Spillovers on Financial Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 3, pages 293-305, DOI: 10.18267/j.pep.650.
• Jovan Njegić & Dejan Živkov & Irena Janković, 2018, "Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging Economies," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 3, pages 270-292, DOI: 10.18267/j.pep.669.
• Michala Moravcová, 2018, "The Impact of German Macroeconomic News on Emerging European Forex Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 5, pages 505-521, DOI: 10.18267/j.pep.670.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 1, pages 1-25, March.
• Diana Bonfim & Luciana Barbosa & Sónia Costa & Mary Everett, 2018, "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Working Papers, Banco de Portugal, Economics and Research Department, number w201815.
• Luísa Farinha & Marina-Eliza Spaliara, 2018, "Bank shocks and firm performance: New evidence from the sovereign debt crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201824.
• Thethach Chuaprapaisilp & Nathapong Rujiravanich & Bovornrach Saengsith, 2018, "FX Hedging Behavior among Thai Exporters: A Micro-level Evidence," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 81, Feb.
• Sarita Bunsupha, 2018, "Extrapolative Beliefs and Exchange Rate Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 84, Apr.
• Ryan Chahrour & Rosen Valchev, 2018, "International Medium of Exchange: Privilege and Duty," 2018 Meeting Papers, Society for Economic Dynamics, number 317.
• Everett Grant, 2018, "The Double-Edged Sword of Global Integration: Robustness, Fragility \& Contagion in the International Firm Network," 2018 Meeting Papers, Society for Economic Dynamics, number 506.
• Pranvera Mulla & Ornela Shalari & Anita Gumeni, 2018, "An Examination of the Occurrence of Speculative Bubbles in the US Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 67, pages 98-109, March.
• Dejan Živkov & Jovan Njegiæ & Mirela Momèiloviæ, 2018, "Bidirectional spillover effect between Russian stock index and the selected commodities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 1, pages 29-53.
• Srðan Marinkoviæ & Zenaida Šabotiæ & Dragiæ Bankoviæ, 2018, "EU enlargement: Does economics of regional integration matter?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 2, pages 881-904.
• Donghyun Park & Kiyoshi Taniguchi & Shu Tian, 2018, "Foreign and Domestic Investment in Global Bond Markets," ADB Economics Working Paper Series, Asian Development Bank, number 535, Jan.
• Mardi Dungey & Biplob Chowdhury & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018, "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series, Asian Development Bank, number 558, Sep.
• Sayuri Shirai & Eric Sugandi, 2018, "Cross-Border Portfolio Investment and Financial Integration in Asia and the Pacific Region," ADBI Working Papers, Asian Development Bank Institute, number 841, May.
• Stefan Angrick & Naoko Nemoto, 2018, "Breaking Par: Short-Term Determinants of Yen-Dollar Swap Deviations," ADBI Working Papers, Asian Development Bank Institute, number 859, Aug.
• Valentina Galvani & Lifang Li, 2018, "The Momentum Effect for Canadian Corporate Bonds," Working Papers, University of Alberta, Department of Economics, number 2018-16, Nov.
• Suthawan Prukumpai & Yuthana Sethapramote, 2018, "Stock Market Integration in the ASEAN-5," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 25, issue 1, pages 15-34.
• Nikita Petrov & Tatiana Ratnikova, 2018, "Analysis of the joint distribution of stock and art indices: Attempt of a copular approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 52, pages 46-61.
• Ayben Koy, 2018, "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 2, pages 291-299.
• Yesim Helhel, 2018, "Financial Development and Economic Growth Relationship: An Analysis with Credit Based Financial Index," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 4, pages 761-771.
• Bang Nam Jeon & Ji Wu & Mengmeng Guo & Minghua Chen, 2018, "Market power and the risk-taking of banks: Some semiparametric evidence from emerging economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2018-1, Jan.
• Seongman Moon, 2018, "Foreign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors," East Asian Economic Review, Korea Institute for International Economic Policy, volume 22, issue 4, pages 467-505, DOI: 10.11644/KIEP.EAER.2018.22.4.351.
• Lumengo BONGA-BONGA & Lebogang NLEYA, 2018, "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 87-128.
• Vina Javed Khan & Muhammad Saeed & Tella Oluwatoba Ibrahim & Muhammad Rizwan, 2018, "Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 1, pages 49-70.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 3, pages 488-513.
• Benjamin Jessel & Alisa DiCaprio, 2018, "Can blockchain make trade finance more inclusive?," Journal of Financial Transformation, Capco Institute, volume 47, pages 35-50.
• Cordelia Onyinyechi OMODERO & Kabiru I. DANDAGO, 2018, "Corruption And Stock Market Performance In Nigeria," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 18, issue 4, pages 23-40.
• Julijana Angelovska, 2018, "Testing Weak Form Of Stock Market Efficiency At The Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 2, pages 133-144.
• Dohyun CHUN & Hoon CHO & Doojin RYU, 2018, "Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 22-42, December.
• Dejan ŽIVKOV & Jovan NJEGIĆ & Ivan MILENKOVIĆ, 2018, "Interrelationship between DAX Index and Four Largest Eastern European Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-103, September.
• Feyyaz ZEREN & Hilmi Tunahan AKKUª, 2018, "Oil Prices and Stock Markets: Further Evidence from Newly Industrialized Countries," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 3, issue 1, pages 110-122, June.
• Cathy Ning & Wanling Huang, 2018, "Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach," Working Papers, Toronto Metropolitan University, Department of Economics, number 092, Aug.
• Emawtee Bissoondoyal-Bheenick & Robert Brooks & Wei Chi & Hung Xuan Do, 2018, "Volatility spillover between the US, Chinese and Australian stock markets," Australian Journal of Management, Australian School of Business, volume 43, issue 2, pages 263-285, May, DOI: 10.1177/0312896217717305.
• John Nkwoma Inekwe & Yi Jin & Maria Rebecca Valenzuela, 2018, "Global financial network and liquidity risk," Australian Journal of Management, Australian School of Business, volume 43, issue 4, pages 593-613, November, DOI: 10.1177/0312896218766219.
• CP Chandrasekhar & Jayati Ghosh, 2018, "A decade of speculation," The Economic and Labour Relations Review, , volume 29, issue 4, pages 410-427, December, DOI: 10.1177/1035304618812673.
• Charilaos Mertzanis & Noha Allam, 2018, "Political Instability and Herding Behaviour: Evidence from Egypt’s Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 1, pages 29-59, April, DOI: 10.1177/0972652717748087.
• Humberto Valencia-Herrera & Francisco López-Herrera, 2018, "Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 1, pages 96-129, April, DOI: 10.1177/0972652717748089.
• John Francis T. Diaz, 2018, "Volatility Dynamics in the ASEAN– China Free Trade Agreement," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3, pages 287-306, December, DOI: 10.1177/0972652718797812.
• Ramya Rajajagadeesan Aroul & Peggy E. Swanson, 2018, "Linkages Between the Foreign Exchange Markets of BRIC Countries—Brazil, Russia, India and China—and the USA," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3, pages 333-353, December, DOI: 10.1177/0972652718800081.
• Nurwahida Yaakub & Mohamed Sherif & Roszaini Haniffa, 2018, "The Post-issue Market Performance of Initial Public Offerings: Empirical Evidence from the Malaysian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 376-414, December, DOI: 10.1177/0972652718798188.
• Stavros Degiannakis & George Filis & Vipin Arora, 2018, "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," The Energy Journal, , volume 39, issue 5, pages 85-130, September, DOI: 10.5547/01956574.39.5.sdeg.
• Ranajoy Bhattacharyya & Bipradas Rit, 2018, "On the Relationship between the Nominal Exchange Rate and Export Demand in India," South Asian Journal of Macroeconomics and Public Finance, , volume 7, issue 2, pages 260-282, December, DOI: 10.1177/2277978718795777.
• Tony Manzi & Nicky Morrison, 2018, "Risk, commercialism and social purpose: Repositioning the English housing association sector," Urban Studies, Urban Studies Journal Limited, volume 55, issue 9, pages 1924-1942, July, DOI: 10.1177/0042098017700792.
• Guglielmo Chiodi, 2018, "Sraffa’s Silenced Revival of the Classical Economists and of Marx," Working Papers, Sapienza University of Rome, DISS, number 4/18, Jul.
• Valentina Gullo & Pierluigi Montalbano, 2018, "Where does “dirty” money go? A gravity analysis," Working Papers, Sapienza University of Rome, DISS, number 5/18, Jul.
• Uros Duric, 2018, "ECB monetary policy and small open economies? stock markets: Estimating actions and communication spillovers," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408453, Jun.
• Hazar Altinba?, 2018, "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408726, Jun.
• Hong Rim & Robert Setaputra, 2018, "Study on the Co-movement between Stock Markets in Asia, Europe and the North America," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408852, Jun.
• Ana Mafalda Vasconcelos, 2018, "Why political risk matters for banking flows?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6508376, Jul.
• Kiran Kumar Kotha, 2018, "Mis-pricing in Single Stock Futures: Evidence from National Stock Exchange of India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7310288, Nov.
• Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
• Antonio García-Amáte & Alicia R. Orellana & María Jose Muñoz Torrecillas, 2018, "Economic-financial impact of peak oil on the five largest oil and gas companies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508851, Apr.
• Mihai Ni?oi & Cristian Valeriu Stanciu & Cristi Spulb?r, 2018, "Co-movement between stock markets and exchange rates in Central and Eastern Europe," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8110322, Nov.
• Galicia Palacios, Alejandro & Coria Páez, Ana Lilia. & Flores Ortega, Miguel., 2018, "Volatilidad estocástica del tipo de cambio, impacto y desequilibrios en la economía mexicana./Stochastic volatility of the exchange rate, impact and imbalances in the mexican economy," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 1, pages 35-52, enero-jun.
• Patrycja Chodnicka-Jaworska, 2018, "Banks’ Credit Rating Changes and Their Stock Prices – the Impact of Political Divisions and Economy Development," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22018, Nov.
• Patrycja Chodnicka-Jaworska, 2018, "Banks credit ratings – is the size of the credit rating agency important?," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 32018, Dec.
• Tamon Asonuma & Mike Xin Li & Saji Thomas & Michael G. Papaioannou & Eriko Togo, 2018, "Sustainability and Equity Challenges to Pension Systems: The Case of Lebanon," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 10, pages 67-106, December.
• Ewa Niedzwiedzka, 2018, "Trends in the Market of Payment Instruments in Poland on the Background of Other European Union Countries in the Years 2005–2015 (Tendencje zmian na rynku instrumentow platniczych w Polsce na tle pozostalych krajow Unii Europejskiej w latach 2005–201," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 72, pages 103-115.
• Krzysztof Borowski, 2018, "Normal Distribution of Returns of Warsaw Stock Exchange Indexes (Rozklad normalny stop zwrotu indeksow Gieldy Papierow Wartosciowych w Warszawie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 11-45.
• Patrycja Chodnicka-Jaworska, 2018, "Sensitivity of the Central and Eastern European Stock Market to Credit Rating Changes (Wrazliwosc rynku akcji Europy Srodkowo-Wschodniej na zmiany credit ratingow)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 46-61.
• Malgorzata Mikita, 2018, "The Influence of the CRD/CRR Package and the Banking Union on the Banking Market in Poland (Wplyw pakietu CRD/CRR i unii bankowej na rynek bankowy w Polsce)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 29, pages 64-72.
• Thomas Nitschka, 2018, "Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?," Working Papers, Swiss National Bank, number 2018-09.
• Thomas Nitschka & David Haab, 2018, "Carry trade and forward premium puzzle from the perspective of a safe-haven currency," Working Papers, Swiss National Bank, number 2018-17.
• Ephraim Clark & Selima Baccar, 2018, "Modelling credit spreads with time volatility, skewness, and kurtosis," Annals of Operations Research, Springer, volume 262, issue 2, pages 431-461, March, DOI: 10.1007/s10479-015-1975-5.
• George Chalamandaris & Nikos E. Vlachogiannakis, 2018, "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, volume 266, issue 1, pages 395-440, July, DOI: 10.1007/s10479-016-2373-3.
• Mariya Gubareva & Maria Rosa Borges, 2018, "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, volume 266, issue 1, pages 71-100, July, DOI: 10.1007/s10479-017-2438-y.
• Dimitrios Koutmos, 2018, "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, volume 266, issue 1, pages 441-498, July, DOI: 10.1007/s10479-018-2788-0.
• Taras Bodnar & Yarema Okhrin & Valdemar Vitlinskyy & Taras Zabolotskyy, 2018, "Determination and estimation of risk aversion coefficients," Computational Management Science, Springer, volume 15, issue 2, pages 297-317, June, DOI: 10.1007/s10287-018-0317-x.
• Semei Coronado & Omar Rojas & Rafael Romero-Meza & Apostolos Serletis & Leslie Verteramo Chiu, 2018, "Crude Oil and Biofuel Agricultural Commodity Prices," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_5.
• 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.
• Mária Bohdalová & Michal Greguš, 2018, "China’S Market And Global Economic Factors," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 58-61, September, DOI: 10.12955/cbup.v6.1133.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-02, Jan.
• Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017, "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-12, Mar.
• Carlos Vladimir Rodríguez-Caballero & Massimiliano Caporin, 2018, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-33, Dec.
• Riccardo Borghi & Eric Hillebrand & Jakob Mikkelsen & Giovanni Urga, 2018, "The dynamics of factor loadings in the cross-section of returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-38, Dec.
• Jihed Majdoub & Walid Mansour & Islem Arrak, 2018, "Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد من الأسواق الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 31, issue 1, pages 27-45, January, DOI: 10.4197/Islec.31-1.2.
• Hyeongwoo Kim & Jintae Kim, 2018, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2018-01, Jan.
• Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018, "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2018-01, Jan.
• Akwasi Ampofo & Firmin Doko Tchatoka, 2018, "Reducing Public-Private Sector Pay Differentials: The Single Spine Pay Policy as a Natural Experiment in Ghana," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2018-02, Mar.
• Youngsub Chun & Duygu Yengin, 2018, "Characterizing Envy-Free, Strategy Proof, and Monotonic Mechanisms in Queueing Problem," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2018-10, Feb.
• Jean-David Fermanian & Hassan Malongo, 2018, "On the Link between Volatilities, Regime Switching Probabilities and Correlation Dynamics," Annals of Economics and Statistics, GENES, issue 131, pages 1-24, DOI: 10.15609/annaeconstat2009.131.0001.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018, "Foreign Safe Asset Demand for US Treasurys and the Dollar," AEA Papers and Proceedings, American Economic Association, volume 108, pages 537-541, May.
• Kodongo, Odongo & Ojah, Kalu, 2018, "Conditional Pricing of Currency Risk in Africa's Equity Market," Working Papers, African Economic Research Consortium, number 5861512d-a0d7-46f8-8fb8-b, Dec.
• Matheus José Silva de Souza & Danilo Guimarães Franco Ramosb & Marina Garcia Pena & Vinicius Amorim Sobreiro & Herbert Kimura, 2018, "Do small caps generate above average returns in the Brazilian stock market?," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 8, issue 1, pages 18-24.
• Christian Senga & Danny Cassimon & Dennis Essers, 2018, "Sub-Saharan African Eurobond yields: What really matters beyond global factors?," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 8, issue 1, pages 49-62.
• MacDonald, Margaux, 2018, "International Capital Market Frictions and Spillovers from Quantitative Easing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274672, Mar, DOI: 10.22004/ag.econ.274672.
• Prukumpai, Suthawan & Sethapramote, Yuthana, 2018, "Stock Market Integration in the ASEAN-5," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, volume 25, issue 01, October, DOI: 10.22004/ag.econ.338437.
• Anita Todea, 2018, "Culture And Stock Price Reaction To Private Information," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 117-130, June.
• Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 97-117, June.
• Júlio Lobão, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 283-301, September.
• Jeanne Amar & Jean-François Carpantier & Christelle Lecourt, 2018, "GCC Sovereign Wealth Funds: Why do they Take Control?," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1835, Nov.
• Otilia-Roxana OPREA & Ovidiu STOICA, 2018, "Measuring European Financial Integration. Indicators and Perspectives," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 62-73, November.
• Milica Latinovic & Vesna Bogojevic Arsic & Milica Bulajic, 2018, "Volatility Spillover Effect in Western Balkans," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 1, pages 79-100, March.
• Francisco Jareño & María De La O González & Marta Tolentino & Sara Rodríguez, 2018, "Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 617-638, December.
• György Surányi, 2018, "Ten Years after the Crisis in Hungary," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue supplemen, pages 121-142, November.
• Tasawar Nawaz, 2018, "Determinants and Consequences of Disruptive Innovations: Evidence from The UK Financial Services Sector," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 2, pages 234-251, June.
• SENGA, Christian, 2018, "Portfolio optimization at the frontier: Assessing the diversification benefits of African securities," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2019001, Nov.
• Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers, arXiv.org, number 1803.09432, Mar.
• Jozef Barun'ik & Evv{z}en Kov{c}enda, 2018, "Total, asymmetric and frequency connectedness between oil and forex markets," Papers, arXiv.org, number 1805.03980, May, revised Feb 2019.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers, arXiv.org, number 1806.07623, Jun.
• Aree Saeed MUSTAFA & Luqman Muhammed SAEED & Nishtiman Hashim MOHAMMED, 2018, "Auditor Selection in Borsa Istanbul," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 16, issue 152, pages 599-599.
• Olimpia Fontana, 2018, "The Debate on Eurozone Fiscal Capacity," Policy Papers, Fondazione CSF, number 35, Jul.