Research classified by Journal of Economic Literature (JEL) codes

2018

• Roderic O’Gorman, 2018, "Adjustment Programmes, the European Central Bank and Conditionality," Research Papers, Fondazione CSF, number 457, Nov.
• Silvia Napolitano, 2018, "Public-private partnerships for the European External Investment Plan in Africa: insights from the experience of the French cooperation in the West African energy sector," Research Papers, Fondazione CSF, number 465, Jun.
• Bernardo Bortolotti & Veljko Fotak & Brian Wolfe, 2018, "Government Share Ownership and Innovation: Evidence from European Listed Firms," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1872.
• Alexander Dyck & Karl V. Lins & Lukas Roth & Hannes F. Wagner, 2018, "Do Institutional Investors Drive Corporate Social Responsibility? International Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1873.
• Bohdan Stetsiuk & Oleksandr Slyvka & Oleksandr Bashynskyi, 2018, "The Legal Framework For The Implementation Of Currency Regulation In Some Foreign Countries And In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 1, DOI: 10.30525/2256-0742/2018-4-1-358-365.
• Anna Oleshko & Olena Tymoshenko & Оlena Trokhymets, 2018, "Formation Of The Cashless Economy In Ukraine And In The World," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-147-150.
• Olga Poberezhets & Olena Kovalova & Maria Iorgachova, 2018, "Transformation Processes Of The Ipo Market: Ukrainian And World Experience," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-178-183.
• Volodymyr Ortynskyi & Yuliia Chornous & Nataliia Pavliuk, 2018, "International Cooperation In Financial Fraud Investigation," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-252-257.
• Stavros Degiannakis & George Filis & Sofia Panagiotakopoulou, 2018, "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES13, Feb.
• Michail Filippidis & George Filis & Christos Floros & Renatas Kizys, 2018, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES19, Mar.
• Zana Grigaliuniene & Dmitrij Celov & Christopher A. Hartwell, 2018, "The More the Merrier? The Reaction of Euro Area Stock Markets to New Members," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES20, Apr.
• Stavros Degiannakis & George Filis & Vipin Arora, 2018, "Oil prices and stock markets: A review of the theory and empirical evidence," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES22, Jun.
• Fabiomassimo Mango & Pina Murè & Marco Spallone, 2018, "Optimal diversification: an empirical approach," BANCARIA, Bancaria Editrice, volume 3, pages 62-71, March.
• Antonia Carparelli, 2018, "Reforming the Esas: towards a new European Supervisory architecture," BANCARIA, Bancaria Editrice, volume 4, pages 2-13, April.
• Hassan Tanha & Michael Dempsey & Mena Labeb, 2018, "Derivatives Usage by Australian Industrial Firms: Pre-, during and post-GFC," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 31-39, February.
• Neveen Ahmed & Aliaa Bassiouny, 2018, "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 55-66, February.
• Daniel Castillo & Joseph Falzon, 2018, "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 93-100, August.
• Ani Stoykova & Mariya Paskaleva, 2018, "Correlation Dynamics between Southeast European Capital Markets," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 49-82.
• Paul Wohlfarth & Xiaohong Chen, 2018, "The Effect of Monetary Policy on Global Fixed Income Covariances," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1801, Feb.
• Paul Wohlfarth, 2018, "Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1803, Mar.
• Kan Chen & Nathaniel Karp, 2018, "Natural interest rates in the U.S., Canada and Mexico," Working Papers, BBVA Bank, Economic Research Department, number 18/07, May.
• Rose Cunningham & Eden Hatzvi & Kun Mo, 2018, "The Size and Destination of China's Portfolio Outflows," Discussion Papers, Bank of Canada, number 18-11, DOI: 10.34989/sdp-2018-11.
• Edouard Djeutem & Geoffrey R. Dunbar, 2018, "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers, Bank of Canada, number 18-22, DOI: 10.34989/swp-2018-22.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers, Bank of Canada, number 18-30, DOI: 10.34989/swp-2018-30.
• Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018, "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," Staff Working Papers, Bank of Canada, number 18-55, DOI: 10.34989/swp-2018-55.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Arife OZDEMÝR & Gizem VERGILI & Ismail CELÝK, 2018, "The Role of Long Memory on the Efficiency of Foreign Exchange Markets: An Ampirical Research in the Turkish Foreign Exchange Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 1, pages 87-107.
• Dmitri Kirpichev & Enrique Moral-Benito, 2018, "The costs of trade protectionism: evidence from Spanish firms and non-tariff measures," Working Papers, Banco de España, number 1814, May.
• Isabel Argimón, 2018, "The relevance of currency-denomination for the cross-border effects of monetary policy," Working Papers, Banco de España, number 1827, Aug.
• Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
• Flavia Corneli, 2018, "Sovereign debt maturity structure and its costs," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1196, Nov.
• Viviana Alejandra Alfonso Corredor, 2018, "El uso de forwards peso dólar en las empresas colombianas del sector real," Borradores de Economia, Banco de la Republica de Colombia, number 1058, Nov, DOI: 10.32468/be.1058.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018, "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers, Banque de France, number 661.
• Silvia Gabrieli & Claire Labonne, 2018, "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers, Banque de France, number 687.
• Rafael Cezar & Maëva Silvestrini, 2018, "Impact of the ECB Quantitative Easing on the French International Investment Position," Working papers, Banque de France, number 701.
• Anne-Sophie CAVALLO, 2018, "L’évaluation de l’impact des réformes financières internationales," Bulletin de la Banque de France, Banque de France, issue 215, pages 5-14.
• Christophe GUETTE-KHITER, 2018, "Non-resident holdings of French CAC 40 shares at end-2017
  [La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2017]," Bulletin de la Banque de France, Banque de France, issue 219.
• Anne-Sophie Cavallo, 2018, "Evaluating the impact of international financial reforms," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 49, pages 5-14, Spring.
• Daragh Clancy & Aitor Erce & Alberto Martin & Fernando Broner, 2018, "Fiscal Multipliers and Foreign Holdings of Public Debt," Working Papers, Barcelona School of Economics, number 1040, May.
• Iñaki Aldasoro & Torsten Ehlers, 2018, "The geography of dollar funding of non-US banks," BIS Quarterly Review, Bank for International Settlements, December.
• Kristyna Ters & Jörg Urban, 2018, "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers, Bank for International Settlements, number 689, Jan.
• Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2018, "Cross-stock market spillovers through variance risk premiums and equity flows," BIS Working Papers, Bank for International Settlements, number 702, Feb.
• Sven Klingler & Suresh Sundaresan, 2018, "An explanation of negative swap spreads: demand for duration from underfunded pension plans," BIS Working Papers, Bank for International Settlements, number 705, Feb.
• Iñaki Aldasoro & Torsten Ehlers & Egemen Eren, 2018, "Business models and dollar funding of global banks," BIS Working Papers, Bank for International Settlements, number 708, Mar.
• Ramon Moreno & José María Serena Garralda, 2018, "Firms' credit risk and the onshore transmission of the global financial cycle," BIS Working Papers, Bank for International Settlements, number 712, Mar.
• Elias Albagli & Luis Ceballos & Sebastián Claro & Damian Romero, 2018, "Channels of US monetary policy spillovers to international bond markets," BIS Working Papers, Bank for International Settlements, number 719, May.
• Richhild Moessner, 2018, "Effects of asset purchases and financial stability measures on term premia in the euro area," BIS Working Papers, Bank for International Settlements, number 721, May.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018, "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers, Bank for International Settlements, number 725, May.
• Rasmus Fatum & James Yetman, 2018, "Accumulation of foreign currency reserves and risk-taking," BIS Working Papers, Bank for International Settlements, number 728, Jun.
• Semyon Malamud & Andreas Schrimpf, 2018, "An intermediation-based model of exchange rates," BIS Working Papers, Bank for International Settlements, number 743, Sep.
• Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018, "What drives local lending by global banks?," BIS Working Papers, Bank for International Settlements, number 746, Sep.
• Valentina Bruno & Hyun Song Shin, 2018, "Currency depreciation and emerging market corporate distress," BIS Working Papers, Bank for International Settlements, number 753, Oct.
• Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2018, "Financial Markets' Shutdown And Reaccess," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 562-571, January, DOI: 10.1111/ecin.12518.
• William N. Goetzmann & Dasol Kim, 2018, "Negative bubbles: What happens after a crash," European Financial Management, European Financial Management Association, volume 24, issue 2, pages 171-191, March, DOI: 10.1111/eufm.12164.
• Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2018, "Deviations from Covered Interest Rate Parity," Journal of Finance, American Finance Association, volume 73, issue 3, pages 915-957, June, DOI: 10.1111/jofi.12620.
• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018, "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2471-2535, December, DOI: 10.1111/jofi.12727.
• Nabila Boukef Jlassi & Helmi Hamdi & Joseph P. Joyce, 2018, "External liabilities, domestic institutions and banking crises in developing economies," Review of International Economics, Wiley Blackwell, volume 26, issue 1, pages 96-116, February, DOI: 10.1111/roie.12305.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018, "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, volume 41, issue 12, pages 3288-3316, December, DOI: 10.1111/twec.12632.
• Ragna Alstadheim & Christine Blandhol, 2018, "The global financial cycle, bank capital flows and monetary policy. Evidence from Norway," Working Paper, Norges Bank, number 2018/2, Feb.
• Gino Cenedese & Ilaf Elard, 2018, "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers, Bank of England, number 705, Jan.
• Ambrogio Cesa-Bianchi & M Hashem Pesaran & Alessandro Rebucci, 2018, "Uncertainty and economic activity: a multi-country perspective," Bank of England working papers, Bank of England, number 730, Jun.
• Claudia Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018, "The international transmission of monetary policy," Bank of England working papers, Bank of England, number 731, Jun.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers, Bank of England, number 739, Jul.
• Saleem Bahaj & Ricardo Reis, 2018, "Central Bank Swap Lines," Bank of England working papers, Bank of England, number 741, Jul.
• Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018, "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers, Bank of England, number 758, Oct.
• James Brugler & Oliver Linton & Joseph Noss & Lucas Pedace, 2018, "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers, Bank of England, number 759, Oct.
• Andrew Meldrum & Marek Raczko & Peter Spencer, 2018, "The information in the joint term structures of bond yields," Bank of England working papers, Bank of England, number 772, Dec.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2018, "Risk perceptions and fundamental effects on sovereign spreads," Working Papers, Bank of Greece, number 250, Sep.
• Dimitris Malliaropulos & Petros Migiakis, 2018, "Quantitative easing and sovereign bond yields: a global perspective," Working Papers, Bank of Greece, number 253, Nov.
• Jinsoo Lee & Bok-Keun Yu, 2018, "What Drives the Stock Market Comovements between Korea and China, Japan and the US?," Working Papers, Economic Research Institute, Bank of Korea, number 2018-2, Jan.
• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Bok-Keun Yu, 2018, "Analysis of Changes in Determinants of Foreigners¡Ç Bond Investment before and after the Global Financial Crisis: The Case of Korea (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2018-18, Jul.
• Selma Izadi & M. Kabir Hassan, 2018, "Impact of international and local conditions on sovereign bond spreads: International evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 41-51, March.
• Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018, "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 91-100, June.
• Rania Zghal & Ahmed Ghorbel & Mohamed Triki, 2018, "Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 312-328, December.
• Доц. Д-Р Димитър Ненков Ненков & Зад. Докторант Росица З. Първанова, 2018, "За И Против Премиите За Странови Риск На Формиращи Се Капиталови Пазари," ICPA Articles, Institute of Certified Public Accountants, volume 2018, issue 1, pages 1-17.
• Kumar Satish, 2018, "An Empirical Examination of Risk Premiums in the Indian Currency Futures Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 12, issue 1, pages 1-24, January, DOI: 10.1515/apjri-2016-0031.
• Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• de Boyrie Maria E. & Pavlova Ivelina, 2018, "Equities and Commodities Comovements: Evidence from Emerging Markets," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-14, September, DOI: 10.1515/gej-2017-0075.
• Boubaker Heni, 2018, "A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 1, pages 1-20, January, DOI: 10.1515/jtse-2015-0001.
• Hundt Steffen & Horsch Andreas, 2018, "The Effects of Sanctions on the Lending Policy and the Value of International Banks: the Case of Iran," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 3, pages 1-13, December, DOI: 10.1515/rmeef-2018-0010.
• Alina Georgeta AILINCA & Catalin DRAGOI, 2018, "Credit Default Swaps And Macroeconomic Forecasts - How Can They Influence Each Other?," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 4, pages 190-197.
• Winter, Christoph, 2018, "The Impact of Heterogeneous Signals on Stock Price Predictability in a Strategic Trade Model," Working papers, Faculty of Business and Economics - University of Basel, number 2018/22.
• Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018, "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Research Technical Papers, Central Bank of Ireland, number 10/RT/18, Oct.
• Golden, Brian & Maqui, Eduardo, 2018, "How 'special' are international banks sponsoring Irish-resident SPEs?," Research Technical Papers, Central Bank of Ireland, number 14/RT/18, Dec.
• Mile Bošnjak, 2018, "Swiss Franc from the Croatian Perspective," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 3, pages 41-56.
• Chin, Michael & Graeve, Ferre De & Filippeli, Thomai & Theodoridis, Konstantinos, 2018, "Understanding International Long-Term Interest Rate Comovement," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/19, Jul.
• Jeremy Kronick, 2018, "Productivity and the Financial Sector – What’s Missing?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 508, April.
• Denis Meunier, 2018, "Hidden Beneficial Ownership and Control: Canada as a Pawn in the Global Game of Money Laundering," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 519, September.
• Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2018, "Uncertainty and Economic Activity: A Multi-Country Perspective," CESifo Working Paper Series, CESifo, number 6910.
• Julian Schumacher & Christoph Trebesch & Henrik Enderlein, 2018, "Sovereign Defaults in Court," CESifo Working Paper Series, CESifo, number 6931.
• Jose A. Lopez & Kris James Mitchener, 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CESifo Working Paper Series, CESifo, number 7066.
• Saleem Bahaj & Ricardo Reis, 2018, "Central Bank Swap Lines," CESifo Working Paper Series, CESifo, number 7124.
• Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018, "The International Transmission of Monetary Policy," CESifo Working Paper Series, CESifo, number 7155.
• Benjamin R. Auer & Horst Rottmann, 2018, "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series, CESifo, number 7204.
• Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CESifo Working Paper Series, CESifo, number 7288.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Political Tension and Stock Markets in the Arabian Peninsula," CESifo Working Paper Series, CESifo, number 7341.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "The Impact of Business and Political News on the GCC Stock Markets," CESifo Working Paper Series, CESifo, number 7353.
• Saleem Bahaj & Ricardo Reis, 2018, "Central Bank Swap Lines," Discussion Papers, Centre for Macroeconomics (CFM), number 1816, Jun.
• Liliana Rojas-Suarez, 2018, "Paraguay: Is Good Macro Policy Enough to Ensure Adequate Resilience to Adverse External Shocks? How Does It Compare to Other Emerging Markets?," Working Papers, Center for Global Development, number 477, Mar.
• Patrick Carter & Nicolas Van de Sijpe & Raphael Calel, 2018, "The Elusive Quest for Additionality," Working Papers, Center for Global Development, number 495, Sep.
• John D. Burger & Francis E. Warnock & Veronica C. Warnock, 2018, "The Effects of U.S. Monetary Policy on Emerging Market Economies’ Sovereign and Corporate Bond Markets," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 3, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia, "Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures".
• Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-03, Jan, revised Jun 2018.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018, "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-05, Jan, revised Jun 2018.
• Semyon Malamud & Andreas Schrimpf, 2018, "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-14, Mar, revised Jun 2018.
• Egemen Eren & Semyon Malamud, 2018, "Dominant Currency Debt," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-55, Aug.
• Erica Perego, 2018, "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers, CEPII research center, number 2018-18, Nov.
• Walid Mensi & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh & Khamis Hamed Al-Yahyaee, 2018, "Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia," International Economics, CEPII research center, issue 156, pages 15-30.
• Walid M.A. Ahmed, 2018, "How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence," International Economics, CEPII research center, issue 156, pages 284-304.
• Christophe Destais, 2018, "L’indexation des dettes souveraines sur le PIB : une piste prometteuse mais difficile à mettre en oeuvre," La Lettre du CEPII, CEPII research center, issue 390.
• Julio Gálvez & Javier Mencía, 2018, "Conditional Return Asymmetries in the Sovereign-Bank Nexus," Working Papers, CEMFI, number wp2018_1813, Dec.
• Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018, "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16974, Nov.
• Rodrigo Pérez Pena, 2018, "Impacto De La Aplicación De Las Normas Internacionales De Información Finanaciera (Niif) En La Valoración De Una Empresa Pyme Del Grupo 2," Revista de Economía y Administración, Universidad Autónoma de Occidente, volume 15, issue 1.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16200, Apr.
• Fernando Chavarro Miranda & Vladimir Osorio Isaza, 2018, "Aproximación a la amenaza GAO - GDO según su financiación ilícita," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 245-277.
• HAFNER Christian, & HERWARTZ Helmut, & MAXAND Simone,, 2018, "Identification of structural multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018020, Jul.
• Natasha Kalara & Lu Zhang, 2018, "The changing landscape of firm financing in Europe, the United States and Japan," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 383, Sep.
• Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018, "Deep Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12685, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018, "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12686, Feb.
• Lando, David & Klinger, Sven, 2018, "Safe Haven CDS Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12694, Feb.
• Rebucci, Alessandro & Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem, 2018, "Uncertainty and Economic Activity: A Multi-Country Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12713, Feb.
• Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018, "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12766, Mar.
• Trebesch, Christoph & Schumacher, Julian & Enderlein, Henrik, 2018, "Sovereign Defaults in Court," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12777, Mar.
• Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018, "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12857, Apr.
• Portes, Richard & Huang, Yi & Panizza, Ugo, 2018, "Corporate foreign bond issuance and interfirm loans in China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12865, Apr.
• Chernov, Mikhail & Creal, Drew, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12893, Apr.
• Mitchener, Kris & Lopez, Jose A., 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12951, May.
• Broner, Fernando & Clancy, Daragh & Erce, Aitor & Martín, Alberto, 2018, "Fiscal Multipliers and Foreign Holdings of Public Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12960, Oct.
• Vedolin, Andrea & Sandulescu, Paula Mirela & Trojani, Fabio, 2018, "Model-Free International Stochastic Discount Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12971, Jun.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "International Currencies and Capital Allocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12973, Jun.
• Bahaj, Saleem, 2018, "Central Bank Swap Lines," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13003, Jun.
• Eberhardt, Markus, 2018, "(At Least) Four Theories for Sovereign Default," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13084, Jul.
• Malamud, Semyon & Schrimpf, Paul, 2018, "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13182, Sep.
• Sussman, Nathan & Saadon, Yossi, 2018, "Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13235, Oct.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13237, Oct.
• Chernov, Mikhail & Creal, Drew, 2022, "International yield curves and currency puzzles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13252, Feb.
• Bruno, Valentina & Shin, Hyun Song, 2018, "Currency depreciation and emerging market corporate distress," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13298, Nov.
• Rancière, Romain & Fraiberger, Samuel & , & Puy, Damien, 2018, "Media Sentiment and International Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13366, Dec.
• Nogues-Marco, Pilar, 2018, "Money Markets and Exchange Rates in Pre-Industrial Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13372, Dec.
• Malamud, Semyon & Eren, Egemen, 2018, "Dominant Currency Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13391, Dec.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "The Rise of the Dollar and Fall of the Euro as International Currencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13410, Dec.
• Christian Gross & Pierre L. Siklos, 2018, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7218, Mar.
• Silvia Marchesi & Tania Masi, 2018, "Life After Default: Private vs. Official Sovereign Debt Restructurings," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 437, Jun.
• Francisco José Climent Diranzo & María Doménech Sarría, 2018, "La Banca en la Sombra: Definición, regulación y evolución. Un análisis internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 116, pages 151-166, Enero.
• Jan F. Kiviet & Zhenxi Chen, 2018, "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 151-196, May.
• Muhammad Ahad & Ijaz ur Rehman & Fiza Qureshi & Waqas Hanif & Zaheer Anwer, 2018, "Modelling Asymmetric Impact of Home Country Macroeconomic Variables on American Depository Receipts: Evidence from Eurozone," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 703-727, November.
• Mariya Gubareva, 2018, "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 405-442, November.
• Lateef O. Akanni & Kazeem Isah, 2018, "Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 046, Feb.
• Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018, "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 051, Mar.
• Mutiu A. Oyinlola & Tirimisyu F. Oloko, 2018, "Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 059, Jun.
• Kerim Eser AFÞAR & Zakayo S. KISAVA, 2018, "The analysis of bubbles and crashes on financial markets for emerging economies: Evidenced From BRICS," Turkish Economic Review, EconSciences Journals, volume 5, issue 1, pages 1-11, March.
• Noha EMARA & Congcong NI & Ya GAO, 2018, "The impact of sudden stops in capital flows on output and investment: Selected emerging markets," Turkish Economic Review, EconSciences Journals, volume 5, issue 4, pages 316-327, December.
• Erdal Tanas KARAGÖL & Ýsmail KAVAZ, 2018, "The effect of foreign trade on economic growth: The case of Turkey," Turkish Economic Review, EconSciences Journals, volume 5, issue 4, pages 387-401, December.
• Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018, "Inflation Expectations and Monetary Policy Surprises," Working Papers, Central Bank of Cyprus, number 2018-1, Mar.
• Ралица Христова-Маринова, 2018, "Финансови Мотиви За Международна Мобилност На Човешките Ресурси (По Примера На България И Румъния)," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 312-322.
• Теодор Тодоров, 2018, "Тестване Обективността На Прецизиращите Параметри На Валутните Опции," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 97-122.
• Teodor TODOROV, 2018, "Innovative Methods To Measure The Market Risk Of The Forex Market," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 40-59.
• Теодор Тодоров, 2018, "Иновативни Методи За Измерване На Пазарния Риск На Forex Пазара," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 44-65.
• Armin Varmaz & Stephan Abée, 2018, "Verteilungseigenschaften der Renditen von Kryptowährungen: sind sie mit Aktien vergleichbar?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 83-105, DOI: 10.3790/vjh.87.3.83.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Reinhard H. Schmidt, 2018, "Diversity in Finance: An Overview," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 4, pages 9-23, DOI: 10.3790/vjh.87.4.9.
• Giovanni Ferri & Doris Neuberger, 2018, "How Does Banking Diversity Fit in the General Vision Inspiring the Joint Process of Banking Union and Capital Markets Union?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 4, pages 25-37, DOI: 10.3790/vjh.87.4.25.
• Franziska Bremus & Tatsiana Kliatskova, 2018, "Rechtliche Harmonisierung kann Kapitalmarktintegration erleichtern," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 51/52, pages 1113-1121.
• Franziska Bremus & Tatsiana Kliatskova, 2018, "Legal Harmonization, Institutional Quality, and Countries' External Positions: A Sectoral Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1768.
• Michael Brei & Carlos Winograd, 2018, "Credit risk of foreign bank branches and subsidiaries in Argentina and Uruguay," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-12.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018, "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-2.
• Balázs Egert & Fredj Jawadi, 2018, "The Nonlinear Relationship between Economic growth and Financial Development," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-26.
• Emmanuel Hache & Anthony Paris, 2018, "Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-6.
• Christopher E.S. WARBURTON, 2018, "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 55-72.
• ROBINSON, C. Justin & BANGWAYO-SKEETE, Prosper, F., 2018, "The Information Content Of Dividend Announcements: Evidence From Frontier Markets With Varying Tax Regimes In Jamaica And Trinidad And Tobago, 2001-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 2, pages 73-86.
• Breckenfelder, Johannes, 2018, "How is a firm’s credit risk affected by sovereign risk?," Research Bulletin, European Central Bank, volume 53.
• Caloca, Antonio Rodríguez & Rousová, Linda, 2018, "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series, European Central Bank, number 28, May.
• Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018, "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series, European Central Bank, number 2130, Feb.
• Schumacher, Julian & Trebesch, Christoph & Enderlein, Henrik, 2018, "Sovereign defaults in court," Working Paper Series, European Central Bank, number 2135, Feb.
• Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018, "Private and public risk sharing in the euro area," Working Paper Series, European Central Bank, number 2148, May.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-law bonds: can they reduce sovereign borrowing costs?," Working Paper Series, European Central Bank, number 2162, Jun.
• Priftis, Romanos & Zimic, Srečko, 2018, "Sources of borrowing and fiscal multipliers," Working Paper Series, European Central Bank, number 2209, Nov.
• Ben-David, Itzhak & Li, Zhi & Wang, Zexi, 2018, "Financial Constraints and Industry Dynamics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-09, Mar.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018, "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers, Stanford University, Graduate School of Business, number 3621, Mar.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018, "Dollar Safety and the Global Financial Cycle," Research Papers, Stanford University, Graduate School of Business, number 3747, Dec.

2017

• Nektarios Aslanidis & Charlotte Christiansen, 2017, "Flight to Safety from European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-38, Nov.
• Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/041, Jan.
• Hyeongwoo Kim & Jintae Kim, 2017, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-05, May.
• Ayben Koy & Güldenur Çetin & İhsan Ersan, 2017, "Regime Dynamics of International Precious Metal Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 107, pages 26-40, April, DOI: https://doi.org/10.33203/mfy.307172.