Research classified by Journal of Economic Literature (JEL) codes

2018

• Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018, "Sovereign to Corporate Risk Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 857-891, August, DOI: 10.1111/jmcb.12497.
• Schmitt, Noemi, 2018, "Heterogeneous expectations and asset price dynamics," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 134.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China’s stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China's stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018, "Developing an underlying inflation gauge for China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2018.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2018, "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Buch, Claudia M. & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert, 2018, "The international transmission of monetary policy," Discussion Papers, Deutsche Bundesbank, number 16/2018.
• Acharya, Viral V. & Gündüz, Yalin & Johnson, Tim, 2018, "Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives," Discussion Papers, Deutsche Bundesbank, number 26/2018.
• Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander, 2018, "What are the real effects of financial market liquidity? Evidence on bank lending from the euro area," Discussion Papers, Deutsche Bundesbank, number 34/2018.
• Abbassi, Puriya & Bräuning, Falk, 2018, "The pricing of FX forward contracts: Micro evidence from banks' dollar hedging," Discussion Papers, Deutsche Bundesbank, number 42/2018.
• Lux, Thomas, 2018, "Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-07.
• Bremus, Franziska & Neugebauer, Katja, 2018, "Reduced cross-border lending and financing costs of SMEs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 80, pages 35-58, DOI: 10.1016/j.jimonfin.2017.09.006.
• Johnson, Barbara & Kotey, Richard Angelous, 2018, "The Influence of Small and Medium Enterprises (SMEs) Listing on the Ghana Alternative Market (GAX): Prevailing Factors," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 4, issue 4, pages 142-156.
• Dockery, Everton & Efentakis, Miltiadis & Al-Faryan, Mamdouh Abdulaziz Saleh, 2018, "Are range based models good enough? Evidence from seven stock markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 8, issue 2, pages 7-40, DOI: 10.22495/rgcv8i2p1.
• Baumöhl, Eduard, 2018, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 174884.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018, "Network-based asset allocation strategies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 180063.
• Kohnert, Dirk, 2018, "Britain & Africa: heading for the Brexit rocks," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 181879.
• Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 183471.
• Kohnert, Dirk, 2018, "L’Angleterre, le Brexit et l’Afrique," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 191933.
• Auer, Benjamin R. & Rottmann, Horst, 2018, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 64.
• Schenk, Catherine R., 2018, "The big bang and the City of London," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 03-18.
• Booth, Philip & Zuluaga, Diego, 2018, "Socially useless? The crucial contribution of finance to economic life," IEA Discussion Papers, Institute of Economic Affairs (IEA), number 87.
• Singham, Shanker A. & McBride, Catherine, 2018, "Improving global financial services regulation," IEA Discussion Papers, Institute of Economic Affairs (IEA), number 88.
• Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A. & Fijorek, Kamil, 2018, "What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-55.
• Díaz, Antonio & Jareño, Francisco & Navarro, Eliseo, 2018, "Zero-coupon interest rates: Evaluating three alternative datasets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-67.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
• Fecht, Falko & Reitz, Stefan, 2018, "Dealer behaviour in the Euro money market during times of crisis," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 184750, DOI: 10.1080/00036846.2018.1486014.
• Schuhmacher, Julian & Trebesch, Christoph & Enderlein, Henrik, 2018, "Sovereign defaults in court," Kiel Working Papers, Kiel Institute for the World Economy, number 2103.
• Packham, Natalie & Woebbeking, Fabian, 2018, "A factor-model approach for correlation scenarios and correlation stress-testing," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-034.
• Böhm, Hannes & Eichler, Stefan, 2018, "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the euro area and its drivers," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 19/2018.
• Koetter, Michael & Krause, Thomas & Tonzer, Lena, 2018, "Welche Faktoren verzögern die Umsetzung der Bankenunion?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 24, issue 1, pages 5-7.
• Lee, Jinsoo & Yu, Bok-Keun, 2018, "What Drives the Stock Market Comovements between Korea and China, Japan and the U.S.?," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 40, issue 1, pages 45-66, DOI: 10.23895/kdijep.2018.40.1.45.
• Lee, Kye Woo & Hong, Minji, 2018, "Relative Effectiveness of Various Development Finance Flows: A Comparative Study," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 40, issue 3, pages 91-115, DOI: 10.23895/kdijep.2018.40.3.91.
• Gündüz, Yalin & Ottonello, Giorgio & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2018, "Lighting up the dark: Liquidity in the German corporate bond market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 230, DOI: 10.2139/ssrn.3253000.
• Driessen, Joost & Nijman, Theodore E. & Simon, Zorka, 2022, "A simple approach to estimate long-term interest rates," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 238, revised 2022.
• Entrop, Oliver & Merkel, Matthias F., 2018, ""Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-31-18.
• Merkel, Matthias F., 2018, "Foreign exchange derivative use and firm value: Evidence from German non-financial firms," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-33-18.
• Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018, "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181523.
• Sebastian Doerr & Philipp Schaz, 2018, "Bank loan supply during crises: the importance of geographic diversification," ECON - Working Papers, Department of Economics - University of Zurich, number 288, May, revised Mar 2019.
• Esteban Perez Caldentey & Nicole Favreau-Negront & Luis Mendez Lobos, 2018, "Corporate Debt in Latin America and its Macroeconomic Implications," Economics Working Paper Archive, Levy Economics Institute, number wp_904, Apr.
• Liudmila Malyshava, 2018, "External Instability in Transition: Applying Minsky's Theory of Financial Fragility to International Markets," Economics Working Paper Archive, Levy Economics Institute, number wp_909, Jul.
• Raheel Gohar & Syed Zulfiqar Ali Shah & Habib Ahmad, 2018, "Economic Integration and Stock Market Comovement: An Empirical Study Pairing Pakistan’s Stock Exchange with 21 other Markets," Journal of Reviews on Global Economics, Lifescience Global, volume 7, pages 28-36.
• Jamal Bouoiyour, Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 15, issue 2, pages 277-292, December.
• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018, "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers, University of Liverpool, Department of Economics, number 20183, Aug.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 4, issue 2, pages 111-125, DOI: 10.11118/ejobsat.v4i2.120.
• Gerasimos G. Rompotis, 2018, "Political Uncertainty and the Greek Stock Market over the Period 2011-2015," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 1-18.
• Subashini Maniam & Chin Lee, 2018, "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 21-31.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Ádám Balog, 2018, "Analysis of SME Segment Lending Processes in Light of Credit Guarantees in the European Union," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 1, pages 62-82.
• Gábor Hajnal & Nóra Szûcs, 2018, "The Transparency of Credit Ratings – Reconstruction of Hungary’s Sovereign Rating," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 3, pages 29-56.
• Máté Csiki & Gábor Dávid Kiss, 2018, "Capital Market Contagion in the Stock Markets of Visegrád Countries Based on the Heckman Selection Model," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 4, pages 23-52.
• Mattia Bevilacqua, 2018, "Asymmetric Volatility Spillovers Between Developed And Developing European Countries," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/2.
• Mitsuru Yaguchi & Ayako Yamaguchi & Koji Sakuma, 2018, "Integration of Financial Markets in Japan and Asia —Financial Deepening in Asia due to Japanese Banks’ Entry—," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 14, issue 5, pages 835-870, September.
• Christian Senga & Danny Cassimon & Dennis Essers, 2018, "Sub-Saharan African Eurobond yields: What really matters beyond global factors?," BeFinD Working Papers, University of Namur, Department of Economics, number 0123, Apr.
• Christian Senga & Danny Cassimon, 2018, "Spillovers in Sub-Saharan Africa’s sovereign Eurobond yields," BeFinD Working Papers, University of Namur, Department of Economics, number 0124, Apr.
• Carlos Jorge Lenczewski Martins, 2018, "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 1-16.
• Oskar Kowalewski & Paweł Pisany, 2018, "What drove the corporate bond markets in Asia after 1995?," NBP Working Papers, Narodowy Bank Polski, number 285.
• Krzysztof Gajewski & Alejandro Jara & Yujin Kang & Junghwan Mok & David Moreno & Dobromił Serwa, 2018, "International spillovers of monetary policy: lessons from Chile, Korea, and Poland," NBP Working Papers, Narodowy Bank Polski, number 290.
• Jeffrey Frankel & Hélène Rey & Charles Engel, 2018, "NBER International Seminar on Macroeconomics 2017," NBER Books, National Bureau of Economic Research, Inc, number fran-12.
• Shang-Jin Wei & Jing Zhou, 2018, "Quality of Public Governance and the Capital Structure of Nations and Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 24184, Jan.
• Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 24320, Feb.
• Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2018, "Uncertainty and Economic Activity: A Multi-Country Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 24325, Feb.
• Shang-Jin Wei, 2018, "Managing Financial Globalization: Insights from the Recent Literature," NBER Working Papers, National Bureau of Economic Research, Inc, number 24330, Feb.
• Grace Xing Hu & Jun Pan & Jiang Wang, 2018, "Chinese Capital Market: An Empirical Overview," NBER Working Papers, National Bureau of Economic Research, Inc, number 24346, Feb.
• Ricardo J. Caballero & Alp Simsek, 2018, "Reach for Yield and Fickle Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 24400, Mar.
• Charles W. Calomiris & Harry Mamaysky, 2018, "How News and Its Context Drive Risk and Returns Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 24430, Mar.
• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2018, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 24433, Mar.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018, "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 24439, Mar.
• Claudia M. Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018, "The International Transmission of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 24454, Mar.
• Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2018, "Size and Value in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 24458, Mar.
• Patrick Augustin & Mikhail Chernov & Dongho Song, 2018, "Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 24506, Apr.
• Yi Huang & Ugo Panizza & Richard Portes, 2018, "Corporate Foreign Bond Issuance and Interfirm Loans in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 24513, Apr.
• Mikhail Chernov & Drew D. Creal, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 24563, Apr.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
• Luigi Bocola & Gideon Bornstein & Alessandro Dovis, 2018, "Quantitative Sovereign Default Models and the European Debt Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 24981, Aug.
• Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018, "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25083, Sep.
• Robert J. Hodrick & Tuomas Tomunen, 2018, "Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 25092, Sep.
• Mikhail Chernov & Drew D. Creal, 2018, "International Yield Curves and Currency Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 25206, Nov.
• Javier Bianchi & Jorge Mondragon, 2018, "Monetary Independence and Rollover Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 25340, Dec.
• Samuel P. Fraiberger & Do Lee & Damien Puy & Romain Rancière, 2018, "Media Sentiment and International Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25353, Dec.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2018, "The Rise of the Dollar and Fall of the Euro as International Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 25410, Dec.
• Aleksandra Stankovska & Savica Dimitrieska & Vasko Stamevski, 2018, "Securities Market Regulation On Global Level," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 14, issue 1, pages 115-124.
• Susana Martins & Cristina Amado, 2018, "Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach," NIPE Working Papers, NIPE - Universidade do Minho, number 08/2018.
• Edemilson Paraná, 2018, "A finança digitalizada: informatização a serviço da globalização financeira [Digitalized finance: informatization at the service of financial globalization]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 1, pages 245-272, January-A.
• Christine M. E. Whitehead, 2018, "Comment – On building typologies of housing systems in the OECD," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 500-501-5, pages 37-43, DOI: https://doi.org/10.24187/ecostat.20.
• Ramona Jimborean, 2018, "What Drives Private Non Financial Sector Borrowing in Emerging Market Economies?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 503-504, pages 143-161, DOI: https://doi.org/10.24187/ecostat.20.
• Richhild Moessner, 2018, "Effects of asset purchases and financial stability measures on term premia in the euro area," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 489, Mar.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Ani Stoykova, 2018, "Market Dynamics of Stock Exchanges of South East Europe – Efficiency and Harmonization," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 70-87, April.
• Dimitar Nenkov & Diyana Miteva-Boncheva, 2018, "Comparative Analysis of the Methods for Determining the Price of Personal Funds," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 5-18, October.
• Juan Luis Santos & Jagoda Kaszowska, 2018, "Systemic Risk: Cause Or Effect Of The Financial Crisis In The Euro Area? The Case Of Spanish Banking System Bailouts," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 13, issue 4, pages 457-473, November, DOI: https://doi.org/10.31648/oej.2746.
• Helmut Elsinger & Pirmin Fessler & Judith Feyrer & Konrad Richter & Maria Antoinette Silgoner & Andreas Timel, 2018, "Digitalization in financial services and household finance: fintech, financial literacy and financial stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 50-58.
• Iulian-Cornel Lolea1 & Ioan-Radu Petrariu, 2018, "Contagion And Integration Of Capital Markets In The Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 492-504, July.
• Domagoj Sajter, 2018, "Financial Analysis of Cryptocurrencies in Relation to Standard Financial Instruments," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 12, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
• Luca Fornaro, 2018, "International Debt Deleveraging," Journal of the European Economic Association, European Economic Association, volume 16, issue 5, pages 1394-1432.
• Christos S Savva & Panayiotis Theodossiou, 2018, "The Risk and Return Conundrum Explained: International Evidence," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 486-521.
• Christopher Bliss, 2018, "Prudent sovereign debt borrowing," Oxford Economic Papers, Oxford University Press, volume 70, issue 4, pages 1136-1147.
• Emmanuel Farhi & Matteo Maggiori, 2018, "A Model of the International Monetary System," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 1, pages 295-355.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018, "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, volume 22, issue 3, pages 877-904.
• Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes, 2018, "Common Factors, Information, and Holdings Dispersion," Review of Finance, European Finance Association, volume 22, issue 4, pages 1441-1467.
• Ian A Cooper & Piet Sercu & Rosanne Vanpée, 2018, "A Measure of Pure Home Bias," Review of Finance, European Finance Association, volume 22, issue 4, pages 1469-1514.
• Andreas Kaeck, 2018, "Variance-of-Variance Risk Premium," Review of Finance, European Finance Association, volume 22, issue 4, pages 1549-1579.
• Kathryn L Dewenter & Xi Han & Jennifer L Koski, 2018, "Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion
  [Equity returns and integration: is Europe changing?]," Review of Finance, European Finance Association, volume 22, issue 6, pages 2037-2071.
• Tomas Williams, 2018, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 12, pages 4958-4994.
• Sven Klingler & David Lando, 2018, "Safe Haven CDS Premiums," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 5, pages 1856-1895.
• Navarrete Wic, Ana & Di Pietro, Filippo & Martín Marín, José Luis, 2018, "Are the Sovereign CDS Premia Sound Estimators of the Stock Market Returns? Evidence from the Eurozone || ¿Son las primas CDS estimadores sólidos de los rendimientos del mercado de valores? Evidencia de la Eurozona," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 130-155, Junio.
• Ruiz Porras, Antonio & Fregoso Becerra, Luis Enrique, 2018, "Mercados cambiarios y tipos de cambio de Asia y Latinoamérica: sincronización de largo plazo, cambios estructurales y choques estocásticos || Change Markets and Exchange Rates of Asia and Latin America: Long-Term Synchronization, Structural Changes a," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 295-317, Junio.
• Imen Ghadhab & Slaheddine Hellara & Abdelkader Derbali, 2018, "Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 3, pages 191-203, May, DOI: 10.1057/s41260-018-0075-x.
• David Blake, 2018, "Longevity: a new asset class," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 278-300, September, DOI: 10.1057/s41260-018-0084-9.
• Andreas Humpe & David G. McMillan, 2018, "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 413-428, October, DOI: 10.1057/s41260-018-0091-x.
• Jarno Tikkanen & Janne Äijö, 2018, "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 7, pages 495-506, December, DOI: 10.1057/s41260-018-0098-3.
• Biswajit Banerjee & Juraj Zeman & Ľudovít Ódor & William O. Riiska, 2018, "On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 3, pages 442-474, September, DOI: 10.1057/s41294-017-0039-z.
• Georgios Magkonis & Andreas Tsopanakis, 2018, "The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2018-03, Aug.
• Alexis Stenfors, 2018, "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2018-10, Nov.
• Gomes, Luís M. P. & Soares, Vasco J. S. & Gama, Sílvio M. A. & Matos, José A. O., 2018, "Long-term memory in Euronext stock indexes returns: an econophysics approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 4, pages 862-881, August, DOI: http://dx.doi.org/10.15208/beh.2018.
• Elekes, Andrea, 2018, "Sustainable Growth – Sustainable Financial Services in the European Union," Public Finance Quarterly, Corvinus University of Budapest, volume 63, issue 3, pages 319-334.
• Hassan, Fatimatul & Masih, Mansur, 2018, "Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index," MPRA Paper, University Library of Munich, Germany, number 100689, Sep.
• Blau, Benjamin, 2018, "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 100698.
• Anuar, Khairul & Masih, Mansur, 2018, "What drives shariah (islamic) stock index? a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 101248, Jul.
• Ozili, Peterson K, 2018, "Banking Stability Determinants in Africa," MPRA Paper, University Library of Munich, Germany, number 101825.
• Ariffian, Suffian & Masih, Mansur, 2018, "Which islamic equity market is the leading one in Southeast Asia ? evidence from some select equity markets," MPRA Paper, University Library of Munich, Germany, number 101873, Sep.
• Yousef, Mona & Masih, Mansur, 2018, "Dynamics between shariah (islamic) and non-shariah stock market indices: GCC market evidence based on static and dynamic panel techniques," MPRA Paper, University Library of Munich, Germany, number 101934, Mar.
• Shafaai, Shafizal & Masih, Mansur, 2018, "The dynamics of growth, exports, exchange rate and foreign direct investment: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 102538, Mar.
• Musaeva, Gulzhan & Masih, Mansur, 2018, "Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 102862, Oct.
• Touati, Fatima & Masih, Mansur, 2018, "What drives the European islamic market: is it the conventional market or the other islamic markets ?," MPRA Paper, University Library of Munich, Germany, number 102911, Nov.
• Riaz, Samina & Khan, Muhammad Irfan & Iqbal, Athar, 2018, "Risk Management Practices and Islamic Bankers’ Perception about Potential Risk in Islamic Countries," MPRA Paper, University Library of Munich, Germany, number 103103, Feb, revised 20 Dec 2018.
• Abba Ahmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2018, "Long-run Relationship between Islamic Stock Indices and US Macroeconomic Variables," MPRA Paper, University Library of Munich, Germany, number 104167, Jan, revised 12 Jul 2018.
• Osman, Khairul Nizam & Masih, Mansur, 2018, "Granger-causality of selective Dow Jones islamic and sustainability regional equity indices," MPRA Paper, University Library of Munich, Germany, number 104185, Jun.
• 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.