Research classified by Journal of Economic Literature (JEL) codes

2018

• 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.
• 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2018-02, Mar.
• Youngsub Chun & Duygu Yengin, 2018, "Characterizing Envy-Free, Strategy Proof, and Monotonic Mechanisms in Queueing Problem," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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," 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.
• 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 Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 730, Jun.
• Claudia Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018, "The international transmission of monetary policy," Bank of England Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 739, Jul.
• Saleem Bahaj & Ricardo Reis, 2018, "Central Bank Swap Lines," Bank of England Staff Working Paper series, 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 Staff Working Paper series, 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 Staff Working Paper series, 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 Staff Working Paper series, 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.