Research classified by Journal of Economic Literature (JEL) codes

2017

• Hong Li & Vincent Daly, 2017, "Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios," Review of Economics & Finance, Better Advances Press, Canada, volume 10, pages 33-48, November.
• Julijana Angelovska, 2017, "Integration of Macedonian, Bulgarian and Croatian Stock Markets – VECM Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 65-79.
• Vladimir Tsenkov & Ani Stoitsova-Stoykova, 2017, "Interaction between the public attitudes and the stock exchange dynamics in Southeastern European countries," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 93-111.
• Dimitar Nenkov, 2017, "Financial management of creating value in companies," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 33-47.
• Andrea Nocera, 2017, "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1703, Jun.
• Christopher S. Sutherland, 2017, "What Explains Month-End Funding Pressure in Canada?," Discussion Papers, Bank of Canada, number 17-9, DOI: 10.34989/sdp-2017-9.
• Lorenzo Pozzi & Barbara Sadaba, 2017, "Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals," Staff Working Papers, Bank of Canada, number 17-22, DOI: 10.34989/swp-2017-22.
• Thibaut Duprey & Benjamin Klaus, 2017, "How to Predict Financial Stress? An Assessment of Markov Switching Models," Staff Working Papers, Bank of Canada, number 17-32, DOI: 10.34989/swp-2017-32.
• Antonio Diez de los Rios, 2017, "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers, Bank of Canada, number 17-33, DOI: 10.34989/swp-2017-33.
• Thibaut Duprey & Tom Roberts, 2017, "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 17-24, DOI: 10.34989/san-2017-24.
• José Renato Haas Ornelas, 2017, "Expected Currency Returns and Volatility Risk Premia," Working Papers Series, Central Bank of Brazil, Research Department, number 454, Jan.
• José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility Risk Premia and Future Commodity Returns," Working Papers Series, Central Bank of Brazil, Research Department, number 455, Apr.
• Gabriele di Filippo, 2017, "What drives gross flows in equity and investment fund shares in Luxembourg?," BCL working papers, Central Bank of Luxembourg, number 112, Aug.
• César Martín Machuca, 2017, "External stress early warning indicators," Working Papers, Banco de España, number 1733, Oct.
• Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2017, "Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE," Working Papers, Banco de España, number 1743, Dec.
• Sara Cecchetti, 2017, "A quantitative analysis of risk premia in the corporate bond market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1141, Oct.
• Andrea Zaghini, 2017, "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1157, Dec.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017, "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia, Banco de la Republica de Colombia, number 983, Jan, DOI: 10.32468/be.983.
• Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2017, "Sovereign default risk in OECD countries: do global factors matter?," Borradores de Economia, Banco de la Republica de Colombia, number 996, May, DOI: 10.32468/be.996.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 3, pages 1-35, September, DOI: dx.doi.org/10.22547/BER/9.3.1.
• Anoop S Kumar & B Kamaiah, 2017, "Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 63-84, January -.
• Amanjot Singh & Manjit Singh, 2017, "Conditional Co-Movement And Dynamic Interactions: Us And Bric Equity Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 85-112, January -.
• Vincent Bignon & Jinzhao Chen & Stefano Ugolini, 2017, "Beneath the Gold Points: European Financial Market Integration, 1844-1870," Working papers, Banque de France, number 647.
• André, J. & Roero, C. & Fegar, G. & Mosquera Yon, T., 2017, "La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents," Bulletin de la Banque de France, Banque de France, issue 211, pages 47-60.
• Guette-Khiter, C., 2017, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2016," Bulletin de la Banque de France, Banque de France, issue 213, pages 5-14.
• C. Guette-Khiter, 2017, "Non-resident holdings of French CAC 40 shares at end-2016," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 47, pages 25-34, Autumn.
• Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017, "Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistical implications of the new financial landscape".
• Lawrence L Kreicher & Robert Neil McCauley & Philip Wooldridge, 2017, "The bond benchmark continues to tip to swaps," BIS Quarterly Review, Bank for International Settlements, March.
• Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017, "Redemption risk and cash hoarding by asset managers," BIS Working Papers, Bank for International Settlements, number 608, Jan.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017, "Segmented money markets and covered interest parity arbitrage," BIS Working Papers, Bank for International Settlements, number 651, Jul.
• Carlos Cantú, 2017, "Effects of capital controls on foreign exchange liquidity," BIS Working Papers, Bank for International Settlements, number 659, Aug.
• Eugenio Cerutti & Stijn Claessens & Andrew K Rose, 2017, "How important is the Global Financial Cycle? Evidence from capital flows," BIS Working Papers, Bank for International Settlements, number 661, Aug.
• Stijn Claessens & M Ayhan Kose, 2017, "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers, Bank for International Settlements, number 676, Nov.
• Stijn Claessens & M Ayhan Kose, 2017, "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers, Bank for International Settlements, number 677, Nov.
• Kuk Mo Jung, 2017, "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 898-919, April.
• Andreas Chouliaras & Theoharry Grammatikos, 2017, "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, volume 23, issue 4, pages 728-760, September, DOI: 10.1111/eufm.12112.
• Robert Ready & Nikolai Roussanov & Colin Ward, 2017, "Commodity Trade and the Carry Trade: A Tale of Two Countries," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2629-2684, December, DOI: 10.1111/jofi.12546.
• Yin-Wong Cheung & Kenneth K. Chow & Matthew S. Yiu, 2017, "Effects of capital flow on the equity and housing markets in Hong Kong," Pacific Economic Review, Wiley Blackwell, volume 22, issue 3, pages 332-349, August.
• Lumengo Bonga-Bonga, 2017, "Assessing the readiness of the BRICS grouping for mutually beneficial financial integration," Review of Development Economics, Wiley Blackwell, volume 21, issue 4, pages 204-219, November.
• Joscha Beckmann & Robert Czudaj, 2017, "Effective Exchange Rates, Current Accounts and Global Imbalances," Review of International Economics, Wiley Blackwell, volume 25, issue 3, pages 500-533, August.
• GABAN Lucian & RUS IonuÈ› - Marius & FETITA Alin, 2017, "A Model Of Rating Of Eastern European Banks," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 3, pages 42-56, August.
• Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels, 2017, "Comparing behavioural heterogeneity across asset classes," Working Paper, Norges Bank, number 2017/12, Jun.
• Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017, "Segmented money markets and covered interest parity arbitrage," Working Paper, Norges Bank, number 2017/15, Sep.
• Ryan Chahrour & Rosen Valchev, 2017, "International Medium of Exchange: Privilege and Duty," Boston College Working Papers in Economics, Boston College Department of Economics, number 934, Oct.
• Rosen Valchev, 2017, "Dynamic Information Acquisition and Portfolio Bias," Boston College Working Papers in Economics, Boston College Department of Economics, number 941, Jun.
• Robert Czech & Matt Roberts-Sklar, 2017, "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers, Bank of England, number 685, Oct.
• Joseph Noss & Lucas Pedace & Ondrej Tobek & Oliver Linton & Liam Crowley-Reidy, 2017, "The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets," Bank of England working papers, Bank of England, number 687, Oct.
• Will Dison & Konstantinos Theodoridis, 2017, "Do macro shocks matter for equities?," Bank of England working papers, Bank of England, number 692, Nov.
• Somnath Chatterjee & Jeremy Chiu & Sinem Hacioglu-Hoke & Thibaut Duprey, 2017, "A financial stress index for the United Kingdom," Bank of England working papers, Bank of England, number 697, Dec.
• Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017, "Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging," Bank of England Financial Stability Papers, Bank of England, number 41, Jan.
• Georgios Moratis & Plutarchos Sakellaris, 2017, "Measuring the systemic importance of banks," Working Papers, Bank of Greece, number 240, Dec.
• Yuto Iwasaki & Nao Sudo, 2017, "Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-11, Nov.
• Kyungkeun Kim & Dongwon Lee, 2017, "Equity Market Globalization and Portfolio Rebalancing," Working Papers, Economic Research Institute, Bank of Korea, number 2017-17, Jun.
• Kyungkeun Kim & Soyoung Kim, 2017, "Demographic Change and Current Account (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-23, Jul.
• Dahiru A. Balaa & Taro Takimotob, 2017, "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 25-48, March.
• Eyup Kadioglu & Ender Aykut Yilmaz, 2017, "Is the free cash flow hypothesis valid in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 2, pages 111-116, June.
• Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017, "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 1, pages 1-42, January, DOI: 10.1515/bejm-2015-0155.
• Demir Firat & Wu Chen, 2017, "Exchange Rate Adjustments and US Trade with China: What does a State Level Analysis Tell Us?," Global Economy Journal, De Gruyter, volume 17, issue 2, pages 1-14, June, DOI: 10.1515/gej-2016-0059.
• Chevallier Julien & Goutte Stéphane, 2017, "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 3-29, February, DOI: 10.1515/snde-2016-0048.
• Chlibi Souhir & Jawadi Fredj & Sellami Mohamed, 2017, "Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 47-63, February, DOI: 10.1515/snde-2016-0049.
• Cuestas Juan Carlos & Tang Bo, 2017, "Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-21, September, DOI: 10.1515/snde-2016-0042.
• Olivier Guersent, 2017, "L'Union des marchés de capitaux : progrès réalisés et prochaines étapes," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 137-150.
• Gérard Charreaux, 2017, "Finance et politique : la bourse préfère-t-elle la gauche ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 263-278.
• Shaw, Frances & Dunne, Peter G., 2017, "Investment Fund Risk: The Tale in the Tails," Research Technical Papers, Central Bank of Ireland, number 01/RT/17, Jan.
• Bua, Giovanna & Dunne, Peter G., 2017, "The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme," Research Technical Papers, Central Bank of Ireland, number 07/RT/17, Jun.
• Jędrzej Białkowski & Ehud I. Ronn, 2017, "The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/19, Dec.
• Clemente De Rosa & Elisa Luciano & Luca Regis, 2017, "Geographical diversification and longevity risk mitigation in annuity portfolios," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 546, revised 2019.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017, "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/14, Nov.
• Magkonis, Georgios & Tsopanakis, Andreas, 2017, "The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/15, Nov.
• Bas Bonekamp & Tom van Veen, 2017, "Terrorist Attacks and Financial Markets," CESifo Working Paper Series, CESifo, number 6324.
• Diana Ayala & Milan Nedeljkovic & Christian Saborowski, 2017, "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," CESifo Working Paper Series, CESifo, number 6376.
• Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost & Evžen Kočenda, 2017, "Networks of Volatility Spillovers among Stock Markets," CESifo Working Paper Series, CESifo, number 6476.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series, CESifo, number 6494.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2017, "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CESifo Working Paper Series, CESifo, number 6700.
• Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017, "What drives local lending by global banks?," Working Papers, University of Central Florida, Department of Economics, number 2017-02, Aug.
• Patrick J. Kehoe, 2017, "Fiscal Unions Redux," Discussion Papers, Centre for Macroeconomics (CFM), number 1712, Feb.
• Catalina Morales & Rodrigo Vergara, 2017, "Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 20, issue 3, pages 082-100, December.
• Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi, 2017, "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-47, May.
• Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017, "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," CID Working Papers, Center for International Development at Harvard University, number 83a, May.
• Justine Pedrono, 2017, "Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification," Working Papers, CEPII research center, number 2017-06, Apr.
• Justine Pedrono & Aurélien Violon, 2017, "Banks' leverage Procyclicality: Does Currency Diversification Matter?," Working Papers, CEPII research center, number 2017-09, Jun.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Spillovers between food and energy prices and structural breaks," International Economics, CEPII research center, issue 150, pages 1-18.
• Yin-Wong Cheung & Matthew S.Yiu, 2017, "Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey," International Economics, CEPII research center, issue 152, pages 9-20.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," International Economics, CEPII research center, issue 152, pages 91-106.
• Justine Pedrono, 2017, "Pro-cyclicité des bilans bancaires?: quels sont les effets des activités en devises??," La Lettre du CEPII, CEPII research center, issue 376.
• Christophe Destais, 2017, "Are State-Contingent Sovereign Bonds the Solution to Avoid Government Debt Crisis?," CEPII Policy Brief, CEPII research center, number 2017-19, Nov.
• João Barata Ribeiro Blanco Barroso, 2017, "Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Ángel Estrada García & Alberto Ortiz Bolaños, "International Spillovers of Monetary Policy".
• Alejandro Jara & Eduardo Olaberría, 2017, "¿Todos los flujos de capitales están asociados a auges de los precios de las viviendas? Evaluación empírica," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 3, in: Gerardo Licandro & Jorge Ponce, "Precios de activos internos, fundamentos globales y estabilidad financiera".
• Luis Fernando Melo & Hernán Rincón Castro, 2017, "Choques externos y precios de los activos en América Latina antes y después de la quiebra de Lehman Brotherse," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 8, in: Gerardo Licandro & Jorge Ponce, "Precios de activos internos, fundamentos globales y estabilidad financiera".
• Ángel Estrada García & Alberto Ortiz Bolaños (ed.), 2017, "International Spillovers of Monetary Policy," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 3, edition 1, ISBN: ARRAY(0xa0d57520), December.
• María Isabel Cambón Murcia & José Luis Cano Coello & Jesús González Redondo, 2017, "Measuring liquidity of Spanish debt," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Joseph J. French & Rodrigo Taborda, 2017, "Disentangling the relationship between liquidity and returns in Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15606, May.
• Diego Téllez & Maximiliano Gonz�lez & Alexander Guzm�n & Mar�a Andrea Trujillo, 2017, "What do you say and how do you say it: Information disclosure in Latin American firms," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16358, Feb.
• Diego A. Agudelo & Ignacio Arango, 2017, "How does information disclosure affect liquidity? Evidence from an Emerging Market," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16944, Dec.
• Julián Roa Rozo, 2017, "¿Hubo contagio financiero en las crisis financieras recientes? Una aplicación DCC-M-GARCH para Argentina, Brasil, Colombia y Estados Unidos," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15570, May.
• Johan Santiago Ruiz Moreno, 2017, "Estructura de varianzas entre el mercado financiero mundial y de Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15695, Aug.
• Diego Alejandro Guevara Castaneda, 2017, "Auge de las finanzas y desigualdad en la distribución del ingreso. Un estudio desde la perspectiva de la financiarización para Colombia 1980-2008," Documentos Doctorado en Ciencias Económicas, Universidad Nacional de Colombia, FCE, CID, number 15562, May.
• Urbi Garay & Manuel Hern�ndez & Carlos Rivillo, 2017, "Variables microeconómicas de los fondos de fondos de cobertura (FFC) y su desempeno durante la crisis financiera global 2008-2009," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 2, pages 373-396.
• Urbi Garay & Manuel Hern�ndez & Carlos Rivillo, 2017, "Variables microeconómicas de los fondos de fondos de cobertura (FFC) y su desempeno durante la crisis financiera global 2008-2009," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 2, pages 373-396.
• Barbara Bedowska-Sojka, 2017, "Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 161-176.
• Tomasz Schabek & Henrique Castro, 2017, "“Sell not only in May”. Seasonal Effects on Stock Markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 5-18.
• Huizinga, Harry & Demirgüç-Kunt, Asli & Horváth, Bálint, 2017, "Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11796, Jan.
• Koedijk, Kees & Mahieu, Ronald & van Toor, Joris & Horst, Jenke, 2017, "The World We Live In: Local or Global?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11831, Feb.
• Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11970, Apr.
• Massa, Massimo & Cheng, Si & Zhang, Hong, 2017, "Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11990, Apr.
• Panizza, Ugo & Asis, Gonzalo & Alfaro, Laura & Chari, Anusha, 2017, "Lessons Unlearned? Corporate Debt in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12038, May.
• Rose, Andrew & Cerutti, Eugenio & Claessens, Stijn, 2017, "How Important is the Global Financial Cycle? Evidence from Capital Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12075, Jun.
• Wolff, Christian & Ekkayokkaya, Manapol & Foojinphan, Pimnipa, 2017, "Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12078, Jun.
• Grossman, Richard, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12121, Jun.
• Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12134, Jul.
• Rey, Hélène & Gerko, Elena, 2017, "Monetary Policy in the Capitals of Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12217, Aug.
• Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017, "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12282, Sep.
• Hartmann, Philipp, 2017, "International liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12337, Sep.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12460, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12461, Nov.
• Francisco Szederkenyi & Rodrigo Vergara, 2017, "Evolución del empleo en Chile: asalariados y cuenta propia," Puntos de Referencia, Centro de Estudios Públicos, number 457, May.
• Catalina Morales & Rodrigo Vergara, 2017, "Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile," Puntos de Referencia, Centro de Estudios Públicos, number 459, Jul.
• Christian Gross, 2017, "Examining the Common Dynamics of Commodity Futures Prices," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6317, Jul.
• Petit, Nuria & Serrano, Pedro & Lafuente Luengo, Juan Ángel, 2017, "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 24553, May.
• Júlio Lobão & Cristiano Pereira, 2017, "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 268-278, Septiembr.
• Julio Lobao & Joao Meira Fernandes, 2017, "The 52-Week High and Momentum Investing: Implications for Asset Pricing Models," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 349-376, November.
• Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya, 2017, "Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 030, Sep.
• Kodila-Tedika, Oasis & Asongu, Simplice A. & Cinyabuguma, Matthias & Tchamyou, Vanessa S., 2017, "Financial development and prehistoric geographical isolation: global evidence," Financial History Review, Cambridge University Press, volume 24, issue 3, pages 283-306, December.
• Filippou, Ilias & Taylor, Mark P., 2017, "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1731-1763, August.
• Ahmed KHATTAB & Abid IHADIYAN, 2017, "Financial gradualism and banking crises in North Africa region: an investigation by a panel logit model," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 4, pages 343-355, December.
• Madjid Hatefi MADJUMERD & Omolbanin JALALI & Mohamad Esmaeel ASHRAFI, 2017, "Democracy: An opportunity or a threat to Iran's economic structure," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 326-333, September.
• Aleksandar NAUMOSKI & Sasho ARSOV & Stevan GABER & Vasilka GABER-NAUMOSKA, 2017, "Diminishing Inter-Linkages of the South East European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 91-108.
• Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CALIN, 2017, "Risk Generating Industries for European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 5-17.
• Hachenberg, B. & Kiesel, F. & Kolaric, S. & Schiereck, D., 2017, "The impact of expected regulatory changes: The case of banks following the 2016 U.S. election," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 84772, Aug, DOI: 10.1016/j.frl.2016.12.021.
• Теодор Тодоров, 2017, "Техническите Индикатори – Инструментариум За Измерване Пулса На “Forex” Пазара," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 13, issue 13 Year 2, pages 133-150.
• Plamen Patev & Kaloyan Petkov, 2017, "Significance Of The Portfolio Scope For Improving The Results Of The Active Portfolio Management– Following The Example Of The Emerging Stock Markets In Southeast Asia," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 15-32.
• Пламен Пътев & Калоян Петков, 2017, "Значението На Обхвата На Портфейла За Подобряване Резултатите От Активния Портфейлен Мениджмънт – По Примера На Нововъзникналите Фондови Пазари От Югоизточна Азия," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 16-35.
• Gérard CHARREAUX, 2017, "Gestion de portefeuille et politique:existe-t-il une prime partisane sur le marché français ?, Portfolio management and politics:is there a presidential premium on the French market ?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1170201, Feb.
• Peter Cornelius, 2017, "The Structure and Integration of the European Buyout Industry," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 1, pages 111-128, DOI: 10.3790/vjh.86.1.111.
• Andreas Breitenfellner & Helene Schuberth, 2017, "Europe Needs More than a Capital Markets Union: Focus on the Integration of Euro Area Sovereign Debt Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 9-20, DOI: 10.3790/vjh.86.2.9.
• Hans-Helmut Kotz & Willi Semmler & Ibrahim Tahri, 2017, "Capital Markets Union and Monetary Policy Performance: Comes Financial Market Variety at a Cost?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 41-59, DOI: 10.3790/vjh.86.2.41.
• Hans-Helmut Kotz & Dorothea Schäfer, 2017, "Can the Capital Markets Union Deliver?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 89-98, DOI: 10.3790/vjh.86.2.89.
• Franziska Bremus & Katja Neugebauer, 2017, "Fragmentierte Kreditmärkte erhöhen Finanzierungskosten für kleine und mittelgroße Firmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 22, pages 439-446.
• Franziska Bremus & Katja Neugebauer, 2017, "Don't Stop Me Now: The Impact of Credit Market Fragmentation on Firms' Financing Constraints," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1650.
• Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1669.
• Charles Yuji Horioka & Nicholas Ford, 2017, "The Solution to the Feldstein-Horioka Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1016, Nov.
• Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017, "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-11.
• Pierre Bui Quang & Jonas Heipertz & Natacha Valla, 2017, "International equity portfolio diversification: a sectoral and security-by-security analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-2.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-23.
• M. Caridad SEVILLANO & Francisco JAREÑO, 2017, "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 37-56.
• Antonio CALVO-BERNARDINO & Irene MARTIN DE VIDALES, 2017, "Crisis Financiera Y Reestructuración De Las Cajas De Ahorro. Una Comparación Internacional," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 17, issue 1, pages 65-82.
• Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017, "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series, HEC Paris, number 1206, May, revised 13 Aug 2017.
• Langlois, Hugues & Chaieb, Ines & Errunza, Vihang R., 2017, "Is Liquidity Risk Priced in Partially Segmented Markets?," HEC Research Papers Series, HEC Paris, number 1254, Oct, revised 04 Jun 2018.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2017, "Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-10, Mar.
• Gächter, Martin & Macki, Piotr & Moder, Isabella & Polgár, Éva Katalin & Savelin, Li & Żuk, Piotr, 2017, "Financial stability assessment of EU candidate and potential candidate countries," Occasional Paper Series, European Central Bank, number 190, May.
• Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017, "How does risk flow in the credit default swap market?," Working Paper Series, European Central Bank, number 2041, Mar.
• Duprey, Thibaut & Klaus, Benjamin, 2017, "How to predict financial stress? An assessment of Markov switching models," Working Paper Series, European Central Bank, number 2057, May.
• Nowzohour, Laura & Stracca, Livio, 2017, "More than a feeling: confidence, uncertainty and macroeconomic fluctuations," Working Paper Series, European Central Bank, number 2100, Sep.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017, "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series, European Central Bank, number 2116, Dec.
• Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017, "Exchange Traded Funds (ETFs)," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-22, Aug.
• Bu, Ruijun & Jawadi, Fredj & Li, Yuyi, 2017, "An empirical comparison of transformed diffusion models for VIX and VIX futures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 116-127, DOI: 10.1016/j.intfin.2016.08.003.
• Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2017, "Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 84-97, DOI: 10.1016/j.intfin.2016.08.005.
• Ince, Onur & Molodtsova, Tanya, 2017, "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 131-151, DOI: 10.1016/j.intfin.2016.11.002.
• Guney, Yilmaz & Kallinterakis, Vasileios & Komba, Gabriel, 2017, "Herding in frontier markets: Evidence from African stock exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 152-175, DOI: 10.1016/j.intfin.2016.11.001.
• Bonizzi, Bruno, 2017, "Institutional investors’ allocation to emerging markets: A panel approach to asset demand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 47-64, DOI: 10.1016/j.intfin.2016.11.009.
• Jakob, Keith & Nam, Yoonsoo, 2017, "Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 65-75, DOI: 10.1016/j.intfin.2016.11.008.
• Georgoutsos, Dimitris & Moratis, George, 2017, "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 146-159, DOI: 10.1016/j.intfin.2017.01.004.
• Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki, 2017, "Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 206-223, DOI: 10.1016/j.intfin.2017.02.001.
• Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017, "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 25-46, DOI: 10.1016/j.intfin.2016.11.014.
• de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 82-98, DOI: 10.1016/j.intfin.2016.12.006.
• Samarakoon, Lalith P., 2017, "Contagion of the eurozone debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 115-128, DOI: 10.1016/j.intfin.2017.03.001.
• Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 173-183, DOI: 10.1016/j.intfin.2017.05.001.
• Gluzmann, Pablo & Guzman, Martin, 2017, "Assessing the robustness of the relationship between financial reforms and banking crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 32-47, DOI: 10.1016/j.intfin.2017.02.003.
• Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2017, "Excess stock return comovements and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 74-87, DOI: 10.1016/j.intfin.2017.02.005.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2017, "Hurting without hitting: The economic cost of political tension," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 106-124, DOI: 10.1016/j.intfin.2017.08.011.
• Resnick, Bruce G. & Shoesmith, Gary L., 2017, "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 125-132, DOI: 10.1016/j.intfin.2017.05.010.
• Saad, Mohsen & Samet, Anis, 2017, "Liquidity and the implied cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 15-38, DOI: 10.1016/j.intfin.2017.08.007.
• Al-Khazali, Osamah & Mirzaei, Ali, 2017, "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 190-208, DOI: 10.1016/j.intfin.2017.10.001.
• Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017, "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 75-91, DOI: 10.1016/j.intfin.2017.09.001.
• Li, Ting & Zaiats, Nataliya, 2017, "Information environment and earnings management of dual class firms around the world," Journal of Banking & Finance, Elsevier, volume 74, issue C, pages 1-23, DOI: 10.1016/j.jbankfin.2016.09.009.
• Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017, "The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 215-234, DOI: 10.1016/j.jbankfin.2016.11.021.
• Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017, "Which market integration measure?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 150-174, DOI: 10.1016/j.jbankfin.2016.12.002.
• Chortareas, Georgios & Noikokyris, Emmanouil, 2017, "Federal reserve's policy, global equity markets, and the local monetary policy stance," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 317-327, DOI: 10.1016/j.jbankfin.2016.04.026.
• Gannon, Gerard L. & Thuraisamy, Kannan S., 2017, "Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 328-350, DOI: 10.1016/j.jbankfin.2016.07.011.
• Liu, Xiaochun, 2017, "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2017.04.015.
• Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017, "Do foreign banks take more risk? Evidence from emerging economies," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 20-39, DOI: 10.1016/j.jbankfin.2017.05.004.
• Meller, Barbara & Metiu, Norbert, 2017, "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 98-111, DOI: 10.1016/j.jbankfin.2017.05.011.
• Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017, "Reprint of: The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 153-172, DOI: 10.1016/j.jbankfin.2017.07.013.
• Chan, Marc K. & Kwok, Simon, 2017, "Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 166-187, DOI: 10.1016/j.jbankfin.2017.06.003.
• Nucera, Federico, 2017, "Unemployment fluctuations and the predictability of currency returns," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 88-106, DOI: 10.1016/j.jbankfin.2017.07.007.
• Mahmoodzadeh, Soheil & Gençay, Ramazan, 2017, "Human vs. high-frequency traders, penny jumping, and tick size," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 69-82, DOI: 10.1016/j.jbankfin.2017.08.015.
• Bonin, John P. & Louie, Dana, 2017, "Did foreign banks stay committed to emerging Europe during recent financial crises?," Journal of Comparative Economics, Elsevier, volume 45, issue 4, pages 793-808, DOI: 10.1016/j.jce.2016.08.003.
• Assefa, Tibebe A. & Esqueda, Omar A. & Mollick, André Varella, 2017, "Stock returns and interest rates around the World: A panel data approach," Journal of Economics and Business, Elsevier, volume 89, issue C, pages 20-35, DOI: 10.1016/j.jeconbus.2016.10.001.
• Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017, "The impact of oil shocks on the housing market: Evidence from Canada and U.S," Journal of Economics and Business, Elsevier, volume 93, issue C, pages 15-28, DOI: 10.1016/j.jeconbus.2017.07.002.
• Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2017, "Portfolio concentration and performance of institutional investors worldwide," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 189-208, DOI: 10.1016/j.jfineco.2016.09.007.