Research classified by Journal of Economic Literature (JEL) codes

2018

• Richard C. K. Burdekin, Pierre Siklos, 2018, "Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0110, Jan, revised 30 Jan 2018.
• Martin T. Bohl, Pierre Siklos, Claudia Wellenreuther, 2018, "Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0111, Jan, revised 30 Jan 2018.
• Emiliano S. Pagnotta & Thomas Philippon, 2018, "Competing on Speed," Econometrica, Econometric Society, volume 86, issue 3, pages 1067-1115, May, DOI: 10.3982/ECTA10762.
• Marcelo Fernandes & Cristina M. Scherrer, 2018, "Price discovery in dual‐class shares across multiple markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 1, pages 129-155, January, DOI: 10.1002/fut.21889.
• 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.
• Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Investment Strategies That Beat The Market. What Can We Squeeze From The Market?," Financial Internet Quarterly, University of Information Technology and Management in Rzeszów, volume 14, issue 4, pages 36-55, March, DOI: 10.2478/fiqf-2018-0026.
• 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.
• Bremus, Franziska & Neugebauer, Katja, 2018, "Reduced cross-border lending and financing costs of SMEs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84298, Feb.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano, 2019, "Identification of global and local shocks in international financial markets via general dynamic factor models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86932, Jan.
• Kremens, Lukas & Martin, Ian, 2019, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89839, Mar.
• Bahaj, Saleem & Reis, Ricardo, 2018, "Central bank swap lines," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90374, Jun.
• Norberto Montani Martins, 2018, "A crise do sistema financeiro globalizado contemporâneo: perspectivas a partir da reforma regulatória global pós-2008," Brazilian Journal of Political Economy, FGV EAESP, volume 38, issue 4, pages 650-669, February, DOI: 10.1590/0101-3157-2018-2758.
• John Grahl & Photis Lysandrou, 2018, "Germany’s brake on European capital-market development," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 15, issue 3, pages 364-381, November.
• Junji Tokunaga & Gerald Epstein, 2018, "The endogenous finance of global-dollar-based financial fragility in the 2000s: a Minskyan approach," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 1, pages 62-82, January.
• Min-Yu (Stella) Liao, 2018, "International Evidence on Economic Freedom, Governance, and Firm Performance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020004.
• Zhongzhi (Lawrence) He & Martin Kusy & Deepak Singh & Samir Trabelsi, 2018, "Should We Trust Fund Managers? A Close Look at the Canadian Mutual Fund Governance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020005.
• Ahmed Kouki, 2018, "Mandatory IFRS adoption, investor protection and earnings management," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 26, issue 1, pages 187-204, March, DOI: 10.1108/IJAIM-07-2017-0091.
• Peterson K. Ozili, 2018, "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 462-483, May, DOI: 10.1108/IJMF-01-2018-0007.
• Daniel Liston-Perez & Patricio Torres-Palacio & Sidika Gulfem Bayram, 2018, "Does investor sentiment predict Mexican equity returns?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 484-502, May, DOI: 10.1108/IJMF-05-2017-0088.
• Dimitrios Kyrkilis & Athanasios Koulakiotis & Vassilios Babalos & Maria Kyriakou, 2018, "Feedback trading and short-term return dynamics in Athens Stock Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 574-590, May, DOI: 10.1108/IJMF-07-2017-0145.
• Gülfen Tuna, 2018, "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 1, pages 96-114, September, DOI: 10.1108/IMEFM-06-2017-0143.
• Mohammed M. Elgammal & Khaled Hussainey & Fatma Ahmed, 2018, "Corporate governance and voluntary risk and forward-looking disclosures," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 19, issue 4, pages 592-607, November, DOI: 10.1108/JAAR-01-2017-0014.
• Wenzhou Qu & Udomsak Wongchoti & Fei Wu & Yanming Chen, 2018, "Does information asymmetry lead to higher debt financing? Evidence from China during the NTS Reform period," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 25, issue 1, pages 109-121, May, DOI: 10.1108/JABES-04-2018-0006.
• Beyza Mina Ordu-Akkaya, 2018, "Migration policy uncertainty and stock market investor sentiment," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 2, pages 136-147, October, DOI: 10.1108/JCMS-09-2018-0033.
• Syed Haroon Rashid & Mohsin Sadaqat & Khalil Jebran & Zulfiqar Ali Memon, 2018, "Size premium, value premium and market timing: evidence from an emerging economy," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 46, pages 266-288, October, DOI: 10.1108/JEFAS-09-2017-0090.
• Neveen Ahmed, 2018, "The effect of the financial crisis on the dynamic relation between foreign exchange and stock returns," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 994-1031, October, DOI: 10.1108/JES-10-2017-0308.
• Foluso Abioye Akinsola, 2018, "Essay on spillovers from advanced economics (AE) to emerging economics (EM) during the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 38-54, April, DOI: 10.1108/JFEP-02-2017-0011.
• Dogus Emin, 2018, "A policymaker’s dilemma: real linkages or irrational behaviors?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 1, pages 185-200, April, DOI: 10.1108/JFEP-05-2017-0037.
• Rakesh Kumar, 2018, "Risk, uncertainty and stock returns predictability – a case of emerging equity markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 4, pages 438-455, May, DOI: 10.1108/JFEP-08-2017-0075.
• Gonçalo Pina, 2018, "Macro and micro financial liberalizations, savings and growth," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 10, issue 2, pages 290-309, June, DOI: 10.1108/JFEP-09-2017-0080.
• Alberto Fuertes & Jose María Serena, 2018, "How firms borrow in international bond markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 26, issue 1, pages 135-169, February, DOI: 10.1108/JFRC-11-2016-0100.
• Dirk-Hinnerk Fischer, 2018, "The European rating fund," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 26, issue 1, pages 72-86, February, DOI: 10.1108/JFRC-12-2016-0107.
• Tahir Akhtar & Mohamad Ali Tareq & Muhammad Rizky Prima Sakti & Adnan Ahmad Khan, 2018, "Corporate governance and cash holdings: the way forward," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 2, pages 152-170, May, DOI: 10.1108/QRFM-04-2017-0034.
• Neha Seth & Laxmidhar Panda, 2018, "Financial contagion: review of empirical literature," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 1, pages 15-70, February, DOI: 10.1108/QRFM-06-2017-0056.
• Omid Sabbaghi & Navid Sabbaghi, 2018, "Market efficiency and the global financial crisis: evidence from developed markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 3, pages 362-385, June, DOI: 10.1108/SEF-01-2014-0022.
• Edina Berlinger & Zsolt Bihary & György Walter, 2018, "Corporate cash-pool valuation: a Monte Carlo approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 153-162, March, DOI: 10.1108/SEF-03-2016-0056.
• Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018, "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-22, May.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2018-052/III, May.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-37, Sep.
• Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018, "International capital flows at the security level – evidence from the ECB’s asset purchase programme," ECMI Papers, Centre for European Policy Studies, number 13926, Oct.
• Irina Solovjova & Ramona Rupeika-Apoga & Inna Romanova, 2018, "Competitiveness Enhancement of International Financial Centres," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 5-17.
• Vitaly F. Ershov, 2018, "Russian Banking in the Global Economic System: Historical Experience of Integration (1991-2017)," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 512-523.
• D.A. Milenkova, 2018, "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special1, pages 273-286.
• Shang-Jin Wei, 2018, "Managing Financial Globalization: Insights from the Recent Literature," Working Papers, eSocialSciences, number id:12586, Mar.
• Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018, "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers, eSocialSciences, number id:12924, Sep.
• Magnolia Miriam Sosa Castro & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2018, "Contagion and Stock Interdependence in the BRIC+M Block," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 48, issue 1, pages 173-196, Enero-Jun.
• Erica Perego, 2018, "Sovereign risk and asset market dynamics in the euro area," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 18-01.
• Mikhail Vladimirovich Ershov & Anna Stanislavovna Tanasova & Victor Yuryevich Tatuzov & Mels Pavlovich Tskhovrebov, 2018, "About Some Problems in Currency Exchange Sphere," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 152-164, DOI: 10.14530/se.2018.3.152-164.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018, "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 268-293, July.
• Adam Zaremba, 2018, "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 374-398, September.
• Dejan Zivkov & Suzana Balaban & Jasmina Djuraskovic, 2018, "What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 5, pages 491-512, October.
• Onrej Tobek & Martin Hronec, 2018, "Does the Source of Fundamental Data Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/15, Aug, revised Aug 2018.
• Tereza Palanska, 2018, "Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/27, Oct, revised Oct 2018.
• Silvia Gabrieli & Claire Labonne, 2018, "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-3, Jul.
• Puriya Abbassi & Falk Bräuning, 2018, "The pricing of FX forward contracts: micro evidence from banks’ dollar hedging," Working Papers, Federal Reserve Bank of Boston, number 18-6, Mar.
• Jose A. Lopez & Kris James Mitchener, 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-6, May, DOI: 10.24148/wp2018-06.
• Steven Ongena & Ann L. Owen & Judit Temesvary, 2018, "A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-008, Feb, DOI: 10.17016/FEDS.2018.008.
• Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2018, "Sovereign Debt Restructurings," Working Papers, Federal Reserve Bank of St. Louis, number 2018-13, Jun, DOI: 10.20955/wp.2018.013.
• Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2018, "News, sovereign debt maturity, and default risk," Working Papers, Federal Reserve Bank of St. Louis, number 2018-033, Oct, revised 18 May 2020, DOI: 10.20955/wp.2018.033.
• Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018, "International Stock Comovements with Endogenous Clusters," Working Papers, Federal Reserve Bank of St. Louis, number 2018-038, Oct, revised 27 Mar 2020, DOI: 10.20955/wp.2018.038.
• Javier Bianchi & Jorge Mondragon, 2018, "Monetary Independence and Rollover Crises," Working Papers, Federal Reserve Bank of Minneapolis, number 755, Dec, DOI: 10.21034/wp.755.
• Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018, "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 63-87.
• Claudia M. Buch & Matthieu Bussiere & Linda S. Goldberg & Robert Hills, 2018, "The international transmission of monetary policy," Staff Reports, Federal Reserve Bank of New York, number 845, Mar.
• Jesper Berg & Morten Bækmand Nielsen & James Vickery, 2018, "Peas in a pod? Comparing the U.S. and Danish mortgage finance systems," Staff Reports, Federal Reserve Bank of New York, number 848, May.
• Anusha Chari & Ryan Leary & Toan Phan, 2018, "The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico," Working Paper, Federal Reserve Bank of Richmond, number 18-3, Feb.
• Ugo Panizza, 2018, "The Real Effects of Financial Globalization: What Do the Data Say?," Annals of the Fondazione Luigi Einaudi. An Interdisciplinary Journal of Economics, History and Political Science, Fondazione Luigi Einaudi, Torino (Italy), volume 52, issue 1, pages 21-30, October, DOI: 10.26331/1030.
• Maksim V. Petrov, 2018, "The World Financial System: a Long Way to Multipolarity," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 47-58, April, DOI: 10.31107/2075-1990-2018-2-47-58.
• Răzvan Gabriel Hăpău, 2018, "Influența structurii capitalului asupra performanței financiare a instituțiilor de microfinanțare," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 104-119, June.
• Iuliana Maria Ursu, 2018, "Noi evidențe empirice pe marginea E.M.H. – cazul țărilor dezvoltate și emergente – o abordare microeconomică," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 120-138, June.
• Ioana-Alexandra Radu & Cristian-George Vlaicu, 2018, "Puzzele-ul risc-randament în portofoliile de acțiuni diversificate internațional din perspectiva investitorilor români," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 39-53, June.
• Vlad-Mircea Ionescu, 2018, "Principii ale investitorului individual," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 305-316, June.
• Shagaida Natalia & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Shagaida Natalia & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," JRFM, MDPI, volume 11, issue 4, pages 1-25, September.
• Mitu Gulati & Ugo Panizza, 2018, "The Hausmann-Gorky Effect," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2018, Mar.
• Yi Huang & Ugo Panizza & Richard Portes, 2018, "Corporate foreign bond issuance and interfirm loans in China," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2018, Apr.
• Mitu Gulati & Ugo Panizza, 2018, "Maduro Bonds," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2018, Sep.
• António Afonso & André Albuquerque, 2018, "Sovereign Credit Rating Mismatches," Notas Económicas, Faculty of Economics, University of Coimbra, issue 46, pages 49-70, July, DOI: 10.14195/2183-203X_46_3.
• Saptono, 2018, "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr520, Dec.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers, The German University in Cairo, Faculty of Management Technology, number 46, Mar.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print, HAL, number hal-01572510, Jun, DOI: 10.1007/s11156-018-0741-6.
• Yannick Le Pen & Benoît Sévi, 2018, "Futures Trading and the Excess Co-movement of Commodity Prices," Post-Print, HAL, number hal-01731459, DOI: 10.1093/rof/rfx039.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print, HAL, number hal-01736632, Dec.
• Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018, "Risk transmitters and receivers in global currency markets," Post-Print, HAL, number hal-01814274, Jun, DOI: 10.1016/j.frl.2017.09.018.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print, HAL, number hal-01817067, Nov.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print, HAL, number hal-01879668, DOI: 10.1016/j.frl.2017.12.008.
• Faten Ben Slimane & Laura Padilla Angulo, 2019, "Strategic change and corporate governance: Evidence from the stock exchange industry," Post-Print, HAL, number hal-01953776, Oct, DOI: 10.1016/j.jbusres.2018.10.045.
• Brian Hill & Tomasz Michalski, 2018, "Risk versus ambiguity and international security design," Post-Print, HAL, number hal-01966706, Jul.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print, HAL, number hal-01982032.
• Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Post-Print, HAL, number hal-01996787, Jan, DOI: 10.1016/j.econmod.2017.10.003.
• David Roubaud & Bouri Elie & Qiang Ji, 2018, "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print, HAL, number hal-02081506, May, DOI: 10.1016/j.irfa.2018.02.001.
• Jamal Bouoiyour & Refk Selmi, 2018, "Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets," Post-Print, HAL, number hal-02409120, Sep, DOI: 10.11130/jei.2018.33.3.488.
• Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print, HAL, number hal-02995949, Jan, DOI: 10.1016/j.jeconom.2017.09.002.
• Nabila Boukef Jlassi & Helmi Hamdi & Joseph Joyce, 2018, "External liabilities, domestic institutions and banking crises in developing economies," Post-Print, HAL, number hal-03511273, Feb, DOI: 10.1111/roie.12305.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
• E. Erragragui & M.K. Hassan & Jonathan Peillex & A.N.F. Khan, 2018, "Does Ethics Improve Stock Market Resilience in Times of Instability?," Post-Print, HAL, number hal-03680604, DOI: 10.1016/j.ecosys.2017.09.003.
• Nabila Boukef Jlassi & Helmi Hamdi & Joseph Joyce, 2018, "External liabilities, domestic institutions and banking crises in developing economies," Post-Print, HAL, number halshs-01902738, Feb, DOI: 10.1111/roie.12305.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2018, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Post-Print, HAL, number halshs-02148916, Dec, DOI: 10.1016/j.frl.2018.12.014.
• Jamal Bouoiyour & Refk Selmi, 2016, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers, HAL, number hal-01880322, Oct.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers, HAL, number hal-01880323, May.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers, HAL, number hal-01885142, Apr.
• Balázs Egert & Fredj Jawadi, 2018, "The Nonlinear Relationship between Economic growth and Financial Development," Working Papers, HAL, number hal-04141770.
• Michael Brei & Carlos Winograd, 2018, "Credit risk of foreign bank branches and subsidiaries in Argentina and Uruguay," Working Papers, HAL, number hal-04141776.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018, "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers, HAL, number hal-04141798.
• Emmanuel Hache & Anthony Paris, 2018, "Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market," Working Papers, HAL, number hal-04141799.
• Jeanne Amar & Jean-Francois Carpantier & Christelle Lecourt, 2018, "GCC Sovereign Wealth Funds: Why do they Take Control?," Working Papers, HAL, number halshs-01936882, Nov.
• Daniel L. Tortorice & Arben Kita, 2018, "Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries," Working Papers, College of the Holy Cross, Department of Economics, number 1801, Apr.
• Imlak Shaikh, 2018, "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 396-422.
• Gardberg, Malin, 2018, "Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements," Working Paper Series, Research Institute of Industrial Economics, number 1246, Nov.
• Charles Goodhart & Kanat Isakov & Udara Peiris & Dimitrios Tsomocos, 2018, "Debt Overhang and Monetary Policy in Czech Republic," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 3, pages 460-479.
• Karatetskaya Efrosiniya & Lakshina Valeriya, 2018, "Volatility Spillovers With Spatial Effects On The Oil And Gas Market," HSE Working papers, National Research University Higher School of Economics, number WP BRP 72/FE/2018.
• Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2018, "Cross-stock market spillovers through variance risk premiums and equity flows," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 667, Feb.
• Lee, Kyuseok & Kim, Soo-Hyun, 2018, "Do Leveraged/Inverse Etfs Wag The Underlying Market? : Evidence From The Korean Stock Market," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 59, issue 2, pages 83-94, December, DOI: 10.15057/29713.
• Mihaela-Eugenia VASILACHE, 2018, "Art Market vs Financial Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 6, issue 2, pages 3-10, June.
• Chun-An Li & Min-Ching Lee & Chin-Sheng Huang, 2018, "Taiwan And U.S. Equity Market Interdependence And Contagion: Evidence From Four-Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 95-115.
• Kumara Jati & Aziza Rahmaniar Salam, 2018, "Fundamentals Of Integrated Commercial Bank In Macroeconomic And Sharia Perspective In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 2, pages 349-387, February, DOI: https://doi.org/10.21098/jimf.v3i2..
• Seema Narayan & Mobeen Ur Rehman, 2018, "Portfolio Diversification Opportunities Within Emerging and Frontier Stock Markets: Evidence from Ten Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 1-22, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Tung-Zong (Donald) Chang & Su-Jane Chen & Hongmei Gu & Aijie Jiang, 2018, "A Market Volatility Analysis of the Shanghai-Hong Kong Stock Connect Program," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 17, issue 2, pages 113-121, September.
• Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2018, "Deviations from Covered Interest Rate Parity and the Dollar Funding of Global Banks," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 275-325, September.
• Masayuki Kazato & Tetsuya Yamada, 2018, "The Implied Bail-in Probability in the Contingent Convertible Securities Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-03, May.
• Mr. Itai Agur & Melissa Chan & Mr. Mangal Goswami & Mr. Sunil Sharma, 2018, "On International Integration of Emerging Sovereign Bond Markets," IMF Working Papers, International Monetary Fund, number 2018/018, Jan.
• Mr. Tamon Asonuma & Mr. Michael G. Papaioannou & Eriko Togo & Mr. Bert van Selm, 2018, "Belize's 2016-17 Sovereign Debt Restructuring - Third Time Lucky?," IMF Working Papers, International Monetary Fund, number 2018/121, May.
• Samuel P. Fraiberger & Dongyeol Lee & Mr. Damien Puy & Mr. Romain Ranciere, 2018, "Media Sentiment and International Asset Prices," IMF Working Papers, International Monetary Fund, number 2018/274, Dec.
• Raúl de Jesús Gutiérrez, 2018, "Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 53-76, Enero-Mar.
• Hector Díaz Rodríguez & Christian Bucio, 2018, "Contagio bursátil en los mercados del TLCAN, países emergentes y el mercado global," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 345-362, Julio-Sep.
• Domingo Rodríguez-Benavides & José Antonio Climent-Hernández & Luis Fernando Hoyos-Reyes, 2018, "Purchasing Power Parity Principle in Latin American Countries," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 461-477, Julio-Sep.