Research classified by Journal of Economic Literature (JEL) codes

2018

• Julian Schumacher & Christoph Trebesch & Henrik Enderlein, 2018, "Sovereign Defaults in Court," CESifo Working Paper Series, CESifo, number 6931.
• Jose A. Lopez & Kris James Mitchener, 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CESifo Working Paper Series, CESifo, number 7066.
• Saleem Bahaj & Ricardo Reis, 2018, "Central Bank Swap Lines," CESifo Working Paper Series, CESifo, number 7124.
• Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018, "The International Transmission of Monetary Policy," CESifo Working Paper Series, CESifo, number 7155.
• Benjamin R. Auer & Horst Rottmann, 2018, "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series, CESifo, number 7204.
• Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CESifo Working Paper Series, CESifo, number 7288.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Political Tension and Stock Markets in the Arabian Peninsula," CESifo Working Paper Series, CESifo, number 7341.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "The Impact of Business and Political News on the GCC Stock Markets," CESifo Working Paper Series, CESifo, number 7353.
• Saleem Bahaj & Ricardo Reis, 2018, "Central Bank Swap Lines," Discussion Papers, Centre for Macroeconomics (CFM), number 1816, Jun.
• Liliana Rojas-Suarez, 2018, "Paraguay: Is Good Macro Policy Enough to Ensure Adequate Resilience to Adverse External Shocks? How Does It Compare to Other Emerging Markets?," Working Papers, Center for Global Development, number 477, Mar.
• Patrick Carter & Nicolas Van de Sijpe & Raphael Calel, 2018, "The Elusive Quest for Additionality," Working Papers, Center for Global Development, number 495, Sep.
• John D. Burger & Francis E. Warnock & Veronica C. Warnock, 2018, "The Effects of U.S. Monetary Policy on Emerging Market Economies’ Sovereign and Corporate Bond Markets," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 3, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia, "Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures".
• Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-03, Jan, revised Jun 2018.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018, "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-05, Jan, revised Jun 2018.
• Semyon Malamud & Andreas Schrimpf, 2018, "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-14, Mar, revised Jun 2018.
• Egemen Eren & Semyon Malamud, 2018, "Dominant Currency Debt," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-55, Aug.
• Erica Perego, 2018, "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers, CEPII research center, number 2018-18, Nov.
• Walid Mensi & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh & Khamis Hamed Al-Yahyaee, 2018, "Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia," International Economics, CEPII research center, issue 156, pages 15-30.
• Walid M.A. Ahmed, 2018, "How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence," International Economics, CEPII research center, issue 156, pages 284-304.
• Christophe Destais, 2018, "L’indexation des dettes souveraines sur le PIB : une piste prometteuse mais difficile à mettre en oeuvre," La Lettre du CEPII, CEPII research center, issue 390.
• Julio Gálvez & Javier Mencía, 2018, "Conditional Return Asymmetries in the Sovereign-Bank Nexus," Working Papers, CEMFI, number wp2018_1813, Dec.
• Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018, "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16974, Nov.
• Rodrigo Pérez Pena, 2018, "Impacto De La Aplicación De Las Normas Internacionales De Información Finanaciera (Niif) En La Valoración De Una Empresa Pyme Del Grupo 2," Revista de Economía y Administración, Universidad Autónoma de Occidente, volume 15, issue 1.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16200, Apr.
• Fernando Chavarro Miranda & Vladimir Osorio Isaza, 2018, "Aproximación a la amenaza GAO - GDO según su financiación ilícita," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 245-277.
• HAFNER Christian, & HERWARTZ Helmut, & MAXAND Simone,, 2018, "Identification of structural multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018020, Jul.
• Natasha Kalara & Lu Zhang, 2018, "The changing landscape of firm financing in Europe, the United States and Japan," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 383, Sep.
• Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018, "Deep Value," CEPR Discussion Papers, Centre for Economic Policy Research, number 12685, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018, "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 12686, Feb.
• Lando, David & Klinger, Sven, 2018, "Safe Haven CDS Premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 12694, Feb.
• Rebucci, Alessandro & Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem, 2018, "Uncertainty and Economic Activity: A Multi-Country Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 12713, Feb.
• Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018, "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12766, Mar.
• Trebesch, Christoph & Schumacher, Julian & Enderlein, Henrik, 2018, "Sovereign Defaults in Court," CEPR Discussion Papers, Centre for Economic Policy Research, number 12777, Mar.
• Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018, "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers, Centre for Economic Policy Research, number 12857, Apr.
• Portes, Richard & Huang, Yi & Panizza, Ugo, 2018, "Corporate foreign bond issuance and interfirm loans in China," CEPR Discussion Papers, Centre for Economic Policy Research, number 12865, Apr.
• Chernov, Mikhail & Creal, Drew, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12893, Apr.
• Mitchener, Kris & Lopez, Jose A., 2018, "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CEPR Discussion Papers, Centre for Economic Policy Research, number 12951, May.
• Broner, Fernando & Clancy, Daragh & Erce, Aitor & Martín, Alberto, 2018, "Fiscal Multipliers and Foreign Holdings of Public Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 12960, Oct.
• Vedolin, Andrea & Sandulescu, Paula Mirela & Trojani, Fabio, 2018, "Model-Free International Stochastic Discount Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 12971, Jun.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "International Currencies and Capital Allocation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12973, Jun.
• Bahaj, Saleem, 2018, "Central Bank Swap Lines," CEPR Discussion Papers, Centre for Economic Policy Research, number 13003, Jun.
• Eberhardt, Markus, 2018, "(At Least) Four Theories for Sovereign Default," CEPR Discussion Papers, Centre for Economic Policy Research, number 13084, Jul.
• Malamud, Semyon & Schrimpf, Paul, 2018, "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 13182, Sep.
• Sussman, Nathan & Saadon, Yossi, 2018, "Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited," CEPR Discussion Papers, Centre for Economic Policy Research, number 13235, Oct.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 13237, Oct.
• Chernov, Mikhail & Creal, Drew, 2022, "International yield curves and currency puzzles," CEPR Discussion Papers, Centre for Economic Policy Research, number 13252, Feb.
• Bruno, Valentina & Shin, Hyun Song, 2018, "Currency depreciation and emerging market corporate distress," CEPR Discussion Papers, Centre for Economic Policy Research, number 13298, Nov.
• Rancière, Romain & Fraiberger, Samuel & , & Puy, Damien, 2018, "Media Sentiment and International Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 13366, Dec.
• Nogues-Marco, Pilar, 2018, "Money Markets and Exchange Rates in Pre-Industrial Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 13372, Dec.
• Malamud, Semyon & Eren, Egemen, 2018, "Dominant Currency Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 13391, Dec.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "The Rise of the Dollar and Fall of the Euro as International Currencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13410, Dec.
• Christian Gross & Pierre L. Siklos, 2018, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7218, Mar.
• Silvia Marchesi & Tania Masi, 2018, "Life After Default: Private vs. Official Sovereign Debt Restructurings," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 437, Jun.
• Francisco José Climent Diranzo & María Doménech Sarría, 2018, "La Banca en la Sombra: Definición, regulación y evolución. Un análisis internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 116, pages 151-166, Enero.
• Jan F. Kiviet & Zhenxi Chen, 2018, "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 151-196, May.
• Muhammad Ahad & Ijaz ur Rehman & Fiza Qureshi & Waqas Hanif & Zaheer Anwer, 2018, "Modelling Asymmetric Impact of Home Country Macroeconomic Variables on American Depository Receipts: Evidence from Eurozone," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 703-727, November.
• Mariya Gubareva, 2018, "Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 405-442, November.
• Lateef O. Akanni & Kazeem Isah, 2018, "Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 046, Feb.
• Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018, "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 051, Mar.
• Mutiu A. Oyinlola & Tirimisyu F. Oloko, 2018, "Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 059, Jun.
• Kerim Eser AFÞAR & Zakayo S. KISAVA, 2018, "The analysis of bubbles and crashes on financial markets for emerging economies: Evidenced From BRICS," Turkish Economic Review, EconSciences Journals, volume 5, issue 1, pages 1-11, March.
• Noha EMARA & Congcong NI & Ya GAO, 2018, "The impact of sudden stops in capital flows on output and investment: Selected emerging markets," Turkish Economic Review, EconSciences Journals, volume 5, issue 4, pages 316-327, December.
• Erdal Tanas KARAGÖL & Ýsmail KAVAZ, 2018, "The effect of foreign trade on economic growth: The case of Turkey," Turkish Economic Review, EconSciences Journals, volume 5, issue 4, pages 387-401, December.
• Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018, "Inflation Expectations and Monetary Policy Surprises," Working Papers, Central Bank of Cyprus, number 2018-1, Mar.
• Schiereck, D. & Hachenberg, B. & Kiesel, F., 2018, "Dieselgate and its expected consequences on the European auto ABS market," 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 106637, Aug, DOI: 10.1016/j.econlet.2018.07.044.
• Berninger, M. & Kiesel, F. & Schiereck, D., 2018, "When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA," 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 95382, Jun, DOI: 10.1016/j.econlet.2018.03.023.
• Ралица Христова-Маринова, 2018, "Финансови Мотиви За Международна Мобилност На Човешките Ресурси (По Примера На България И Румъния)," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 312-322.
• Теодор Тодоров, 2018, "Тестване Обективността На Прецизиращите Параметри На Валутните Опции," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 97-122.
• Teodor TODOROV, 2018, "Innovative Methods To Measure The Market Risk Of The Forex Market," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 40-59.
• Теодор Тодоров, 2018, "Иновативни Методи За Измерване На Пазарния Риск На Forex Пазара," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 44-65.
• Armin Varmaz & Stephan Abée, 2018, "Verteilungseigenschaften der Renditen von Kryptowährungen: sind sie mit Aktien vergleichbar?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 83-105, DOI: 10.3790/vjh.87.3.83.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Reinhard H. Schmidt, 2018, "Diversity in Finance: An Overview," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 4, pages 9-23, DOI: 10.3790/vjh.87.4.9.
• Giovanni Ferri & Doris Neuberger, 2018, "How Does Banking Diversity Fit in the General Vision Inspiring the Joint Process of Banking Union and Capital Markets Union?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 4, pages 25-37, DOI: 10.3790/vjh.87.4.25.
• Franziska Bremus & Tatsiana Kliatskova, 2018, "Rechtliche Harmonisierung kann Kapitalmarktintegration erleichtern," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 51/52, pages 1113-1121.
• Franziska Bremus & Tatsiana Kliatskova, 2018, "Legal Harmonization, Institutional Quality, and Countries' External Positions: A Sectoral Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1768.
• Michael Brei & Carlos Winograd, 2018, "Credit risk of foreign bank branches and subsidiaries in Argentina and Uruguay," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-12.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018, "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-2.
• Balázs Egert & Fredj Jawadi, 2018, "The Nonlinear Relationship between Economic growth and Financial Development," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-26.
• Emmanuel Hache & Anthony Paris, 2018, "Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-6.
• Christopher E.S. WARBURTON, 2018, "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 55-72.
• ROBINSON, C. Justin & BANGWAYO-SKEETE, Prosper, F., 2018, "The Information Content Of Dividend Announcements: Evidence From Frontier Markets With Varying Tax Regimes In Jamaica And Trinidad And Tobago, 2001-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 2, pages 73-86.
• Breckenfelder, Johannes, 2018, "How is a firm’s credit risk affected by sovereign risk?," Research Bulletin, European Central Bank, volume 53.
• Caloca, Antonio Rodríguez & Rousová, Linda, 2018, "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series, European Central Bank, number 28, May.

2017

• Nektarios Aslanidis & Charlotte Christiansen, 2017, "Flight to Safety from European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-38, Nov.
• Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/041, Jan.
• Hyeongwoo Kim & Jintae Kim, 2017, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-05, May.
• Ayben Koy & Güldenur Çetin & İhsan Ersan, 2017, "Regime Dynamics of International Precious Metal Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 107, pages 26-40, April, DOI: https://doi.org/10.33203/mfy.307172.
• Matteo Maggiori, 2017, "Financial Intermediation, International Risk Sharing, and Reserve Currencies," American Economic Review, American Economic Association, volume 107, issue 10, pages 3038-3071, October.
• Kofi A. Ababio & John W. Muteba Mwamba, 2017, "Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 19, issue 1, pages 23-44.
• Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/041, Jan.
• Horioka, Charles Yuji & Ford, Nicholas, 2017, "The Solution to the Feldstein-Horioka Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2017-17, Oct.
• van Kooten, G. Cornelis, 2017, "The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia," Working Papers, University of Victoria, Resource Economics and Policy, number 253887, Mar, DOI: 10.22004/ag.econ.253887.
• Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
• Raouf Boucekkine & Benteng Zou, 2017, "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1730, Aug.
• Yue Meinn GOH & Ros Zam Zam SAPIAN, 2017, "Return, Volatility And Fund Flows Linkages: Malaysian Evidence," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, volume 0, issue 2, pages 59-69, November.
• Kristóf Gyódi, 2017, "Determinants of Government Bond Spreads and Contagion between 2001–2014," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 2, pages 235-256, June.
• Nikolaos Stoupos & Apostolos Kiohos, 2017, "Post-Communist Countries of the EU and the Euro: Dynamic Linkages between Exchange Rates," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 4, pages 511-538, December.
• Stanislav Martinek, 2017, "The Investment Strategies of Sovereign Wealth Funds: A Reverse Engineered Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 16, issue 4, pages 648-656, December.
• Tatiana Didier & Ruth Llovet Montanes & Sergio Luis Schmukler, 2017, "International Financial Integration of East Asia and Pacific," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 139, Feb.
• Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 141, Sep.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017, "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 142, Oct.
• Francesco Franzoni & Itzhak Ben-David & Rabih Moussawi, 2017, "Exchange-Traded Funds," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 169-189, November, DOI: 10.1146/annurev-financial-110716-03.
• Jennifer N. Carpenter & Robert F. Whitelaw, 2017, "The Development of China's Stock Market and Stakes for the Global Economy," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 233-257, November, DOI: 10.1146/annurev-financial-110716-03.
• David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2017, "Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market," Working Papers, Department of Economics, Appalachian State University, number 17-06.
• Md. Mohibul Islam & Anisul M. Islam, 2017, "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 9, pages 157-15-172, 09-2017.
• Ioannis N. Kallianiotis, 2017, "Tests of Efficiency in the Foreign Exchange Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 10, pages 218-239, 10-2017.
• Nadia Anjum & Niaz Hussain Ghumro & Bisharat Husain, 2017, "Asymmetric Impact of Exchange Rate Changes on Stock Prices: Empirical Evidence from Germany," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 11, pages 240-245, 11-2017.
• Mohd Aminul Islam, 2017, "An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 11, pages 303-314, 11-2017.
• Matthias Raddant & Dror Y. Kenett, 2017, "Interconnectedness in the Global Financial Market," Papers, arXiv.org, number 1704.01028, Apr, revised Jun 2020.
• Bernardo Bortolotti & Veljko Fotak & Giacomo Loss, 2017, "Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1764.
• Inna Strelchenko, 2017, "Modelling Of Scenarios Of The Crisis Phenomena Transfer Among Financial Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 2, DOI: 10.30525/2256-0742/2017-3-2-136-140.
• Zhanna Sydorova & Sergey Yakubovskiy, 2017, "Development Prospects Of London As The World'S Financial Center In The Conditions Of Brexit," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 4, DOI: 10.30525/2256-0742/2017-3-4-238-243.
• Maria Cristina Arcuri & Marina Brogi & Gino Gandolfi, 2017, "Cyber risk in the financial industry, the market reactions," BANCARIA, Bancaria Editrice, volume 4, pages 35-49, April.
• Massimo Regalli & Maria Gaia Soana & Emanuele Testi, 2017, "Sovereign rating: a comparison among different rating agencies," BANCARIA, Bancaria Editrice, volume 10, pages 12-29, October.
• Mahmoud Haddad & Sam Hakim, 2017, "Measuring the Cost of Financial Integration in the GCC: Lessons from the Global Crisis," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 1-12, August.
• David Nickerson & Robert Jones, 2017, "Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 13-28, August.
• Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2017, "Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 42-56, August.
• 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 Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 687, Oct.
• Will Dison & Konstantinos Theodoridis, 2017, "Do macro shocks matter for equities?," Bank of England Staff Working Paper series, 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 Staff Working Paper series, 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.