Research classified by Journal of Economic Literature (JEL) codes

2017

• Simon Grima & Stephen Sammut, 2017, "A Study on the Impact of the Short Selling Ban on FIBS," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 18-48.
• Wahyu Murti, 2017, "The Influence of Crude Oil Price in Biodiesel and its Implication on the Production of Palm Oil: The Case of Indonesia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2A, pages 568-580.
• Risna Triandhari & Sugiharso Safuan & M. Syamsudin & Halim Alamsyah, 2017, "The Effect of Allocation of Dividend of the Regional Government-Owned Enterprises and the Empowerment Efforts on the Revenue of Regional Government: The Case of Indonesia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4B, pages 244-258.
• Simon Grima & Luca Caruana, 2017, "The Effect of the Financial Crisis on Emerging Markets: A Comparative Analysis of the Stock Market Situation Before and After," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4B, pages 727-753.
• Wahyu Murti, 2017, "The Impact of the Global Stock Market and the Foreign Exchange Market on Domestic Financial Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4B, pages 99-111.
• Susan Thomas, 2017, "Response of Firms to Listing: Evidence from SME Exchanges," Working Papers, eSocialSciences, number id:12295, Dec.
• Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017, "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20781, Dec.
• Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17120, Nov.
• Priftis, Romanos; Zimic, Srecko, 2017, "Sources of Borrowing and Fiscal Multipliers," Economics Working Papers, European University Institute, number ECO2017/01.
• Mofleh Alshogeathri & Jamel Jouini, 2017, "Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 3, pages 166-198, June.
• Sema Bayraktar & Thomas C. Chiang, 2017, "Comovements of Stock Markets between Turkey and Global Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 3, pages 250-275, June.
• Vera Mirovic & Dejan Zivkov & Jovan Njegic, 2017, "Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 396-422, October.
• Anton Astakhov & Tomas Havranek & Jiri Novak, 2017, "Firm Size and Stock Returns: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/14, Jul, revised Jul 2017.
• Evzen Kocenda & Michala Moravcova, 2017, "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/27, Nov, revised Nov 2017.
• Qi Deng & Zhong-guo Zhou, 2017, "IPO Pricing Efficiency in China: A ChiNext Board Focus," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 12, issue 2, pages 280-308, June.
• Scherrer, Cristina Mabel & Fernandes, Marcelo, 2017, "Disentangling the effect of private and public cash flows on firm value," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 443.
• W. Scott Frame & Atanas Mihov & Leandro Sanz, 2017, "Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-2, Mar.
• Falk Bräuning & Kovid Puria, 2017, "Uncovering covered interest parity: the role of bank regulation and monetary policy," Current Policy Perspectives, Federal Reserve Bank of Boston, number 17-3, Jun.
• Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017, "The Exchange Rate Effects of Macro News after the Global Financial Crisis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 305, Feb, DOI: 10.24149/gwp305.
• Everett Grant & Julieta Yung, 2017, "The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 313, May, DOI: 10.24149/gwp313.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio Rebalancing in Times of Stress," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 322, Jul, DOI: 10.24149/gwp322.
• Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2017, "Risk Taking and Interest Rates : Evidence from Decades in the Global Syndicated Loan Market," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1188, Jan, DOI: 10.17016/IFDP.2017.1188.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017, "International Illiquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1201, Mar, DOI: 10.17016/IFDP.2017.1201.
• Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017, "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1202, Mar, DOI: 10.17016/IFDP.2017.1202.
• Ricardo Correa & Keshav Garud & Juan M. Londono & Nathan Mislang, 2017, "Sentiment in Central Banks' Financial Stability Reports," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1203, Mar, DOI: 10.17016/IFDP.2017.1203.
• Anna Wong, 2017, "China’s Current Account : External Rebalancing or Capital Flight?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1208, Jun, DOI: 10.17016/IFDP.2017.1208.
• Ricardo M. Reyes-Heroles & Gabriel Tenorio, 2017, "Interest Rate Volatility and Sudden Stops : An Empirical Investigation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1209, Jul, DOI: 10.17016/IFDP.2017.1209.
• Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017, "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1216, Nov, DOI: 10.17016/IFDP.2017.1216.
• Patrick Moran & Albert Queraltó, 2017, "Innovation, Productivity, and Monetary Policy," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1217, Nov, DOI: 10.17016/IFDP.2017.1217.
• Patrick J. Kehoe & Elena Pastorino, 2017, "Fiscal Unions Redux," Staff Report, Federal Reserve Bank of Minneapolis, number 543, Feb.
• Cristina Arellano & Yan Bai & Luigi Bocola, 2017, "Sovereign risk and firm heterogeneity," Staff Report, Federal Reserve Bank of Minneapolis, number 547, Mar.
• Luigi Bocola & Guido Lorenzoni, 2017, "Financial Crises and Lending of Last Resort in Open Economies," Staff Report, Federal Reserve Bank of Minneapolis, number 557, Oct, DOI: 10.21034/sr.557.
• John Clark, 2017, "China’s evolving managed float: an exploration of the roles of the fix and broad dollar movements in explaining daily exchange rate changes," Staff Reports, Federal Reserve Bank of New York, number 828, Nov.
• Satyajit Chatterjee & Burcu Eyigungor, 2017, "Endogenous Political Turnover and Fluctuations in Sovereign Default Risk," Working Papers, Federal Reserve Bank of Philadelphia, number 17-1, Jan.
• Pawan Jain & Wen-Jun Xue, 2017, "Global Investigation of Return Autocorrelation and its Determinants," Working Papers, Florida International University, Department of Economics, number 1704, Apr.
• Goar E. Shakhnazaryan, 2017, "Harmonization of Approaches to Risk Management Activities of Central Depositories of the EAEU Member Countries," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 91-104, April.
• Igor V. Belyakov, 2017, "Monitoring and Analysis of Contingent Budget Liabilities to Financial System," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 71-84, August.
• Boris I. Alekhin, 2017, "Russia’s Financial Structure and Economic Growth," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 71-83, October.
• Adelina- Monica Moraru, 2017, "Managementul riscului pe piața de capital din România și utilizarea modelelor multifactoriale în estimarea rentabilității acțiunilor," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 157-168, June.
• Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena, 2017, "The Effect of Interest Rates on Economic Growth," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2017-303, revised 2017.
• Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena, 2017, "The Effect of Interest Rates on Economic Growth," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2017-300, revised 2017.
• Katarina Juselius, 2017, "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Econometrics, MDPI, volume 5, issue 3, pages 1-20, July.
• Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017, "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," Growth Lab Working Papers, Harvard's Growth Lab, number 98, May.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017, "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 7-25, December, DOI: 10.14195/2183-203X_45_1.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017, "Where is the information on USD/Bitcoins hourly price movements?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-05, May.
• Nogues-Marco, Pilar, 2017, "Money Markets and Exchange Rates in Pre-Industrial Europe," Working Papers, University of Geneva, Paul Bairoch Institute of Economic History, number unige:100808.
• Embun Prowanta, 2017, "The Impact of Macro Economy on Stock Price Index: An Empirical Study of Five ASEAN Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr467, Apr.
• Tomas Williams & Claudio Raddatz & Sergio L. Schmukler, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-10, Oct.
• Tomas Williams & Lorenzo Pandolfi, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-11, Nov.
• Tomas Williams, 2017, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-12, Dec.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017, "How to determine exchange rates under risk neutrality: A note," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02877955, Aug, DOI: 10.1016/j.econlet.2017.05.015.
• Nicolas Debarsy & Jean-Yves Gnabo & Malik Kerkour, 2017, "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," Post-Print, HAL, number hal-01251243, Jun, DOI: 10.1016/j.jimonfin.2017.05.007.
• Justine Pedrono, 2017, "Pro-cyclicité des bilans bancaires : quels sont les effets des activités en devises ?," Post-Print, HAL, number hal-01590012, Apr.
• Gilles de Truchis & Benjamin Keddad & Cyril Dell'Eva, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print, HAL, number hal-01635867, May, DOI: 10.1016/j.intfin.2016.12.006.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667119.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667123.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667126.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667143.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667144.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," Post-Print, HAL, number hal-01685389, Dec, DOI: 10.1016/j.inteco.2017.06.003.
• Aurore Burietz & Kim Oosterlinck & Ariane Szafarz, 2017, "Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle," Post-Print, HAL, number hal-01745253, Nov, DOI: 10.1016/j.econlet.2017.08.018.
• Zhenya Liu & Shixuan Wang, 2017, "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print, HAL, number hal-01794384, Sep, DOI: 10.1016/j.pacfin.2017.06.007.
• Carmela d'Avino, 2017, "Banking regulation and the changing geography of off-balance sheet activities," Post-Print, HAL, number hal-01893460, Aug.
• Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print, HAL, number hal-02000697, DOI: 10.1016/j.frl.2016.09.025.
• Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print, HAL, number hal-02000698, DOI: 10.1016/j.frl.2017.06.010.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
• Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
• Osamah Al-Khazali & Elie Bouri & David Roubaud & Taisier Zoubi, 2017, "The impact of religious practice on stock returns and volatility," Post-Print, HAL, number hal-02008554, DOI: 10.1016/j.irfa.2017.04.009.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017, "How to determine exchange rates under risk neutrality: A note," Post-Print, HAL, number hal-02877955, Aug, DOI: 10.1016/j.econlet.2017.05.015.
• Nicolas Huchet & Gueye Papa & Rachida Hennani, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Post-Print, HAL, number hal-03591537, Nov.
• Sandrine Kablan & Zied Ftiti & Khaled Guesmi, 2017, "Commodity price cycles and financial pressures in African commodities exporters
  [Cycles de prix des matières premières et tensions financières dans les pays exportateurs de matières premières]," Post-Print, HAL, number hal-04281443, Mar, DOI: 10.1016/j.ememar.2016.05.005.
• Cyril Dell'Eva & Gilles de Truchis & Benjamin Keddad, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print, HAL, number hal-04847446.
• Weneyam Hippolyte Balima & Jean-Louis Combes & Alexandru Minea, 2017, "Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?," Post-Print, HAL, number halshs-01426508.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017, "How to determine exchange rates under risk neutrality: A note," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02877955, Aug, DOI: 10.1016/j.econlet.2017.05.015.
• Sandrine Kablan & Ouidad Yousfi, 2017, "Efficiency of islamic and conventional banks in countries with islamic banking," Working Papers, HAL, number hal-01527697, May.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," Working Papers, HAL, number hal-04141648.
• Fredj Jawadi & Wael Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017, "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," Working Papers, HAL, number hal-04141662.
• Raouf Boucekkine & Benteng Zou, 2017, "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," Working Papers, HAL, number halshs-01579120, Aug.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT, HAL, number hal-01885142, Apr.
• Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "The Memory of Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-601, Jul.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017, "The Long Memory of Equity Volatility: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-614, Nov.
• Kyritsis, Evangelos & Serletis, Apostolos, 2017, "The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/7, May.
• Kyritsis, Evangelos & Serletis, Apostolos, 2017, "Oil Prices and the Renewable Energy Sector," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/15, Nov.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• Di Casola, Paola & Sichlimiris, Spyridon, 2017, "Domestic and External Sovereign Debt," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 345, Nov.
• Violetta Arkhipova, 2017, ""Green Finance" as Recipe for Solving Global Problems," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 2, pages 312-332.
• Victoria Dobrynskaya, 2017, "Dynamic Momentum and Contrarian Trading," HSE Working papers, National Research University Higher School of Economics, number WP BRP 61/FE/2017.
• Yin-Wong Cheung & Kenneth K. Chow & Matthew S. Yiu, 2017, "Effects of Capital Flow on the Equity and Housing Markets in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 012017, Jan.
• Camelia Catalina Joldes, 2017, "The Impact of Globalization on the Capital Market in Romania," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 1, pages 3-8, March.
• Valentin EPURE, 2017, "Bucharest Stock Exchange - the evolution of institutional framework and of the main financial instruments," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 2, pages 21-27, June.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017, "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2017n17, Jul.
• Kateryna Bagatska & Bohdana Piuro, 2017, "Market Capitalization of Companies: World and Domestic Tendencies," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 112-119, March.
• Ihor Kravchuk, 2017, "Assets Securitization in European Financial Scope," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 91-98, June.
• Jed Baker, 2017, "U.S. And Costa Rica Stock Market Cointegration," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 93-104.
• Eyup Kadioglu & Saim Kilic & Ender Aykut Yilmaz, 2017, "Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 148-158, May.
• Cavallo, Eduardo A. & Fernández-Arias, Eduardo & Marzani, Matías, 2017, "Making International Financial Integration Work for Low-Saving Countries," IDB Publications (Working Papers), Inter-American Development Bank, number 8508, Jul, DOI: http://dx.doi.org/10.18235/0011806.
• Linda Karlina Sari & Noer Azam Achsani & Bagus Sartono, 2017, "Volatility Transmission Of The Main Global Stock Return Towards Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 229-256, October, DOI: https://doi.org/10.21098/bemp.v20i2.
• Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017, "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 7, issue 1/2, pages 152-169.
• Dorina Clichici, 2017, "The European Central Bank And The Federal Reserve: A Comparative Analysis," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 9, issue 2, pages 19-35.
• Oskar Kowalewksi & Pawel Pisany, 2017, "What is driving the corporate bond market development in Asia?," Working Papers, IESEG School of Management, number 2017-ACF-03, May.
• Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017, "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 19, issue 1, pages 37-66, June.
• Muhammad Nurul Houqe, 2017, "IFRS Adoption and Audit Fees-Evidence from New Zealand," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 16, issue 1, pages 75-100, June.
• Jon Frost & Jakob de Haan & Neeltje van Horen, 2017, "International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 293-313, March.
• Jose M Berrospide & Ricardo Correa & Linda S Goldberg & Friederike Niepmann, 2017, "International Banking and Cross-Border Effects of Regulation: Lessons from the United States," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 435-476, March.
• Rodrigo Alfaro Alfaro & Carlos A. Medel & Carola Moreno, 2017, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 32, issue 2, pages 131-153, October.
• Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2017, "Risk Taking and Interest Rates: Evidence from Decades in the Global Syndicated Loan Market," IMF Working Papers, International Monetary Fund, number 2017/016, Jan.
• Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Andrew K. Rose, 2017, "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Working Papers, International Monetary Fund, number 2017/193, Sep.
• Sebastian Dullien, 2017, "Risk sharing by financial markets in federal systems: What do we really measure?," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 02-2017.
• Leopoldo Sánchez Cantú & Carlos Arturo Soto Campos & Oswaldo Morales Matamoros & Alba Lucero García Pérez, 2017, "Ley de potencia en caídas de precios mayores a un nivel crítico en series de tiempo financieras," 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 12, issue 1, pages 63-89, Enero-Mar.
• Aggarwal, Nidhi & Susan Thomas, 2017, "Response of firms to listing: Evidence from SME exchanges," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2017-022, Nov.
• David Kohn, 2017, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term Premium," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 480.
• Luka Sikic & Mislav Sagovac, 2017, "An international integration history of the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, volume 41, issue 2, pages 227-257, DOI: 10.3326/pse.41.2.4.
• Katarina Durdenic, 2017, "Crowdfunding - Croatian legal perspective and comparison to other sources of financing," Public Sector Economics, Institute of Public Finance, volume 41, issue 2, pages 259-287, DOI: 10.3326/pse.41.2.5.
• Miranda-Reyna, Montserrat & Carrillo-Urbina, Gilberto Jaime, 2017, "Impacto de los indicadores financieros en el desempeño de las instituciones microfinancieras en México: un estudio de panel desbalanceado," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 46, pages 41-60, Primer se.
• António Afonso & André Albuquerque, 2017, "Sovereign Credit Rating Mismatches," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/02, Jan.
• Dickinson, David L. & Chaudhuri, Ananish & Greenaway-McGrevy, Ryan, 2017, "Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market," IZA Discussion Papers, IZA Network @ LISER, number 10984, Sep.
• K. Kiran Kumar & Bhawna Sahu, 2017, "Dynamic Linkages Between Macroeconomic Factors and Islamic Stock Indices in a Non-Islamic Country India," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 193-205, January-M.
• Rizwan Ali Author-Name: Yanping Liu Author-Name: Ramiz Ur Rehman & Youyuan Zheng, 2017, "Does U.S. Sub-Prime Crisis Impede Asian Equity Indices Integration Strengthens? An Ardl-Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 259-293, January-M.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2017, "The Relationship Between Cumulative Abnormal Returns And Earnings: Evidence From Emerging Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 357-368, April-Jun.
• Lika Ba, Farid Gasmi, and Paul Noumba Um, 2017, "The Relationship between Financial Development and Private Investment Commitments in Energy Projects," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 42, issue 3, pages 17-40, September.
• Gina Christelle Pieters, 2017, "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers, Job Market Papers, number ppi307, Nov.
• Chune Young Chung & Yunjae Lee & Doojin Ryu, 2017, "Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 309-322, December, DOI: 10.1007/s10690-017-9235-0.
• Wei Zhou, 2017, "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 207-230, August, DOI: 10.1007/s10614-016-9606-z.
• Karin Haldrup, 2017, "On security of collateral in Danish mortgage finance: a formula of property rights, incentives and market mechanisms," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 1-29, February, DOI: 10.1007/s10657-014-9448-x.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
• Hubert Gabrisch, 2017, "Monetary policy independence reconsidered: evidence from six non-euro members of the European Union," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 3, pages 567-584, August, DOI: 10.1007/s10663-016-9337-3.
• Evan Gatev & Mingxin Li, 2017, "Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 117-136, May, DOI: 10.1007/s11408-017-0285-0.
• Thomas Poufinas & Dimitrios Zygiotis, 2017, "How transparency affects investment-linked insurance products," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 4, pages 405-418, November, DOI: 10.1007/s11294-017-9661-9.
• Manuel Hoffmann & Matthias Neuenkirch, 2017, "The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 61-73, January, DOI: 10.1007/s10368-015-0321-3.
• Krishna Prasanna & Subramaniam Sowmya, 2017, "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, volume 14, issue 2, pages 353-375, April, DOI: 10.1007/s10368-016-0340-8.
• Diego Valiante, 2017, "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 601-624, October, DOI: 10.1007/s10368-016-0356-0.
• Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2017, "Income inequality, fiscal stimuli and political (in)stability," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 24, issue 3, pages 484-511, June, DOI: 10.1007/s10797-016-9428-x.
• Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017, "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, volume 144, issue 3, pages 533-547, September, DOI: 10.1007/s10551-015-2814-y.
• Gbenga Ibikunle & Tom Steffen, 2017, "European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers," Journal of Business Ethics, Springer, volume 145, issue 2, pages 337-355, October, DOI: 10.1007/s10551-015-2850-7.
• N. Kundan Kishor & Hardik A. Marfatia, 2017, "The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 2, pages 237-268, February, DOI: 10.1007/s11146-015-9546-8.
• Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017, "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 482-514, May, DOI: 10.1007/s11146-016-9552-5.
• Ralf Meyer, 2017, "Profitability patterns in the interest rate derivatives market," Review of Derivatives Research, Springer, volume 20, issue 3, pages 231-254, October, DOI: 10.1007/s11147-017-9129-3.
• Vincent Xiang & Michael T. Chng & Victor Fang, 2017, "The economic significance of CDS price discovery," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 1-30, January, DOI: 10.1007/s11156-015-0540-2.
• Chen-Yu Chen & Jian-Hsin Chou & Hung-Gay Fung & Yiuman Tse, 2017, "Setting the futures margin with price limits: the case for single-stock futures," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 219-237, January, DOI: 10.1007/s11156-015-0548-7.
• Ning Jia, 2017, "Diversification of pre-IPO ownership and foreign IPO performance," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 1031-1061, May, DOI: 10.1007/s11156-016-0577-x.
• Sunil S. Poshakwale & Anandadeep Mandal, 2017, "Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 859-892, May, DOI: 10.1007/s11156-016-0580-2.
• Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017, "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1167-1193, November, DOI: 10.1007/s11156-017-0620-6.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1718, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1719, Dec.
• Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers, Graduate School of Economics, Kobe University, number 1722, Nov.
• Tóth, József & Zéman, Zoltán, 2017, "Az Európai Unió bankrendszerének piaci koncentrációja
  [Market concentration among the banks in the European Union]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 852-871, DOI: 10.18414/KSZ.2017.7-8.852.
• 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, KSP 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, KSP Journals, volume 4, issue 3, pages 326-333, September.
• Katarina Juselius, 2017, "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers, University of Copenhagen. Department of Economics, number 17-07, Apr.
• Katarina Juselius, 2017, "A CVAR scenario for a standard monetary model using theory-consistent expectations," Discussion Papers, University of Copenhagen. Department of Economics, number 17-08, Apr.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017, "Asymmetric volatility connectedness on the forex market," KIER Working Papers, Kyoto University, Institute of Economic Research, number 956, Jan.
• Husni Charif & Ata Assaf, 2017, "Market Efficiency in the MENA Equity Markets: Evidence from Newly Developed Tests and Regime Change," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 15-32.
• Zohaib Aziz & Javed Iqbal, 2017, "Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 22, issue 2, pages 89-116, July-Dec.
• Raouf Boucekkine & Benteng Zou, 2017, "A note on risk sharing versus instability in international financial integration: When Obstfeld meets Stiglitz," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 17-19.
• Valentina Milano, 2017, "Risk Sharing in the Euro Zone: the Role of European Institutions," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1701.
• Ghasemi Ali Abadi, Mehdi & Shakeri, Abbas & Nassiri Aghdam, Ali, 2017, "Introducing a Model to Measure the Corporate Governance Index in Usury-Free Banking," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 55-71, January.
• Fegheh Majidi, Ali & Mohammadi, Ahmad & Nanvay Sabegh, Behnaz, 2017, "An Investigation of Convergence Hypothesis of Price Index in Asian Stock Markets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 73-88, January.
• Argha, Leila & Mowlaei, Mohammad & Khezri, Mohsen & Shahabadi, Abolfazl, 2017, "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 4, pages 481-489, October.
• Eliska Hrabalova & Eva Vavrova & David Hampel, 2017, "New approaches to regulating insurance markets in the European Union in the aftermath of the financial crisis," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2017-72, Dec.
• Ryota Nakatani, 2017, "The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 11, pages 2545-2561, November, DOI: 10.1080/1540496X.2016.1216836.
• Shangkari V. Anusakumar & Ruhani Ali, 2017, "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 26-42.
• Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya, 2017, "Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?," Capital Markets Review, Malaysian Finance Association, volume 25, issue 2, pages 1-14.
• Jyri Kinnunen & Minna Martikainen, 2017, "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 1, pages 21-48, March.
• Samit Paul & Madhusudan Karmakar, 2017, "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 4, pages 247-283, December.
• Silvia Marchesi & Tania Masi, 2017, "Life after default: Private vs. official sovereign debt restructurings," Working Papers, University of Milano-Bicocca, Department of Economics, number 370, Sep, revised Feb 2019.
• Peh Ying Qian & John Francis Diaz, 2017, "Volatility Integration of Global Stock Markets with the Malaysian Stock Market: A Multivariate GARCH Approach," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 54, issue 1, pages 83-117, June, DOI: 10.22452/MJES.vol54no1.5.
• Marcell Béli & Kata Váradi, 2017, "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 16, issue 2, pages 119-147.
• Andr Tomfort, 2017, "Detecting Asset Price Bubbles: A Multifactor Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 46-55.
• Khalifa Hassanain, 2017, "Stock Prices and Real Exchange Rate Movements in the Gulf Cooperation Council," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 92-96.
• Pasrun Adam & Pasrun Adam & Rosnawintang Rosnawintang & Ambo Wonua Nusantara & Abd Aziz Muthalib, 2017, "A Model of the Dynamic of the Relationship between Exchange Rate and Indonesia's Export," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 255-261.
• Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian, 2017, "Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 429-434.
• Hanan Naser, 2017, "Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 470-475.
• Dwi Wulandari & Mit Witjaksono & Thomas Soseco & Bagus Shandy Narmaditya, 2017, "The Development of Productive Economy Cluster through Siparti 3-S and Triple Helix in Lumajang Regency, Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 25-31.
• scar Carchano & Julio Lucia & ngel Pardo, 2017, "A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 397-407.
• Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto, 2017, "Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 426-436.
• Zi-Yi Guo, 2017, "Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 507-512.
• Cristiana Fiorelli & Marco Mele, 2017, "Water Gain: As a Common Good Becomes a Financial Opportunity," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 626-630.
• Wang Tianqiong & Shu Yang & Shamila Saddique, 2017, "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 631-640.
• Mariya Paskaleva & Ani Stoitsova-Stoykova, 2017, "Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 172-179.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 309-317.
• Mostafa Ali & Gang Sun, 2017, "Dynamic Relations between Stock Price and Exchange Rate: Evidence from South Asia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 331-341.
• Ranjan Dasgupta, 2017, "Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 684-705.