Research classified by Journal of Economic Literature (JEL) codes

2017

• Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2017, "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," Working Papers, University of Otago, Department of Economics, number 1710, Oct, revised Oct 2017.
• Eugenio Cerutti & Stijn Claessens & Lev Ratnovski, 2017, "Global liquidity and cross-border bank flows," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 32, issue 89, pages 81-125.
• Dariusz Wójcik & Duncan MacDonald-Korth & Simon X. Zhao, 2017, "The political–economic geography of foreign exchange trading," Journal of Economic Geography, Oxford University Press, volume 17, issue 2, pages 267-286.
• Andreas Fuchs & Kai Gehring, 2017, "The Home Bias in Sovereign Ratings," Journal of the European Economic Association, European Economic Association, volume 15, issue 6, pages 1386-1423.
• Matthew Baron & Wei Xiong, 2017, "Credit Expansion and Neglected Crash Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 713-764.
• Christian Walkshäusl, 2017, "Expectation Errors in European Value-Growth Strategies," Review of Finance, European Finance Association, volume 21, issue 2, pages 845-870.
• Richard Evans & Miguel A. Ferreira & Melissa Porras Prado, 2017, "Fund Performance and Equity Lending: Why Lend What You Can Sell?," Review of Finance, European Finance Association, volume 21, issue 3, pages 1093-1121.
• Athina Georgopoulou & Jiaguo (George) Wang, 2017, "The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets," Review of Finance, European Finance Association, volume 21, issue 4, pages 1557-1592.
• Bruno Solnik & Luo Zuo, 2017, "Relative Optimism and the Home Bias Puzzle," Review of Finance, European Finance Association, volume 21, issue 5, pages 2045-2074.
• Christian Finke & Florian Weigert, 2017, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Review of Finance, European Finance Association, volume 21, issue 6, pages 2199-2248.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017, "Currency Value," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 416-441.
• Michael Katz & Hanno Lustig & Lars Nielsen, 2017, "Are Stocks Real Assets? Sticky Discount Rates in Stock Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 539-587.
• Valentina Bruno & Hyun Song Shin, 2017, "Global Dollar Credit and Carry Trades: A Firm-Level Analysis," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 703-749.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017, "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 750-800.
• Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter, 2017, "Pre-market Trading and IPO Pricing," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 835-865.
• Tobias Berg & Anthony Saunders & Sascha Steffen & Daniel Streitz, 2017, "Mind the Gap: The Difference between U.S. and European Loan Rates," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 948-987.
• Chunxin Jia & Yaping Wang & Wei Xiong, 2017, "Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 2972-3008.
• Belascu Lucian, 2017, "A Comparative Analysis in the Field of the Economic Exposure to Currency Risk," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 413-418, June.
• Munteanu Bogdan, 2017, "European Sovereign Bond-Backed Securities – a Proposal to Mitigate Risks Arisen from the Lack of an Euro Area Common Fiscal Policy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 57-62, June.
• Munteanu Bogdan, 2017, "Speaking of Securitization of Financial Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 611-615, June.
• MiÅ£ac Mirela Claudia, 2017, "The Importance of European Capital Markets Union for the Romanian Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 99-104, June.
• Gabriel, Vítor & Saraiva, Helena, 2017, "Links between the Eurozone Stock Markets: A New Perspective, Considering the Capitalization Level || Relación entre los índices bursátiles europeos: una nueva perspectiva a partir de los niveles de capitalización," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 194-209, Junio.
• Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017, "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 222-242, May, DOI: 10.1057/s41260-016-0038-z.
• Lorne N. Switzer & Jun Wang & Seungho Lee, 2017, "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 457-475, October, DOI: 10.1057/s41260-017-0047-6.
• Mark Schaub, 2017, "A note on the early effects of the US Presidential vote on Mexican ADR values," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 511-515, December, DOI: 10.1057/s41260-017-0043-x.
• Luis Catão & Ana Fostel & Romain Ranciere, 2017, "Fiscal Discoveries and Yield Decouplings," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 4, pages 704-744, November, DOI: 10.1057/s41308-016-0027-8.
• Pawel Pisany & Wojciech Dejneka, 2017, "Europejska Unia Rynkow Kapitalowych a zroznicowanie systemow finansowych panstw czlonkowskich
  [Capital Markets Union and differentiation of financial systems in member states]," Catallaxy, Institute of Economic Research, volume 2, issue 1, pages 13-25, June, DOI: 10.24136/cxy.v2i1.2.
• Patrycja Chodnicka-Jaworska, 2017, "Macroeconomic Aspects Of Banks’ Credit Ratings," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 1, pages 101-120, March, DOI: 10.24136/eq.v12i1.6.
• Elzbieta Janton-Drozdowska & Alicja Mikolajewicz-Wozniak, 2017, "The impact of the distributed ledger technology on the single European payment area development," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 3, pages 519-535, September, DOI: 10.24136/eq.v12i3.28.
• Michal Elzbieta Janton-Drozdowska & Alicja Mikolajewicz-Wozniak, 2017, "The introduction of the distributed ledger technology in banking system as an alernative for Single European Payment Area solutions," Working Papers, Institute of Economic Research, number 80/2017, May, revised May 2017.
• Ewa Karwowski, 2017, "Corporate financialisation in South Africa: From investment strike to housing bubble," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1708, Jul.
• Madeira, Makharam & Masih, Mansur, 2017, "Does the purchasing power parity theory hold for Malaysia ?," MPRA Paper, University Library of Munich, Germany, number 100017, Jul.
• Bakkali, Saad & Masih, Mansur, 2017, "Is the GCC islamic index independent of the conventional interest rates ?," MPRA Paper, University Library of Munich, Germany, number 100636, Mar.
• Malayan, Firoz & Masih, Mansur, 2017, "Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific," MPRA Paper, University Library of Munich, Germany, number 100681, Oct.
• Ashraf, Kamran & Masih, Mansur, 2017, "Does the purchasing power parity theory still hold ? The UK as the case study," MPRA Paper, University Library of Munich, Germany, number 100764, Dec.
• Miras, Hassan & Masih, Mansur, 2017, "Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 101229, Jun.
• Makovsek, Dejan & Moszoro, Marian W., 2017, "Risk pricing inefficiency in public-private partnerships," MPRA Paper, University Library of Munich, Germany, number 101574, Nov.
• Amanbayev, Yerkebulan & Masih, Mansur, 2017, "What factors affect the export competitiveness? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 102512, Apr.
• Zada, Najeeb & Masih, Mansur, 2017, "Exploring the relationship between the Malaysian islamic index and international islamic indices," MPRA Paper, University Library of Munich, Germany, number 102809, Sep.
• Abdullah, Mace & Masih, Mansur, 2017, "Is there any significant difference in global volatility of and correlation between shari’ah-compliant (Islamic) equities and sukuk ?," MPRA Paper, University Library of Munich, Germany, number 103729, Jul.
• Zakaria, Khairuddin & Masih, Mansur, 2017, "Impact of various islamic equity markets on sharia (islamic) compliant equity invesments in emerging markets," MPRA Paper, University Library of Munich, Germany, number 103799, Nov.
• al Bdiwy, Feras & Masih, Mansur, 2017, "The lead-lag relationship among select regional islamic equity markets," MPRA Paper, University Library of Munich, Germany, number 104973, Apr.
• Farouk, Faizal & Masih, Mansur, 2017, "Lead-lag relationship between islamic ETF price and strategic commodities: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 104977, Mar.
• Ibrahim, Zil Farlilah & Masih, Mansur, 2017, "Is gold a better choice as reserve currency for smaller market economies?," MPRA Paper, University Library of Munich, Germany, number 105474, Jun.
• Hamour, Mohamed & Masih, Mansur, 2017, "The dilemma of the sharia conscious investor: a time series analysis," MPRA Paper, University Library of Munich, Germany, number 106129, Mar.
• Alamsyah, Janoearto & Masih, Mansur, 2017, "Impact of islamic money market development on islamic bank liquidity management: a case study of Indonesia," MPRA Paper, University Library of Munich, Germany, number 106778, Oct.
• Azland, Adam & Masih, Mansur, 2017, "Discerning the relationship between bitcoin and islamic index," MPRA Paper, University Library of Munich, Germany, number 106790, Jul.
• Yaacob, Nurul & Masih, Mansur, 2017, "Do the exchange rate fluctuations of trading partners affect the export competitiveness of a country? Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 108037, May.
• Mosteut, Safini & Masih, Mansur, 2017, "Does the exchange rate volatility affect the foreign direct investment? the case of Thailand," MPRA Paper, University Library of Munich, Germany, number 108898, Nov.
• Musaev, Mekhroj & Masih, Mansur, 2017, "Impact of oil price volatility on macroeconomic variables: an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109252, Aug.
• Isaacs, Ziyaat & Masih, Mansur, 2017, "Testing the long-run relationship between exchange rate, oil price, FDI and GDP: an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109279, Feb.
• Fadzil, Atikah & Masih, Mansur, 2017, "Does export lead growth? evidence from Japan," MPRA Paper, University Library of Munich, Germany, number 109290, Nov.
• Bekmuratov, Mukhsinbek & Masih, Mansur, 2017, "Granger-causality between oil price and macrovariables: ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109862, Mar.
• Sulaiman, Nadzri & Masih, Mansur, 2017, "Macroeconomic variables and stock markets (domestic and foreign): evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110154, Feb.
• Cheah, Ping Yean & Masih, Mansur, 2017, "Interdependence of international stock markets: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110196, Mar.
• Ali, Ariffhidayat & Masih, Mansur, 2017, "Relationship between oil price and gross fixed capital formation: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110266, Oct.
• Daud, Ariff & Masih, Mansur, 2017, "Is there any relationship between exchange rate and investment ? evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 110655, Aug.
• Sharabati, Yamen & Masih, Mansur, 2017, "Are imports driven by exports or the other way around ?Thailand evidence," MPRA Paper, University Library of Munich, Germany, number 110689, Jul.
• Rahmali, Atiqah & Masih, Mansur, 2017, "Discerning the effect of international stock markets before and after the subprime crisis," MPRA Paper, University Library of Munich, Germany, number 110700, May.
• Mukrim, Anis & Masih, Mansur, 2017, "The impact of macroeconomic variables on the crude palm oil export: Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 111740, Dec.
• Salleh, Eddee & Masih, Mansur, 2017, "Does gold act as an inflation hedge ? Malaysian case," MPRA Paper, University Library of Munich, Germany, number 111749, Mar.
• Rahamat, Amri & Masih, Mansur, 2017, "Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111769, Feb.
• Hoe, Foong Chee & Masih, Mansur, 2017, "Short - and long-run relationship between oil price and exchange rate: evidence from Malaysia based on Markov regime switching approach," MPRA Paper, University Library of Munich, Germany, number 112105, Dec.
• Halim, Abdul & Masih, Mansur, 2017, "Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 112141, Aug.
• Ariff, Azwar & Masih, Mansur, 2017, "Role of global financial crisis in causing dynamic connectedness of Asian equity markets," MPRA Paper, University Library of Munich, Germany, number 112555, Dec.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 76915, Jan.
• Mavee, Nasha & Bonga-Bonga, Lumengo, 2017, "The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis," MPRA Paper, University Library of Munich, Germany, number 77195, Jan.
• Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil prices," MPRA Paper, University Library of Munich, Germany, number 77531, Mar.
• Georgescu, George, 2017, "Bank de-risking impacts on finance and development. The case of Romania," MPRA Paper, University Library of Munich, Germany, number 78247, Apr.
• Skintzi, Vasiliki, 2017, "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 78278, Apr.
• Antonakakis, Nikolaos & Gabauer, David, 2017, "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper, University Library of Munich, Germany, number 78282, Apr.
• Keskinsoy, Bilal, 2017, "Lucas Paradox in the Short-Run," MPRA Paper, University Library of Munich, Germany, number 78783, Apr.
• Keskinsoy, Bilal, 2017, "A Data Survey on International Capital Flows to Developing Countries," MPRA Paper, University Library of Munich, Germany, number 78957, May.
• Razak, Lutfi Abdul & Masih, Mansur, 2017, "Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015)," MPRA Paper, University Library of Munich, Germany, number 79407, May.
• Ahmed, Azleen Rosemy & Masih, Mansur, 2017, "What is the link between financial development and income inequality? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79416, May.
• Nazeer, Abdul Malik & Masih, Mansur, 2017, "Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79418, May.
• Ndiaye, Ndeye Djiba & Masih, Mansur, 2017, "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper, University Library of Munich, Germany, number 79420, May.
• Isaev, Mirolim & Masih, Mansur, 2017, "The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 79423, May.
• Hasson, Ashwaq & Masih, Mansur, 2017, "Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL," MPRA Paper, University Library of Munich, Germany, number 79424, May.
• Wahab, Fatin Farhana & Masih, Mansur, 2017, "Discerning lead-lag between fear index and realized volatility," MPRA Paper, University Library of Munich, Germany, number 79433, May.
• Hodori, Arif & Masih, Mansur, 2017, "Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach," MPRA Paper, University Library of Munich, Germany, number 79441, May.
• Tanin, Tauhidul Islam & Masih, Mansur, 2017, "Does economic freedom lead or lag economic growth? evidence from Bangladesh," MPRA Paper, University Library of Munich, Germany, number 79446, May.
• Citak, Yusuf Ensar & Masih, Mansur, 2017, "Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 79453, May.
• Inderst, Georg, 2017, "UK Infrastructure Investment and Finance from a European and Global Perspective," MPRA Paper, University Library of Munich, Germany, number 79621, May.
• Razak, Razman & Masih, Mansur, 2017, "The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 79717, Jun.
• Isaev, Mirolim & Masih, Mansur, 2017, "Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 79719, Jun.
• Hosen, Mosharrof & Masih, Mansur, 2017, "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper, University Library of Munich, Germany, number 79738, Jun.
• Lim, Siok Jin & Masih, Mansur, 2017, "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 79752, Jun.
• Abdi, Aisha Aden & Masih, Mansur, 2017, "Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS," MPRA Paper, University Library of Munich, Germany, number 79753, Jun.
• Broni, Mohammed Yaw & Masih, Mansur, 2017, "Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching," MPRA Paper, University Library of Munich, Germany, number 79758, Jun.
• Umirah, Fatin & Masih, Mansur, 2017, "Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?," MPRA Paper, University Library of Munich, Germany, number 79762, Jun.
• Chen, Bai & Masih, Mansur, 2017, "Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 79886, Jun.
• Degiannakis, Stavros & Giannopoulos, George & Ibrahim, Salma & Rozic, Ivana, 2017, "Earnings Management to Avoid Losses and Earnings Declines in Croatia," MPRA Paper, University Library of Munich, Germany, number 80164.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2017, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 80435.
• Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017, "The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S," MPRA Paper, University Library of Munich, Germany, number 80529, Jul.
• Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017, "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper, University Library of Munich, Germany, number 80555, Feb.
• Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017, "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper, University Library of Munich, Germany, number 80574, Aug.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017, "The Time-Varying Risk Price of Currency Carry Trades," MPRA Paper, University Library of Munich, Germany, number 80788, Aug.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017, "Carry Trades and Commodity Risk Factors," MPRA Paper, University Library of Munich, Germany, number 80789, Aug.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2017, "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," MPRA Paper, University Library of Munich, Germany, number 81638, Sep.
• Hou, Yang & Nartea, Gilbert, 2017, "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper, University Library of Munich, Germany, number 81995, Oct.
• Hou, Yang & Li, Steven, 2017, "Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets," MPRA Paper, University Library of Munich, Germany, number 81999, Oct.
• Umairah, Fatin & Masih, Mansur, 2017, "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper, University Library of Munich, Germany, number 82117, Jul.
• Reza, Md. Ridwan & Masih, Mansur, 2017, "Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices," MPRA Paper, University Library of Munich, Germany, number 82123, Jul.
• Mustapha, Ishaq Muhammad & Masih, Mansur, 2017, "Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers," MPRA Paper, University Library of Munich, Germany, number 82218, Aug.
• Caspi, Itamar & Graham, Meital, 2017, "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper, University Library of Munich, Germany, number 82261, Apr, revised 29 Oct 2017.
• Withanage, Yeshan & Jayasinghe, Prabhath, 2017, "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper, University Library of Munich, Germany, number 82782, Aug, revised Nov 2017.
• Hegadekatti, Kartik, 2017, "IBSES: International Bank for Space Exploration and Sciences," MPRA Paper, University Library of Munich, Germany, number 82860, Mar.
• Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 82888, Nov.
• Huang, Yajing & Liu, Taoxiong & Lien, Donald, 2017, "Portfolio Homogenization and Systemic Risk of Financial Network," MPRA Paper, University Library of Munich, Germany, number 82956, Oct.
• Mamoon, Dawood & Nicholas, Howard, 2017, "Financial Liberalisation and Economic Growth: A Preliminary Analysis," MPRA Paper, University Library of Munich, Germany, number 82976, Nov.
• Vinokurov, Evgeny, 2017, "Regional financial integration in ASEAN in the comparative perspective," MPRA Paper, University Library of Munich, Germany, number 83022.
• Abdullahi, Shafiu Ibrahim, 2017, "Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 83455, Oct, revised Nov 2017.
• Huang, Anni & Kishor, N. Kundan, 2017, "The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 83474, May.
• Huang, Anni & Kishor, N. Kundan, 2017, "Corporate Overseas Debt Issuance in the Context of Global Liquidity Transmission," MPRA Paper, University Library of Munich, Germany, number 83476, Oct.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2017, "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 83718, revised 2017.
• Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias & Tchamyou, Vanessa, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," MPRA Paper, University Library of Munich, Germany, number 84039, Jan, revised Sep 2017.
• Di Filippo, Gabriele, 2017, "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper, University Library of Munich, Germany, number 84200, Mar, revised 26 Jan 2018.
• Talmain, Gabriel, 2017, "Two-country Model and Foreign Exchange Dynamics," MPRA Paper, University Library of Munich, Germany, number 85192, Nov.
• Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017, "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper, University Library of Munich, Germany, number 89938, Jan, revised May 2018.
• Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla, 2017, "Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms," MPRA Paper, University Library of Munich, Germany, number 90280, Jun, revised 26 May 2018.
• Ozili, Peterson K, 2017, "Earnings Management in Interconnected Networks: A Perspective," MPRA Paper, University Library of Munich, Germany, number 92647.
• Hamid, Zuraini & Masih, Mansur, 2017, "The lead-lag relationship between the rubber price and inflation rate: an evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 95564, Dec.
• Cikiryel, Burak & Masih, Mansur, 2017, "The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 95681, Dec.
• Abba, Junaid & Masih, Mansur, 2017, "Does oil impact Islamic stock markets ? evidence from MENA countries based on wavelet and markov switching approaches," MPRA Paper, University Library of Munich, Germany, number 95693, Jun.
• Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
• Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017, "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201704, Jan.
• Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
• Lelani Coetzee & Goodness C. Aye, 2017, "The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201722, Mar.
• Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
• Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
• Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
• Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
• Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
• Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
• Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017, "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers, University of Pretoria, Department of Economics, number 201747, Jun.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
• Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
• Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
• Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
• Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017, "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers, University of Pretoria, Department of Economics, number 201777, Nov.
• Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
• Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
• Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan, 2017, "Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 55-71, DOI: 10.18267/j.pep.594.
• Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
• Thomas Mertens & Tarek Hassan, 2017, "Currency Manipulation," 2017 Meeting Papers, Society for Economic Dynamics, number 175.
• Srecko Zimic & Romanos Priftis, 2017, "Sources of Borrowing and Fiscal Multipliers," 2017 Meeting Papers, Society for Economic Dynamics, number 294.
• G. Cornelis van Kooten, 2017, "The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2017-02, Mar.
• Hyein Shim & Maria H. Kim & Doojin Ryu, 2017, "Effects of intraday weather changes on asset returns and volatilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 35, issue 2, pages 301-330.
• Eugenio Cerutti & Stijn Claessens & Damien Puy, 2017, "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series, Asian Development Bank, number 528, Nov.
• Hua Shang & Quanyun Song & Yu Wu, 2017, "Credit Market Development and Firm Innovation: Evidence from the People’s Republic of China," ADBI Working Papers, Asian Development Bank Institute, number 649, Jan.
• Cameron J. Gable & Shalendra D. Sharma, 2017, "Hedge Funds: A Political and Economic Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 4, pages 479-508.
• Bang Nam Jeon & Dazhi Zheng & Lei Zhu, 2017, "Exchange Rate Exposure : International Evidence from Daily Firm-Level Data," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 1, pages 112-159.
• Zeynep Ozkok, 2017, "Financial Harmonization and Industrial Growth : Evidence from the European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 2, pages 244-282.
• Ewa Karwowski, 2017, "Corporate financialisation in South Africa: From investment strike to housing bubble," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-7, Dec.
• John Yeabsley & Chris Nixon, 2017, "Is peak globalisation upon us? Globalisation is much more than trade in goods," NZIER Working Paper, New Zealand Institute of Economic Research, number 2017/1, Oct.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 59-86.
• Elia Aidé Samayoa Salas & Carmen O. Bocanegra Gastelum, 2017, "Financiamiento y cooperación en la frontera México-EUA: Banco de Desarrollo de América del Norte," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 12, issue 1, pages 8-29.
• Julijana Angelovska, 2017, "The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 53-66.
• Tomasz MIZIOLEK & Adam ZAREMBA, 2017, "Fundamental Indexation in European Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 23-37, March.
• Kedong YIN & Xuemei LI & Bohong LI & Fan ZHANG, 2017, "Shock Effects from International Stock Price Volatility on Investment Style Drift in Chinese Open-end Funds," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 62-78, June.
• Hatice Gaye GENCER & Mehmet Yasin HURATA, 2017, "Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 110-129, September.
• Zhaosu MENG & Kedong YIN & Yan ZHANG & Xun DONG, 2017, "The Risk Contagion Effect of Return Volatility between China’s Offshore and Onshore Foreign Exchange Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-21, December.
• Mediha Mezhoud & Asma Sghaier & Adel Boubaker, 2017, "The Impact of Internal Governance Mechanisms on the Share Price Volatility of Listed Companies in Paris Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, volume 4, issue 1, pages 1-12.
• Belyakov, Igor (Беляков, Игорь), 2017, "On the Determinants of Sovereign Eurobond Spreads in Russia
  [О Факторах, Определяющих Спрэды Суверенных Еврооблигаций России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 200-225, February.
• Daniel Ioan DUMITRESCU & Diana Valentina Soare DUMITRESCU, 2017, "Some Significant Aspect Of The Evolution Of Electricity And Natural Gas Exchanges In Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 12, pages 104-116, December.
• Ron Bird & Xiaojun Gao & Danny Yeung, 2017, "Time-series and cross-sectional momentum strategies under alternative implementation strategies," Australian Journal of Management, Australian School of Business, volume 42, issue 2, pages 230-251, May, DOI: 10.1177/0312896215619965.
• Devin Thomas Rafferty, 2017, "“In Case of Emergency, Break-Open Glass†: The IMF’s “New†Institutional View, Financial Instability, and Financing Development Processes," Review of Radical Political Economics, Union for Radical Political Economics, volume 49, issue 4, pages 543-550, December, DOI: 10.1177/0486613417707932.
• Lorenzo Pandolfi & Tomas Williams, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 487, Nov.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017, "Equity Markets Integration in Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007107, May.
• Güne? Topçu, 2017, "Sovereign Credit Rating Changes and Stock Market Performances: Evidence from the Balkans," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808229, Oct.
• Ioseb Mamukelashvili & Elene Kharabadze, 2017, "Financial Statement Analysis to Determine IPO Readiness: Evidence from Georgian State-owned Joint Stock Companies," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 5207514, May.
• Dinis Santos & Paulo Gama, 2017, "Can firms time the market? Evidence using own stock transactions," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 5608038, Jul.
• Daniela Majercakova & Ludomir Slahor & Alexandra Mittelman, 2017, "Comparative analysis of Islamic bonds and conventional bonds in the chosen countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507314, Apr.
• Zi-Yi Guo, 2017, "International Real Business Cycle Models with Incomplete Information," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507458, Apr.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807461, Jul.
• Sosa, Miriam & Ortiz, Edgar, 2017, "Global Financial Crisis Volatility Impact and Contagion Effect on NAFTA Equity Markets / Impacto de la volatilidad y efecto de contagio de la crisis global financiera en los mercados bursátiles del TLCAN," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 67-88, enero-jun.
• Tapia Gómez, Armando & Massa Roldán, Ricardo & Reyna Miranda, Montserrat, 2017, "Estrategia de construcción de portafolios de inversión: estudio comparativo para América Latina / Investment Portfolio Strategy: Comparative Study for Latin America," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 177-199, julio-dic.
• Ayben Koy, 2017, "Modelling Nonlinear Dynamics of Oil Futures Market," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 23-42, June, DOI: 10.33119/ERFIN.2017.2.1.2.
• Tamon Asonuma & Michael G. Papaioannou & Gerardo Peraza & Kristine Vitola & Takahiro Tsuda, 2017, "Sovereign Debt Restructurings in Belize: Debt Sustainability and Financial Stability Aspects," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 5-26, October.
• Hubert Wisniewski, 2017, "Panelowa weryfikacja wplywu zmiennych makroekonomicznych na indeksy gieldowe," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 162-177.
• Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Romanian Capital Market in a Globalized World," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 2, Jan, DOI: 10.5281/zenodo.581756.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio rebalancing in times of stress," Working Papers, Swiss National Bank, number 2017-11.
• David Haab & Thomas Nitschka, 2017, "Predicting returns on asset markets of a small, open economy and the influence of global risks," Working Papers, Swiss National Bank, number 2017-14.
• Aurore Burietz & Kim Oosterlinck & Ariane Szafarz, 2017, "Europe vs. the U.S. A New Look at the Syndicated Loan Pricing Puzzle," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 17-021, Aug.
• Ahmet Burçin YERELİ & İlker YAMAN, 2017, "Ulusal Varlık Fonlarını Anlamak: Fırsat Mı, Tehdit Mi?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Henryk Gurgul & Artur Machno, 2017, "The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 25, issue 2, pages 287-301, June, DOI: 10.1007/s10100-016-0442-y.
• Sanjay Sehgal & Payal Jain, 2017, "Information linkages among emerging equity markets—an empirical study," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 44, issue 1, pages 15-38, March, DOI: 10.1007/s40622-016-0144-2.
• Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2017, "Portfolio flows and the US dollar–yen exchange rate," Empirical Economics, Springer, volume 52, issue 1, pages 179-189, February, DOI: 10.1007/s00181-016-1075-7.