Research classified by Journal of Economic Literature (JEL) codes

2017

• Iqbal, Javed, 2017, "Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 1-17, DOI: 10.1016/j.iref.2016.11.005.
• Rahman, Md. Lutfur & Lee, Doowon & Shamsuddin, Abul, 2017, "Time-varying return predictability in South Asian equity markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 179-200, DOI: 10.1016/j.iref.2016.12.004.
• Kim, Myeong Hyeon & Sun, Lingxia, 2017, "Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 309-325, DOI: 10.1016/j.iref.2016.12.014.
• Bouri, Elie & Chen, Qian & Lien, Donald & Lv, Xin, 2017, "Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 34-48, DOI: 10.1016/j.iref.2016.11.004.
• Shimizu, Makoto, 2017, "Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 255-265, DOI: 10.1016/j.iref.2017.01.022.
• Wong, Hock Tsen, 2017, "Real exchange rate returns and real stock price returns," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 340-352, DOI: 10.1016/j.iref.2017.02.004.
• Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017, "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 453-483, DOI: 10.1016/j.iref.2017.03.007.
• Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2017, "Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 536-547, DOI: 10.1016/j.iref.2017.03.015.
• Kim, Daehwan & Iwasawa, Seiichiro, 2017, "Hot money and cross-section of stock returns during the global financial crisis," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 8-22, DOI: 10.1016/j.iref.2017.03.022.
• Jin, Xiaoye, 2017, "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 157-173, DOI: 10.1016/j.iref.2017.05.015.
• Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017, "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 193-213, DOI: 10.1016/j.iref.2017.05.013.
• Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
• Lee, Hyunchul & Cho, Seung Mo, 2017, "What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 314-327, DOI: 10.1016/j.iref.2017.05.005.
• Dima, Bogdan & Dima, Ştefana Maria, 2017, "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 36-59, DOI: 10.1016/j.iref.2017.05.008.
• Zheng, Dazhi & Li, Huimin & Chiang, Thomas C., 2017, "Herding within industries: Evidence from Asian stock markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 487-509, DOI: 10.1016/j.iref.2017.07.005.
• Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang, 2017, "Hierarchy, cluster, and time-stable information structure of correlations between international financial markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 562-573, DOI: 10.1016/j.iref.2017.07.024.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2017, "Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 302-321, DOI: 10.1016/j.iref.2017.01.016.
• Marfatia, Hardik A., 2017, "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, volume 34, issue C, pages 33-49, DOI: 10.1016/j.rfe.2017.07.003.
• Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, volume 34, issue C, pages 61-73, DOI: 10.1016/j.rfe.2017.06.003.
• Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F., 2017, "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, Elsevier, volume 35, issue C, pages 57-65, DOI: 10.1016/j.rfe.2017.03.003.
• Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama, 2017, "A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index," Review of Financial Economics, Elsevier, volume 35, issue C, pages 66-81, DOI: 10.1016/j.rfe.2017.07.004.
• Cardona, Laura & Gutiérrez, Marcela & Agudelo, Diego A., 2017, "Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 115-127, DOI: 10.1016/j.ribaf.2016.07.008.
• Trabelsi Mnif, Afef, 2017, "Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 206-214, DOI: 10.1016/j.ribaf.2016.07.029.
• Krapl, Alain & Salyer, Robert, 2017, "The effects of fair value reporting on corporate foreign exchange exposures," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 215-238, DOI: 10.1016/j.ribaf.2016.07.037.
• Li, Leon, 2017, "Dynamic correlations and domestic-global diversification," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 280-290, DOI: 10.1016/j.ribaf.2016.08.001.
• Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro, 2017, "Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 307-314, DOI: 10.1016/j.ribaf.2016.08.003.
• Jiang, Junhua, 2017, "Discount rate or cash flow contagion? Evidence from the recent financial crises," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 315-326, DOI: 10.1016/j.ribaf.2016.07.035.
• Cheong, Calvin W.H. & Sinnakkannu, Jothee & Ramasamy, Sockalingam, 2017, "On the predictability of carry trade returns: The case of the Chinese Yuan," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 358-376, DOI: 10.1016/j.ribaf.2016.09.007.
• Yu, Sherry, 2017, "Sovereign and bank Interdependencies—Evidence from the CDS market," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 68-84, DOI: 10.1016/j.ribaf.2016.07.033.
• Dutta, Shantanu & Essaddam, Naceur & Kumar, Vinod & Saadi, Samir, 2017, "How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 867-877, DOI: 10.1016/j.ribaf.2015.11.001.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2017, "EU unification and linkages among the European currencies: new evidence from the EU and the EEA," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 28-36, DOI: 10.1016/j.ribaf.2017.04.015.
• Zaremba, Adam & Schabek, Tomasz, 2017, "Seasonality in government bond returns and factor premia," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 292-302, DOI: 10.1016/j.ribaf.2017.04.036.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 354-361, DOI: 10.1016/j.ribaf.2017.04.029.
• Apergis, Nicholas & Gupta, Rangan, 2017, "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 377-386, DOI: 10.1016/j.ribaf.2017.04.052.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 516-546, DOI: 10.1016/j.ribaf.2017.05.001.
• Valizadeh, Pourya & Karali, Berna & Ferreira, Susana, 2017, "Ripple effects of the 2011 Japan earthquake on international stock markets," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 556-576, DOI: 10.1016/j.ribaf.2017.05.002.
• Babalos, Vassilios & Stavroyiannis, Stavros, 2017, "Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1021-1029, DOI: 10.1016/j.ribaf.2017.07.038.
• Sharma, Shahil, 2017, "Oil price shocks and American depositary receipt stock returns," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1040-1056, DOI: 10.1016/j.ribaf.2017.07.040.
• Rahman, Md. Saifur & Shahari, Farihana, 2017, "The nexus between financial integration and real economy: Solow-growth model concept," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1244-1253, DOI: 10.1016/j.ribaf.2017.07.062.
• Degiannakis, Stavros, 2017, "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1298-1314, DOI: 10.1016/j.ribaf.2017.07.067.
• Demirer, Rıza & Yuksel, Asli & Yuksel, Aydin, 2017, "Flight to quality and the predictability of reversals: The role of market states and global factors," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1445-1454, DOI: 10.1016/j.ribaf.2017.07.082.
• Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017, "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 173-190, DOI: 10.1016/j.ribaf.2017.05.008.
• Piccoli, Pedro & Chaudhury, Mo & Souza, Alceu, 2017, "How do stocks react to extreme market events? Evidence from Brazil," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 275-284, DOI: 10.1016/j.ribaf.2017.07.166.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar, 2017, "Dynamic herding analysis in a frontier market," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 496-508, DOI: 10.1016/j.ribaf.2017.01.006.
• Ahmed, Walid M.A., 2017, "On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 61-74, DOI: 10.1016/j.ribaf.2017.05.006.
• Ben Omrane, Walid & Tao, Yusi & Welch, Robert, 2017, "Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 9-30, DOI: 10.1016/j.ribaf.2017.05.003.
• Díez-Esteban, José María & García-Gómez, Conrado Diego & López-Iturriaga, Félix Javier & Santamaría-Mariscal, Marcos, 2017, "Corporate risk-taking, returns and the nature of major shareholders: Evidence from prospect theory," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 900-911, DOI: 10.1016/j.ribaf.2017.07.025.
• Nyambuu, Unurjargal & Semmler, Willi, 2017, "Emerging markets’ resource booms and busts, borrowing risk and regime change," Structural Change and Economic Dynamics, Elsevier, volume 41, issue C, pages 29-42, DOI: 10.1016/j.strueco.2017.02.001.
• John King, 2017, "Inflation targeting and monetary policy," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 2, pages 65-80.
• Tng Boon Hwa & Mala Raghavan & Teh Tian Huey, 2017, "Macro-Financial Effects of Portfolio Flows: Malaysia's Experience," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-35, May.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-75, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-76, Nov.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118945, Nov.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118961, Aug.
• Florou, Annita & Kosi, Urska & Pope, Peter F., 2017, "Are international accounting standards more credit relevant than domestic standards?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68202, Jan.
• Bremus, Franziska & Neugebauer, Katja, 2017, "Don't stop me now: the impact of credit market fragmentation on firms' financing constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70774, Mar.
• Lleo, Sebastien & Ziemba, William, 2017, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85131, Aug.
• Kehoe, Patrick J., 2017, "Fiscal unions redux," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86162, Feb.
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Xin Li & Hsu Ling Chang & Chi Wei Su & Yin Dai, 2017, "Does foreign direct investment promote exports in China?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 185-202, May, DOI: 10.1108/CFRI-04-2016-0026.
• Mongi Arfaoui & Aymen Ben Rejeb, 2017, "Oil, gold, US dollar and stock market interdependencies: a global analytical insight," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 26, issue 3, pages 278-293, October, DOI: 10.1108/EJMBE-10-2017-016.
• Daniel Perez Liston, 2017, "Internet gambling stock returns: empirical evidence from the UK," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 36-49, February, DOI: 10.1108/IJMF-10-2015-0176.
• Serkan Yuksel, 2017, "The causality between returns of interest-based banks and Islamic banks: the case of Turkey," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 10, issue 4, pages 519-535, October, DOI: 10.1108/IMEFM-12-2013-0133.
• Erick Rading Outa & Peterson Ozili & Paul Eisenberg, 2017, "IFRS convergence and revisions: value relevance of accounting information from East Africa," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 7, issue 3, pages 352-368, August, DOI: 10.1108/JAEE-11-2014-0062.
• Halil Kiymaz & Koray D. Simsek, 2017, "The performance of US-based emerging market mutual funds," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 58-73, October, DOI: 10.1108/JCMS-10-2017-003.
• Peterson K. Ozili, 2017, "Earnings management in interconnected networks: a perspective," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 33, issue 2, pages 150-163, November, DOI: 10.1108/JEAS-02-2017-0003.
• Athanasios Tsagkanos, 2017, "Stock market development and income inequality," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 1, pages 87-98, January, DOI: 10.1108/JES-08-2015-0155.
• Trond Arne Borgersen, 2017, "The optimal LTV-ratio, mortgage market variability and monetary policy regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 225-239, May, DOI: 10.1108/JFEP-06-2016-0044.
• Ajaya Kumar Panda & Swagatika Nanda, 2017, "Market linkages and conditional correlation between the stock markets of South and Central America," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 174-197, May, DOI: 10.1108/JFEP-08-2016-0063.
• Liping Zou & William Robert Wilson, 2017, "How important are earnings announcements in China?," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 3, pages 380-396, August, DOI: 10.1108/PAR-02-2017-0011.
• Neha Seth & Monica Sighania, 2017, "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 9, issue 4, pages 391-408, November, DOI: 10.1108/QRFM-03-2017-0022.
• Houda Litimi, 2017, "Herd behavior in the French stock market," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 4, pages 497-515, November, DOI: 10.1108/RAF-11-2016-0188.
• Jamie Kang & Tim Leung, 2017, "Asynchronous ADRs: overnight vs intraday returns and trading strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 4, pages 580-596, October, DOI: 10.1108/SEF-10-2016-0254.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2017, "Connecting VIX and Stock Index ETF," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2016-010/III, Jan.
• Timmer, Yannick, 2017, "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers, Centre for European Policy Studies, number 12747, Jul.
• Ernest Gnan and Donato Masciandaro (ed.), 2016, "Central banking and monetary policy: Which will be the post-crisis new normal? Abstract: Central Bankers are currently facing big challenges in designing and implementing monetary policy, as well as with safeguarding financial stability, with the wor," SUERF Studies, SUERF - The European Money and Finance Forum, number 2016/4, ISBN: ARRAY(0x8be4f5a8), October.
• Patricia Jackson (ed.), 2017, "Brexit and the implications for financial services," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/1, ISBN: ARRAY(0x89f63460), October.
• Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017, "Firm Financing and Growth in the Arab Region," Working Papers, Economic Research Forum, number 1092, Nov, revised 05 Nov 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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
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• 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.
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• 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.
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• 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.
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• 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.
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