Research classified by Journal of Economic Literature (JEL) codes

2017

• Klusak, Patrycja & Alsakka, Rasha & Gwilym, Owain ap, 2017, "Does the disclosure of unsolicited sovereign rating status affect bank ratings?," The British Accounting Review, Elsevier, volume 49, issue 2, pages 194-210, DOI: 10.1016/j.bar.2016.08.004.
• Neupane, Suman & Rhee, S. Ghon & Vithanage, Kulunu & Veeraraghavan, Madhu, 2017, "Trade-based manipulation: Beyond the prosecuted cases," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 115-130, DOI: 10.1016/j.jcorpfin.2016.11.011.
• Elnahas, Ahmed M. & Kabir Hassan, M. & Ismail, Ghada M., 2017, "Religion and mergers and acquisitions contracting: The case of earnout agreements," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 221-246, DOI: 10.1016/j.jcorpfin.2016.11.012.
• He, Wen & Ng, Lilian & Zaiats, Nataliya & Zhang, Bohui, 2017, "Dividend policy and earnings management across countries," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 267-286, DOI: 10.1016/j.jcorpfin.2016.11.014.
• Daher, Mai, 2017, "Creditor control rights, capital structure, and legal enforcement," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 308-330, DOI: 10.1016/j.jcorpfin.2017.04.002.
• Holderness, Clifford G., 2017, "Culture and the ownership concentration of public corporations around the world," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 469-486, DOI: 10.1016/j.jcorpfin.2014.07.002.
• Krapl, Alain A., 2017, "Asymmetric foreign exchange cash flow exposure: A firm-level analysis," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 48-72, DOI: 10.1016/j.jcorpfin.2017.03.001.
• Hearn, Bruce & Phylaktis, Kate & Piesse, Jenifer, 2017, "Expropriation risk by block holders, institutional quality and expected stock returns," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 122-149, DOI: 10.1016/j.jcorpfin.2017.04.016.
• Dai, Lili & Dharwadkar, Ravi & Shi, Linna & Zhang, Bohui, 2017, "The governance transfer of blockholders: Evidence from block acquisitions and earnings management around the world," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 586-607, DOI: 10.1016/j.jcorpfin.2017.06.004.
• Chen, Zhihong & Huang, Yuan & Kusnadi, Yuanto & John Wei, K.C., 2017, "The real effect of the initial enforcement of insider trading laws," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 687-709, DOI: 10.1016/j.jcorpfin.2017.06.006.
• D'Souza, Juliet & Nash, Robert, 2017, "Private benefits of public control: Evidence of political and economic benefits of state ownership," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 232-247, DOI: 10.1016/j.jcorpfin.2017.07.001.
• Borensztein, Eduardo & Cavallo, Eduardo & Jeanne, Olivier, 2017, "The welfare gains from macro-insurance against natural disasters," Journal of Development Economics, Elsevier, volume 124, issue C, pages 142-156, DOI: 10.1016/j.jdeveco.2016.08.004.
• Dmitriev, Alexandre, 2017, "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 1-34, DOI: 10.1016/j.jedc.2016.12.003.
• Li, Wei & Luo, Yulei & Nie, Jun, 2017, "Elastic attention, risk sharing, and international comovements," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 1-20, DOI: 10.1016/j.jedc.2017.03.009.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Tsai, I-Chun, 2017, "The source of global stock market risk: A viewpoint of economic policy uncertainty," Economic Modelling, Elsevier, volume 60, issue C, pages 122-131, DOI: 10.1016/j.econmod.2016.09.002.
• Kliber, Agata & Płuciennik, Piotr, 2017, "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, volume 60, issue C, pages 313-323, DOI: 10.1016/j.econmod.2016.09.019.
• Belasen, Ariel R. & Kutan, Ali M. & Belasen, Alan T., 2017, "The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leeson's reputation-building theory," Economic Modelling, Elsevier, volume 60, issue C, pages 344-351, DOI: 10.1016/j.econmod.2016.10.005.
• Huo, Rui & Ahmed, Abdullahi D., 2017, "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, volume 61, issue C, pages 260-272, DOI: 10.1016/j.econmod.2016.09.021.
• el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017, "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, volume 62, issue C, pages 145-160, DOI: 10.1016/j.econmod.2016.11.023.
• Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes, 2017, "Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests," Economic Modelling, Elsevier, volume 64, issue C, pages 384-398, DOI: 10.1016/j.econmod.2017.04.012.
• Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
• Dewandaru, Ginanjar & Masih, Rumi & Masih, Mansur, 2017, "Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis," Economic Modelling, Elsevier, volume 65, issue C, pages 30-40, DOI: 10.1016/j.econmod.2017.04.026.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "The cross section of international government bond returns," Economic Modelling, Elsevier, volume 66, issue C, pages 171-183, DOI: 10.1016/j.econmod.2017.06.011.
• Liu, Ruipeng & Lux, Thomas, 2017, "Generalized Method of Moment estimation of multivariate multifractal models," Economic Modelling, Elsevier, volume 67, issue C, pages 136-148, DOI: 10.1016/j.econmod.2016.11.010.
• Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017, "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, volume 67, issue C, pages 300-306, DOI: 10.1016/j.econmod.2017.01.018.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017, "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 182-196, DOI: 10.1016/j.najef.2016.10.005.
• Chou, De-Wai & Lin, Lin & Hung, Pi-Hsia & Lin, Chun Heng, 2017, "A revisit to economic exposure of U.S. multinational corporations," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 273-287, DOI: 10.1016/j.najef.2016.10.011.
• Chang, Kuang-Liang, 2017, "Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 56-67, DOI: 10.1016/j.najef.2016.11.001.
• Li, Leon, 2017, "Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 116-135, DOI: 10.1016/j.najef.2017.02.006.
• Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017, "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 107-131, DOI: 10.1016/j.najef.2017.07.005.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017, "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 172-192, DOI: 10.1016/j.najef.2017.06.004.
• Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017, "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 285-299, DOI: 10.1016/j.najef.2017.07.015.
• Syamala, Sudhakara Reddy & Wadhwa, Kavita & Goyal, Abhinav, 2017, "Determinants of commonality in liquidity: Evidence from an order-driven emerging market," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 38-52, DOI: 10.1016/j.najef.2017.07.003.
• Bianconi, Marcelo & Cai, Zhe, 2017, "Higher moment exchange rate exposure of S&P500 firms," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 513-530, DOI: 10.1016/j.najef.2017.08.010.
• Shaikh, Imlak, 2017, "The 2016 U.S. presidential election and the Stock, FX and VIX markets," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 546-563, DOI: 10.1016/j.najef.2017.08.014.
• Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando, 2017, "Sovereign default risk in OECD countries: Do global factors matter?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 629-639, DOI: 10.1016/j.najef.2017.09.008.
• Todorova, Neda, 2017, "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, volume 150, issue C, pages 138-141, DOI: 10.1016/j.econlet.2016.11.027.
• D’Avino, Carmela, 2017, "Banking regulation and the changing geography of off-balance sheet activities," Economics Letters, Elsevier, volume 157, issue C, pages 155-158, DOI: 10.1016/j.econlet.2017.05.035.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2017, "How to determine exchange rates under risk neutrality: A note," Economics Letters, Elsevier, volume 157, issue C, pages 92-96, DOI: 10.1016/j.econlet.2017.05.015.
• Todea, Alexandru & Buglea, Alexandra Maria, 2017, "Individualism and stock price reaction to market-wide information," Economics Letters, Elsevier, volume 160, issue C, pages 4-6, DOI: 10.1016/j.econlet.2017.07.028.
• Burietz, Aurore & Oosterlinck, Kim & Szafarz, Ariane, 2017, "Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle," Economics Letters, Elsevier, volume 160, issue C, pages 50-53, DOI: 10.1016/j.econlet.2017.08.018.
• Bai, Yan & Kim, Seon Tae & Mihalache, Gabriel, 2017, "The payment schedule of sovereign debt," Economics Letters, Elsevier, volume 161, issue C, pages 19-23, DOI: 10.1016/j.econlet.2017.09.003.
• Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017, "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, volume 161, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.09.015.
• Abed Masrorkhah, Sara & Lehnert, Thorsten, 2017, "Press freedom and jumps in stock prices," Economic Systems, Elsevier, volume 41, issue 1, pages 151-162, DOI: 10.1016/j.ecosys.2016.05.009.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah, 2017, "Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets," European Journal of Operational Research, Elsevier, volume 256, issue 3, pages 945-961, DOI: 10.1016/j.ejor.2016.06.052.
• Ballester, Laura & González-Urteaga, Ana, 2017, "How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets," Emerging Markets Review, Elsevier, volume 30, issue C, pages 200-214, DOI: 10.1016/j.ememar.2016.09.004.
• Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled, 2017, "Commodity price cycles and financial pressures in African commodities exporters," Emerging Markets Review, Elsevier, volume 30, issue C, pages 215-231, DOI: 10.1016/j.ememar.2016.05.005.
• Piljak, Vanja & Swinkels, Laurens, 2017, "Frontier and emerging government bond markets," Emerging Markets Review, Elsevier, volume 30, issue C, pages 232-255, DOI: 10.1016/j.ememar.2015.10.002.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017, "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, volume 30, issue C, pages 66-95, DOI: 10.1016/j.ememar.2016.09.002.
• Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017, "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, volume 31, issue C, pages 32-46, DOI: 10.1016/j.ememar.2017.01.001.
• Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017, "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, volume 31, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.03.002.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Zeitun, Rami & Rehman, Mobeen Ur, 2017, "Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach," Emerging Markets Review, Elsevier, volume 32, issue C, pages 130-147, DOI: 10.1016/j.ememar.2017.06.002.
• Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017, "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, volume 32, issue C, pages 38-51, DOI: 10.1016/j.ememar.2017.05.004.
• Karolyi, G. Andrew & McLaren, Kirsty J., 2017, "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, volume 32, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.05.009.
• Gonçalves, Walter & Eid, William, 2017, "Sophistication and price impact of foreign investors in the Brazilian stock market," Emerging Markets Review, Elsevier, volume 33, issue C, pages 102-139, DOI: 10.1016/j.ememar.2017.09.006.
• Gama, Ana Paula Matias & Duarte, Fábio Dias & Esperança, José Paulo, 2017, "Why discouraged borrowers exist? An empirical (re)examination from less developed countries," Emerging Markets Review, Elsevier, volume 33, issue C, pages 19-41, DOI: 10.1016/j.ememar.2017.08.003.
• Inci, A. Can & Ozenbas, Deniz, 2017, "Intraday volatility and the implementation of a closing call auction at Borsa Istanbul," Emerging Markets Review, Elsevier, volume 33, issue C, pages 79-89, DOI: 10.1016/j.ememar.2017.09.002.
• Bodnaruk, Andriy & Massa, Massimo & Yadav, Vijay, 2017, "Family ownership, country governance, and foreign portfolio investment," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 96-115, DOI: 10.1016/j.jempfin.2017.01.002.
• Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
• Jach, Agnieszka, 2017, "International stock market comovement in time and scale outlined with a thick pen," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 115-129, DOI: 10.1016/j.jempfin.2017.06.004.
• Lawrenz, Jochen & Zorn, Josef, 2017, "Predicting international stock returns with conditional price-to-fundamental ratios," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 159-184, DOI: 10.1016/j.jempfin.2017.06.003.
• Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.
• Algieri, Bernardina & Leccadito, Arturo, 2017, "Assessing contagion risk from energy and non-energy commodity markets," Energy Economics, Elsevier, volume 62, issue C, pages 312-322, DOI: 10.1016/j.eneco.2017.01.006.
• Zhang, Dayong, 2017, "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, volume 62, issue C, pages 323-333, DOI: 10.1016/j.eneco.2017.01.009.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017, "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, volume 63, issue C, pages 213-226, DOI: 10.1016/j.eneco.2017.01.015.
• Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017, "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, volume 66, issue C, pages 559-570, DOI: 10.1016/j.eneco.2016.11.026.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon, 2017, "Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications," Energy Economics, Elsevier, volume 67, issue C, pages 454-475, DOI: 10.1016/j.eneco.2017.08.031.
• Chen, Chun-Da & Cheng, Chiao-Ming & Demirer, Rıza, 2017, "Oil and stock market momentum," Energy Economics, Elsevier, volume 68, issue C, pages 151-159, DOI: 10.1016/j.eneco.2017.09.025.
• Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017, "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, volume 68, issue C, pages 240-254, DOI: 10.1016/j.eneco.2017.09.023.
• Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017, "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, volume 68, issue C, pages 440-453, DOI: 10.1016/j.eneco.2017.10.025.
• Degiannakis, Stavros & Potamia, Artemis, 2017, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 176-190, DOI: 10.1016/j.irfa.2016.10.008.
• Zaghini, Andrea, 2017, "A tale of fragmentation: Corporate funding in the euro-area bond market," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 59-68, DOI: 10.1016/j.irfa.2016.12.004.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 1-26, DOI: 10.1016/j.irfa.2017.01.004.
• Mishra, Anil V. & Anwar, Sajid, 2017, "Foreign portfolio equity holdings and capital gains taxation," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 54-68, DOI: 10.1016/j.irfa.2017.03.004.
• Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier, 2017, "The impact of religious practice on stock returns and volatility," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 172-189, DOI: 10.1016/j.irfa.2017.04.009.
• Fu, Yufen & Blazenko, George W., 2017, "Normative portfolio theory," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 240-251, DOI: 10.1016/j.irfa.2017.07.002.
• Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017, "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 292-308, DOI: 10.1016/j.irfa.2017.04.006.
• Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017, "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 9-26, DOI: 10.1016/j.irfa.2017.04.005.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 12-24, DOI: 10.1016/j.irfa.2017.08.002.
• Andrikopoulos, Panagiotis & Kallinterakis, Vasileios & Leite Ferreira, Mario Pedro & Verousis, Thanos, 2017, "Intraday herding on a cross-border exchange," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 25-36, DOI: 10.1016/j.irfa.2017.08.010.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017, "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 94-111, DOI: 10.1016/j.irfa.2017.07.007.
• Sarwar, Ghulam, 2017, "Examining the flight-to-safety with the implied volatilities," Finance Research Letters, Elsevier, volume 20, issue C, pages 118-124, DOI: 10.1016/j.frl.2016.09.015.
• Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui, 2017, "Cross-financial-market correlations and quantitative easing," Finance Research Letters, Elsevier, volume 20, issue C, pages 13-21, DOI: 10.1016/j.frl.2016.06.011.
• Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, volume 20, issue C, pages 192-198, DOI: 10.1016/j.frl.2016.09.025.
• Salzmann, Astrid & Soypak, Kalender, 2017, "National culture and private benefits of control," Finance Research Letters, Elsevier, volume 20, issue C, pages 199-206, DOI: 10.1016/j.frl.2016.09.027.
• Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017, "Stock market volatility spillovers: Evidence for Latin America," Finance Research Letters, Elsevier, volume 20, issue C, pages 207-216, DOI: 10.1016/j.frl.2016.10.001.
• Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios, 2017, "Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets," Finance Research Letters, Elsevier, volume 20, issue C, pages 217-222, DOI: 10.1016/j.frl.2016.10.002.
• Tielmann, Artur & Schiereck, Dirk, 2017, "Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain," Finance Research Letters, Elsevier, volume 20, issue C, pages 22-28, DOI: 10.1016/j.frl.2016.08.006.
• Śmiech, Sławomir & Papież, Monika, 2017, "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, volume 20, issue C, pages 238-244, DOI: 10.1016/j.frl.2016.10.006.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2017, "Momentum profits and time varying illiquidity effect," Finance Research Letters, Elsevier, volume 20, issue C, pages 253-259, DOI: 10.1016/j.frl.2016.10.010.
• Liu, Chih-Liang & Yang, Hsin-Feng, 2017, "Systemic risk in carry-trade portfolios," Finance Research Letters, Elsevier, volume 20, issue C, pages 40-46, DOI: 10.1016/j.frl.2016.09.007.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "Macro news and exchange rates in the BRICS," Finance Research Letters, Elsevier, volume 21, issue C, pages 140-143, DOI: 10.1016/j.frl.2016.12.002.
• Yamada, Masahiro & Ito, Takatoshi, 2017, "The forex fixing reform and its impact on cost and risk of forex trading banks," Finance Research Letters, Elsevier, volume 21, issue C, pages 157-162, DOI: 10.1016/j.frl.2016.12.004.
• Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017, "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, volume 21, issue C, pages 163-171, DOI: 10.1016/j.frl.2017.02.002.
• Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon, 2017, "Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis," Finance Research Letters, Elsevier, volume 21, issue C, pages 26-33, DOI: 10.1016/j.frl.2016.11.016.
• Berlinger, Edina, 2017, "Implicit rating: A potential new method to alert crisis on the interbank lending market," Finance Research Letters, Elsevier, volume 21, issue C, pages 277-283, DOI: 10.1016/j.frl.2016.11.010.
• Jun, Doobae & Ahn, Changmo & Kim, Gwangil, 2017, "Analysis of the global financial crisis using statistical moments," Finance Research Letters, Elsevier, volume 21, issue C, pages 47-52, DOI: 10.1016/j.frl.2016.11.004.
• Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017, "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, volume 21, issue C, pages 85-91, DOI: 10.1016/j.frl.2017.02.010.
• Wang, Gang-Jin & Xie, Chi & Lin, Min & Stanley, H. Eugene, 2017, "Stock market contagion during the global financial crisis: A multiscale approach," Finance Research Letters, Elsevier, volume 22, issue C, pages 163-168, DOI: 10.1016/j.frl.2016.12.025.
• Zaremba, Adam, 2017, "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, volume 22, issue C, pages 182-189, DOI: 10.1016/j.frl.2016.12.022.
• Hachenberg, Britta & Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2017, "The impact of expected regulatory changes: The case of banks following the 2016U.S. election," Finance Research Letters, Elsevier, volume 22, issue C, pages 268-273, DOI: 10.1016/j.frl.2016.12.021.
• Berlinger, Edina & Bihary, Zsolt & Walter, György, 2017, "Corporate cash-pool valuation in a multi-firm context: A closed formula," Finance Research Letters, Elsevier, volume 22, issue C, pages 30-34, DOI: 10.1016/j.frl.2016.11.008.
• Liao, Qunfeng & Mehdian, Seyed & Rezvanian, Rasoul, 2017, "An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook," Finance Research Letters, Elsevier, volume 22, issue C, pages 58-65, DOI: 10.1016/j.frl.2016.12.034.
• Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017, "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, volume 23, issue C, pages 12-18, DOI: 10.1016/j.frl.2017.06.006.
• BenSaïda, Ahmed, 2017, "Herding effect on idiosyncratic volatility in U.S. industries," Finance Research Letters, Elsevier, volume 23, issue C, pages 121-132, DOI: 10.1016/j.frl.2017.03.001.
• von Eije, Henk & Goyal, Abhinav & Muckley, Cal B., 2017, "Flexible firm-level dividends in Latin America," Finance Research Letters, Elsevier, volume 23, issue C, pages 133-136, DOI: 10.1016/j.frl.2017.02.012.
• Abourachid, Halim & Kubo, Alexander & Orbach, Sven, 2017, "Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises," Finance Research Letters, Elsevier, volume 23, issue C, pages 147-151, DOI: 10.1016/j.frl.2017.05.013.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, volume 23, issue C, pages 152-164, DOI: 10.1016/j.frl.2017.02.013.
• Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
• Lönnbark, Carl, 2017, "Long vs. short term asymmetry in volatility and the term structure of risk," Finance Research Letters, Elsevier, volume 23, issue C, pages 202-209, DOI: 10.1016/j.frl.2017.06.011.
• Narayan, Seema & Ur Rehman, Mobeen, 2017, "Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 223-232, DOI: 10.1016/j.frl.2017.06.007.
• Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Finance Research Letters, Elsevier, volume 23, issue C, pages 23-30, DOI: 10.1016/j.frl.2017.06.010.
• Konopczak, Karolina & Konopczak, Michał, 2017, "Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect," Finance Research Letters, Elsevier, volume 23, issue C, pages 239-245, DOI: 10.1016/j.frl.2017.07.010.
• Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C.P., 2017, "Cross-border mergers and acquisitions: Evidence from the Indochina region," Finance Research Letters, Elsevier, volume 23, issue C, pages 253-256, DOI: 10.1016/j.frl.2017.06.009.
• Cruz-García, Paula & de Guevara, Juan Fernández & Maudos, Joaquín, 2017, "The evolution of market power in European banking," Finance Research Letters, Elsevier, volume 23, issue C, pages 257-262, DOI: 10.1016/j.frl.2017.06.012.
• Klein, Tony, 2017, "Dynamic correlation of precious metals and flight-to-quality in developed markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 283-290, DOI: 10.1016/j.frl.2017.05.002.
• Kim, Thomas, 2017, "On the transaction cost of Bitcoin," Finance Research Letters, Elsevier, volume 23, issue C, pages 300-305, DOI: 10.1016/j.frl.2017.07.014.
• Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, volume 23, issue C, pages 87-95, DOI: 10.1016/j.frl.2017.02.009.
• Upson, James & Van Ness, Robert A., 2017, "Multiple markets, algorithmic trading, and market liquidity," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 49-68, DOI: 10.1016/j.finmar.2016.05.004.
• Moshirian, Fariborz & Qian, Xiaolin & Wee, Claudia Koon Ghee & Zhang, Bohui, 2017, "The determinants and pricing of liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 22-41, DOI: 10.1016/j.finmar.2017.02.004.
• Gresse, Carole, 2017, "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 1-20, DOI: 10.1016/j.finmar.2017.05.003.
• Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017, "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 91-114, DOI: 10.1016/j.jfs.2016.12.004.
• Leschinski, Christian & Bertram, Philip, 2017, "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 72-91, DOI: 10.1016/j.jfs.2017.01.007.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017, "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 156-174, DOI: 10.1016/j.jfs.2017.05.006.
• Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2017, "What slice of the pie? The corporate bond market boom in emerging economies," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 16-35, DOI: 10.1016/j.jfs.2017.03.003.
• Wu, Ji & Chen, Minghua & Jeon, Bang Nam & Wang, Rui, 2017, "Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 45-61, DOI: 10.1016/j.jfs.2017.06.004.
• Düll, Robert & König, Felix & Ohls, Jana, 2017, "On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 93-106, DOI: 10.1016/j.jfs.2017.06.008.
• Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017, "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 30-56, DOI: 10.1016/j.jfs.2017.07.004.
• Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M., 2017, "An international forensic perspective of the determinants of bank CDS spreads," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 60-70, DOI: 10.1016/j.jfs.2017.10.004.
• Conover, C. Mitchell & Jensen, Gerald R. & Johnson, Robert R. & Szakmary, Andrew C., 2017, "Emerging markets: Is the trend still your friend?," Global Finance Journal, Elsevier, volume 32, issue C, pages 128-148, DOI: 10.1016/j.gfj.2016.05.001.
• Kuttu, Saint, 2017, "Time-varying conditional discrete jumps in emerging African equity markets," Global Finance Journal, Elsevier, volume 32, issue C, pages 35-54, DOI: 10.1016/j.gfj.2016.06.004.
• Keiber, Karl Ludwig & Samyschew, Helene, 2017, "The world price of sentiment risk," Global Finance Journal, Elsevier, volume 32, issue C, pages 62-82, DOI: 10.1016/j.gfj.2016.06.002.
• Hua, Wei & Wei, Peihwang, 2017, "National culture, population age, and other country factors in volume–price volatility relationship," Global Finance Journal, Elsevier, volume 32, issue C, pages 83-96, DOI: 10.1016/j.gfj.2015.12.003.
• Ang, James & Knill, April & Mauck, Nathan, 2017, "Cross-border opportunity sets: An international empirical study based on ownership types," Global Finance Journal, Elsevier, volume 33, issue C, pages 1-26, DOI: 10.1016/j.gfj.2016.07.001.
• Chuluun, Tuugi, 2017, "Global portfolio investment network and stock market comovement," Global Finance Journal, Elsevier, volume 33, issue C, pages 51-68, DOI: 10.1016/j.gfj.2016.08.002.
• Figueiredo, Antonio & Parhizgari, A.M., 2017, "Currency volatility and bid-ask spreads of ADRs and local shares," Global Finance Journal, Elsevier, volume 34, issue C, pages 54-71, DOI: 10.1016/j.gfj.2016.07.002.
• Byström, Hans, 2017, "The currency composition of firms' balance sheets, asset value correlations, and capital requirements," Global Finance Journal, Elsevier, volume 34, issue C, pages 89-99, DOI: 10.1016/j.gfj.2017.03.007.
• Nektarios Aslanidis & Charlotte Christiansen, 2017, "Flight to Safety from European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-38, Nov.
• Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/041, Jan.
• Hyeongwoo Kim & Jintae Kim, 2017, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-05, May.
• Ayben Koy & Güldenur Çetin & İhsan Ersan, 2017, "Regime Dynamics of International Precious Metal Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 107, pages 26-40, April, DOI: https://doi.org/10.33203/mfy.307172.
• Matteo Maggiori, 2017, "Financial Intermediation, International Risk Sharing, and Reserve Currencies," American Economic Review, American Economic Association, volume 107, issue 10, pages 3038-3071, October.
• Kofi A. Ababio & John W. Muteba Mwamba, 2017, "Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 19, issue 1, pages 23-44.
• Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/041, Jan.
• Horioka, Charles Yuji & Ford, Nicholas, 2017, "The Solution to the Feldstein-Horioka Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2017-17, Oct.
• van Kooten, G. Cornelis, 2017, "The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia," Working Papers, University of Victoria, Resource Economics and Policy, number 253887, Mar, DOI: 10.22004/ag.econ.253887.
• Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
• Raouf Boucekkine & Benteng Zou, 2017, "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1730, Aug.
• Yue Meinn GOH & Ros Zam Zam SAPIAN, 2017, "Return, Volatility And Fund Flows Linkages: Malaysian Evidence," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, volume 0, issue 2, pages 59-69, November.
• Student Nick-Alexandru Barcau, 2017, "A Quantitative Analysis Of Transilvania Bank," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 29, pages 33-41, November.
• Kristóf Gyódi, 2017, "Determinants of Government Bond Spreads and Contagion between 2001–2014," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 2, pages 235-256, June.
• Nikolaos Stoupos & Apostolos Kiohos, 2017, "Post-Communist Countries of the EU and the Euro: Dynamic Linkages between Exchange Rates," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 67, issue 4, pages 511-538, December.
• Stanislav Martinek, 2017, "The Investment Strategies of Sovereign Wealth Funds: A Reverse Engineered Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 16, issue 4, pages 648-656, December.
• Tatiana Didier & Ruth Llovet Montanes & Sergio Luis Schmukler, 2017, "International Financial Integration of East Asia and Pacific," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 139, Feb.
• Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 141, Sep.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017, "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 142, Oct.
• Francesco Franzoni & Itzhak Ben-David & Rabih Moussawi, 2017, "Exchange-Traded Funds," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 169-189, November, DOI: 10.1146/annurev-financial-110716-03.
• Jennifer N. Carpenter & Robert F. Whitelaw, 2017, "The Development of China's Stock Market and Stakes for the Global Economy," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 233-257, November, DOI: 10.1146/annurev-financial-110716-03.
• David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2017, "Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market," Working Papers, Department of Economics, Appalachian State University, number 17-06.
• Md. Mohibul Islam & Anisul M. Islam, 2017, "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 9, pages 157-15-172, 09-2017.
• Ioannis N. Kallianiotis, 2017, "Tests of Efficiency in the Foreign Exchange Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 10, pages 218-239, 10-2017.
• Nadia Anjum & Niaz Hussain Ghumro & Bisharat Husain, 2017, "Asymmetric Impact of Exchange Rate Changes on Stock Prices: Empirical Evidence from Germany," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 11, pages 240-245, 11-2017.
• Mohd Aminul Islam, 2017, "An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 11, pages 303-314, 11-2017.
• Matthias Raddant & Dror Y. Kenett, 2017, "Interconnectedness in the Global Financial Market," Papers, arXiv.org, number 1704.01028, Apr, revised Jun 2020.
• Bernardo Bortolotti & Veljko Fotak & Giacomo Loss, 2017, "Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1764.
• Inna Strelchenko, 2017, "Modelling Of Scenarios Of The Crisis Phenomena Transfer Among Financial Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 2, DOI: 10.30525/2256-0742/2017-3-2-136-140.
• Zhanna Sydorova & Sergey Yakubovskiy, 2017, "Development Prospects Of London As The World'S Financial Center In The Conditions Of Brexit," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 4, DOI: 10.30525/2256-0742/2017-3-4-238-243.
• Maria Cristina Arcuri & Marina Brogi & Gino Gandolfi, 2017, "Cyber risk in the financial industry, the market reactions," BANCARIA, Bancaria Editrice, volume 4, pages 35-49, April.
• Massimo Regalli & Maria Gaia Soana & Emanuele Testi, 2017, "Sovereign rating: a comparison among different rating agencies," BANCARIA, Bancaria Editrice, volume 10, pages 12-29, October.
• Mahmoud Haddad & Sam Hakim, 2017, "Measuring the Cost of Financial Integration in the GCC: Lessons from the Global Crisis," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 1-12, August.
• David Nickerson & Robert Jones, 2017, "Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 13-28, August.
• Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2017, "Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 42-56, August.
• Hong Li & Vincent Daly, 2017, "Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios," Review of Economics & Finance, Better Advances Press, Canada, volume 10, pages 33-48, November.
• Julijana Angelovska, 2017, "Integration of Macedonian, Bulgarian and Croatian Stock Markets – VECM Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 65-79.
• Vladimir Tsenkov & Ani Stoitsova-Stoykova, 2017, "Interaction between the public attitudes and the stock exchange dynamics in Southeastern European countries," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 93-111.
• Dimitar Nenkov, 2017, "Financial management of creating value in companies," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 33-47.
• Andrea Nocera, 2017, "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1703, Jun.
• Christopher S. Sutherland, 2017, "What Explains Month-End Funding Pressure in Canada?," Discussion Papers, Bank of Canada, number 17-9, DOI: 10.34989/sdp-2017-9.
• Lorenzo Pozzi & Barbara Sadaba, 2017, "Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals," Staff Working Papers, Bank of Canada, number 17-22, DOI: 10.34989/swp-2017-22.
• Thibaut Duprey & Benjamin Klaus, 2017, "How to Predict Financial Stress? An Assessment of Markov Switching Models," Staff Working Papers, Bank of Canada, number 17-32, DOI: 10.34989/swp-2017-32.
• Antonio Diez de los Rios, 2017, "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers, Bank of Canada, number 17-33, DOI: 10.34989/swp-2017-33.
• Thibaut Duprey & Tom Roberts, 2017, "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 17-24, DOI: 10.34989/san-2017-24.
• José Renato Haas Ornelas, 2017, "Expected Currency Returns and Volatility Risk Premia," Working Papers Series, Central Bank of Brazil, Research Department, number 454, Jan.
• José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017, "Volatility Risk Premia and Future Commodity Returns," Working Papers Series, Central Bank of Brazil, Research Department, number 455, Apr.
• Gabriele di Filippo, 2017, "What drives gross flows in equity and investment fund shares in Luxembourg?," BCL working papers, Central Bank of Luxembourg, number 112, Aug.
• César Martín Machuca, 2017, "External stress early warning indicators," Working Papers, Banco de España, number 1733, Oct.
• Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2017, "Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE," Working Papers, Banco de España, number 1743, Dec.
• Sara Cecchetti, 2017, "A quantitative analysis of risk premia in the corporate bond market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1141, Oct.
• Andrea Zaghini, 2017, "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1157, Dec.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017, "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia, Banco de la Republica de Colombia, number 983, Jan, DOI: 10.32468/be.983.
• Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2017, "Sovereign default risk in OECD countries: do global factors matter?," Borradores de Economia, Banco de la Republica de Colombia, number 996, May, DOI: 10.32468/be.996.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 3, pages 1-35, September, DOI: dx.doi.org/10.22547/BER/9.3.1.
• Anoop S Kumar & B Kamaiah, 2017, "Returns And Volatility Spillover Between Asian Equity Markets: A Wavelet Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 63-84, January -.
• Amanjot Singh & Manjit Singh, 2017, "Conditional Co-Movement And Dynamic Interactions: Us And Bric Equity Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 85-112, January -.
• Vincent Bignon & Jinzhao Chen & Stefano Ugolini, 2017, "Beneath the Gold Points: European Financial Market Integration, 1844-1870," Working papers, Banque de France, number 647.
• André, J. & Roero, C. & Fegar, G. & Mosquera Yon, T., 2017, "La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents," Bulletin de la Banque de France, Banque de France, issue 211, pages 47-60.
• Guette-Khiter, C., 2017, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2016," Bulletin de la Banque de France, Banque de France, issue 213, pages 5-14.