Research classified by Journal of Economic Literature (JEL) codes

2016

• Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016, "Does governing law affect bond spreads ?," Policy Research Working Paper Series, The World Bank, number 7863, Oct.
• Cull,Robert J. & Gan,Li & Gao,Nan & Xu,L. Colin & Cull,Robert J. & Gan,Li & Gao,Nan & Xu,L. Colin, 2016, "Social capital, finance, and consumption: evidence from a representative sample of Chinese households," Policy Research Working Paper Series, The World Bank, number 7873, Oct.
• Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul, 2016, "Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand," Economic Research Guardian, Mutascu Publishing, volume 6, issue 2, pages 74-86, December.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
• Julian S. Leppin & Stefan Reitz, 2016, "The Role of a Changing Market Environment for Credit Default Swap Pricing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 209-223, July.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016, "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 6, pages 1113-1134, September, DOI: 10.1111/jmcb.12328.
• Michele Costola & Massimiliano Caporin, 2016, "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-26, March, DOI: 10.1142/S2010495216500032.
• Mary Everett, 2016, "Drivers of global liquidity and global bank flows: A view from the euro area," FIW Working Paper series, FIW, number 168, Mar.
• Cuestas, Juan Carlos & Tang, Bo, 2016, "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2016-03, Apr.
• Schmitt, Noemi & Westerhoff, Frank, 2016, "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 107.
• Schmitt, Noemi & Westerhoff, Frank, 2016, "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 111.
• Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2016, "What slice of the pie? The corporate bond market boom in emerging economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2016.
• Isoré, Marlène, 2016, "International propagation of financial shocks in a search and matching environment," Bank of Finland Research Discussion Papers, Bank of Finland, number 28/2016.
• Timmer, Yannick, 2016, "Cyclical investment behavior across financial institutions," Discussion Papers, Deutsche Bundesbank, number 08/2016.
• Knetsch, Thomas A. & Nagengast, Arne J., 2016, "On the dynamics of the investment income balance," Discussion Papers, Deutsche Bundesbank, number 21/2016.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers, Deutsche Bundesbank, number 25/2016.
• de Roure, Calebe, 2016, "Fire buys of central bank collateral assets," Discussion Papers, Deutsche Bundesbank, number 51/2016.
• Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G., 2016, "Why do investors buy sovereign default insurance?," CFS Working Paper Series, Center for Financial Studies (CFS), number 540, DOI: 10.2139/ssrn.2848944.
• Cherif, Mondher & Dreger, Christian, 2016, "Institutional Determinants of Financial Development in MENA countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 20, issue 3, pages 670-680.
• Keiber, Karl Ludwig & Samyschew, Helene, 2016, "The pricing of sentiment risk in European stock markets," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 384.
• Rabitsch, Katrin, 2016, "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 53.
• Barunik, Jozef & Krehlik, Tomas, 2016, "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 54.
• Chen, Zhenxi & Reitz, Stefan, 2016, "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 57.
• Kubitza, Christian & Gründl, Helmut, 2016, "Systemic risk: Time-lags and persistence," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 20/16.
• Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne, 2016, "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-41.
• Eichler, Stefan & Plaga, Timo, 2016, "The Political Determinants of Government Bond Holdings," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2016.
• Eichler, Stefan & Littke, Helge & Tonzer, Lena, 2016, "Central Bank Transparency and Cross-border Banking," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 16/2016.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2016.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 600, DOI: 10.4419/86788696.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "The relative valuation of gold," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 604, DOI: 10.4419/86788701.
• Belke, Ansgar & Dubova, Irina & Osowski, Thomas, 2016, "Policy uncertainty and international financial markets: The case of Brexit," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 657, DOI: 10.4419/86788763.
• Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "Which market integration measure?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 159, DOI: 10.2139/ssrn.2883995.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016, "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-001.
• Raddant, Matthias & Kenett, Dror, 2016, "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145560.
• Littke, Helge C. N. & Eichler, Stefan & Tonzer, Lena, 2016, "Central Bank Transparency and Cross-Border Banking," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145598.
• Herz, Bernhard & Bauer, Christian & Hild, Alexandra, 2016, "Designing the ESM—Who Profits, Who Pays?," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145709.
• Rövekamp, Ingmar & Eichler, Stefan, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145791.
• Heiland, Inga, 2016, "Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145821.
• Hasler, Nicole, 2016, "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145840.
• Mann, Katja & Davenport, Margaret, 2016, "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145948.
• Berg, Tobias & Saunders, Anthony & Steffen, Sascha & Streitz, Daniel, 2016, "Mind the gap: The difference between U.S. and European loan rates," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-018.
• Acharya, Viral V. & Steffen, Sascha, 2016, "Capital markets union in Europe: Why other unions must lead the way," ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research, number 4/2016.
• Haoshen Hu & Jörg Prokop & Hans‐Michael Trautwein, 2016, "Sovereign Risk Spillover Effects and the Role of Systemically Important Financial Institutions: Evidence from the European Debt Crisis," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 69 / 2016, Nov, revised Nov 2016.
• Bin Liu & Amalia Di Iorio, 2016, "Does idiosyncratic volatility predict future growth of the Australian economy?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 69-90, March, DOI: 10.1108/SEF-08-2014-0160.
• Zvika Afik & Yaron Lahav & Lior Mandelzweig, 2016, "The inverse of a terror event? Stock market response to pro-active action," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 91-105, March, DOI: 10.1108/SEF-04-2014-0081.
• Javier Rodríguez & Herminio Romero, 2016, "Assessing foreign funds geographical focus timing skill," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 209-221, June, DOI: 10.1108/SEF-11-2013-0168.
• Owen Williams, 2016, "Foreign currency exposure within country exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 222-243, June, DOI: 10.1108/SEF-10-2014-0196.
• Adam Zaremba, 2016, "Quality investing and the cross-section of country returns," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 281-301, June, DOI: 10.1108/SEF-06-2014-0119.
• Anh Tuan Bui & Lance A. Fisher, 2016, "The relative term structure and the Australian-US exchange rate," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 417-436, August, DOI: 10.1108/SEF-05-2014-0089.
• Caporin, M. & Chang, C-L. & McAleer, M.J., 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-02, Feb.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2016, "How are VIX and Stock Index ETF Related?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-07, Feb.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-15, Mar.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-45, Dec.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-46, Dec.
• Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016, "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-29.
• Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez, 2016, "A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 31, issue 1, pages 47-63.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials," CEPS Papers, Centre for European Policy Studies, number 11266, Jan.
• Belke, Ansgar & Dubova, Irina & Osowski, Thomas, 2016, "Policy Uncertainty and International Financial Markets: The case of Brexit," CEPS Papers, Centre for European Policy Studies, number 12021, Nov.
• Dimiter Nenkov Nenkov, 2016, "An Analytical Approach to Comparing Actual Vs. 'Fundamental Price-to-Sales' and “Enterprise Value-to-Sales†Ratios on the European Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 32-49.
• Silvia Trifonova & Atanas Atanasov & Svilen Kolev, 2016, "The Effects of the ECB’s Unconventional Monetary Policy on the Non-Euro Area EU Member States," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 93-112.
• Tulus Suryanto, 2016, "Audit Delay and Its Implication for Fraudulent Financial Reporting: A Study of Companies Listed in the Indonesian Stock Exchange," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 18-31.
• Thomas Conefrey & David Cronin, 2016, "Spillover in Euro Area Sovereign Bond Markets – Corrigendum," The Economic and Social Review, Economic and Social Studies, volume 47, issue 1, pages 105-107.
• M. Ramachandran & G.Ananda Vadivelu, 2016, "Does Exchange Rate Intervention Trigger Volatility?," Working Papers, eSocialSciences, number id:8683, Jan.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18194, May.
• Tadaaki KOMATSUBARA & Tatsuyoshi OKIMOTO & TATSUMI Ken-ichi, 2016, "Dynamics of Integration in East Asian Equity Markets," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 16084, Aug.
• Paczos, Wojtek; Shakhnov, Kirill, 2016, "Sovereign Debt Issuance and Selective Default," Economics Working Papers, European University Institute, number ECO2016/04.
• Carlos Lenczewski, 2016, "The Role of High-Frequency Traders in the Foreign Exchange Market Bid-Ask Spreads," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/01, Jun.
• Oleksandr Sushchenko & Reimund Schwarze, 2016, "Carbon taxation and market financial instruments for mobilizing climate finance," Discussion Paper Series RECAP15, RECAP15, European University Viadrina, Frankfurt (Oder), number 23, Oct.
• Polona Peterle & Ales S. Berk, 2016, "IPO Cycles in Central and Eastern Europe: What Factors Drive these Cycles?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 113-139, April.
• Dogus EMIN, 2016, "Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 96-112, April.
• Pilar Abad & Helena Chulia, 2016, "European Government Bond Market Contagion in Turbulent Times," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 3, pages 263-276, June.
• Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016, "US Dollar Carry Trades in the Era of "Cheap Money"," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 374-404, October.
• Stefan Lyocsa & Peter Molnar & Igor Fedorko, 2016, "Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 453-475, October.
• Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol, 2016, "The Russian Stock Market during the Ukrainian Crisis: A Network Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 6, pages 478-509, December.
• Evzen Kocenda & Michala Moravcova, 2016, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/20, Sep, revised Sep 2016.
• Carolina Alves & Vivienne Boufounou & Konstantinos Dellis & Christos Pitelis & Jan Toporowski, 2016, "Synthesis Report; Empirical analysis for new ways of global engagement," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper163, Aug.
• Alessandro Vercelli & Eric Clark & Andrew Gouldson, 2016, "Finance and Sustainability Synthesis Report of WP7," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper166, Jun.
• Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls, 2016, "Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 424, Jun.
• Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2016, "Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 16-4, Sep.
• Falk Bräuning & Siem Jan Koopman, 2016, "The dynamic factor network model with an application to global credit risk," Working Papers, Federal Reserve Bank of Boston, number 16-13, Oct.
• Falk Bräuning & Victoria Ivashina, 2016, "Monetary policy and global banking," Working Papers, Federal Reserve Bank of Boston, number 17-5, Dec.
• Thorsten Janus & Daniel Riera-Crichton, 2016, "Banking crises, external crises and gross capital flows," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 273, Jun, DOI: 10.24149/gwp273.
• Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu, 2016, "Is the Renminbi a safe haven?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 276, Jul, DOI: 10.24149/gwp276.
• Gina Pieters, 2016, "Does bitcoin reveal new information about exchange rates and financial integration?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 292, Dec, DOI: 10.24149/gwp292.
• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2020, "A Risk-based Theory of Exchange Rate Stabilization," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-15, May, DOI: 10.24148/wp2016-15.
• Ayelen Banegas, 2016, "Predictability of Growth in Emerging Markets: Information in Financial Aggregates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1174, Jul, DOI: 10.17016/IFDP.2016.1174.
• Juan M. Londono, 2016, "Bad Bad Contagion," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1178, Sep, DOI: 10.17016/IFDP.2016.1178.
• Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann, 2016, "International Banking and Cross-Border Effects of Regulation : Lessons from the United States," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1180, Sep, DOI: 10.17016/IFDP.2016.1180.
• Michael J. Fleming & Seema Saggar & Samita Sareen, 2016, "Trading activity in the Indian government bond market," Staff Reports, Federal Reserve Bank of New York, number 785, Aug.
• Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann, 2016, "International banking and cross-border effects of regulation: lessons from the United States," Staff Reports, Federal Reserve Bank of New York, number 793, Sep.
• Maxim A. Kotlyarov & Inna N. Rycova, 2016, "The Harmonization of Banking Legislation and Regulation in the EAEU Countries," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 33-40, February.
• Valery L. Abramov & Petr V. Alekseev, 2016, "Investment Cooperation of the Member States of the EAEU as a Key Factor of their Sustainable Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 30-36, August.
• Laurențiu Paul Barangă, 2016, "Noile produse financiare tranzacționate pe piaţa Forex și impactul acestora," Journal of Financial Studies, Institute of Financial Studies, volume 1, issue 1, pages 68-76, June.
• V. Mau & A. Bozhechkova & A. Kiyutsevskaya & P. Trunin & S. Belev & A. Alaev & A. Mamedov & E. Fomina & A. Abramov & A. Shadrin & O. Izriadnova & S. Drobyshevskiy & M. Kazakova & S. Tsukhlo & G. Idris, 2016, "Раздел 3. Финансовые Рынки И Финансовые Институты," Book Chapters, Gaidar Institute for Economic Policy, chapter 3, in: Sergey Sinelnikov-Murylev & Alexandr Radygin & Vladimir Mau, "Российская экономика в 2015 году. Тенденции и перспективы (Выпуск 37)".
• E. Gorbatikov & Elizaveta Khudko, 2016, "Russian Financial Markets In December 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 10-16, January.
• E. Gorbatikov, 2016, "Russian Financial Markets In January 2016," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 16-22, March.
• Khudko Elizaveta, 2016, "Current Estimates And Problems Of Financial Literacy Measurement In The World Practice," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 43-50, August.
• Danilov Yuri, 2016, "The experience of financial markets reforms in the countries – competitors of Russia in the global capital market," Research Paper Series, Gaidar Institute for Economic Policy, issue 171P, pages 156-156.
• E. Gorbatikov & E. Khudko, 2016, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 9-15, Январь.
• E. Gorbatikov & Elizaveta Khudko, 2016, "Динамика Основных Индикаторов Финансового Рынка В Январе 2016 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 28-34, февраль.
• E. Gorbatikov & ELizaveta Khudko, 2016, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 16-22, март.
• Khudko Elizaveta, 2016, "Текущие Оценки И Проблемы Измерения Уровня Финансовой Грамотности В Мировой Практике," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 49-56, Август.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016, "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, volume 4, issue 1, pages 1-14, March.
• Adam Marszk & Ewa Lechman, 2016, "Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 32, Jun.
• Yi Huang & Jianjun Miao & Pengfei Wang, 2016, "Saving China's Stock Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 09-2016, Aug.
• Udichibarna Bose & Ronald McDonald & Serafeim Tsoukas, 2016, "Policy initiatives and Örmsíaccess to external finance: Evidence from a panel of emerging Asian economies," Working Papers, Business School - Economics, University of Glasgow, number 2016_18, Jul.
• Leoni Eleni Oikonomikou, 2016, "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 202, Apr.
• Leoni Eleni Oikonomikou, 2016, "Comparing the market risk premia forecasts in JSE and NYSE equity markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 203, Apr.
• Leoni Eleni Oikonomikou, 2016, "Modeling Financial Market Volatility in Transition Markets: A Multivariate Case," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 204, Apr.
• Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers, The German University in Cairo, Faculty of Management Technology, number 41, Mar.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
• Lucyna Anna Gornicka & Marius Andrei Zoican, 2016, "Too-International-to-Fail? Supranational Bank Resolution and Market Discipline," Post-Print, HAL, number hal-01253632.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016, "Bond market investor herding: Evidence from the European financial crisis," Post-Print, HAL, number hal-01333218, Dec, DOI: 10.1016/j.irfa.2015.01.001.
• Clemens Jobst & Stefano Ugolini, 2016, "The Coevolution of Money Markets and Monetary Policy, 1815–2008," Post-Print, HAL, number hal-01357712, Jun, DOI: 10.1017/CBO9781316570401.005.
• Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016, "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print, HAL, number hal-01358715, Oct, DOI: 10.1016/j.jfs.2016.08.005.
• Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016, "Herd behavior and equity market liquidity: Evidence from major markets," Post-Print, HAL, number hal-01418021, Dec, DOI: 10.1016/j.irfa.2016.09.013.
• Edouard Jaeck & Delphine Lautier, 2016, "Volatility in electricity derivative markets: the Samuelson effect revisited," Post-Print, HAL, number hal-01488127, DOI: 10.1016/j.eneco.2016.08.009.
• Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016, "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Post-Print, HAL, number hal-01500712, DOI: 10.15609/annaeconstat2009.123-124.0.
• Gilles de Truchis & Benjamin Keddad, 2016, "Long-Run Comovements in East Asian Stock Market Volatility," Post-Print, HAL, number hal-01549713.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667074.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667088.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667093.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667097.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667099.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2016, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Print, HAL, number hal-01744583, Nov, DOI: 10.1080/14631377.2016.1226771.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz & Valérie Mignon, 2016, "Towards Greater Diversification in Central Bank Reserves," Post-Print, HAL, number hal-02315436, DOI: 10.1057/jam.2016.14.
• Gustavo Adler & Marie-Louise Djigbenou & Sebastian Sosa, 2016, "Global Financial Shocks and Foreign Asset Repatriation: Do Local Investors Play a Stabilizing Role?," Post-Print, HAL, number hal-03954341, Feb, DOI: 10.1016/j.jimonfin.2015.03.007.
• Camille Cornand & Pauline Gandré & Céline Gimet, 2016, "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Post-Print, HAL, number halshs-01236055, DOI: 10.1016/j.econmod.2015.10.044.
• Sofiane Aboura & Julien Chevallier, 2016, "Spikes and crashes in the oil market," Post-Print, HAL, number halshs-01348711, Jan, DOI: 10.1016/j.ribaf.2015.07.002.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2016, "Co-movements and contagion between international stock index futures markets," Post-Print, HAL, number halshs-01388618, DOI: 10.1007/s00181-016-1113-5.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number halshs-01391013, Apr.
• Claudiu Tiberiu Albulescu & Christian Aubin & Daniel Goyeau, 2016, "Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes," Post-Print, HAL, number halshs-01394897, Jul, DOI: 10.1080/00036846.2016.1226491.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2016, "Competition between Clearing Houses on the European Market," Post-Print, HAL, number halshs-01418204, Jun.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2016, "Competition between Clearing Houses on the European Market," Post-Print, HAL, number halshs-01418208, Jul.
• Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016, "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print, HAL, number halshs-01420888, Mar.
• Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016, "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print, HAL, number halshs-01420894, May.
• Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Claudiu Tiberiu Albulescu & Christian Aubin & Daniel Goyeau, 2016, "Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes," Working Papers, HAL, number hal-01282481, Mar.
• Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond, 2016, "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," Working Papers, HAL, number hal-04141594.
• Justine Pedrono & Aurélien Violon, 2016, "Banks' Capital Structure and US dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," Working Papers, HAL, number halshs-01275858, Jan.
• Justine Pedrono, 2016, "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," Working Papers, HAL, number halshs-01275862, Jan.
• Jamal Bouoiyour & Refk Selmi, 2016, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working papers of CATT, HAL, number hal-01880322, Oct.
• Jamal Bouoiyour & Refk Selmi, 2016, "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working papers of CATT, HAL, number hal-01880323, May.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-572, Feb.
• Eichler, Stefan & Plaga, Timo, 2016, "The Political Determinants of Government Bond Holdings," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-573, Mar.
• Feng, Xunan & Johansson, Anders C., 2016, "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-39, Dec.
• Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016, "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics, Linköping University, Division of Economics, Department of Management and Engineering, number 2, Feb.
• Byström, Hans, 2016, "The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements," Working Papers, Lund University, Department of Economics, number 2016:1, Jan.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016, "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies, Umeå University, Department of Economics, number 923, Mar.
• Liu, Yuna, 2016, "Trust and stock market correlation: a cross-country analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 924, Mar.
• Liu, Yuna, 2016, "Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers," Umeå Economic Studies, Umeå University, Department of Economics, number 925, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• G. Andrew Karolyi & David T. Ng & Eswar S. PrasadAuthor-Workplace-Name: Cornell University, 2016, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Working Papers, Hong Kong Institute for Monetary Research, number 042016, Mar.
• Tom Pak Wing FongAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Ka Fai LiAuthor-Workplace-Name: Research Department, Hong Kong Monetary Authority & Angela Kin Wan Sze, 2016, "Measuring Spillovers between the US and Emerging Markets," Working Papers, Hong Kong Institute for Monetary Research, number 082016, Aug.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016, "The Renminbi Central Parity: An Empirical Investigation," Working Papers, Hong Kong Institute for Monetary Research, number 102016, Jun.
• Alfred Wong & David Leung & Calvin Ng, 2016, "Risk-adjusted Covered Interest Parity: Theory and Evidence," Working Papers, Hong Kong Institute for Monetary Research, number 162016, Aug.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016, "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n04, Feb.
• Renato Balbontín & Rodrigo Blanch, 2016, "Performance Of Chilean Pension Funds Investments Abroad 2010-2014," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 53-67.
• Gokcen Ogruk, 2016, "Carry Trade Strategies With Factor Augmented Macro Fundamentals: A Dynamic Markov-Switching Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 11-28.
• David Nickerson, 2016, "Asset Price Volatility And Efficient Discrimination In Credit Market Equilibrium," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 4, pages 91-101.
• Mario Alberto Lagunes Perez & Hector Hugo Perez Villarreal, 2016, "Exchange Rate And Determinants Of Exports In Periods Of Financial Volatility In The North America Free Trade Agreement Zone,Tipo De Cambio Y Determinantes De Las Exportaciones En Periodos De Volatilidad Financiera En La Zona Del Tratado De Libre Come," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 61-71.
• Daniel Botero Guzmán & Carlos Enrique Vecino Arenas, 2016, "Estimating The Risk-Return Relationship In The International Stock Market, Estimaciã“N De La Relaciã“N Rentabilidadriesgo En El Mercado Accionario Internacional," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 5, pages 1-13.
• Sergio Quiroz Galvez & Mario Alberto Lagunes Perez & Carlos Jimenez Garcia, 2016, "The Impact Of The Real Exchange Rate And Other Macroeconomic And Microeconomic Variables On The Competitiveness Of Mexican Manufacturing Exports, El Impacto Del Tipo De Cambio Real Y Otras Variables Macro Y Micro En La Competitividad De Las Exportaci," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 6, pages 1-9.
• Philipp Kallerhoff, 2016, "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, volume 9, issue 12, pages 13-22, December.
• Ian Hudson, 2016, "The Currency Carry Trade: Selection Skill or Behavioral Bias," International Business Research, Canadian Center of Science and Education, volume 9, issue 9, pages 176-185, September.
• Caballero, Julián & Fernandez, Andres & Park, Jongho, 2016, "On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation," IDB Publications (Working Papers), Inter-American Development Bank, number 7793, Aug, DOI: http://dx.doi.org/10.18235/0011756.
• Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016, "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, volume 8, issue 2, pages 121-145.
• Andrei Rădulescu, 2016, "The Dynamics Of International Financial Markets In The First Quarter Of 2016," Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT), Institute for World Economy, Romanian Academy, volume 12.
• Bojan Basrak & Petra Posedel & Marina Tkalec & Maruska Vizek, 2016, "Searching high and low: Extremal dependence of international sovereign bond markets," Working Papers, The Institute of Economics, Zagreb, number 1604, Jul.
• Kristina Bluwstein & Fabio Canova, 2016, "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 3, pages 69-120, September.
• Arturo Lorenzo-Valdés, 2016, "Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 1, pages 3-14, April.
• Alejandro Jara & Nestor Romero, 2016, "International Synchronicity of Housing Prices," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 2, pages 115-134, October.
• Hiroshi Fujiki & Charles M. Kahn, 2016, "Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-08, Jul.