Research classified by Journal of Economic Literature (JEL) codes

2016

• Deniz Anginer & Mr. Eugenio M Cerutti & Maria Soledad Martinez Peria, 2016, "Foreign Bank Subsidiaries’ Default Risk during the Global Crisis: What Factors Help Insulate Affiliates from their Parents?," IMF Working Papers, International Monetary Fund, number 2016/109, Jun.
• Mr. Carlo Cottarelli & Mr. Andrea F Presbitero & Antonio Bassanetti, 2016, "Lost and Found: Market Access and Public Debt Dynamics," IMF Working Papers, International Monetary Fund, number 2016/253, Dec.
• Eduardo Walker, 2016, "Cost of Capital in Emerging Markets: Bridging Gaps between Theory and Practice," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 53, issue 1, pages 111-147, December.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures trading and the excess comovement of commodity prices," Working Papers, Department of Research, Ipag Business School, number 2013-19, Jan.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Department of Research, Ipag Business School, number 2013-3, Jan.
• Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School, number 2013-35, Jan.
• López-Herrera, Francisco & Valencia-Herrera, Humberto, 2016, "Hacia un Modelo de Valuación de Activos de Capital para México: Análisis de Activos Individuales con Coeficientes Variantes en el Tiempo," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 22, pages 75-103, primer se.
• Ortiz-Zarco, Ruth & Ortiz-Zarco, Eusebio, 2016, "Impacto del desarrollo del sistema financiero en el comercio de los países que integran la OCDE," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 44, pages 35-62, primer se.
• António Afonso & Jorge Silva, 2016, "Determinants of non-resident government debt ownership," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/03, Jan.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/21, Oct.
• Mariya Gubareva & Maria Rosa Borges, 2016, "Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/22, Oct.
• Simone Berardi & Gabriele Tedeschi, 2016, "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/24.
• Javed Bin Kamal & A.K. Enamul Haque, 2016, "Dependence between stock market and foreign exchange market in South Asia: A Copula-Garch approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 175-194, January-M.
• Boubacar Diallo, 2016, "Foreign Bank Entry And Bank Competition In Africa: An Inverted U-Shaped Relation," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 289-308, October-D.
• M. Thenmozhi & N. Srinivasan, 2016, "Co-movement of oil price, exchange rate and stock index of major oil importing countries: A wavelet coherence approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 85-102, Special I.
• Malek Alsharairi & Wa’el Abubaker, 2016, "Does Arab spring have a spillover effect on Dubai financial market?," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 319-331, Special I.
• Taiga Saito, 2016, "Pricing Foreign Exchange Options Under Intervention by Absorption Modeling," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 1, pages 85-106, March, DOI: 10.1007/s10690-016-9210-1.
• Virginia Magda Luisa Minni, 2016, "Can Greater Bank Capital Lead to Less Bank Lending?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 1, pages 135-137, March, DOI: 10.1007/s11293-016-9485-7.
• Arkady Gevorkyan & Willi Semmler, 2016, "Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 1-35, February, DOI: 10.1007/s10663-015-9286-2.
• Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016, "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 63-94, February, DOI: 10.1007/s11408-016-0262-z.
• Kevin Aretz & Marc Aretz, 2016, "Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 19-61, February, DOI: 10.1007/s11408-016-0263-y.
• Kevin Aretz & Marc Aretz, 2016, "Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 19-61, February, DOI: 10.1007/s11408-016-0263-y.
• Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016, "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 63-94, February, DOI: 10.1007/s11408-016-0262-z.
• Gueorgui Konstantinov, 2016, "Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 3, pages 337-365, August, DOI: 10.1007/s11408-016-0271-y.
• Isaac Otchere & Sana Mohsni, 2016, "Changing organizational form in the stock exchange industry and risk-taking," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 4, pages 427-451, November, DOI: 10.1007/s11408-016-0276-6.
• Kateryna Anatoliyevna Kopyl & John Byong-Tek Lee, 2016, "How safe are the safe haven assets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 4, pages 453-482, November, DOI: 10.1007/s11408-016-0277-5.
• Trevor Chamberlain & Hesam Shahriari, 2016, "Asset Prices and Taxes: A Cross-Country Perspective," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 1, pages 101-102, February, DOI: 10.1007/s11294-015-9553-9.
• Michael P. Hughes & Karl Rogers, 2016, "Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 2, pages 151-170, May, DOI: 10.1007/s11294-016-9572-1.
• Mona Shazly & Alice Lou, 2016, "Comparing the Forecasting Performance of Futures Oil Prices with Genetically Evolved Neural Networks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 4, pages 361-376, November, DOI: 10.1007/s11294-016-9599-3.
• Oasis Kodila-Tedika & Simplice A. Asongu, 2016, "Genetic distance and cognitive human capital: a cross-national investigation," Journal of Bioeconomics, Springer, volume 18, issue 1, pages 33-51, April, DOI: 10.1007/s10818-015-9210-7.
• Dawood Ashraf, 2016, "Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices," Journal of Business Ethics, Springer, volume 134, issue 2, pages 209-228, March, DOI: 10.1007/s10551-014-2422-2.
• Joseph P. H. Fan & Li Jin & Guojian Zheng, 2016, "Revisiting the Bright and Dark Sides of Capital Flows in Business Groups," Journal of Business Ethics, Springer, volume 134, issue 4, pages 509-528, April, DOI: 10.1007/s10551-014-2382-6.
• Lars Helge Haß & Sofia Johan & Maximilian André Müller, 2016, "The Effectiveness of Public Enforcement: Evidence from the Resolution of Tunneling in China," Journal of Business Ethics, Springer, volume 134, issue 4, pages 649-668, April, DOI: 10.1007/s10551-014-2389-z.
• Mario Brandtner, 2016, "“Spectral Risk Measures: Properties and Limitations”: Comment on Dowd, Cotter, and Sorwar," Journal of Financial Services Research, Springer;Western Finance Association, volume 49, issue 1, pages 121-131, February, DOI: 10.1007/s10693-014-0204-8.
• Iftekhar Hasan & Liuling Liu & Gaiyan Zhang, 2016, "The Determinants of Global Bank Credit-Default-Swap Spreads," Journal of Financial Services Research, Springer;Western Finance Association, volume 50, issue 3, pages 275-309, December, DOI: 10.1007/s10693-015-0232-z.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016, "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, volume 27, issue 2, pages 293-302, April, DOI: 10.1007/s11079-015-9373-9.
• Souhir Chlibi & Fredj Jawadi & Mohamed Sellami, 2016, "Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches," Open Economies Review, Springer, volume 27, issue 3, pages 541-559, July, DOI: 10.1007/s11079-015-9381-9.
• Benedetta Bianchi, 2016, "Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis," Open Economies Review, Springer, volume 27, issue 3, pages 471-493, July, DOI: 10.1007/s11079-015-9382-8.
• Ryota Nakatani, 2016, "Twin Banking and Currency Crises and Monetary Policy," Open Economies Review, Springer, volume 27, issue 4, pages 747-767, September, DOI: 10.1007/s11079-016-9391-2.
• Puspa D. Amri & Greg M. Richey & Thomas D. Willett, 2016, "Capital Surges and Credit Booms: How Tight is the Relationship?," Open Economies Review, Springer, volume 27, issue 4, pages 637-670, September, DOI: 10.1007/s11079-016-9398-8.
• Gilles Truchis & Benjamin Keddad, 2016, "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, volume 27, issue 5, pages 969-986, November, DOI: 10.1007/s11079-016-9401-4.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi, 2016, "On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis," Open Economies Review, Springer, volume 27, issue 5, pages 987-998, November, DOI: 10.1007/s11079-016-9414-z.
• Roman V. Ivanov & Katsunori Ano, 2016, "On exact pricing of FX options in multivariate time-changed Lévy models," Review of Derivatives Research, Springer, volume 19, issue 3, pages 201-216, October, DOI: 10.1007/s11147-016-9120-4.
• Paul McGuinness, 2016, "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 291-333, February, DOI: 10.1007/s11156-014-0470-4.
• Mi-Hsiu Chiang & Chang-Yi Li & Son-Nan Chen, 2016, "Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 3, pages 459-482, April, DOI: 10.1007/s11156-014-0478-9.
• Javier Vidal-García & Marta Vidal & Duc Khuong Nguyen, 2016, "Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 2, pages 213-247, August, DOI: 10.1007/s11156-014-0488-7.
• Qi Deng & Zhong-guo Zhou, 2016, "The pricing of first day opening price returns for ChiNext IPOs," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 2, pages 249-271, August, DOI: 10.1007/s11156-015-0500-x.
• Thomas C. Chiang & Lanjun Lao & Qingfeng Xue, 2016, "Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1003-1042, November, DOI: 10.1007/s11156-015-0529-x.
• Harald Schmidbauer & Angi Rosch & Erhan Uluceviz, 2016, "Frequency aspects of information transmission in a network of three Western equity markets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1616, Dec.
• Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc, 2016, "A tőzsdei elszámolóházak vesztesége
  [The loss from central clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 993-1010, DOI: 10.18414/KSZ.2016.9.993.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 350-376, June.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 3, pages 524-535, September.
• Bachar FAKHRY, 2016, "A Regime Switching Explanation of the Reactions of Market Participant during the Crisis," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 434-449, September.
• Leleng KEBALO, 2016, "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 459-481, September.
• M. Akýn DOÐANAY, 2016, "The Twentieth Symposium of Finance," Journal of Economics Bibliography, KSP Journals, volume 3, issue 4, pages 644-645, December.
• Eduard Baumohl & Evzen Kocenda & Stefan Lyocsa & Tomas Vyrost, 2016, "Networks of volatility spillovers among stock markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 941, May.
• Stephanía Mosquera & Natalia Restrepo & Jorge Uribe, 2016, "Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 155-178, Julio - D, DOI: 10.17533/udea.le.n85a05.
• Guillén León & Sergio Afcha, 2016, "Socioeconomic Characterization and Equity Market Knowledge of the Citizens of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 179-209, Julio - D, DOI: 10.17533/udea.le.n85a06.
• Nicolas DEBARSY & Jean-Yves GNABO & Malik KERKOUR, 2016, "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2173.
• Cüneyt Akar, 2016, "Analyzing the Synchronization between the Financial and Business Cycles in Turkey," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 25-35.
• Khaled Guesmi & Zied Fiti & Ilyes Abid & Gazi Salah Uddin, 2016, "On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 13, issue 1, pages 67-79, June.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016, "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 1-21, Jan-June.
• Mobeen Ur Rehman, 2016, "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 2, pages 121-151, July-Dec.
• Reinhart, Carmen M. & Trebesch, Christoph, 2016, "The International Monetary Fund: 70 Years of Reinvention," Munich Reprints in Economics, University of Munich, Department of Economics, number 43462.
• Tscheke, Jan, 2016, "Operational Hedging of Exchange Rate Risks," Discussion Papers in Economics, University of Munich, Department of Economics, number 30227, Nov.
• Aysegul Ates, 2016, "Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 35-42, February.
• Yutaka Kurihara, 2016, "Deterministic Elements of Japanese Stock Prices under Low Interest Rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 2, pages 24-30, April.
• Harit Satt, 2016, "Religious holidays and analysts forecast optimism: Evidence from MENA countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 4, pages 1-11, August.
• Thomas Flavin & David Cronin & Lisa Sheenan, 2016, "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n267-16.pdf.
• Christophe Destais, 2016, "Central Bank Currency Swaps and the International Monetary System," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 10, pages 2253-2266, October, DOI: 10.1080/1540496X.2016.1185710.
• Ender Demir & Ka Wai Terence Fung & Zhou Lu, 2016, "Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 1, pages 52-65, January, DOI: 10.1080/1540496X.2015.1062302.
• Gemma B. Estrada & Donghyun Park & Arief Ramayandi, 2016, "Taper Tantrum and Emerging Equity Market Slumps," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 5, pages 1060-1071, May, DOI: 10.1080/1540496X.2015.1105596.
• Yasin Mimir, 2016, "On International Consumption Risk Sharing, Financial Integration and Financial Development," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 5, pages 1241-1258, May, DOI: 10.1080/1540496X.2015.1050927.
• Suan Poh & Chee-Wooi Hooy, 2016, "Effect of Geographical Diversification on Informational Efficiency in Emerging Countries," Capital Markets Review, Malaysian Finance Association, volume 24, issue 1, pages 16-37.
• Massimiliano Kaucic & Roberto Daris, 2016, "Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 4 (Winter, pages 359-384.
• Zsanett Sütõ & Tamás Tóth, 2016, "Key features of the Chinese bond market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 2, pages 88-113.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2016, "Dynamic Global Currency Hedging," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-03, Jan.
• Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016, "Volatility Discovery," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-07, Feb.
• Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016, "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-29, Oct.
• Vira TRONKO & Dariia SAI, 2016, "Problems Of Attracting Of Foreign Direct Investments In Ukraine," Economy and Sociology, The Journal Economy and Sociology, issue 1, pages 19-26.
• Ivan LUCHIAN & Alexandra TVIRCUN, 2016, "Global Trends Of Alternative Investments," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 73-78.
• Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2016, "Capital Asset Pricing Model and Pricing of Islamic Financial Instruments نموذج تسعير الأصول الرأسمالية وتسعير الأدوات المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 29, issue 1, pages 21-39, January, DOI: 10.4197/Islec.29-1.2.
• Oasis Kodila-Tedika & Simplice A. Asongu & Matthias Cinyabuguma, 2016, "Financial Development and Geographic Isolation: Global Evidence," Research Africa Network Working Papers, Research Africa Network (RAN), number 16/014, Mar.
• T. Randolph Beard & Hyeongwoo Kim & Michael Stern, 2016, "Is Good News for Donald Trump Bad News for the Peso?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-13, Nov.
• Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2016, "Gauging Liquidity Risk in Emerging Market Bond Index Funds," Annals of Economics and Statistics, GENES, issue 123-124, pages 247-269, DOI: 10.15609/annaeconstat2009.123-124.0.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Carlos Gustavo Machicado & Marta Kornacka & Marcelo Cardona, 2016, "R - Remesas," INESAD book chapters, Institute for Advanced Development Studies, chapter 0, in: Lykke E. Andersen & Boris Branisa & Stefano Canelas, "El ABC del desarrollo en Bolivia".
• Boris Branisa & Marta Kornacka & Marcelo Cardona, 2016, "S - Saneamiento básico," INESAD book chapters, Institute for Advanced Development Studies, chapter 0, in: Lykke E. Andersen & Boris Branisa & Stefano Canelas, "El ABC del desarrollo en Bolivia".
• Charles Engel, 2016, "Exchange Rates, Interest Rates, and the Risk Premium," American Economic Review, American Economic Association, volume 106, issue 2, pages 436-474, February.
• Jaime Alcaide Arranz, 2016, "Desarrollo de la Banca Islámica. El Caso de Indonesia. Contexto y evolución," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 16-07, Jul.
• Ibrahim Bozkurt & Engin Akman, 2016, "Financial Integration into EU: The Romanian Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 42, pages 269-269, May.
• Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma, 2016, "Financial Development and Geographic Isolation: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/014, Mar.
• Ford, Nicholas & Horioka, Charles Yuji, 2016, "The 'Real' Explanation of the Feldstein-Horioka Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2016-07, Mar.
• Ford, Nicholas & Horioka, Charles Yuji, 2016, "The 'Real' Explanation of the PPP Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2016-08, Apr.
• Horioka, Charles Yuji & Ford, Nicholas, 2016, "A Possible Explanation of the 'Exchange Rate Disconnect Puzzle': A Common Solution to Three Major Macroeconomic Puzzles?," AGI Working Paper Series, Asian Growth Research Institute, number 2016-15, Jul.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, , "Global Oil Market and the U.S. Stock Returns," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230599, DOI: 10.22004/ag.econ.230599.
• Qunfeng LIAO & Seyed MEHDIAN & John STEPHENS, 2016, "The Impact Of The 2008 Global Financial Crisis On The Structure Of The Transmission Of Price Innovations Across Financial Markets: The Case Of Southwest Asian Equity Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 2, pages 195-208, July.
• Justine Pedrono & Aurélien Violon, 2016, "Banks' Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1610, Jan.
• Justine Pedrono, 2016, "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1611, Jan.
• Roxana Badircea & Alina Manta & Alia Duta, 2016, "The Analysis of the Real Convergence of the Countries from Central and Eastern Europe," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 45-50, December.
• Duong Thi Hieu, 2016, "Testing sovereign contagion via changes of CDS price in European debt crisis," Society and Economy, Akadémiai Kiadó, Hungary, volume 38, issue 1, pages 5-28, March.
• Patrycja Chodnicka-Jaworska, , "Banks Credit Rating Changes And Their Stock Prices €“ The Impact Of Political Divisions And Economy Development," Review of Socio - Economic Perspectives, Reviewsep, number 201603.
• Paulo Ferreira & Andreia Dionísio, , "G7 Stock Markets, Who Is The First To Defeat The Dcca Correlation?," Review of Socio - Economic Perspectives, Reviewsep, number 201605.
• Patrycja Chodnicka-Jaworska & Piotr Jaworski, , "Countries Credit Ratings And Exchange Rates €“ The Impact Of Economic Development," Review of Socio - Economic Perspectives, Reviewsep, number 201608, DOI: https://dx.medra.org/10.19275/RSEP0.
• Sonia Woś, 2016, "Alternative Trading Systems in Germany – Entry Standard vs. Neuer Markt," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 223-233, September.
• Geert Bekaert & Campbell R. Harvey & Andrea Kiguel & Xiaozheng Wang, 2016, "Globalization and Asset Returns," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 221-288, October.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016, "Asymmetric volatility connectedness on forex markets," Papers, arXiv.org, number 1607.08214, Jul.
• Tim Leung & Jamie Kang, 2016, "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers, arXiv.org, number 1611.03110, Oct.
• Adrian Doru BÎGIOI & Cristina Elena DUMITRU, 2016, "The rights of shareholders – basic principle of corporate governance by means of case-specific jurisprudence," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 14, issue 136, pages 401-401, Aprilie.
• Ana Vizjak & Maja Vizjak, 2016, "Transatlantic Trade And Investment Partnership (Ttip) And Regulation Of Financial Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 25, issue 1, pages 319-336, june.
• Veljko Fotak, 2016, "A Spark from the Public Sector: Co-lending by Government-owned and Private-sector Lenders," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1624.
• Oksana Kiktenko, 2016, "Measures Of The State For Introduction Deoffshorization In Stock Market Of Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-67-71.
• Nazar Moroz, 2016, "Regional Features Of The Global Market Of Syndicated Lending," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-117-122.
• Vitaliy Semenyuk, 2016, "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-135-142.
• Valentyn Khokhlov, 2016, "Alpha-Beta Separation Portfolio Strategies For Islamic Finance," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 4, DOI: 10.30525/2256-0742/2016-2-4-90-96.
• Enzo Mignarri, 2016, "Etf characteristics and fiscal treatment in Italy," BANCARIA, Bancaria Editrice, volume 12, pages 51-58, December.
• Francesco Campanella & Mario Mustilli & Eugenio D¡¯Angelo, 2016, "Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 27-42, February.
• Haibin Xie & Qilin Qin & Shouyang Wang, 2016, "Is Halloween Effect a New Puzzle? Evidence from Price Gap," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 19-31, November.
• James Pinnington & Maral Shamloo, 2016, "Limits to Arbitrage and Deviations from Covered Interest Rate Parity," Discussion Papers, Bank of Canada, number 16-4, DOI: 10.34989/sdp-2016-4.
• Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016, "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers, Bank of Canada, number 16-11, DOI: 10.34989/swp-2017-11.
• Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016, "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers, Bank of Canada, number 16-39, DOI: 10.34989/swp-2017-39.
• João Barata Ribeiro Blanco Barroso, 2016, "Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets," Working Papers Series, Central Bank of Brazil, Research Department, number 420, Mar.
• Derya AYSOY & Guray KUCUKKOCAOGLU, 2016, "The Effect of Foreign Exchange Interventions on Exchange Rate," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 10, issue 1, pages 65-94.
• Alberto Fuertes & José María Serena, 2016, "How firms borrow in international bond markets: securities regulation and market segmentation," Working Papers, Banco de España, number 1603, Feb.
• Carmen Broto & Matías Lamas, 2016, "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers, Banco de España, number 1608, Apr.
• Valeria Pellegrini & Alessandra Sanelli & Enrico Tosti, 2016, "What do external statistics tell us about undeclared assets held abroad and tax evasion?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 367, Nov.
• Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babeck� & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & V, 2016, "Beyond the austerity dispute: new priorities for fiscal policy," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 20, Mar.
• Alessio Anzuini & Francesca Brusa, 2016, "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1046, Jan.
• Francesco Potente & Antonio Scalia, 2016, "Market timing and performance attribution in the ECB reserve management framework," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1062, Apr.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016, "Informational contagion in the laboratory," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1063, Apr.
• Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016, "Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes," Borradores de Economia, Banco de la Republica de Colombia, number 929, Feb, DOI: 10.32468/be.929.
• Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016, "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia, Banco de la Republica de Colombia, number 937, Apr, DOI: 10.32468/be.937.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jorge Luis Hurtado-Guarin, 2016, "Stock Market Volatility Spillovers: Evidence for Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 943, May, DOI: 10.32468/be.943.
• Fredy Gamboa-Estrada, 2016, "Carry Trade y Depreciaciones Bruscas del Tipo de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 957, Aug, DOI: 10.32468/be.957.
• Alessio Ciarlone & Andrea Colabella, 2016, "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 81, pages 175-190, December, DOI: 10.1016/j.espe.2016.09.001.
• R. S.J. Koijen & François Koulischer & Benoit Nguyen & M. Yogo, 2016, "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers, Banque de France, number 601.
• Laurent Ferrara & ISTREFI, K., 2016, "Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence," Bulletin de la Banque de France, Banque de France, issue 206, pages 61-68.
• Guette-Khiter, C., 2016, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2015," Bulletin de la Banque de France, Banque de France, issue 207, pages 5-15.
• Hodeau, A., 2016, "Structure et évolution des portefeuilles-titres des personnes physiques : des comportements qui diffèrent selon l’âge, la catégorie socio-professionnelle et le montant des portefeuilles," Bulletin de la Banque de France, Banque de France, issue 207, pages 57-69.
• Cabrillac, B. & Gauvin, L. & Gossé, L., 2016, "Les obligations indexées sur le PIB : quels bénéfices pour les émetteurs, les investisseurs et la stabilité financière internationale ?," Bulletin de la Banque de France, Banque de France, issue 208, pages 5-20.
• L. Ferrara & K. Istrefi, 2016, "Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 42, pages 41-46, Summer.
• C. Guette-Khiter, 2016, "Non-resident holdings of French CAC 40 companies at end-2015," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 43, pages 35-46, Autumn.
• B. Cabrillac & L. Gauvin & J.-L. Gossé, 2016, "GDP-indexed bonds: what are the benefits for issuing countries, investors and international financial stability?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 6-19, Winter.
• Nicola Gennaioli & Stefano Rossi & Alberto Martin, 2016, "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers, Barcelona School of Economics, number 910, Jul.
• Luca Fornaro, 2016, "International Debt Deleveraging," Working Papers, Barcelona School of Economics, number 931, Oct.
• Radoslaw Kurach & Daniel Papla, 2016, "Should pension funds hedge currency risk? The case of Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 2, pages 81-94.
• Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers, Bank for International Settlements, number 541, Jan.
• Michael R King & Steven Ongena & Nikola Tarashev, 2016, "Bank standalone credit ratings," BIS Working Papers, Bank for International Settlements, number 542, Jan.
• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016, "Has the pricing of stocks become more global?," BIS Working Papers, Bank for International Settlements, number 560, May.
• Lubos Komarek & Kristyna Ters, 2016, "Intraday dynamics of euro area sovereign credit risk contagion," BIS Working Papers, Bank for International Settlements, number 573, Jul.
• Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016, "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers, Bank for International Settlements, number 592, Nov.
• Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016, "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 907-924, April.
• Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork, 2016, "Investing in Systematic Factor Premiums," European Financial Management, European Financial Management Association, volume 22, issue 2, pages 193-234, March, DOI: 10.1111/eufm.12081.
• Manuel Buchholz & Lena Tonzer, 2016, "Sovereign Credit Risk Co-Movements in the Eurozone: Simple Interdependence or Contagion?," International Finance, Wiley Blackwell, volume 19, issue 3, pages 246-268, December.
• Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016, "International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, volume 67, issue 3, pages 295-328, September.
• Péter Benczúr & Cosmin L. Ilut, 2016, "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, volume 14, issue 2, pages 375-404, April.
• Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, volume 71, issue 5, pages 2417-2480, October.
• Mondher Cherif & Christian Dreger, 2016, "Institutional Determinants of Financial Development in MENA countries," Review of Development Economics, Wiley Blackwell, volume 20, issue 3, pages 670-680, August.
• PETRIA Nicolae, 2016, "The Consequences Of The Financial Crisis On The Romanian Banking System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 114-126, December.
• BUNESCU Liliana, 2016, "Current Market Of Government Bonds In Romania: Key Issues," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 8-23, December.
• Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016, "Agreeing on disagreement: heterogeneity or uncertainty?," Working Paper, Norges Bank, number 2016/4, Feb.
• Roberto Rigobon, 2016, "Contagion, spillover and interdependence," Bank of England working papers, Bank of England, number 607, Aug.
• Rachel Lukasz & Jack Fisher, 2016, "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England working papers, Bank of England, number 636, Dec.
• James Benford & Mark Joy & Mark Kruger, 2016, "Sovereign GDP-linked bonds," Bank of England Financial Stability Papers, Bank of England, number 39, Sep.
• Itamar Caspi & Meital Graham, 2016, "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers, Bank of Israel, number 2016.06, Mar.
• Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2016, "Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-14, Aug.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016, "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-17, Nov.
• Sangwon Suh & Byung-Soo Koo, 2016, "Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective," Working Papers, Economic Research Institute, Bank of Korea, number 2016-4, Mar.
• Alaa Alaabed & Mansur Masih, 2016, "Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 63-71, June.
• Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016, "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 82-91, June.
• Nader Naifar, 2016, "Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 3, pages 157-166, September.
• Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih, 2016, "The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 219-232, December.
• Ahmet Suayb Gundogdu, 2016, "Islamic electronic trading platform on organized exchange," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 249-255, December.
• Eger Thomas & Schäfer Hans-Bernd, 2016, "Introduction: Eurobonds beyond Crisis Management," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 477-494, November, DOI: 10.1515/rle-2016-0039.
• Schäfer Hans-Bernd & Bigus Jochen, 2016, "Consequences of Different Eurobond Proposals," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 523-553, November, DOI: 10.1515/rle-2016-0042.
• Amtenbrink Fabian & Repasi René & De Haan Jakob, 2016, "Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 605-633, November, DOI: 10.1515/rle-2016-0045.
• Weber Christoph S. & Nickol Philipp, 2016, "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 1, pages 65-113, April, DOI: 10.1515/rmeef-2015-0039.
• Dimpfl Thomas & Peter Franziska J., 2016, "Price discovery in the markets for credit risk: a Markov switching approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 233-249, June, DOI: 10.1515/snde-2015-0032.
• Aboura Sofiane & Chevallier Julien & Jammazi Rania & Tiwari Aviral Kumar, 2016, "The place of gold in the cross-market dependencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 567-586, December, DOI: 10.1515/snde-2015-0017.
• Härdle Wolfgang Karl & Silyakova Elena, 2016, "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, volume 33, issue 1-2, pages 1-20, September, DOI: 10.1515/strm-2014-1176.