Research classified by Journal of Economic Literature (JEL) codes

2017

• Hou, Yang & Nartea, Gilbert, 2017, "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper, University Library of Munich, Germany, number 81995, Oct.
• Hou, Yang & Li, Steven, 2017, "Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets," MPRA Paper, University Library of Munich, Germany, number 81999, Oct.
• Umairah, Fatin & Masih, Mansur, 2017, "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper, University Library of Munich, Germany, number 82117, Jul.
• Reza, Md. Ridwan & Masih, Mansur, 2017, "Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices," MPRA Paper, University Library of Munich, Germany, number 82123, Jul.
• Mustapha, Ishaq Muhammad & Masih, Mansur, 2017, "Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers," MPRA Paper, University Library of Munich, Germany, number 82218, Aug.
• Caspi, Itamar & Graham, Meital, 2017, "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper, University Library of Munich, Germany, number 82261, Apr, revised 29 Oct 2017.
• Withanage, Yeshan & Jayasinghe, Prabhath, 2017, "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper, University Library of Munich, Germany, number 82782, Aug, revised Nov 2017.
• Hegadekatti, Kartik, 2017, "IBSES: International Bank for Space Exploration and Sciences," MPRA Paper, University Library of Munich, Germany, number 82860, Mar.
• Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 82888, Nov.
• Huang, Yajing & Liu, Taoxiong & Lien, Donald, 2017, "Portfolio Homogenization and Systemic Risk of Financial Network," MPRA Paper, University Library of Munich, Germany, number 82956, Oct.
• Mamoon, Dawood & Nicholas, Howard, 2017, "Financial Liberalisation and Economic Growth: A Preliminary Analysis," MPRA Paper, University Library of Munich, Germany, number 82976, Nov.
• Vinokurov, Evgeny, 2017, "Regional financial integration in ASEAN in the comparative perspective," MPRA Paper, University Library of Munich, Germany, number 83022.
• Abdullahi, Shafiu Ibrahim, 2017, "Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 83455, Oct, revised Nov 2017.
• Huang, Anni & Kishor, N. Kundan, 2017, "The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 83474, May.
• Huang, Anni & Kishor, N. Kundan, 2017, "Corporate Overseas Debt Issuance in the Context of Global Liquidity Transmission," MPRA Paper, University Library of Munich, Germany, number 83476, Oct.
• Trabelsi, Mohamed Ali & Hmida, Salma, 2017, "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper, University Library of Munich, Germany, number 83718, revised 2017.
• Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias & Tchamyou, Vanessa, 2017, "Financial Development and Pre-historic Geographical Isolation: Global Evidence," MPRA Paper, University Library of Munich, Germany, number 84039, Jan, revised Sep 2017.
• Di Filippo, Gabriele, 2017, "What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?," MPRA Paper, University Library of Munich, Germany, number 84200, Mar, revised 26 Jan 2018.
• Talmain, Gabriel, 2017, "Two-country Model and Foreign Exchange Dynamics," MPRA Paper, University Library of Munich, Germany, number 85192, Nov.
• Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017, "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper, University Library of Munich, Germany, number 89938, Jan, revised May 2018.
• Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla, 2017, "Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms," MPRA Paper, University Library of Munich, Germany, number 90280, Jun, revised 26 May 2018.
• Ozili, Peterson K, 2017, "Earnings Management in Interconnected Networks: A Perspective," MPRA Paper, University Library of Munich, Germany, number 92647.
• Hamid, Zuraini & Masih, Mansur, 2017, "The lead-lag relationship between the rubber price and inflation rate: an evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 95564, Dec.
• Cikiryel, Burak & Masih, Mansur, 2017, "The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 95681, Dec.
• Abba, Junaid & Masih, Mansur, 2017, "Does oil impact Islamic stock markets ? evidence from MENA countries based on wavelet and markov switching approaches," MPRA Paper, University Library of Munich, Germany, number 95693, Jun.
• Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
• Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017, "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201704, Jan.
• Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
• Lelani Coetzee & Goodness C. Aye, 2017, "The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201722, Mar.
• Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
• Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
• Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
• Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
• Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
• Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
• Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017, "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers, University of Pretoria, Department of Economics, number 201747, Jun.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
• Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
• Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
• Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
• Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
• Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017, "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers, University of Pretoria, Department of Economics, number 201777, Nov.
• Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
• Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
• Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan, 2017, "Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 55-71, DOI: 10.18267/j.pep.594.
• Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
• Thomas Mertens & Tarek Hassan, 2017, "Currency Manipulation," 2017 Meeting Papers, Society for Economic Dynamics, number 175.
• Srecko Zimic & Romanos Priftis, 2017, "Sources of Borrowing and Fiscal Multipliers," 2017 Meeting Papers, Society for Economic Dynamics, number 294.
• G. Cornelis van Kooten, 2017, "The Policy Challenge of Creating Forest Offset Credits: A Case Study from the Interior of British Columbia," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2017-02, Mar.
• Hyein Shim & Maria H. Kim & Doojin Ryu, 2017, "Effects of intraday weather changes on asset returns and volatilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 35, issue 2, pages 301-330.
• Eugenio Cerutti & Stijn Claessens & Damien Puy, 2017, "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series, Asian Development Bank, number 528, Nov.
• Hua Shang & Quanyun Song & Yu Wu, 2017, "Credit Market Development and Firm Innovation: Evidence from the People’s Republic of China," ADBI Working Papers, Asian Development Bank Institute, number 649, Jan.
• Cameron J. Gable & Shalendra D. Sharma, 2017, "Hedge Funds: A Political and Economic Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 4, pages 479-508.
• Bang Nam Jeon & Dazhi Zheng & Lei Zhu, 2017, "Exchange Rate Exposure : International Evidence from Daily Firm-Level Data," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 1, pages 112-159.
• Zeynep Ozkok, 2017, "Financial Harmonization and Industrial Growth : Evidence from the European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 2, pages 244-282.
• Ewa Karwowski, 2017, "Corporate financialisation in South Africa: From investment strike to housing bubble," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-7, Dec.
• John Yeabsley & Chris Nixon, 2017, "Is peak globalisation upon us? Globalisation is much more than trade in goods," NZIER Working Paper, New Zealand Institute of Economic Research, number 2017/1, Oct.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 59-86.
• Elia Aidé Samayoa Salas & Carmen O. Bocanegra Gastelum, 2017, "Financiamiento y cooperación en la frontera México-EUA: Banco de Desarrollo de América del Norte," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 12, issue 1, pages 8-29.
• Julijana Angelovska, 2017, "The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 53-66.
• Tomasz MIZIOLEK & Adam ZAREMBA, 2017, "Fundamental Indexation in European Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 23-37, March.
• Kedong YIN & Xuemei LI & Bohong LI & Fan ZHANG, 2017, "Shock Effects from International Stock Price Volatility on Investment Style Drift in Chinese Open-end Funds," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 62-78, June.
• Hatice Gaye GENCER & Mehmet Yasin HURATA, 2017, "Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 110-129, September.
• Zhaosu MENG & Kedong YIN & Yan ZHANG & Xun DONG, 2017, "The Risk Contagion Effect of Return Volatility between China’s Offshore and Onshore Foreign Exchange Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-21, December.
• Mediha Mezhoud & Asma Sghaier & Adel Boubaker, 2017, "The Impact of Internal Governance Mechanisms on the Share Price Volatility of Listed Companies in Paris Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, volume 4, issue 1, pages 1-12.
• Belyakov, Igor (Беляков, Игорь), 2017, "On the Determinants of Sovereign Eurobond Spreads in Russia
  [О Факторах, Определяющих Спрэды Суверенных Еврооблигаций России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 200-225, February.
• Daniel Ioan DUMITRESCU & Diana Valentina Soare DUMITRESCU, 2017, "Some Significant Aspect Of The Evolution Of Electricity And Natural Gas Exchanges In Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 12, pages 104-116, December.
• Cyril May & Greg Farrell & Jannie Rossouw, 2017, "Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data," ERSA Working Paper Series, Economic Research Southern Africa, number 672, Mar.
• Cyril May & Greg Farrell, 2017, "Modelling exchange rate volatility dynamics: Empirical evidence from South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 705, Aug.
• Ron Bird & Xiaojun Gao & Danny Yeung, 2017, "Time-series and cross-sectional momentum strategies under alternative implementation strategies," Australian Journal of Management, Australian School of Business, volume 42, issue 2, pages 230-251, May, DOI: 10.1177/0312896215619965.
• Devin Thomas Rafferty, 2017, "“In Case of Emergency, Break-Open Glass†: The IMF’s “New†Institutional View, Financial Instability, and Financing Development Processes," Review of Radical Political Economics, Union for Radical Political Economics, volume 49, issue 4, pages 543-550, December, DOI: 10.1177/0486613417707932.
• Lorenzo Pandolfi & Tomas Williams, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 487, Nov.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017, "Equity Markets Integration in Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007107, May.
• Güne? Topçu, 2017, "Sovereign Credit Rating Changes and Stock Market Performances: Evidence from the Balkans," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808229, Oct.
• Ioseb Mamukelashvili & Elene Kharabadze, 2017, "Financial Statement Analysis to Determine IPO Readiness: Evidence from Georgian State-owned Joint Stock Companies," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 5207514, May.
• Dinis Santos & Paulo Gama, 2017, "Can firms time the market? Evidence using own stock transactions," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 5608038, Jul.
• Daniela Majercakova & Ludomir Slahor & Alexandra Mittelman, 2017, "Comparative analysis of Islamic bonds and conventional bonds in the chosen countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507314, Apr.
• Zi-Yi Guo, 2017, "International Real Business Cycle Models with Incomplete Information," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507458, Apr.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807461, Jul.
• Sosa, Miriam & Ortiz, Edgar, 2017, "Global Financial Crisis Volatility Impact and Contagion Effect on NAFTA Equity Markets / Impacto de la volatilidad y efecto de contagio de la crisis global financiera en los mercados bursátiles del TLCAN," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 67-88, enero-jun.
• Tapia Gómez, Armando & Massa Roldán, Ricardo & Reyna Miranda, Montserrat, 2017, "Estrategia de construcción de portafolios de inversión: estudio comparativo para América Latina / Investment Portfolio Strategy: Comparative Study for Latin America," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 177-199, julio-dic.
• Ayben Koy, 2017, "Modelling Nonlinear Dynamics of Oil Futures Market," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 23-42, June, DOI: 10.33119/ERFIN.2017.2.1.2.
• Tamon Asonuma & Michael G. Papaioannou & Gerardo Peraza & Kristine Vitola & Takahiro Tsuda, 2017, "Sovereign Debt Restructurings in Belize: Debt Sustainability and Financial Stability Aspects," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 5-26, October.
• Hubert Wisniewski, 2017, "Panelowa weryfikacja wplywu zmiennych makroekonomicznych na indeksy gieldowe," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 162-177.
• Daniel Stefan Armeanu & Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Romanian Capital Market in a Globalized World," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 2, Jan, DOI: 10.5281/zenodo.581756.
• Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017, "Portfolio rebalancing in times of stress," Working Papers, Swiss National Bank, number 2017-11.
• David Haab & Thomas Nitschka, 2017, "Predicting returns on asset markets of a small, open economy and the influence of global risks," Working Papers, Swiss National Bank, number 2017-14.
• Aurore Burietz & Kim Oosterlinck & Ariane Szafarz, 2017, "Europe vs. the U.S. A New Look at the Syndicated Loan Pricing Puzzle," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 17-021, Aug.
• Ahmet Burçin YERELİ & İlker YAMAN, 2017, "Ulusal Varlık Fonlarını Anlamak: Fırsat Mı, Tehdit Mi?," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
• Henryk Gurgul & Artur Machno, 2017, "The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 25, issue 2, pages 287-301, June, DOI: 10.1007/s10100-016-0442-y.
• Sanjay Sehgal & Payal Jain, 2017, "Information linkages among emerging equity markets—an empirical study," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 44, issue 1, pages 15-38, March, DOI: 10.1007/s40622-016-0144-2.
• Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2017, "Portfolio flows and the US dollar–yen exchange rate," Empirical Economics, Springer, volume 52, issue 1, pages 179-189, February, DOI: 10.1007/s00181-016-1075-7.
• Ahmed El Ghini & Youssef Saidi, 2017, "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, volume 52, issue 4, pages 1481-1504, June, DOI: 10.1007/s00181-016-1110-8.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017, "Co-movements and contagion between international stock index futures markets," Empirical Economics, Springer, volume 52, issue 4, pages 1529-1568, June, DOI: 10.1007/s00181-016-1113-5.
• Berna Aydoğan & Gökçe Tunç & Tezer Yelkenci, 2017, "The impact of oil price volatility on net-oil exporter and importer countries’ stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 2, pages 231-253, August, DOI: 10.1007/s40822-017-0065-1.
• Berna Aydogan, 2017, "Sentiment dynamics and volatility of international stock markets," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 407-419, December, DOI: 10.1007/s40821-016-0063-3.
• Ajaya Kumar Panda & Swagatika Nanda, 2017, "Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-24, December, DOI: 10.1186/s40854-016-0051-8.
• Yibiao Chen & Steven S. Wang & Wilson H. S. Tong & Hui Zhu, 2017, "Economic freedom and IPO underpricing," Frontiers of Business Research in China, Springer, volume 11, issue 1, pages 1-22, December, DOI: 10.1186/s11782-017-0019-1.
• Anoop S. Kumar & Chaithanya Jayakumar & Bandi Kamaiah, 2017, "Fractal market hypothesis: evidence for nine Asian forex markets," Indian Economic Review, Springer, volume 52, issue 1, pages 181-192, December, DOI: 10.1007/s41775-017-0014-7.
• Gaurango Banerjee & Abhiman Das & Kalidas Jana & Shekar Shetty, 2017, "Effects of derivatives usage and financial statement items on capital market risk measures of Bank stocks: evidence from India," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 487-504, July, DOI: 10.1007/s12197-016-9366-6.
• Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
• Beatriz Vaz de Melo Mendes & Victor Bello Accioly, 2017, "Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 631-658, October, DOI: 10.1007/s12197-017-9386-x.
• Marta Faias & Jaime Luque, 2017, "Endogenous formation of security exchanges," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 2, pages 331-355, August, DOI: 10.1007/s00199-016-0989-9.
• Jorge Alonso-Ortiz & Esteban Colla & José-María Da-Rocha, 2017, "The productivity cost of sovereign default: evidence from the European debt crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 4, pages 611-633, December, DOI: 10.1007/s00199-015-0939-y.
• Florian Kirsch & Ronald Rühmkorf, 2017, "Sovereign borrowing, financial assistance, and debt repudiation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 4, pages 777-804, December, DOI: 10.1007/s00199-015-0945-0.
• Patrick J. Kehoe & Elena Pastorino, 2017, "Fiscal unions redux," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 4, pages 741-776, December, DOI: 10.1007/s00199-016-1016-x.
• Noemi Schmitt & Frank Westerhoff, 2017, "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," Journal of Evolutionary Economics, Springer, volume 27, issue 5, pages 1041-1070, November, DOI: 10.1007/s00191-017-0504-x.
• Parthajit Kayal & S. Maheswaran, 2017, "Is USD-INR Really an Excessively Volatile Currency Pair?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 2, pages 329-342, June, DOI: 10.1007/s40953-016-0054-3.
• Khaled Guesmi & Olfa Kaabia & Ilyes Abid, 2017, "ASEAN Plus Three Stock Markets Integration," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 3, pages 565-581, September, DOI: 10.1007/s40953-016-0062-3.
• Paulo Ferreira, 2017, "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 1, pages 49-63, April, DOI: 10.1007/s10258-017-0127-z.
• Pedro Pires Ribeiro & José Dias Curto, 2017, "Volatility spillover effects in interbank money markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 1, pages 105-136, February, DOI: 10.1007/s10290-016-0268-7.
• Thomas A. Knetsch & Arne J. Nagengast, 2017, "Penny wise and pound foolish? On the income from Germany’s foreign investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 4, pages 753-778, November, DOI: 10.1007/s10290-017-0283-3.
• Jonas Schlegel & Patrick Weiß, 2017, "Abweichungen von der gedeckten Zinsparität: Erklärung anhand der Euro-/US-Dollar-Basis
  [Deviations from the Covered Interest Rate Parity: The Case of the Euro/US Dollar Basis]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 10, pages 741-747, October, DOI: 10.1007/s10273-017-2207-1.
• Ihsan Erdem Kayral & Semra Karacaer, 2017, "Research of the Causalities US Stock Market Returns and G-7 Countries’ Stock Market Volatilities from Pre-Crisis to Post-Crisis of 2008," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 7, issue 4, pages 1-3.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017, "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• John Francis Diaz & Jo-Hui Chen, 2017, "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Shiow-Ying Wen, 2017, "Interest Rate, Risk Taking Behavior, and Banking Stability in Emerging Markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 5, pages 1-4.
• Ihsan Erdem Kayral & Semra Karacaer, 2017, "Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 5, pages 1-5.
• Vasilios Sogiakas, 2017, "On the implementation of asymmetric VaR models for managing and forecasting market risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-2.
• Ian McDermott & Mark Mulcahy, 2017, "Merger Arbitrage in Germany," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 2, pages 1-2.
• van Riet, Ad, 2017, "Addressing the safety trilemma: a safe sovereign asset for the eurozone," ESRB Working Paper Series, European Systemic Risk Board, number 35, Feb.
• Lepers, Etienne & Sánchez Serrano, Antonio, 2017, "Decomposing financial (in)stability in emerging economies," ESRB Working Paper Series, European Systemic Risk Board, number 39, Mar.
• Shafiu ABDULLAHI, 2017, "Stock Market Linkage Financial Contagion and Assets Price Movements Evidence from Nigerian Stock Exchange," Journal of Advanced Studies in Finance, ASERS Publishing, volume 8, issue 2, pages 146-159.
• Rudolf Alvise Lennkh & Edmund Moshammer & Vilém Valenta, 2017, "A Comprehensive Scorecard for Assessing Sovereign Vulnerabilities," Working Papers, European Stability Mechanism, number 23, Apr.
• Jean-Marc Bottazzi & Jaime Luque & Mario Pascoa, 2017, "Equilibrium in FX Swap Markets: Funding Pressures and the Cross-Currency Basis," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0517, Mar.
• Juraj Zeman & Biswajit Banerjee & Ludovit Odor & William O. Riiska Jr., 2017, "On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999-2007," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2017, Sep.
• T. Randolph Beard & Hyeongwoo Kim & Michael L. Stern, 2017, "Is good news for Donald Trump bad news for the Peso?," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 19, pages 1363-1368, November, DOI: 10.1080/13504851.2017.1279262.
• António Afonso & Jorge Silva, 2017, "Determinants of nonresident government debt ownership," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 2, pages 107-112, January, DOI: 10.1080/13504851.2016.1167818.
• Nicholas Ford & Charles Yuji Horioka, 2017, "The ‘real’ explanation of the Feldstein–Horioka puzzle," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 2, pages 95-97, January, DOI: 10.1080/13504851.2016.1164814.
• Nicholas Ford & Charles Yuji Horioka, 2017, "The ‘real’ explanation of the PPP puzzle," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 5, pages 325-328, March, DOI: 10.1080/13504851.2016.1186790.
• Claudiu Tiberiu Albulescu & Christian Aubin & Daniel Goyeau, 2017, "Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes," Applied Economics, Taylor & Francis Journals, volume 49, issue 18, pages 1794-1807, April, DOI: 10.1080/00036846.2016.1226491.
• Fabio C. Bagliano & Claudio Morana, 2017, "It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection," Applied Economics, Taylor & Francis Journals, volume 49, issue 49, pages 4946-4969, October, DOI: 10.1080/00036846.2017.1296553.
• Fabio Parlapiano & Vitali Alexeev & Mardi Dungey, 2017, "Exchange rate risk exposure and the value of European firms," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 2, pages 111-129, January, DOI: 10.1080/1351847X.2015.1072570.
• Terence Tai-Leung Chong & Xiaojin Liu & Chenqi Zhu, 2017, "What Explains Herd Behavior in the Chinese Stock Market?," Journal of Behavioral Finance, Taylor & Francis Journals, volume 18, issue 4, pages 448-456, October, DOI: 10.1080/15427560.2017.1365365.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2017, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, volume 29, issue 1, pages 1-26, January, DOI: 10.1080/14631377.2016.1226771.
• Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017, "Factor pricing in commodity futures and the role of liquidity," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 11, pages 1745-1757, November, DOI: 10.1080/14697688.2017.1312506.
• Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2017, "Equity markets’ clustering and the global financial crisis," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1905-1922, December, DOI: 10.1080/14697688.2017.1357970.
• Noemi Schmitt & Frank Westerhoff, 2017, "Herding behaviour and volatility clustering in financial markets," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 8, pages 1187-1203, August, DOI: 10.1080/14697688.2016.1267391.
• Ewa Karwowski & Engelbert Stockhammer, 2017, "Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies," Economic and Political Studies, Taylor & Francis Journals, volume 5, issue 1, pages 60-86, January, DOI: 10.1080/20954816.2016.1274520.
• Michael Melvin & Duncan Shand, 2017, "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," Financial Analysts Journal, Taylor & Francis Journals, volume 73, issue 1, pages 121-144, January, DOI: 10.2469/faj.v73.n1.4.
• Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian, 2017, "Macro-financial effects of portfolio flows: Malaysia’s experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-07.
• Talat Ulussever & Riza Demirer, 2017, "Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 17, issue 3, pages 77-89.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Ali Gencay Ozbekler, 2017, "Volatility : As a Driving Factor of Stock Market Co-movement," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1711.
• Vahagn Galstyan & Adnan Velic, 2017, "International Investment Patterns: The Case of German Sectors," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0217, Jan, revised Mar 2018.
• Mary Everett & Vahagn Galstyan, 2017, "Cross-Border Banking and Macroeconomic Determinants," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0317, Feb.
• Vahagn Galstyan & Caroline Mehigan & Rogelio Mercado, 2017, "The Currency Composition of International Portfolio Assets," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1017, Mar.
• Katharina Bergant, 2017, "The Role of Stock-Flow Adjustment during the Global Financial Crisis," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1317, May.
• Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017, "The Relative Valuation of Gold," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 005, May, revised May 2017.
• Joscha Beckmann & Theo Berger & Robert Czudaj, 2017, "Gold Price Dynamics and the Role of Uncertainty," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 006, May, revised May 2017.
• Edward Kane, 2017, "Europe`s Zombie Megabanks and the Differential Regulatory Arrangements that Keep Them In Play," Working Papers Series, Institute for New Economic Thinking, number 64, Sep, DOI: 10.2139/ssrn.3081560.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2017, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-013/III, Jan.
• Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori, 2017, "Private and Public Risk Sharing in the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-064/VI, Jul.
• Martijn (M.I.) Droes & Ryan van Lamoen & Simona Mattheussens, 2017, "Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-080/IV, Sep.
• Vincent van Kervel & Albert J. Menkveld, 2017, "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-092/IV, Sep.
• Barkó, Tamás & Cremers, M. & Renneboog, Luc, 2017, "Shareholder Engagement on Environmental, Social, and Governance Performance," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-040.
• Barkó, Tamás & Cremers, M. & Renneboog, Luc, 2017, "Shareholder Engagement on Environmental, Social, and Governance Performance," Other publications TiSEM, Tilburg University, School of Economics and Management, number bb1f0349-1f6f-49a4-9d62-1.
• Edward L. Glaeser, 2017, "Real Estate Bubbles and Urban Development," Asian Development Review, MIT Press, volume 34, issue 2, pages 114-151, September.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2017, "Connecting VIX and Stock Index ETF," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-08, Jan.
• YiLi Chien & Hanno Lustig & Kanda Naknoi, 2017, "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working papers, University of Connecticut, Department of Economics, number 2017-20, Sep.
• Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers, Universidad Torcuato Di Tella, number 201702, Dec.
• Suresh Ramanathan & Kwek Kian Ting, 2017, "Political Economy of Financial Market Regulation - An Emerging Asia Perspective," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 9, issue 2, pages 15-33, April.
• Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2017, "Fiscal multipliers and foreign holdings of public debt," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1610, Dec, revised Apr 2021.
• Emiel F.S. van Bezooijen & J.A. Bikker, 2017, "Financial Structure and Macroeconomic Volatility: a Panel Data Analysis," Working Papers, Utrecht School of Economics, number 17-13, Sep.
• I. Koetsier & J.A. Bikker, 2017, "Herding behaviour of Dutch pension funds in sovereign bond investments," Working Papers, Utrecht School of Economics, number 17-15, Sep.
• Fuchs, Florian & Fuess, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2017, "Winning a Deal in Private Equity: Do Educational Networks Matter?," Working Papers on Finance, University of St. Gallen, School of Finance, number 17155, Oct.
• Simona E. Cociuba & Ananth Ramanarayanan, 2017, "International Risk Sharing with Endogenously Segmented Asset Markets," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20171.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017, "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 125, issue 1, pages 3-12.
• COCIUG, Victoria & POSTOLACHE, Victoria, 2017, "The Bank Value Estimation Problem," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 4, issue 1, pages 101-107.
• Hassan Ezzat & Berna Kirkulak-Uludag, 2017, "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 45-59.
• Veniamin Todorov, 2017, "Trends and Determinants of Bulgaria’s International Debt Securities Financing," Business & Management Compass, University of Economics Varna, issue 4, pages 362-376.
• Veniamin Todorov, 2018, "The Budget Deficits In Bulgaria And The Market For International Government Securities," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 89, issue 1, pages 198-252, January.
• Gniadkowska-Szymańska Agata, 2017, "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 4, pages 136-148, December, DOI: 10.1515/fiqf-2016-0042.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Alqahtani Abdullah Saeed S & Ouyang Hongbing & Ali Adam, 2017, "The Impact of European Uncertainty on the Gulf Cooperation Council Markets," Journal of Heterodox Economics, Paradigm, volume 4, issue 1, pages 37-50, June, DOI: 10.1515/jheec-2017-0003.
• Demirguc-Kunt,Asli & Horvath,Balint Laszlo & Huizinga,Harry P., 2017, "Foreign banks and international transmission of monetary policy : evidence from the syndicated loan market," Policy Research Working Paper Series, The World Bank, number 7937, Jan.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017, "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series, The World Bank, number 8222, Oct.
• Richard S.Grossman, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-004, Jun.
• Amat Adarov, 2017, "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 140, Dec.
• William Chen & Gregory Phelan, 2017, "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers, Department of Economics, Williams College, number 2017-05, May, revised Nov 2018.
• Thomas M. Eisenbach & Gregory Phelan, 2018, "Cournot Fire Sales," Department of Economics Working Papers, Department of Economics, Williams College, number 2018-01, Feb.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Macro News and Commodity Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 68-80, January.
• František Čech & Jozef Baruník, 2017, "On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 181-206, March.
• Alex Frino & Vito Mollica & Maria Grazia Romano & Zeyang Zhou, 2017, "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 4, pages 359-373, April.
• Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 61-73, September, DOI: 10.1016/j.rfe.2017.06.003.
• Firat Demir & Chen Wu, 2017, "Exchange Rate Adjustments and US Trade with China: What does a State Level Analysis Tell Us?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 2, pages 1-14, June, DOI: 10.1142/GEJ-2016-0059.
• Steven D Moffitt, 2017, "World Scientific Reference on The Strategic Analysis of Financial Markets:(In 2 Volumes)Volume 1: FrameworkVolume 2: Trading System Analytics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10109, ISBN: ARRAY(0x5416f900).