Research classified by Journal of Economic Literature (JEL) codes

2016

• Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016, "Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 45-64.
• Walter Gonçalves Junior & William Eid Junior, 2016, "Determinants of Foreign Investment in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 189-224.
• Jhuvesh Sobrun & Philip Turner, 2016, "La faiblesse des taux d’intérêt à long terme : un phénomène mondial," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 257-274.
• Bruno Cabrillac & Marie-Hélène Ferrer, 2016, "Les marchés de dette obligataire en devise locale en Amérique latine," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 243-263.
• Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Research Technical Papers, Central Bank of Ireland, number 03/RT/16, May.
• Jędrzej Białkowski & Ehud I. Ronn, 2016, "Financial Markets in the Face of the Apocalypse," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/14, Apr.
• Pami Dua & Divya Tuteja, 2016, "Contagion in International Stock and Currency Markets During Recent Crisis Episodes," Working papers, Centre for Development Economics, Delhi School of Economics, number 258, Jul.
• Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016, "China's capital flight: Pre- and post-crisis experiences," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt1bv0n7db, Sep.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The sovereign-bank diabolic loop and ESBies," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1414, Mar.
• Julian P. Veley & Brian C. Payne & Jiri Tresl & Wilfredo Toledo, 2016, "Implied Volatility Around the World : Geographical Markets and Asset Classes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp562, Apr.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," CESifo Working Paper Series, CESifo, number 5748.
• Walter Kraemer, 2016, "A Neglected Semi-Stylized Fact of Daily Stock Returns," CESifo Working Paper Series, CESifo, number 5806.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," CESifo Working Paper Series, CESifo, number 5816.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016, "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series, CESifo, number 5963.
• Michael Melvin & Duncan Shand, 2016, "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," CESifo Working Paper Series, CESifo, number 6210.
• Shin-ichi Fukuda & Mariko Tanaka, 2016, "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-401, Nov.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," Discussion Papers, Centre for Macroeconomics (CFM), number 1617, May.
• Rodrigo Alfaro & Carlos Medel & Carola Moreno, 2016, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Working Papers Central Bank of Chile, Central Bank of Chile, number 795, Dec.
• Umit Yilmaz, 2016, "Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-50, Jul, revised Dec 2016.
• Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016, "Exchange Traded Funds (ETFs)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-64, Oct.
• Christopher Findlay & Silvia Sorescu & Camilo Umana Dajud, 2016, "Markets are Smart! Structural Reforms and Country Risk," Working Papers, CEPII research center, number 2016-23, Sep.
• Babajide Fowowe & Mohammed Shuaibu, 2016, "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, CEPII research center, issue 148, pages 59-80.
• Carmen Elena COCA & Daniel Daneci PATRAU, 2016, "Management Systems Of A Possible Economic Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 11, pages 269-274, July.
• Lubos Komarek & Kristyna Ters & Jorg Urban, 2016, "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/04, Jun.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Laura Pareja Restrepo, 2016, "Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 14235, Jan.
• 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, number 14286, Feb.
• 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 República, volume 34, issue 81, pages 175-190, DOI: 10.1016/j.espe.2016.09.001.
• Maximiliano González & Alexander Guzm�n & Diego Fernando Tellez & Mar�a Andrea Trujillo, 2016, "What you say and how you say it: Information disclosure in Latin American firms," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15656, Oct.
• Diego A. Agudelo & Daimer J. M�nera, 2016, "Are foreigners the vectors of Contagion? A study of six emerging markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16989, Dec.
• John Rosso & David Arbel�ez Garc�a, 2016, "Efectos estacionales en los mercados de capitales de la Alianza del Pacífico," Estudios Gerenciales, Universidad Icesi, volume 32, issue 141, pages 358-368.
• Juan Benjamín Duarte Duarte & Laura Daniela Garc�s Carre�o & Katherine Julieth Sierra Su�rez, 2016, "Análisis del Comportamiento Manada en los sectores bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 4-18.
• Laura Gómez Duarte & Sami Gabriel Coavas Blanquicett, 2016, "For love or for money? A study of the marriage wage premium in Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 70-89.
• Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz, 2016, "Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 301-326.
• Luis Miguel Jiménez Gómez & Fred Restrepo Giraldo & Natalia Mar�a Acevedo Prins, 2016, "Diversificación internacional de portafolios con índices bursátiles: caso colombiano," En-Contexto, Tecnológico de Antioquia, issue 03, pages 79-104.
• Bogna Malgorzata Kazmierska-Jozwiak & Dorota Starzynska, 2016, "Tangible investments of the entities from Lodz region," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 47, issue 1, pages 41-51.
• Ireneusz Tomasz Drabik, 2016, "Risk of business internalization in the conditions of turbulent environment," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 47, issue 1, pages 73-91.
• Marcin Faldzinski & Magdalena Osinska, 2016, "Volatility estimators in econometric analysis of risk transfer on capital markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 21-35.
• Fischer, Andreas & YeÅŸin, Pınar & Andries, Alin, 2016, "The impact of international swap lines on stock returns of banks in emerging markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11167, Mar.
• Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016, "Currency Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11324, Jun.
• Massa, Massimo & Schumacher, David & wang, yan, 2016, "Who is afraid of BlackRock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11471, Aug.
• Rose, Andrew & hameed, allaudeen, 2016, "Exchange Rate Behavior with Negative Interest Rates: Some Early Negative Observations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11498, Sep.
• Hassan, Tarek & Mertens, Thomas M. & Zhang, Tony, 2016, "Currency Manipulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11581, Oct.
• Oosterlinck, Kim & Collet, Stéphanie, 2016, "Pricing the Odious in Odious Debts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11653, Nov.
• Martin T. Bohl & Christian Gross & Waldemar Souza, 2016, "The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5116, Jul.
• Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
• Silvia Marchesi, 2016, "Life after default? Private vs. official sovereign debt restructurings," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 398, Aug, revised 26 Aug 2016.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Eymen Errais & Dhikra Bahri, 2016, "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, volume 17, issue 1, pages 145-165, May.
• Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016, "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 365-402, November.
• Foley-Fisher, Nathan & McLaughlin, Eoin, 2016, "Capitalising on the Irish land question: land reform and state banking in Ireland, 1891–1938," Financial History Review, Cambridge University Press, volume 23, issue 1, pages 71-109, April.
• Accominotti, Olivier & Chambers, David, 2016, "If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years," The Journal of Economic History, Cambridge University Press, volume 76, issue 2, pages 342-386, June.
• Sarkissian, Sergei & Schill, Michael J., 2016, "Cross-Listing Waves," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 1, pages 259-306, February.
• Berlinger, Edina, 2016, "Implicit rating: A potential new method to alert crisis on the interbank lending market," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/04, Jan.
• Berlinger, Edina & Bihary, Zsolt & Walter, György, 2016, "How much is corporate cash-pooling worth? Modelling and simulation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/05, Jan.
• Berlinger, Edina & Bihary, Zsolt & Walter, György, 2016, "Corporate cash-pool valuation in a multi-firm context: a closed formula," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/06, Jan.
• 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, EconSciences 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, EconSciences 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, EconSciences 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, EconSciences Journals, volume 3, issue 3, pages 459-481, September.
• M. Akýn DOÐANAY, 2016, "The Twentieth Symposium of Finance," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 4, pages 644-645, December.
• Emilian C. Miricescu & Lucian Ţâţu & Delia Cornea, 2016, "The Determinants of the Sovereign Debt Rating: Evidence for the European Union Countries," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 175-188.
• Flavia BARNA & Ştefana Maria DIMA & Bogdan DIMA & Lucian PAŞCA, 2016, "Fractal Market Hypothesis: The Emergent Financial Markets Case," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 137-150.
• Murad A. BEIN & Gulcay TUNA, 2016, "Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 265-284.
• Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016, "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 5-23.
• Иван Иванов, 2016, "Алтернативни Инвестиции В Зелена Енергия," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 705-714.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1545.
• Dieter Schumacher, 2016, "The Integration of International Financial Markets: An Attempt to Quantify Contagion in an Input-Output-Type Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1554.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1558.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2016, "Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1606.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The 'Real' Explanation of the Feldstein-Horioka Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0962, Mar.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The ‘Real’ Explanation of the PPP Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0969, Apr.
• Charles Yuji Horioka & Nicholas Ford, 2016, "A Possible Explanation of the ‘Exchange Rate Disconnect Puzzle’: A Common Solution to Three," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0977, Jul.
• Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond-Feingold, 2016, "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-16.
• Raphael Hekimian & David Le Bris, 2016, "US Crashes of 2008 and 1929 How did the French market react? An empirical study," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-21.
• Francisco JAREÑO & Marta TOLENTINO & Loredana NEGRUT, 2016, "A Straightforward Analysis of Sector Portfolios in the US Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 1, pages 105-114.
• Cumhur Åžahin & Hüseyin Altay, 2016, "Examination of the Relationship between Turkey's Credit Default Swap (CDS) Points and Unemployment," Eurasian Business & Economics Journal, Eurasian Academy Of Sciences, volume 4, issue 4, pages 52-67, February, DOI: 10.17740/eas.econ.2016.V4-05.
• Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016, "Short Selling in the Tails," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-30, Sep.
• Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016, "Sovereign to corporate risk spillovers," Working Paper Series, European Central Bank, number 1878, Jan.
• Sarlin, Peter & Holopainen, Markus, 2016, "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Working Paper Series, European Central Bank, number 1900, May.
• Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016, "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series, European Central Bank, number 1901, May.
• Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016, "Pricing sovereign credit risk of an emerging market," Working Paper Series, European Central Bank, number 1924, Jun.
• De Santis, Roberto A., 2016, "Credit spreads, economic activity and fragmentation," Working Paper Series, European Central Bank, number 1930, Jul.
• Falconio, Andrea, 2016, "Carry trades and monetary conditions," Working Paper Series, European Central Bank, number 1968, Oct.
• De Santis, Roberto A. & Stein, Michael, 2016, "Correlation changes between the risk-free rate and sovereign yields of euro area countries," Working Paper Series, European Central Bank, number 1979, Nov.
• Frankel, Jeffrey & Saiki, Ayako, 2016, "Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-011, Mar.
• Zhang, Shaojun, 2016, "Limited Risk Sharing and International Equity Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-25, Nov.
• Hebert, Benjamin & Schreger, Jesse, 2016, "The Costs of Sovereign Default: Evidence from Argentina," Research Papers, Stanford University, Graduate School of Business, number 3456, May.
• Lucas, André & Zhang, Xin, 2016, "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 293-302, DOI: 10.1016/j.ijforecast.2015.09.003.
• Murtinu, Samuele & Scalera, Vittoria G., 2016, "Sovereign Wealth Funds' Internationalization Strategies: The Use of Investment Vehicles," Journal of International Management, Elsevier, volume 22, issue 3, pages 249-264, DOI: 10.1016/j.intman.2016.03.003.
• Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016, "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 191-212, DOI: 10.1016/j.jbankfin.2014.09.003.
• Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea, 2016, "Downside and upside risk spillovers between exchange rates and stock prices," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 76-96, DOI: 10.1016/j.jbankfin.2015.10.011.
• Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao, 2016, "The systemic risk of European banks during the financial and sovereign debt crises," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 107-125, DOI: 10.1016/j.jbankfin.2015.09.007.
• Tourani-Rad, Alireza & Gilbert, Aaron & Chen, Jun, 2016, "Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 95-106, DOI: 10.1016/j.jbankfin.2015.08.006.
• Górnicka, Lucyna A. & Zoican, Marius A., 2016, "Too-international-to-fail? Supranational bank resolution and market discipline," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 41-58, DOI: 10.1016/j.jbankfin.2016.01.005.
• Aysun, Uluc & Hepp, Ralf, 2016, "The determinants of global bank lending: Evidence from bilateral cross-country data," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2015.11.020.
• Orlov, Vitaly, 2016, "Currency momentum, carry trade, and market illiquidity," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 1-11, DOI: 10.1016/j.jbankfin.2016.02.010.
• An, Zhe & Li, Donghui & Yu, Jin, 2016, "Earnings management, capital structure, and the role of institutional environments," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 131-152, DOI: 10.1016/j.jbankfin.2016.02.007.
• Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang, 2016, "National culture and the cost of debt," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2016.04.001.
• Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng, 2016, "Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2016.01.011.
• Chen, Hanwen & Huang, Henry He & Lobo, Gerald J. & Wang, Chong, 2016, "Religiosity and the cost of debt," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 70-85, DOI: 10.1016/j.jbankfin.2016.06.005.
• Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M., 2016, "Financial innovation: The bright and the dark sides," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 28-51, DOI: 10.1016/j.jbankfin.2016.06.012.
• Milcheva, Stanimira & Zhu, Bing, 2016, "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 148-171, DOI: 10.1016/j.jbankfin.2015.07.002.
• Caiazza, Stefano & Pozzolo, Alberto Franco, 2016, "The determinants of failed takeovers in the banking sector: Deal or country characteristics?," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 92-103, DOI: 10.1016/j.jbankfin.2016.04.011.
• Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016, "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 99-112, DOI: 10.1016/j.jbankfin.2016.09.011.
• Abdelsalam, Omneya & Dimitropoulos, Panagiotis & Elnahass, Marwa & Leventis, Stergios, 2016, "Earnings management behaviors under different monitoring mechanisms: The case of Islamic and conventional banks," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 155-173, DOI: 10.1016/j.jebo.2016.04.022.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016, "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 23-38, DOI: 10.1016/j.jebo.2015.09.018.
• Ashraf, Dawood & Khawaja, Mohsin, 2016, "Does the Shariah screening process matter? Evidence from Shariah compliant portfolios," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 77-92, DOI: 10.1016/j.jebo.2016.10.003.
• Kumar, Satish, 2016, "Revisiting calendar anomalies: Three decades of multicurrency evidence," Journal of Economics and Business, Elsevier, volume 86, issue C, pages 16-32, DOI: 10.1016/j.jeconbus.2016.04.001.
• Holderness, Clifford G. & Pontiff, Jeffrey, 2016, "Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 252-268, DOI: 10.1016/j.jfineco.2016.01.011.
• Cremers, Martijn & Ferreira, Miguel A. & Matos, Pedro & Starks, Laura, 2016, "Indexing and active fund management: International evidence," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 539-560, DOI: 10.1016/j.jfineco.2016.02.008.
• Halling, Michael & Yu, Jin & Zechner, Josef, 2016, "Leverage dynamics over the business cycle," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 21-41, DOI: 10.1016/j.jfineco.2016.07.001.
• Jacobs, Heiko, 2016, "Market maturity and mispricing," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 270-287, DOI: 10.1016/j.jfineco.2016.01.030.
• Correa, Ricardo & Lel, Ugur, 2016, "Say on pay laws, executive compensation, pay slice, and firm valuation around the world," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 500-520, DOI: 10.1016/j.jfineco.2016.09.003.
• Lo Duca, Marco & Nicoletti, Giulio & Vidal Martínez, Ariadna, 2016, "Global corporate bond issuance: What role for US quantitative easing?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 114-150, DOI: 10.1016/j.jimonfin.2015.07.013.
• Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro, 2016, "Market frictions and the pricing of sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 223-252, DOI: 10.1016/j.jimonfin.2015.04.006.
• Procasky, William J. & Ujah, Nacasius U., 2016, "Terrorism and its impact on the cost of debt," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 253-266, DOI: 10.1016/j.jimonfin.2015.04.007.
• Doukas, John A. & Hoque, Hafiz, 2016, "Why firms favour the AIM when they can list on main market?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 378-404, DOI: 10.1016/j.jimonfin.2015.10.001.
• Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016, "What drives international portfolio flows?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 53-72, DOI: 10.1016/j.jimonfin.2015.03.006.
• Adler, Gustavo & Djigbenou, Marie-Louise & Sosa, Sebastian, 2016, "Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 8-28, DOI: 10.1016/j.jimonfin.2015.03.007.
• Cenedese, Gino & Mallucci, Enrico, 2016, "What moves international stock and bond markets?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 94-113, DOI: 10.1016/j.jimonfin.2015.05.001.
• Bergin, Paul R. & Pyun, Ju Hyun, 2016, "International portfolio diversification and multilateral effects of correlations," Journal of International Money and Finance, Elsevier, volume 62, issue C, pages 52-71, DOI: 10.1016/j.jimonfin.2015.12.012.
• Reinhart, Carmen M. & Reinhart, Vincent & Tashiro, Takeshi, 2016, "Does reserve accumulation crowd out investment?," Journal of International Money and Finance, Elsevier, volume 63, issue C, pages 89-111, DOI: 10.1016/j.jimonfin.2015.11.004.
• Fabozzi, Frank J. & Giacometti, Rosella & Tsuchida, Naoshi, 2016, "Factor decomposition of the Eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jimonfin.2016.03.003.
• Corneli, Flavia & Tarantino, Emanuele, 2016, "Sovereign debt and reserves with liquidity and productivity crises," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 166-194, DOI: 10.1016/j.jimonfin.2016.02.016.
• Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016, "Diversification with volatility products," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 213-235, DOI: 10.1016/j.jimonfin.2016.03.002.
• Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 32-48, DOI: 10.1016/j.jimonfin.2015.12.006.
• Fatum, Rasmus & Yamamoto, Yohei, 2016, "Intra-safe haven currency behavior during the global financial crisis," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 49-64, DOI: 10.1016/j.jimonfin.2015.12.007.
• Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016, "China's capital flight: Pre- and post-crisis experiences," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 88-112, DOI: 10.1016/j.jimonfin.2015.12.009.
• Drago, Danilo & Gallo, Raffaele, 2016, "The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 264-286, DOI: 10.1016/j.jimonfin.2016.06.004.
• Cakici, Nusret & Tang, Yi & Yan, An, 2016, "Do the size, value, and momentum factors drive stock returns in emerging markets?," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 179-204, DOI: 10.1016/j.jimonfin.2016.06.001.
• Wu, Eliza & Erdem, Magdalena & Kalotychou, Elena & Remolona, Eli, 2016, "The anatomy of sovereign risk contagion," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 264-286, DOI: 10.1016/j.jimonfin.2016.07.002.
• Ito, Takatoshi & Koibuchi, Satoshi & Sato, Kiyotaka & Shimizu, Junko, 2016, "Exchange rate exposure and risk management: The case of Japanese exporting firms," Journal of the Japanese and International Economies, Elsevier, volume 41, issue C, pages 17-29, DOI: 10.1016/j.jjie.2016.05.001.
• Galstyan, Vahagn & Lane, Philip R. & Mehigan, Caroline & Mercado, Rogelio, 2016, "The holders and issuers of international portfolio securities," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 100-108, DOI: 10.1016/j.jjie.2016.08.001.
• Fukuda, Shin-ichi, 2016, "Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 109-122, DOI: 10.1016/j.jjie.2016.10.001.
• Elias, Christopher J., 2016, "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 203-223, DOI: 10.1016/j.jmacro.2016.07.006.
• Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016, "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 48-64, DOI: 10.1016/j.jcomm.2016.02.001.
• Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
• Reboredo, Juan C. & Ugolini, Andrea, 2016, "The impact of downward/upward oil price movements on metal prices," Resources Policy, Elsevier, volume 49, issue C, pages 129-141, DOI: 10.1016/j.resourpol.2016.05.006.
• Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016, "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.005.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 26-36, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Ghadhab, Imen, 2016, "The effect of additional foreign market presence on the trading volume of cross-listed/traded stocks," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 18-27, DOI: 10.1016/j.mulfin.2015.12.002.
• Thapa, Chandra & Neupane, Suman & Marshall, Andrew, 2016, "Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 46-64, DOI: 10.1016/j.mulfin.2016.01.001.
• Bhaumik, S. & Karanasos, M. & Kartsaklas, A., 2016, "The informative role of trading volume in an expanding spot and futures market," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 24-40, DOI: 10.1016/j.mulfin.2016.03.002.
• Bahloul, Walid & Bouri, Abdelfettah, 2016, "The impact of investor sentiment on returns and conditional volatility in U.S. futures markets," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 89-102, DOI: 10.1016/j.mulfin.2016.07.003.
• Ghadhab, Imen & Hellara, Slaheddine, 2016, "Cross-listing and value creation," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 1-11, DOI: 10.1016/j.mulfin.2016.08.001.
• Zou, Liping & Tang, Tiantian & Li, Xiaoming, 2016, "The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 12-28, DOI: 10.1016/j.mulfin.2016.11.002.
• Charfeddine, Lanouar & Benlagha, Noureddine, 2016, "A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 168-189, DOI: 10.1016/j.mulfin.2016.10.003.
• Kang, Jangkoo & Kwon, Kyung Yoon & Park, Hyoung-jin, 2016, "Foreign investors and the delay of information dissemination in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2016.03.004.
• Suh, Sangwon & Kim, Young Ju, 2016, "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 161-176, DOI: 10.1016/j.pacfin.2016.04.003.
• Mishra, Anil V., 2016, "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 101-123, DOI: 10.1016/j.pacfin.2016.06.004.
• Gerlach, Jeffrey R. & Yook, Youngsuk, 2016, "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 178-196, DOI: 10.1016/j.pacfin.2016.05.009.
• Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016, "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 1-16, DOI: 10.1016/j.pacfin.2016.07.002.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016, "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 443, issue C, pages 543-554, DOI: 10.1016/j.physa.2015.10.013.
• Sharma, Prateek & Vipul,, 2016, "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 222-230, DOI: 10.1016/j.qref.2015.07.005.
• Huang, Wanling & Mollick, André Varella & Nguyen, Khoa Huu, 2016, "U.S. stock markets and the role of real interest rates," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 231-242, DOI: 10.1016/j.qref.2015.07.006.
• Auer, Benjamin R. & Schuhmacher, Frank, 2016, "Do socially (ir)responsible investments pay? New evidence from international ESG data," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 51-62, DOI: 10.1016/j.qref.2015.07.002.
• Auer, Benjamin R. & Hoffmann, Andreas, 2016, "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 201-208, DOI: 10.1016/j.qref.2016.02.007.
• Naifar, Nader, 2016, "Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 29-39, DOI: 10.1016/j.qref.2015.10.004.
• Peiró, Amado, 2016, "Stock prices and macroeconomic factors: Some European evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 287-294, DOI: 10.1016/j.iref.2015.08.004.
• Guo, Liang, 2016, "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 309-334, DOI: 10.1016/j.iref.2015.08.002.
• Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen, 2016, "Global risk spillover and the predictability of sovereign CDS spread: International evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 371-390, DOI: 10.1016/j.iref.2015.10.047.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016, "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 167-185, DOI: 10.1016/j.iref.2015.11.003.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016, "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 257-276, DOI: 10.1016/j.iref.2015.11.005.
• He, Qing & Korhonen, Iikka & Guo, Junjie & Liu, Fangge, 2016, "The geographic distribution of international currencies and RMB internationalization," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 442-458, DOI: 10.1016/j.iref.2015.10.015.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016, "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 88-102, DOI: 10.1016/j.iref.2015.11.001.
• Chiang, Thomas C. & Chen, Xiaoyu, 2016, "Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 107-120, DOI: 10.1016/j.iref.2015.10.034.
• Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung, 2016, "Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 59-71, DOI: 10.1016/j.iref.2015.10.031.
• Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael, 2016, "Interest rate changes and stock returns: A European multi-country study with wavelets," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 1-12, DOI: 10.1016/j.iref.2016.03.001.
• Gomes, Pedro & Taamouti, Abderrahim, 2016, "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 103-117, DOI: 10.1016/j.iref.2016.03.005.
• Belkhir, Mohamed & Ben-Nasr, Hamdi, 2016, "Labor protection and the privatization or partial privatization method," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 305-322, DOI: 10.1016/j.iref.2016.02.008.
• Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016, "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 395-411, DOI: 10.1016/j.iref.2016.02.003.
• Aktürk, Halit, 2016, "Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 230-246, DOI: 10.1016/j.iref.2016.06.002.
• Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016, "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 358-375, DOI: 10.1016/j.iref.2016.04.002.
• Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
• Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016, "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 180-195, DOI: 10.1016/j.iref.2016.09.004.
• Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene, 2016, "Extreme risk spillover effects in world gold markets and the global financial crisis," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 55-77, DOI: 10.1016/j.iref.2016.08.004.
• Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016, "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, volume 29, issue C, pages 2-11, DOI: 10.1016/j.rfe.2015.05.002.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2016, "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, Elsevier, volume 31, issue C, pages 75-82, DOI: 10.1016/j.rfe.2016.06.002.
• Al Nasser, Omar M. & Hajilee, Massomeh, 2016, "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 1-12, DOI: 10.1016/j.ribaf.2015.09.025.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Ben Rejeb, Aymen & Arfaoui, Mongi, 2016, "Financial market interdependencies: A quantile regression analysis of volatility spillover," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 140-157, DOI: 10.1016/j.ribaf.2015.09.022.
• Jin, Xiaoye & An, Ximeng, 2016, "Global financial crisis and emerging stock market contagion: A volatility impulse response function approach," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 179-195, DOI: 10.1016/j.ribaf.2015.09.019.
• Wild, Joerg, 2016, "Efficiency and risk convergence of Eurozone financial markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 196-211, DOI: 10.1016/j.ribaf.2015.09.015.
• Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016, "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 212-221, DOI: 10.1016/j.ribaf.2015.09.011.
• Assaf, Ata, 2016, "MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 222-240, DOI: 10.1016/j.ribaf.2015.09.003.
• Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2016, "On emerging stock market contagion: The Baltic region," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 312-321, DOI: 10.1016/j.ribaf.2015.09.035.
• Dimic, Nebojsa & Kiviaho, Jarno & Piljak, Vanja & Äijö, Janne, 2016, "Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 41-51, DOI: 10.1016/j.ribaf.2015.09.001.
• Graham, Michael & Peltomäki, Jarkko & Piljak, Vanja, 2016, "Global economic activity as an explicator of emerging market equity returns," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 424-435, DOI: 10.1016/j.ribaf.2015.09.030.
• Sui, Lu & Sun, Lijuan, 2016, "Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 459-471, DOI: 10.1016/j.ribaf.2015.10.011.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2016, "Financial markets development, business cycles, and bank risk in South America," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 472-484, DOI: 10.1016/j.ribaf.2015.10.012.
• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
• Aboura, Sofiane & Chevallier, Julien, 2016, "Spikes and crashes in the oil market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 615-623, DOI: 10.1016/j.ribaf.2015.07.002.