Research classified by Journal of Economic Literature (JEL) codes

2017

• Julijana Angelovska, 2017, "Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue 2, pages 11-20, November.
• Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017, "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 128.
• Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017, "The Renminbi central parity: An empirical investigation," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 7/2017.
• Caballero, Julián & Fernández, Andrés, 2017, "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Bank of Finland Research Discussion Papers, Bank of Finland, number 31/2017.
• Eraslan, Sercan, 2017, "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Discussion Papers, Deutsche Bundesbank, number 13/2017.
• Eraslan, Sercan & Ali, Faek Menla, 2017, "Financial crises and the dynamic linkages between stock and bond returns," Discussion Papers, Deutsche Bundesbank, number 17/2017.
• Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2017, "The European sovereign debt crisis: What have we learned?," CFS Working Paper Series, Center for Financial Studies (CFS), number 567.
• Maurer, Tim & Levite, Ariel & Perkovich, George, 2017, "Toward a global norm against manipulating the integrity of financial data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-38.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
• Maupin, Julie, 2017, "The G20 countries should engage with blockchain technologies to build an inclusive, transparent, and accountable digital economy for all," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-48.
• Bouri, Elie & Azzi, Georges & Dyhrberg, Anne Haubo, 2017, "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-16, DOI: 10.5018/economics-ejournal.ja.2017-.
• Raddant, Matthias & Kenett, Dror Y., 2017, "Interconnectedness in the global financial market," Kiel Working Papers, Kiel Institute for the World Economy, number 2076.
• Drygalla, Andrej, 2017, "Monetary policy in an oil-dependent economy in the presence of multiple shocks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2017.
• Koetter, Michael & Krause, Thomas & Tonzer, Lena, 2017, "Delay determinants of European Banking Union implementation," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 24/2017.
• Eichler, Stefan, 2017, "Politische Determinanten staatlicher Ausfallrisiken," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 23, issue 2, pages 29-32.
• Clapham, Benjamin & Gomber, Peter & Haferkorn, Martin & Panz, Sven, 2017, "Managing excess volatility: Design and effectiveness of circuit breakers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 195, DOI: 10.2139/ssrn.2910977.
• Clapham, Benjamin & Gomber, Peter & Panz, Sven, 2017, "Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 196, DOI: 10.2139/ssrn.2906719.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017, "Tail event driven networks of SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-004.
• Eichler, Stefan & Rövekamp, Ingmar, 2017, "Eurozone exit risk," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 07/17.
• Beckmann, Joscha & Czudaj, Robert, 2017, "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168291.
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2017, "The zero risk fallacy? Banks' sovereign exposure and sovereign risk spillovers," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 17-069.

2016

• Ayben Koy & ?Hsan Ersan, 2016, "The Relationship between Exchange Rates, Equity Index and Equity Index Futures: A Study on Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3605506, May.
• Spyros Spyrou & Emilios Galariotis & Panagiota Makrichoriti, 2016, "Sovereign CDS Spread Determinants and Spill-Over Effects," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606062, May.
• Hong-Bae Kim, 2016, "portfolio management with Islam Equity in Korea stock market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006501, Aug.
• Murat Midiliç & Michael Frömmel, 2016, "Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4106590, Oct.
• Seedwell Hove, 2016, "Sovereign Wealth Funds and Infrastructure Development in Africa," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4206708, Oct.
• Viral V. Acharya & Sascha Steffen, 2016, "Capital Markets Union in Europe: Why other Unions must lead the Way," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 152, issue 4, pages 319-329, December.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016, "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 83-114, enero-jun.
• Reyes Zaráte, Francisco Javier, 2016, "Mercado Integrado Latinoamericano (MILA): un análisis de integración financiera y volatilidades / Latin American Integrated Market (MILA): An Analysis of Financial Integration and Volatilities," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 2, pages 187-218, julio-dic.
• Patrycja Chodnicka-Jaworska, 2016, "Makroekonomiczne czynniki dotyczące not, nastawienia oraz trendów ratingów kredytowych krajów strefy euro," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 109-126.
• Piotr Mielus, 2016, "Dylematy reformy indeksów rynku finansowego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 91-114.
• Toni Vide, 2016, "Does It Pay To Be Good? An Analysis Of Vice And Virtue Stock Performance In The Eurozone," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 12016, Jan.
• Toni Vide, 2016, "Does it pay to be good? An analysis of vice and virtue stock performance in the Eurozone," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 113-125, June, DOI: 10.7172/2353-6845.jbfe.2016.2.6.
• Amanjot Singh & Manjit Singh, 2016, "Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 23-44, June, DOI: 10.7172/2353-6845.jbfe.2016.2.2.
• Bradley A. Jones, 2016, "Spotting Bubbles: A Two-Pillar Framework for Policy Makers," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 90-112, June, DOI: 10.7172/2353-6845.jbfe.2016.2.5.
• Juan Carlos Cuestas & Ying Sophie Huang & Bo Tang, 2016, "Does the Yuan's Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?," Working Papers, The University of Sheffield, Department of Economics, number 2016006, Mar.
• Raphael A. Auer & Cédric Tille, 2016, "The banking sector and the Swiss financial account during the financial and European debt crises," Working Papers, Swiss National Bank, number 2016-05.
• Sanjay Sehgal & Mala Dutt, 2016, "Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 43, issue 3, pages 239-258, September, DOI: 10.1007/s40622-016-0137-1.
• Mehmet Fatih Öztek & Nadir Öcal, 2016, "The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets," Empirical Economics, Springer, volume 50, issue 2, pages 317-360, March, DOI: 10.1007/s00181-015-0943-x.
• Carl Lönnbark, 2016, "Asymmetry with respect to the memory in stock market volatilities," Empirical Economics, Springer, volume 50, issue 4, pages 1409-1419, June, DOI: 10.1007/s00181-015-0975-2.
• Zouheir Mighri & Faysal Mansouri, 2016, "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, volume 51, issue 3, pages 1115-1149, November, DOI: 10.1007/s00181-015-1029-5.
• Abhiman Das & Subal C. Kumbhakar, 2016, "Markup and efficiency of Indian banks: an input distance function approach," Empirical Economics, Springer, volume 51, issue 4, pages 1689-1719, December, DOI: 10.1007/s00181-015-1062-4.
• Elie Bouri & Riza Demirer, 2016, "On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 33, issue 1, pages 63-82, April, DOI: 10.1007/s40888-016-0022-6.
• Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2016, "Stock markets and effective exchange rates in European countries: threshold cointegration findings," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 6, issue 2, pages 215-274, August, DOI: 10.1007/s40822-015-0040-7.
• Jacques Peeperkorn & Yudhvir Seetharam, 2016, "A learning-augmented approach to pricing risk in South Africa," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 6, issue 1, pages 117-139, April, DOI: 10.1007/s40821-015-0038-9.
• Vincenzo D’Apice & Giovanni Ferri & Punziana Lacitignola, 2016, "Rating Performance and Bank Business Models: Is There a Change with the 2007–2009 Crisis?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 2, issue 3, pages 385-420, November, DOI: 10.1007/s40797-016-0036-9.
• Nader Virk & Hilal Butt, 2016, "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 68-84, January, DOI: 10.1007/s12197-014-9297-z.
• Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016, "International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan," The Japanese Economic Review, Springer, volume 67, issue 3, pages 295-328, September, DOI: 10.1111/jere.12092.
• Carlos Pinho & Mara Madaleno, 2016, "Oil prices and stock returns: nonlinear links across sectors," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 15, issue 2, pages 79-97, August, DOI: 10.1007/s10258-016-0117-6.
• Elina Pradkhan, 2016, "Impact of culture and patriotism on home bias in bond portfolios," Review of Managerial Science, Springer, volume 10, issue 2, pages 265-301, March, DOI: 10.1007/s11846-014-0146-4.
• Sebastian Lobe & Christian Walkshäusl, 2016, "Vice versus virtue investing around the world," Review of Managerial Science, Springer, volume 10, issue 2, pages 303-344, March, DOI: 10.1007/s11846-014-0147-3.
• Viral V. Acharya & Sascha Steffen, 2016, "Capital Markets Union in Europe: Why Other Unions Must Lead the Way," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 152, issue 4, pages 319-329, October, DOI: 10.1007/BF03399431.
• Abad, Jorge & Aldasoro, Iñaki & Aymanns, Christoph & D'Errico, Marco & Hoffmann, Peter & Langfield, Sam & Neychev, Martin & Roukny, Tarik & Rousová, Linda, 2016, "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series, European Systemic Risk Board, number 11, Sep.
• Clerc, Laurent & Giovannini, Alberto & Langfield, Sam & Peltonen, Tuomas A. & Portes, Richard & Scheicher, Martin, 2016, "Indirect contagion: the policy problem," ESRB Occasional Paper Series, European Systemic Risk Board, number 9, Jan.
• Timmer, Yannick, 2016, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 18, Jul.
• Ozhan, Galip Kemal, 2016, "Financial intermediation, resource allocation, and macroeconomic interdependence," ESRB Working Paper Series, European Systemic Risk Board, number 28, Oct.
• D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016, "How does risk flow in the credit default swap market?," ESRB Working Paper Series, European Systemic Risk Board, number 33, Dec.
• Matteo Cominetta, 2016, "Financial Contagion: A New Perspective (and a New Test)," Working Papers, European Stability Mechanism, number 12, Apr.
• Rudolf Alvise Lennkh & Antonello D'Agostino, 2016, "Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement," Working Papers, European Stability Mechanism, number 14, May.
• Mateja Gabrijelčič & Uroš Herman & Andreja Lenarčič, 2016, "Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data," Working Papers, European Stability Mechanism, number 15, Jul.
• Adrien Alvero & Andreas M. Fischer, 2016, "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.07, Sep.
• Tim de Vries & Jakob de Haan, 2016, "Credit ratings and bond spreads of the GIIPS," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 107-111, February, DOI: 10.1080/13504851.2015.1054063.
• João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016, "Could the global financial crisis improve the performance of the G7 stocks markets?," Applied Economics, Taylor & Francis Journals, volume 48, issue 12, pages 1066-1080, March, DOI: 10.1080/00036846.2015.1093083.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2016, "A contribution to the empirics of convergence in real GDP growth: the role of financial crises and exchange-rate regimes," Applied Economics, Taylor & Francis Journals, volume 48, issue 23, pages 2156-2169, May, DOI: 10.1080/00036846.2015.1114581.
• Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap, 2016, "Which parametric model for conditional skewness?," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 13, pages 1237-1271, October, DOI: 10.1080/1351847X.2013.877515.
• Stavros Degiannakis & Alexandra Livada, 2016, "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 5, pages 871-892, April, DOI: 10.1080/02664763.2015.1079306.
• Nazli Toraganli & Cihan Yalcin, 2016, "Exports, Real Exchange Rates and External Exposures: Empirical Evidence from Turkish Manufacturing Firms," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1624.
• Caroline Mehigan, 2016, "Bilateral Adjustment of Bank Assets: Boom and Bust," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0616, Apr.
• Caroline Mehigan, 2016, "Foreign Bank Identity: Does it Matter for Credit Growth?," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0716, Apr.
• Vahagn Galstyan & Philip R. Lane & Caroline Mehigan & Rogelio Mercado, 2016, "The Holders and Issuers of International Portfolio Securities," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0916, Jul.
• Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu, 2016, "Is the Renminbi a Safe Haven?," Working Papers, Tokyo Center for Economic Research, number e109, Jul.
• Ibrahim Yasar Gok, 2016, "Reserve Options Mechanism: The New Monetary Policy Tool of CBRT and Its Effect on Exchange Rate Volatility," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 9, issue 3, pages 50-54, December.
• Massimiliano Caporin & Chia-Lin Chang & Michael McAleer, 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-006/III, Feb.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2016, "Connecting VIX and Stock Index ETF," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-010/III, Feb, revised 23 Jan 2017.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-014/III, Mar, revised 30 Jan 2017.
• Falk Bräuning & Siem Jan Koopman, 2016, "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-105/III, Nov.
• León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016, "Equity Markets’ Clustering and the Global Financial Crisis," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-016.
• León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016, "Equity Markets’ Clustering and the Global Financial Crisis," Other publications TiSEM, Tilburg University, School of Economics and Management, number e5c31b4d-dc83-4d3e-9a73-b.
• Shin-ichi Fukuda & Mariko Tanaka, 2016, "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1032, Nov.
• Franck Martin, 2016, "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2016-06, Apr.
• John Cotter & Stuart Gabriel & Richard Roll, 2016, "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers, Geary Institute, University College Dublin, number 201612, Nov.
• Massimiliano Caporin & Chia-Lin Chang & Michael McAleer, 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-01, Feb.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2016, "How are VIX and Stock Index ETF Related?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-02, Feb.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016, "Modelling volatility spillovers for bio-ethanol, sugarcane and corn," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-03, Mar.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2016, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-03, Dec.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2016, "Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-04, Dec.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016, "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1604.
• Manuel R. Agosin & Juan Díaz-Maureira & Mohit Karnani, 2016, "Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?," Working Papers, University of Chile, Department of Economics, number wp436, Dec.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016, "Towards Greater Diversification in Central Bank Reserves," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/232457.
• Sun, Hang, 2016, "Crisis-Contingent Dynamics of Connectedness: An SVAR-Spatial-Network “Tripod” Model with Thresholds," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 032, Jan, DOI: 10.26481/umagsb.2016032.
• Tobias Straumann, 2016, "Comment on "The historical origins of the safe haven status of the Swiss franc"," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 67, issue 02, pages 29-30, August.
• Adrien Alvero & Andreas M. Fischer, 2016, "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 67, issue 02, pages 31-50, August.
• Raphael A. Auer & Cedric Tille, 2016, "The banking sector and the Swiss financial account during the financial and European debt crises:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 67, issue 02, pages 69-97, August.
• Abdi, Farshid & Ranaldo, Angelo, 2016, "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency estimates, it utilizes a wider information set, nam," Working Papers on Finance, University of St. Gallen, School of Finance, number 1604, Jan, revised Apr 2017.
• BAYAR, Yılmaz, 2016, "Macroeconomic Determinants Of Stock Market Development: Evidence From Borsa Istanbul," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 1, pages 69-89.
• EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016, "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 2, pages 6-24.
• GOK, Ibrahim Yasar & TOPUZ, Sefa, 2016, "The Impact Of The Domestic And Foreign Macroeconomic News Announcements On The Turkish Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 3, pages 95-107.
• AVLONITIS, Spyridon & VERNARDAKI, Alexandra & MANTA, Otilia, 2016, "Global Trends Affecting Human Resources In The Financial Sector," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 232-234, October.
• DOBRESCU, Emilian M. & DOBRESCU, Edith Mihaela, 2016, "Exit Strategies In The Euro Zone," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 235-237, October.
• COCIUG, Victoria & POSTOLACHE, Victoria, 2016, "Derivatives Financial Market Development As A Result Of Innovation Activity In Financial Market," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 72-76, October.
• STEFANOVA, Julia & WENNER, Zachary, 2016, "The European Union Regulatory Framework For Social Enterprise," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 90-95, October.
• Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016, "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 12, issue 2, pages 23-35, DOI: 10.1515/fiqf-2016-0141.
• Lazarov Darko & Miteva-Kacarski Emilija & Nikoloski Krume, 2016, "An Empirical Analysis of Stock Market Development and Economic Growth: The Case of Macedonia," South East European Journal of Economics and Business, Paradigm, volume 11, issue 2, pages 71-81, December, DOI: 10.1515/jeb-2016-0012.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-08.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-09.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-10.
• Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L., 2016, "Firm financing and growth in the Arab region," Policy Research Working Paper Series, The World Bank, number 7756, Jul.
• Didier Brandao,Tatiana & Llovet Montanes,Ruth & Schmukler,Sergio L. & Didier Brandao,Tatiana & Llovet Montanes,Ruth & Schmukler,Sergio L., 2016, "International financial integration of East Asia and Pacific," Policy Research Working Paper Series, The World Bank, number 7772, Jul.
• Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016, "Does governing law affect bond spreads ?," Policy Research Working Paper Series, The World Bank, number 7863, Oct.
• Cull,Robert J. & Gan,Li & Gao,Nan & Xu,L. Colin & Cull,Robert J. & Gan,Li & Gao,Nan & Xu,L. Colin, 2016, "Social capital, finance, and consumption: evidence from a representative sample of Chinese households," Policy Research Working Paper Series, The World Bank, number 7873, Oct.
• Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul, 2016, "Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand," Economic Research Guardian, Mutascu Publishing, volume 6, issue 2, pages 74-86, December.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
• Julian S. Leppin & Stefan Reitz, 2016, "The Role of a Changing Market Environment for Credit Default Swap Pricing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 209-223, July.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016, "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 6, pages 1113-1134, September, DOI: 10.1111/jmcb.12328.
• Michele Costola & Massimiliano Caporin, 2016, "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-26, March, DOI: 10.1142/S2010495216500032.
• Mary Everett, 2016, "Drivers of global liquidity and global bank flows: A view from the euro area," FIW Working Paper series, FIW, number 168, Mar.
• Cuestas, Juan Carlos & Tang, Bo, 2016, "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2016-03, Apr.
• Schmitt, Noemi & Westerhoff, Frank, 2016, "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 107.
• Schmitt, Noemi & Westerhoff, Frank, 2016, "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 111.
• Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2016, "What slice of the pie? The corporate bond market boom in emerging economies," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2016.
• Isoré, Marlène, 2016, "International propagation of financial shocks in a search and matching environment," Bank of Finland Research Discussion Papers, Bank of Finland, number 28/2016.
• Timmer, Yannick, 2016, "Cyclical investment behavior across financial institutions," Discussion Papers, Deutsche Bundesbank, number 08/2016.
• Knetsch, Thomas A. & Nagengast, Arne J., 2016, "On the dynamics of the investment income balance," Discussion Papers, Deutsche Bundesbank, number 21/2016.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers, Deutsche Bundesbank, number 25/2016.
• de Roure, Calebe, 2016, "Fire buys of central bank collateral assets," Discussion Papers, Deutsche Bundesbank, number 51/2016.
• Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G., 2016, "Why do investors buy sovereign default insurance?," CFS Working Paper Series, Center for Financial Studies (CFS), number 540, DOI: 10.2139/ssrn.2848944.
• Cherif, Mondher & Dreger, Christian, 2016, "Institutional Determinants of Financial Development in MENA countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 20, issue 3, pages 670-680.
• Keiber, Karl Ludwig & Samyschew, Helene, 2016, "The pricing of sentiment risk in European stock markets," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 384.
• Rabitsch, Katrin, 2016, "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 53.
• Barunik, Jozef & Krehlik, Tomas, 2016, "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 54.
• Chen, Zhenxi & Reitz, Stefan, 2016, "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 57.
• Kubitza, Christian & Gründl, Helmut, 2016, "Systemic risk: Time-lags and persistence," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 20/16.
• Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne, 2016, "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-41.
• Eichler, Stefan & Plaga, Timo, 2016, "The Political Determinants of Government Bond Holdings," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2016.
• Eichler, Stefan & Littke, Helge & Tonzer, Lena, 2016, "Central Bank Transparency and Cross-border Banking," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 16/2016.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2016.
• Belke, Ansgar & Gros, Daniel & Osowski, Thomas, 2016, "Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 600, DOI: 10.4419/86788696.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "The relative valuation of gold," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 604, DOI: 10.4419/86788701.
• Belke, Ansgar & Dubova, Irina & Osowski, Thomas, 2016, "Policy uncertainty and international financial markets: The case of Brexit," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 657, DOI: 10.4419/86788763.
• Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "Which market integration measure?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 159, DOI: 10.2139/ssrn.2883995.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016, "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-001.
• Raddant, Matthias & Kenett, Dror, 2016, "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145560.
• Littke, Helge C. N. & Eichler, Stefan & Tonzer, Lena, 2016, "Central Bank Transparency and Cross-Border Banking," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145598.
• Herz, Bernhard & Bauer, Christian & Hild, Alexandra, 2016, "Designing the ESM—Who Profits, Who Pays?," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145709.
• Rövekamp, Ingmar & Eichler, Stefan, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145791.
• Heiland, Inga, 2016, "Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145821.
• Hasler, Nicole, 2016, "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145840.
• Mann, Katja & Davenport, Margaret, 2016, "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145948.
• Berg, Tobias & Saunders, Anthony & Steffen, Sascha & Streitz, Daniel, 2016, "Mind the gap: The difference between U.S. and European loan rates," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-018.
• Acharya, Viral V. & Steffen, Sascha, 2016, "Capital markets union in Europe: Why other unions must lead the way," ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research, number 4/2016.
• Haoshen Hu & Jörg Prokop & Hans‐Michael Trautwein, 2016, "Sovereign Risk Spillover Effects and the Role of Systemically Important Financial Institutions: Evidence from the European Debt Crisis," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 69 / 2016, Nov, revised Nov 2016.
• Aasif Shah & Malabika Deo & Wayne King, 2016, "What econo-physics can tell us about Korean equity market co-movements?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 549-573, September, DOI: 10.1108/JES-04-2015-0058.
• Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.
• Spyridon Repousis, 2016, "Stocks’ prices manipulation around national elections?," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 2, pages 248-256, May, DOI: 10.1108/JFC-03-2014-0012.
• Tchai Tavor, 2016, "The effect of terror incidents on the yield of developing and developed markets," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 2, pages 317-327, May, DOI: 10.1108/JFC-10-2014-0046.
• Aktham Maghyereh & Basel Awartani, 2016, "Oil price uncertainty and equity returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 1, pages 64-79, April, DOI: 10.1108/JFEP-06-2015-0035.
• Muhammad Umar & Gang Sun, 2016, "Interaction among funding liquidity, liquidity creation and stock liquidity of banks," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 24, issue 4, pages 430-452, November, DOI: 10.1108/JFRC-11-2015-0062.
• Spyridon Repousis, 2016, "Abnormal stock returns in Greece during the Cypriot banking crisis," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 19, issue 2, pages 122-129, May, DOI: 10.1108/JMLC-04-2015-0015.
• Christian Fieberg & Richard Lennart Mertens & Thorsten Poddig, 2016, "The relevance of credit ratings over the business cycle," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 152-168, March, DOI: 10.1108/JRF-08-2015-0079.
• Theo Berger & Christian Fieberg, 2016, "On portfolio optimization," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 295-309, May, DOI: 10.1108/JRF-09-2015-0094.
• Erick Rading Outa & Nelson M. Waweru, 2016, "Corporate governance guidelines compliance and firm financial performance," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 31, issue 8/9, pages 891-914, September, DOI: 10.1108/MAJ-12-2015-1291.