Research classified by Journal of Economic Literature (JEL) codes

2016

• Ji, Qiang & Fan, Ying, 2016, "Modelling the joint dynamics of oil prices and investor fear gauge," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 242-251, DOI: 10.1016/j.ribaf.2015.11.016.
• Tissaoui, Kais & Ftiti, Zied, 2016, "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 28-48, DOI: 10.1016/j.ribaf.2015.09.028.
• Karyotis, Catherine & Alijani, Sharam, 2016, "Soft commodities and the global financial crisis: Implications for the economy, resources and institutions," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 350-359, DOI: 10.1016/j.ribaf.2016.01.007.
• Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016, "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 422-434, DOI: 10.1016/j.ribaf.2016.01.011.
• Burzala, Milda Maria, 2016, "Contagion effects in selected European capital markets during the financial crisis of 2007–2009," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 556-571, DOI: 10.1016/j.ribaf.2016.01.026.
• Ben Omrane, Walid & Hussain, Syed Mujahid, 2016, "Foreign news and the structure of co-movement in European equity markets: An intraday analysis," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 572-582, DOI: 10.1016/j.ribaf.2016.01.021.
• Yavas, Burhan F. & Dedi, Lidija, 2016, "An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 583-596, DOI: 10.1016/j.ribaf.2016.01.025.
• Farooq, Omar & Zarouali, Ilham, 2016, "Financial centers and ownership concentration: When is ownership concentration value relevant? Evidence from an emerging market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 236-245, DOI: 10.1016/j.ribaf.2016.04.017.
• Luitel, Prabesh & Vanpée, Rosanne & De Moor, Lieven, 2016, "Pernicious effects: How the credit rating agencies disadvantage emerging markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 286-298, DOI: 10.1016/j.ribaf.2016.04.009.
• Davydov, Denis, 2016, "Debt structure and corporate performance in emerging markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 299-311, DOI: 10.1016/j.ribaf.2016.04.005.
• Stocker, Marshall L., 2016, "The price of freedom: Idiosyncratic currency devaluations," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 312-325, DOI: 10.1016/j.ribaf.2016.03.016.
• Farouk, Faizal & Masih, Mansur, 2016, "Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 360-375, DOI: 10.1016/j.ribaf.2016.04.007.
• Krapl, Alain A. & White, Reilly S., 2016, "Executive pensions, risk-shifting, and foreign exchange exposure," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 376-392, DOI: 10.1016/j.ribaf.2016.05.001.
• Díez-Esteban, José María & Farinha, Jorge Bento & García-Gómez, Conrado Diego, 2016, "The role of institutional investors in propagating the 2007 financial crisis in Southern Europe," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 439-454, DOI: 10.1016/j.ribaf.2016.07.006.
• Lillo, Felipe & Valdés, Rodrigo, 2016, "Dynamics of financial markets and transaction costs: A graph-based study," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 455-465, DOI: 10.1016/j.ribaf.2016.07.024.
• Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar, 2016, "Herding and excessive risk in the American stock market: A sectoral analysis," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 6-21, DOI: 10.1016/j.ribaf.2016.03.008.
• Kazuhiko Ohashi & Tatsuyoshi Okimoto, 2016, "Increasing Trends in the Excess Comovement of Commodity Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-09, Feb.
• Kuga Iakov & Elena Kuzmina, 2016, "Covered interest parity: evidence from Russian money market," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 16/01e, Mar.
• Bojan Tomic & Andrijana Sesar, 2016, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0015, Jan.
• Accominotti, Olivier & Chambers, David, 2016, "If you’re so smart: John Maynard Keynes and currency speculation in the interwar years," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64722, Jun.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016, "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Department of Economics Working Papers, University of Bath, Department of Economics, number 54/16.
• Marcus 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," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1603, revised May 2016.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, volume 47, DOI: 10.17451/eko/47/2016/210.
• Hua Wang & Junjun Zhu, 2016, "The influence of USD/CNY foreign exchange rate, RMB NEER and spatial effects on China’s foreign trade," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 3, pages 304-318, August, DOI: 10.1108/CFRI-09-2014-0067.
• Liang Song, 2016, "Accounting quality and financing arrangements in emerging economies," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 24, issue 1, pages 2-19, March, DOI: 10.1108/IJAIM-09-2014-0061.
• Wei Huang & Agyenim Boateng, 2016, "On the value relevance of analyst opinions and institutional shareholdings in China," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 24, issue 3, pages 206-225, August, DOI: 10.1108/IJAIM-07-2015-0042.
• 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.
• Paolo Di Martino & Barbara Pistoresi & Alberto Rinaldi, 2016, "International financial flows, domestic banks, and the economic development of the periphery: Italy, 1861-1913," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0104, Dec.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16063, Apr.
• Hsini Mosbeh & Kouki Mondher, 2016, "The Reversal of Stock Market Trends as a Behavioral Bias: Evidence from Tunisian Stock Exchange," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 13-29, December.
• Jan F. Kiviet & Zhenxi Chen, 2016, "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1606, Feb.
• José Antonio Núñez Mora & Leovardo Mata Mata, 2016, "Covariances matrix under the multivariate-Gh funtion to desing portfolios," Contaduría y Administración, Accounting and Management, volume 61, issue 3, pages 535-550, Julio-Sep.
• Kosuke Aoki & Shin-ichi Fukuda & Takeo Hoshi & Takashi Kano, 2016, "International Finance in the Global Markets," NBER Books, National Bureau of Economic Research, Inc, number aoki-2, January.
• Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016, "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2015".
• Joel M. David & Ina Simonovska, 2016, "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2015".
• Karen K. Lewis & Edith X. Liu, 2016, "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2016".
• Konrad B. Burchardi & Thomas Chaney & Tarek A. Hassan, 2016, "Migrants, Ancestors, and Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 21847, Jan.
• Shin-ichi Fukuda, 2016, "Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 21938, Jan.
• Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," NBER Working Papers, National Bureau of Economic Research, Inc, number 21993, Feb.
• Rajnish Mehra & Arunima Sinha, 2016, "The Term Structure of Interest Rates in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 22020, Feb.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The "Real" Explanation of the Feldstein-Horioka Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22081, Mar.
• Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.
• Nicola Cetorelli & Linda S. Goldberg, 2016, "Organizational Complexity and Balance Sheet Management in Global Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22169, Apr.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The 'Real' Explanation of the PPP Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22198, Apr.
• Benjamin Hébert & Jesse Schreger, 2016, "The Costs of Sovereign Default: Evidence from Argentina," NBER Working Papers, National Bureau of Economic Research, Inc, number 22270, May.
• Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "A Model of Safe Asset Determination," NBER Working Papers, National Bureau of Economic Research, Inc, number 22271, May.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 22295, May.
• Harold Cole & Daniel Neuhann & Guillermo Ordoñez, 2016, "Information Spillovers in Sovereign Debt Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 22330, Jun.
• Robert P. Bartlett, III & Justin McCrary, 2016, "How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps," NBER Working Papers, National Bureau of Economic Research, Inc, number 22551, Aug.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2016, "The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 22576, Aug.
• Wenxin Du & Carolin E. Pflueger & Jesse Schreger, 2016, "Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22592, Sep.
• Jose Berrospide & Ricardo Correa & Linda Goldberg & Friederike Niepmann, 2016, "International Banking and Cross-border Effects of Regulation: Lessons from the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 22645, Sep.
• Luigi Bocola & Alessandro Dovis, 2016, "Self-Fulfilling Debt Crises: A Quantitative Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 22694, Sep.
• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016, "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers, National Bureau of Economic Research, Inc, number 22790, Oct.
• Takatoshi Ito & Masahiro Yamada, 2016, "Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22820, Nov.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016, "Exchange Traded Funds (ETFs)," NBER Working Papers, National Bureau of Economic Research, Inc, number 22829, Nov.
• Edward L. Glaeser, 2016, "Real Estate Bubbles and Urban Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 22997, Dec.
• Kuchin I.I., 2016, "Exchange rate risk exposure in asset pricing theory," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 3, pages 31-41.
• Vira TRONKO & Dariia SAI, 2016, "Problems Of Attracting Of Foreign Direct Investments In Ukraine," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 19-26.
• Ivan LUCHIAN & Alexandra TVIRCUN, 2016, "Global Trends Of Alternative Investments," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 73-78.
• Ivan LUCHIAN & Alexandra TVIRCUN, 2016, "Global Trends Of Alternative Investments," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 73-78.
• Holderness, Clifford G., 2016, "Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration," Critical Finance Review, now publishers, volume 5, issue 1, pages 1-40, May, DOI: 10.1561/104.00000028.
• Holderness, Clifford G., 2016, "Law and Ownership Reexamined," Critical Finance Review, now publishers, volume 5, issue 1, pages 41-83, May, DOI: 10.1561/104.00000029.
• Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016, "Motivations for capital controls and their effectiveness," Working Papers, National Institute of Public Finance and Policy, number 16/168, Apr.
• Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo, 2016, "Spillovers between food and energy prices and structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2016, Jan.
• Alexander Apostolov, 2016, "Behavioral Approach for Projection of Profitability of Financial Assets," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 51-63, November.
• Matthias Raddant & Dror Y. Kenett, 2016, "Interconnectedness in the Global Financial Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-09, Sep.
• Dumitru-Nicusor Carausu, 2016, "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 661-670, July.
• Diana Sabau Popa & Marcel Ioan Bolos & Ioana Alexandra Bradea, 2016, "Creating Capital Markets Union. Opportunities And Limitations," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 718-726, July.
• Enicov Igor, 2016, "Applying Game Theory In Risk Management," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 283-291, December.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016, "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 357, May.
• Péter Benczúr & Cosmin L. Ilut, 2016, "Evidence for Relational Contracts in Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, volume 14, issue 2, pages 375-404.
• Emmanuel Farhi & Xavier Gabaix, 2016, "Editor's Choice Rare Disasters and Exchange Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 1, pages 1-52.
• Fernando Broner & Jaume Ventura, 2016, "Rethinking the Effects of Financial Globalization," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 3, pages 1497-1542.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 221-260.
• Laurent Frésard & Philip Valta, 2016, "How Does Corporate Investment Respond to Increased Entry Threat?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 5, issue 1, pages 1-35.
• Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016, "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, volume 20, issue 3, pages 1045-1080.
• Michael Ehrmann & David-Jan Jansen, 2016, "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, volume 20, issue 3, pages 1215-1233.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2016, "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 2885-2924.
• Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016, "Currency Premia and Global Imbalances," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2161-2193.
• Anna-Alexandra Frunza & Gabriela Iuliana Munteanu, 2016, "The Need for the Dissemination of Statistical Data and Information," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 177-179, July.
• Lucian BelaÈ™cu & Camelia Budac, 2016, "Considerations on the Impact of the Global Financial Crisis on Economies from Eastern Europe," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 415-420, February.
• González-Fernández, Marcos & González-Velasco, Carmen, 2016, "Which countries pay more or less for their long term debt? A CART approach || ¿Qué países pagan más o menos por su deuda a largo plazo? Una aproximación a través de la metodología CART," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 21, issue 1, pages 103-116, June.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016, "Towards greater diversification in central bank reserves," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 4, pages 295-312, July, DOI: 10.1057/jam.2016.14.
• Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Tomas Meluzin & Michal Bernard Pietrzak, 2016, "Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany," Chapters, Institute of Economic Research, chapter 67, "Proceedings of the International Scientific Conference Quantitative Methods in Economics Multiple Criteria Decision Making XVIII".
• Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker, 2016, "Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany," Chapters, Institute of Economic Research, chapter 33, "34th International Conference Mathematical Methods in Economics MME 2016 Conference Proceedings".
• Tomas Heryan & Jan Ziegelbauer, 2016, "Volatility Of Yields Of Government Bonds Among Giips Countries During The Sovereign Debt Crisis In The Euro Area," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 1, pages 61-74, March, DOI: 10.12775/EQUIL.2016.003.
• Kamil Pastor, 2016, "The influence of financial markets on economic growth," Working Papers, Institute of Economic Research, number 12/2016, May, revised May 2016.
• Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker, 2016, "Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany," Working Papers, Institute of Economic Research, number 21/2016, May, revised May 2016.
• Monika Hadas-Dyduch, 2016, "Econometric-wavelet prediction in spatial aspect," Working Papers, Institute of Economic Research, number 30/2016, Jun, revised Jun 2016.
• Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak, 2016, "Value-at-Risk with Application of DCC-GARCH Model," Working Papers, Institute of Economic Research, number 35/2016, Sep, revised Sep 2016.
• Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak, 2016, "Interdependence among Capital Markets of Germany, Poland and Baltic States," Working Papers, Institute of Economic Research, number 36/2016, Sep, revised Sep 2016.
• Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Michal Bernad Pietrzak & Tomáš Meluzin, 2016, "Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany," Working Papers, Institute of Economic Research, number 4/2016, Feb, revised Feb 2016.
• Ewa Karwowski & Engelbert Stockhammer, 2016, "Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1616, Aug.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016, "Momentum: Strategies, Size and Risk Factor," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 582, Nov.
• Nahavandian, Mohsen & Masih, Mansur, 2016, "Granger-causal relationship between macroeconomic factors and the Malaysian islamic index," MPRA Paper, University Library of Munich, Germany, number 100805, Feb.
• Kamil, Nazrol & Masih, Mansur, 2016, "Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity," MPRA Paper, University Library of Munich, Germany, number 100955, Mar.
• Musa, Mustafa & Masih, Mansur, 2016, "Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 101256, Jul.
• Mahmud, Nurrul Iiyana & Masih, Mansur, 2016, "Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan," MPRA Paper, University Library of Munich, Germany, number 101879, Sep.
• Charnikat, Charnikat & Masih, Mansur, 2016, "Granger-causal relationship between real exchange rate and economic growth: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 108939, Apr.
• Ghafar, Nurul & Masih, Mansur, 2016, "Determinants of unemployment rate in an open economy: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 109916, Aug.
• Khasanov, Khush & Masih, Mansur, 2016, "Macroeconomic variables and oil price: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 110192, Apr.
• Abidin, Tengku & Masih, Mansur, 2016, "The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 110326, Mar.
• Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016, "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper, University Library of Munich, Germany, number 68949.
• Georgescu, George, 2016, "Prospects of Romania’s international investment position and financial stability risks," MPRA Paper, University Library of Munich, Germany, number 69501, Jan.
• Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI, 2016, "The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries," MPRA Paper, University Library of Munich, Germany, number 69510, Feb.
• Phiri, Andrew, 2016, "Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?," MPRA Paper, University Library of Munich, Germany, number 69976, Mar.
• Kollmann, Robert, 2016, "Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer)," MPRA Paper, University Library of Munich, Germany, number 70191.
• Yoshida, Yushi & Susai, Masayuki, 2016, "Stepping out of the limit order book: Empirical evidence from the EBS FX market," MPRA Paper, University Library of Munich, Germany, number 70291, Mar.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper, University Library of Munich, Germany, number 70379, Feb.
• Arfaoui, Mongi & Ben Rejeb, Aymen, 2016, "Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight," MPRA Paper, University Library of Munich, Germany, number 70452, Mar.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "Brexit concerns, UK and European equities: A lose-lose scenario?," MPRA Paper, University Library of Munich, Germany, number 70519, Apr.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "Is uncertainty over Brexit damaging the UK and European equities?," MPRA Paper, University Library of Munich, Germany, number 70520, Apr.
• Georgescu, George, 2016, "Convergența instituțională a României cu Uniunea Europeană
  [Institutional convergence of Romania with the European Union]," MPRA Paper, University Library of Munich, Germany, number 70741, Feb.
• Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016, "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper, University Library of Munich, Germany, number 70770, Apr.
• Cuestas, Juan Carlos & Huang, Ying & Tang, Bo, 2016, "Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?," MPRA Paper, University Library of Munich, Germany, number 70921, Apr.
• Li, Youwei & Waterworth, James, 2016, "Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt," MPRA Paper, University Library of Munich, Germany, number 71221, May.
• Ceylan, Özcan, 2016, "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper, University Library of Munich, Germany, number 71320, May.
• Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016, "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper, University Library of Munich, Germany, number 71709, Jun.
• Hasnul, Al Gifari & Masih, Mansur, 2016, "Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 72086, Jun.
• Halim, Asyraf Abdul & Ariff, Muhammad & Masih, A. Mansur M., 2016, "The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis," MPRA Paper, University Library of Munich, Germany, number 72093, Jun.
• Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016, "What Explains Herd Behavior in the Chinese Stock Market?," MPRA Paper, University Library of Munich, Germany, number 72100, Jun.
• Zdravkovski, Aleksandar, 2016, "Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries," MPRA Paper, University Library of Munich, Germany, number 72182, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
• Danila, Marius, 2016, "Uniunea Pietelor de capital - un proiect esential pentru Europa
  [Capital Markets Union - a vital project for Europe]," MPRA Paper, University Library of Munich, Germany, number 72633, Aug.
• Danila, Marius, 2016, "Implicatii ale plasarii dobanzilor in zona negativa
  [Effects of negative interest rates]," MPRA Paper, University Library of Munich, Germany, number 72634, Mar.
• Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper, University Library of Munich, Germany, number 72733.
• Danila, Marius, 2016, "Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati
  [Changes in the European banking industry following recent requirements and trends]," MPRA Paper, University Library of Munich, Germany, number 72768, Apr.
• Sinha, Pankaj & Mathur, Kritika, 2016, "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper, University Library of Munich, Germany, number 72967, Aug.
• Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía, 2016, "Estudio de las posibilidades de inversión en los mercados frontera
  [Study of the possibilities of investment in the frontier market]," MPRA Paper, University Library of Munich, Germany, number 73618, Sep.
• Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias, 2016, "Financial Development and Geographic Isolation: Global Evidence," MPRA Paper, University Library of Munich, Germany, number 73687, Mar.
• Jiranyakul, Komain, 2016, "Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?," MPRA Paper, University Library of Munich, Germany, number 73791, Sep.
• Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz, 2016, "Wavelet Based Analysis Of Major Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 74083, Jul.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Bua, Giovanna & Trecroci, Carmine, 2016, "International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?," MPRA Paper, University Library of Munich, Germany, number 74771, Oct.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2016, "Common Information in Carry Trade Risk Factors," MPRA Paper, University Library of Munich, Germany, number 75367, Oct.
• Ho, Sin-Yu, 2016, "Global Economic and Financial Crisis: Exploring the Transmission Channels and Impacts on sub-Saharan African Economies," MPRA Paper, University Library of Munich, Germany, number 75658, Dec.
• Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016, "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 75809, Dec.
• Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang, 2016, "The Stock-Bond Comovements and Cross-Market Trading," MPRA Paper, University Library of Munich, Germany, number 75871, Sep.
• Naser, Hanan & Ahmed, Abdul Rashid, 2016, "Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models," MPRA Paper, University Library of Munich, Germany, number 77868, Dec.
• Ripamonti, Alexandre & Kayo, Eduardo, 2016, "Corporate Governance and Capital Structure: Stock, Bonds and Substitution," MPRA Paper, University Library of Munich, Germany, number 79457.
• Naseer, Areef Ahmed & Masih, Mansur, 2016, "Expect the unexpected: housing price bubble on the horizon in Malaysia," MPRA Paper, University Library of Munich, Germany, number 79721, Dec.
• Majeed, Ayesha & Masih, Mansur, 2016, "A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan," MPRA Paper, University Library of Munich, Germany, number 79724, Dec.
• Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
• Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho, 2016, "An Empirical Comparison of Fast and Slow Stochastics," MPRA Paper, University Library of Munich, Germany, number 80559, Aug.
• Boukef Jlassi, Nabila & Hamdi, Helmi & Joyce, Joseph, 2016, "External Liabilities, Domestic Institutions and Banking Crises in Developing Economies," MPRA Paper, University Library of Munich, Germany, number 81120, May, revised 06 Apr 2017.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016, "Market Reaction to Actual Daily Share Repurchases in Greece," MPRA Paper, University Library of Munich, Germany, number 83039, Oct, revised 01 Aug 2017.
• Missaoui, Ibtissem & Ben Rejeb, Jaleleddine & Elkhaldi, Abderrazek, 2016, "Les déterminants institutionnels et macroéconomiques du développement du marché boursier dans les pays de la région MENA
  [Institutional and macroeconomic determinants of stock market development in MENA countries]," MPRA Paper, University Library of Munich, Germany, number 83619, Jan.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016, "Market Reaction to Stock Repurchases in Greece," MPRA Paper, University Library of Munich, Germany, number 85610, Jan, revised 01 Mar 2018.
• Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016, "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper, University Library of Munich, Germany, number 88512, Jan, revised Mar 2016.
• Petranov, Stefan, 2016, "Capital markets union and the prospect for Bulgaria," MPRA Paper, University Library of Munich, Germany, number 92966.
• Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
• Nicholas Apergis & Rangan Gupta, 2016, "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers, University of Pretoria, Department of Economics, number 201634, Apr.
• Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
• Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016, "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201662, Aug.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
• Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
• Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016, "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201690, Dec.
• Michael Princ, 2016, "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 125-137, DOI: 10.18267/j.efaj.167.