Research classified by Journal of Economic Literature (JEL) codes

2016

• Gupta, Rakesh & Yuan, Tian & Roca, Eduardo, 2016, "Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 230-239, DOI: 10.1016/j.irfa.2016.04.004.
• Vithessonthi, Chaiporn, 2016, "Deflation, bank credit growth, and non-performing loans: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 295-305, DOI: 10.1016/j.irfa.2016.04.003.
• Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016, "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 332-349, DOI: 10.1016/j.irfa.2014.09.002.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2016, "Ownership, analyst coverage, and stock synchronicity in China," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 79-96, DOI: 10.1016/j.irfa.2016.02.002.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Grout, Paul A. & Zalewska, Anna, 2016, "Stock market risk in the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 326-345, DOI: 10.1016/j.irfa.2015.11.012.
• Pappas, Vasileios & Ingham, Hilary & Izzeldin, Marwan & Steele, Gerry, 2016, "Will the crisis “tear us apart”? Evidence from the EU," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 346-360, DOI: 10.1016/j.irfa.2015.09.010.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
• Sensoy, Ahmet & Tabak, Benjamin M., 2016, "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 353-371, DOI: 10.1016/j.irfa.2016.06.001.
• Urquhart, Andrew & McGroarty, Frank, 2016, "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 39-49, DOI: 10.1016/j.irfa.2016.06.011.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Herd behavior and equity market liquidity: Evidence from major markets," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 140-149, DOI: 10.1016/j.irfa.2016.09.013.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 209-220, DOI: 10.1016/j.irfa.2016.10.002.
• Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016, "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 221-232, DOI: 10.1016/j.irfa.2016.10.003.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "A melting pot — Gold price forecasts under model and parameter uncertainty," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 282-291, DOI: 10.1016/j.irfa.2016.10.010.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 367-375, DOI: 10.1016/j.irfa.2015.01.001.
• Bhimjee, Diptes C. & Ramos, Sofia B. & Dias, José G., 2016, "Banking industry performance in the wake of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 376-387, DOI: 10.1016/j.irfa.2016.01.005.
• Smimou, K. & Khallouli, W., 2016, "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 388-405, DOI: 10.1016/j.irfa.2015.03.009.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016, "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 406-418, DOI: 10.1016/j.irfa.2015.03.008.
• Rughoo, Aarti & You, Kefei, 2016, "Asian financial integration: Global or regional? Evidence from money and bond markets," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 419-434, DOI: 10.1016/j.irfa.2015.03.007.
• Andreasen, Eugenia & Valenzuela, Patricio, 2016, "Financial openness, domestic financial development and credit ratings," Finance Research Letters, Elsevier, volume 16, issue C, pages 11-18, DOI: 10.1016/j.frl.2015.10.019.
• Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016, "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, volume 16, issue C, pages 171-178, DOI: 10.1016/j.frl.2015.11.001.
• dos Santos, Marco Aurélio & Fávero, Luiz Paulo Lopes & Distadio, Luiz Fernando, 2016, "Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies," Finance Research Letters, Elsevier, volume 16, issue C, pages 179-189, DOI: 10.1016/j.frl.2015.11.002.
• Haugom, Erik & Ray, Rina & Ullrich, Carl J. & Veka, Steinar & Westgaard, Sjur, 2016, "A parsimonious quantile regression model to forecast day-ahead value-at-risk," Finance Research Letters, Elsevier, volume 16, issue C, pages 196-207, DOI: 10.1016/j.frl.2015.12.006.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2016, "Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy," Finance Research Letters, Elsevier, volume 16, issue C, pages 208-219, DOI: 10.1016/j.frl.2015.12.005.
• Auer, Benjamin R., 2016, "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, volume 16, issue C, pages 255-267, DOI: 10.1016/j.frl.2015.12.009.
• Kutan, Ali M. & Muradoğlu, Yaz G., 2016, "Financial and real sector returns, IMF-related news, and the Asian crisis," Finance Research Letters, Elsevier, volume 16, issue C, pages 28-37, DOI: 10.1016/j.frl.2015.10.016.
• Buchner, Axel & Wagner, Niklas, 2016, "The betting against beta anomaly: Fact or fiction?," Finance Research Letters, Elsevier, volume 16, issue C, pages 283-289, DOI: 10.1016/j.frl.2015.12.010.
• Dyhrberg, Anne Haubo, 2016, "Bitcoin, gold and the dollar – A GARCH volatility analysis," Finance Research Letters, Elsevier, volume 16, issue C, pages 85-92, DOI: 10.1016/j.frl.2015.10.008.
• Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016, "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, volume 17, issue C, pages 1-6, DOI: 10.1016/j.frl.2015.10.017.
• Smales, L.A., 2016, "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, volume 17, issue C, pages 125-134, DOI: 10.1016/j.frl.2016.03.010.
• Ghosh, Amit, 2016, "What drives gold demand in central bank's foreign exchange reserve portfolio?," Finance Research Letters, Elsevier, volume 17, issue C, pages 146-150, DOI: 10.1016/j.frl.2016.03.007.
• Gurdgiev, Constantin & Harte, Gerard, 2016, "Tsallis entropy: Do the market size and liquidity matter?," Finance Research Letters, Elsevier, volume 17, issue C, pages 151-157, DOI: 10.1016/j.frl.2016.03.006.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators," Finance Research Letters, Elsevier, volume 17, issue C, pages 158-166, DOI: 10.1016/j.frl.2016.03.005.
• Jin, Xiaoye, 2016, "The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach," Finance Research Letters, Elsevier, volume 17, issue C, pages 167-175, DOI: 10.1016/j.frl.2016.03.004.
• Apergis, Emmanuel & Apergis, Nicholas, 2016, "The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry," Finance Research Letters, Elsevier, volume 17, issue C, pages 186-192, DOI: 10.1016/j.frl.2016.03.002.
• Vortelinos, Dimitrios I. & Saha, Shrabani, 2016, "The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 17, issue C, pages 222-226, DOI: 10.1016/j.frl.2016.03.017.
• Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016, "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, volume 17, issue C, pages 48-54, DOI: 10.1016/j.frl.2016.01.007.
• Geertsema, Paul & Lu, Helen, 2016, "A game-theoretic model of underpricing and over-subscription in Chinese IPO’s," Finance Research Letters, Elsevier, volume 17, issue C, pages 93-96, DOI: 10.1016/j.frl.2016.02.001.
• Kayacetin, Volkan & Lekpek, Senad, 2016, "Turn-of-the-month effect: New evidence from an emerging stock market," Finance Research Letters, Elsevier, volume 18, issue C, pages 142-157, DOI: 10.1016/j.frl.2016.04.012.
• Hossfeld, Oliver & Röthig, Andreas, 2016, "Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market," Finance Research Letters, Elsevier, volume 18, issue C, pages 218-225, DOI: 10.1016/j.frl.2016.04.019.
• Zaremba, Adam, 2016, "Risk-based explanation for the country-level size and value effects," Finance Research Letters, Elsevier, volume 18, issue C, pages 226-233, DOI: 10.1016/j.frl.2016.04.020.
• Philippas, Dionisis & Dragomirescu-Gaina, Catalin, 2016, "Exposing volatility spillovers: A comparative analysis based on vector autoregressive models," Finance Research Letters, Elsevier, volume 18, issue C, pages 302-305, DOI: 10.1016/j.frl.2016.05.002.
• Kolaric, Sascha & Schiereck, Dirk, 2016, "Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels," Finance Research Letters, Elsevier, volume 18, issue C, pages 306-310, DOI: 10.1016/j.frl.2016.05.003.
• Boako, Gideon & Alagidede, Paul, 2016, "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 317-321, DOI: 10.1016/j.frl.2016.05.007.
• Erragragui, Elias & Lagoarde-Segot, Thomas, 2016, "Solving the SRI puzzle? A note on the mainstreaming of ethical investment," Finance Research Letters, Elsevier, volume 18, issue C, pages 32-42, DOI: 10.1016/j.frl.2016.03.018.
• Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory, 2016, "Testing for herding in the Athens Stock Exchange during the crisis period," Finance Research Letters, Elsevier, volume 18, issue C, pages 334-341, DOI: 10.1016/j.frl.2016.05.011.
• Kang, Sang Hoon & Yoon, Seong-Min, 2016, "Dynamic spillovers between Shanghai and London nonferrous metal futures markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 181-188, DOI: 10.1016/j.frl.2016.07.010.
• Li, Yong & Benson, Karen & Faff, Robert, 2016, "Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund," Finance Research Letters, Elsevier, volume 19, issue C, pages 217-221, DOI: 10.1016/j.frl.2016.08.002.
• Ji, Qiang & Fan, Ying, 2016, "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, volume 19, issue C, pages 247-254, DOI: 10.1016/j.frl.2016.08.009.
• Schiereck, Dirk & Kiesel, Florian & Kolaric, Sascha, 2016, "Brexit: (Not) another Lehman moment for banks?," Finance Research Letters, Elsevier, volume 19, issue C, pages 291-297, DOI: 10.1016/j.frl.2016.09.003.
• Atil, Ahmed & Bradford, Marc & Elmarzougui, Abdelaziz & Lahiani, Amine, 2016, "Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation," Finance Research Letters, Elsevier, volume 19, issue C, pages 42-53, DOI: 10.1016/j.frl.2016.06.001.
• Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2016, "The effect of political risk on currency carry trades," Finance Research Letters, Elsevier, volume 19, issue C, pages 75-78, DOI: 10.1016/j.frl.2016.06.005.
• Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria, 2016, "Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 28-54, DOI: 10.1016/j.finmar.2015.07.001.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 55-78, DOI: 10.1016/j.finmar.2015.09.003.
• Piccotti, Louis R., 2016, "Pricing errors and the geography of trade in the foreign exchange market," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 46-69, DOI: 10.1016/j.finmar.2015.08.003.
• Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H., 2016, "Does high-frequency trading increase systemic risk?," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 1-24, DOI: 10.1016/j.finmar.2016.09.004.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016, "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 43-62, DOI: 10.1016/j.finmar.2016.05.001.
• Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016, "Regime-dependent determinants of Euro area sovereign CDS spreads," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 10-21, DOI: 10.1016/j.jfs.2015.11.004.
• Ho, Po-Hsin & Chen, Hung-Kun & Lin, Chih-Yung & Chi, Che-Wei, 2016, "Does monitoring by the media improve the performance of government banks?," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 76-87, DOI: 10.1016/j.jfs.2015.12.006.
• Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun, 2016, "Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.jfs.2016.03.003.
• Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir, 2016, "Impact of legal institutions on IPO survival: A global perspective," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 98-112, DOI: 10.1016/j.jfs.2016.06.003.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2016, "Pricing default risk: The good, the bad, and the anomaly," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 190-213, DOI: 10.1016/j.jfs.2016.07.001.
• Georgiadis, Georgios & Gräb, Johannes, 2016, "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 257-265, DOI: 10.1016/j.jfs.2016.07.009.
• Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros, 2016, "Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 62-77, DOI: 10.1016/j.jfs.2016.08.005.
• Sarlin, Peter, 2016, "Macroprudential oversight, risk communication and visualization," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 160-179, DOI: 10.1016/j.jfs.2015.12.005.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Chen, Xiaoyu & Chiang, Thomas C., 2016, "Stock returns and economic forces—An empirical investigation of Chinese markets," Global Finance Journal, Elsevier, volume 30, issue C, pages 45-65, DOI: 10.1016/j.gfj.2016.01.001.
• Ngo, Thanh & Susnjara, Jurica, 2016, "Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage," Global Finance Journal, Elsevier, volume 31, issue C, pages 42-56, DOI: 10.1016/j.gfj.2016.04.002.
• Bahmani-Oskooee, Mohsen & Saha, Sujata, 2016, "Do exchange rate changes have symmetric or asymmetric effects on stock prices?," Global Finance Journal, Elsevier, volume 31, issue C, pages 57-72, DOI: 10.1016/j.gfj.2016.06.005.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016, "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, volume 102, issue C, pages 188-208, DOI: 10.1016/j.jinteco.2016.03.012.
• Bodnaruk, Andriy & Manconi, Alberto & Massa, Massimo, 2016, "Cross-border alliances and risk management," Journal of International Economics, Elsevier, volume 102, issue C, pages 22-49, DOI: 10.1016/j.jinteco.2016.05.002.
• Julio, Brandon & Yook, Youngsuk, 2016, "Policy uncertainty, irreversibility, and cross-border flows of capital," Journal of International Economics, Elsevier, volume 103, issue C, pages 13-26, DOI: 10.1016/j.jinteco.2016.08.004.
• Kara, Gazi Ishak, 2016, "Systemic risk, international regulation, and the limits of coordination," Journal of International Economics, Elsevier, volume 99, issue C, pages 192-222, DOI: 10.1016/j.jinteco.2015.11.007.
• David, Joel M. & Simonovska, Ina, 2016, "Correlated beliefs, returns, and stock market volatility," Journal of International Economics, Elsevier, volume 99, issue S1, pages 58-77, DOI: 10.1016/j.jinteco.2015.11.006.
• Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016, "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, volume 99, issue S1, pages 78-96, DOI: 10.1016/j.jinteco.2015.12.007.
• Fowowe, Babajide & Shuaibu, Mohammed, 2016, "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, volume 148, issue C, pages 59-80, DOI: 10.1016/j.inteco.2016.06.003.
• Lin, Hsiao-Mei & Fok, Robert (Chi-Wing) & Yang, Shih-An & Chang, Yuanchen, 2016, "The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 26-45, DOI: 10.1016/j.intfin.2015.07.003.
• Huang, Ying & Jacoby, Gady & Jiang, Christine X., 2016, "The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 146-157, DOI: 10.1016/j.intfin.2016.04.003.
• Naifar, Nader & Hammoudeh, Shawkat & Al dohaiman, Mohamed S., 2016, "Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 148-165, DOI: 10.1016/j.intfin.2016.05.003.
• Gozgor, Giray & Lau, Chi Keung Marco & Bilgin, Mehmet Huseyin, 2016, "Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 35-45, DOI: 10.1016/j.intfin.2016.04.008.
• Eross, Andrea & Urquhart, Andrew & Wolfe, Simon, 2016, "Liquidity risk contagion in the interbank market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 142-155, DOI: 10.1016/j.intfin.2016.07.005.
• Beaulieu, Marie-Claude & Gagnon, Marie-Hélène & Khalaf, Lynda, 2016, "Less is more: Testing financial integration using identification-robust asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 171-190, DOI: 10.1016/j.intfin.2016.07.007.

2015

• Andreasen, Eugenia & Valenzuela, Patricio, 2015, "Financial Openness, Domestic Financial Development and Credit Ratings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-06, Jun.
• Fischer, Ronald & Huerta, Diego & Valenzuela, Patricio, 2015, "Inequality and Private Credit," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-12, Aug.
• Serhan Cevik & Joshua Charap, 2015, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 111-124.
• Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015, "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 324-333.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 354-364.
• Makram Nouaili & Ezzeddine Abaoub & Anis Ochi, 2015, "The Determinants of Banking Performance in Front of Financial Changes: Case of Trade Banks in Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 410-417.
• Nurullah Gur, 2015, "Financial Integration, Financial Dependence and Employment Growth," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 493-500.
• Cuneyt Dumrul & Yasemin Dumrul, 2015, "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 701-708.
• Berna Aydogan & Istemi Berk, 2015, "Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 54-68.
• Saleh Mothana Obadi & Matej Korcek, 2015, "Investigation of Driving Forces of Energy Consumption in European Union 28 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 422-432.
• Mohammad Z. Hasan & Ronald A. Ratti, 2015, "Coal Sector Returns and Oil Prices: Developed and Emerging Countries," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 515-524.
• Katerin Hern ndez-Gamarra & Julio Sarmiento-Sabogal & Edgardo Cayon-Fallon, 2015, "A Test of the Market Efficiency of the Integrated Latin American Market (MILA) Index in Relation to Changes in the Price of Oil," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 534-539.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Pricing and spread components at the Lima Stock Exchange," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Eugenia Andreasen & Patricio Valenzuela, 2015, "Financial Openness, Domestic Financial Development and Credit Ratings," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 315.
• Diego Huerta & Ronald Fischer & Patricio Valenzuela, 2015, "Inequality and Private Credit," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 316.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015, "Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-65, Jan.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-75, Jun.
• Eiler, Lisa A. & Miranda-Lopez, Jose & Tama-Sweet, Isho, 2015, "The Impact of Accounting Disclosures and the Regulatory Environment on the Information Content of Earnings Announcements," The International Journal of Accounting, Elsevier, volume 50, issue 2, pages 142-169, DOI: 10.1016/j.intacc.2012.10.008.
• Jin, Xiaoye, 2015, "Volatility transmission and volatility impulse response functions among the Greater China stock markets," Journal of Asian Economics, Elsevier, volume 39, issue C, pages 43-58, DOI: 10.1016/j.asieco.2015.05.004.
• Edirisuriya, Piyadasa & Gunasekarage, Abeyratna & Dempsey, Michael, 2015, "Bank diversification, performance and stock market response: Evidence from listed public banks in South Asian countries," Journal of Asian Economics, Elsevier, volume 41, issue C, pages 69-85, DOI: 10.1016/j.asieco.2015.09.003.
• Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015, "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
• Su, Chen, 2015, "Does institutional reform improve the impact of investment bank reputation on the long-term stock performance of initial public offerings?," The British Accounting Review, Elsevier, volume 47, issue 4, pages 445-470, DOI: 10.1016/j.bar.2015.09.002.
• Burdekin, Richard C.K. & Weidenmier, Marc D., 2015, "Assessing the impact of the Chinese stimulus package at home and abroad: A damp squib?," China Economic Review, Elsevier, volume 33, issue C, pages 137-162, DOI: 10.1016/j.chieco.2015.01.011.
• Shu, Chang & He, Dong & Cheng, Xiaoqiang, 2015, "One currency, two markets: the renminbi's growing influence in Asia-Pacific," China Economic Review, Elsevier, volume 33, issue C, pages 163-178, DOI: 10.1016/j.chieco.2015.01.013.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Gao, Wenlian & Chou, Julia, 2015, "Innovation efficiency, global diversification, and firm value," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 278-298, DOI: 10.1016/j.jcorpfin.2014.12.009.
• An, Zhe & Li, Donghui & Yu, Jin, 2015, "Firm crash risk, information environment, and speed of leverage adjustment," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 132-151, DOI: 10.1016/j.jcorpfin.2015.01.015.
• Huang, Wei & Zhu, Tao, 2015, "Foreign institutional investors and corporate governance in emerging markets: Evidence of a split-share structure reform in China," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 312-326, DOI: 10.1016/j.jcorpfin.2014.10.013.
• Li, Shan & Brockman, Paul & Zurbruegg, Ralf, 2015, "Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 347-362, DOI: 10.1016/j.jcorpfin.2014.10.008.
• Kusnadi, Yuanto, 2015, "Cross-listings and corporate cash savings: International evidence," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 91-107, DOI: 10.1016/j.jcorpfin.2015.03.005.
• Bedendo, Mascia & Colla, Paolo, 2015, "Sovereign and corporate credit risk: Evidence from the Eurozone," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 34-52, DOI: 10.1016/j.jcorpfin.2015.04.006.
• Col, Burcin & Errunza, Vihang, 2015, "Corporate governance and state expropriation risk," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 71-84, DOI: 10.1016/j.jcorpfin.2015.04.005.
• Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015, "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 98-116, DOI: 10.1016/j.jedc.2014.08.016.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Soesmanto, Tommy & Selvanathan, Eliyathamby A. & Selvanathan, Saroja, 2015, "Analysis of the management of currency composition of foreign exchange reserves in Australia," Economic Analysis and Policy, Elsevier, volume 47, issue C, pages 82-89, DOI: 10.1016/j.eap.2015.07.002.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Vuillemey, Guillaume & Peltonen, Tuomas A., 2015, "Disentangling the bond–CDS nexus: A stress test model of the CDS market," Economic Modelling, Elsevier, volume 49, issue C, pages 32-45, DOI: 10.1016/j.econmod.2015.03.015.
• Martín-Barragán, Belén & Ramos, Sofia B. & Veiga, Helena, 2015, "Correlations between oil and stock markets: A wavelet-based approach," Economic Modelling, Elsevier, volume 50, issue C, pages 212-227, DOI: 10.1016/j.econmod.2015.06.010.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Agnello, Luca & Sousa, Ricardo M., 2015, "Can re-regulation of the financial sector strike back public debt?," Economic Modelling, Elsevier, volume 51, issue C, pages 159-171, DOI: 10.1016/j.econmod.2015.07.018.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
• Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015, "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 74-93, DOI: 10.1016/j.najef.2015.03.005.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Martínez-García, Enrique, 2015, "On the sustainability of exchange rate target zones with central parity realignments," Economics Letters, Elsevier, volume 134, issue C, pages 86-89, DOI: 10.1016/j.econlet.2015.06.018.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015, "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, volume 39, issue 2, pages 240-252, DOI: 10.1016/j.ecosys.2014.07.002.
• Lyócsa, Štefan & Baumöhl, Eduard, 2015, "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, volume 39, issue 2, pages 253-268, DOI: 10.1016/j.ecosys.2014.08.001.
• Pan, Deng & Shi, Jing & Wu, Fei & Zhang, Bohui, 2015, "Investor heterogeneity and commonality in stock return and liquidity," Economic Systems, Elsevier, volume 39, issue 3, pages 458-473, DOI: 10.1016/j.ecosys.2015.07.001.
• Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran, 2015, "The dynamic relationship between stock, bond and foreign exchange markets," Economic Systems, Elsevier, volume 39, issue 4, pages 592-607, DOI: 10.1016/j.ecosys.2015.03.002.
• Joëts, Marc, 2015, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, volume 247, issue 1, pages 204-215, DOI: 10.1016/j.ejor.2015.05.061.
• Acquaah, Moses, 2015, "Determinants of corporate listings on stock markets in Sub-Saharan Africa: Evidence from Ghana," Emerging Markets Review, Elsevier, volume 22, issue C, pages 154-175, DOI: 10.1016/j.ememar.2014.10.002.
• Mink, Mark, 2015, "Measuring stock market contagion: Local or common currency returns?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 18-24, DOI: 10.1016/j.ememar.2014.11.003.
• Park, Hyuna, 2015, "Emerging market hedge funds in the United States," Emerging Markets Review, Elsevier, volume 22, issue C, pages 25-42, DOI: 10.1016/j.ememar.2014.11.004.
• Kim, Jun Sik & Ryu, Doojin, 2015, "Are the KOSPI 200 implied volatilities useful in value-at-risk models?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 43-64, DOI: 10.1016/j.ememar.2014.11.001.
• Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015, "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, volume 22, issue C, pages 65-75, DOI: 10.1016/j.ememar.2014.12.001.
• Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin, 2015, "Military regimes and stock market performance," Emerging Markets Review, Elsevier, volume 22, issue C, pages 76-95, DOI: 10.1016/j.ememar.2015.01.001.
• Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015, "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, volume 22, issue C, pages 96-125, DOI: 10.1016/j.ememar.2015.01.002.
• Keefe, Helena Glebocki & Rengifo, Erick W., 2015, "Options and central bank currency market intervention: The case of Colombia," Emerging Markets Review, Elsevier, volume 23, issue C, pages 1-25, DOI: 10.1016/j.ememar.2015.04.011.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Garyn-Tal, Sharon & Lauterbach, Beni, 2015, "The formulation of the four factor model when a considerable proportion of firms is dual-listed," Emerging Markets Review, Elsevier, volume 24, issue C, pages 1-12, DOI: 10.1016/j.ememar.2015.05.006.
• Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015, "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, volume 24, issue C, pages 13-33, DOI: 10.1016/j.ememar.2015.05.005.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
• Smimou, K. & Khallouli, W., 2015, "Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?," Emerging Markets Review, Elsevier, volume 25, issue C, pages 125-153, DOI: 10.1016/j.ememar.2015.07.001.
• Ree, Jack Joo K. & Yoon, Kyoungsoo & Park, Hail, 2015, "FX funding risks and exchange rate volatility," Emerging Markets Review, Elsevier, volume 25, issue C, pages 163-175, DOI: 10.1016/j.ememar.2015.08.002.
• Grisse, Christian & Nitschka, Thomas, 2015, "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 153-164, DOI: 10.1016/j.jempfin.2015.03.006.
• Broto, Carmen & Pérez-Quirós, Gabriel, 2015, "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 165-179, DOI: 10.1016/j.jempfin.2015.03.010.
• Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015, "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 19-34, DOI: 10.1016/j.jempfin.2014.11.003.
• Piccotti, Louis R. & Schreiber, Ben Z., 2015, "Information shares of two parallel currency options markets: Trading costs versus transparency/tradability," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 210-229, DOI: 10.1016/j.jempfin.2015.03.016.
• Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek, 2015, "Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 174-189, DOI: 10.1016/j.jempfin.2015.03.018.
• Ahmed, Jameel & Straetmans, Stefan, 2015, "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 112-130, DOI: 10.1016/j.jempfin.2015.09.001.
• Cho, Dooyeon, 2015, "The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 229-238, DOI: 10.1016/j.jempfin.2015.07.002.
• Mishra, Anil V., 2015, "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 293-312, DOI: 10.1016/j.jempfin.2015.08.001.
• Baillie, Richard T. & Kim, Kun Ho, 2015, "Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 99-111, DOI: 10.1016/j.jempfin.2015.08.007.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015, "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, volume 48, issue C, pages 46-60, DOI: 10.1016/j.eneco.2014.12.004.
• Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015, "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, volume 49, issue C, pages 227-238, DOI: 10.1016/j.eneco.2015.01.027.
• Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015, "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, volume 49, issue C, pages 540-549, DOI: 10.1016/j.eneco.2015.03.023.
• Cotter, John & Hanly, Jim, 2015, "Performance of utility based hedges," Energy Economics, Elsevier, volume 49, issue C, pages 718-726, DOI: 10.1016/j.eneco.2015.04.004.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
• Tsai, Chun-Li, 2015, "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, volume 50, issue C, pages 47-62, DOI: 10.1016/j.eneco.2015.04.012.
• Le, Thai-Ha & Chang, Youngho, 2015, "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, volume 51, issue C, pages 261-274, DOI: 10.1016/j.eneco.2015.06.019.
• Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015, "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, volume 51, issue C, pages 430-444, DOI: 10.1016/j.eneco.2015.08.005.
• Wan, Jer-Yuh & Kao, Chung-Wei, 2015, "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, volume 52, issue PA, pages 160-175, DOI: 10.1016/j.eneco.2015.10.003.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2015, "Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle," Energy Policy, Elsevier, volume 87, issue C, pages 72-82, DOI: 10.1016/j.enpol.2015.08.039.
• Krapl, Alain A., 2015, "Corporate international diversification and risk," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 1-13, DOI: 10.1016/j.irfa.2014.11.005.
• Krapl, Alain & O'Brien, Thomas J., 2015, "Direct versus indirect regression estimates of foreign exchange cash flow exposure," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 103-112, DOI: 10.1016/j.irfa.2014.11.018.
• O'Hagan-Luff, Martha & Berrill, Jenny, 2015, "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.01.002.
• Galariotis, Emilios & Giouvris, Evangelos, 2015, "On the stock market liquidity and the business cycle: A multi country approach," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 44-69, DOI: 10.1016/j.irfa.2015.01.009.
• Chan, Ann L.-C. & Hsu, Audrey W.-H. & Lee, Edward, 2015, "Mandatory adoption of IFRS and timely loss recognition across Europe: The effect of corporate finance incentives," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 70-82, DOI: 10.1016/j.irfa.2015.02.002.
• Gębka, Bartosz & Serwa, Dobromił, 2015, "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 147-157, DOI: 10.1016/j.irfa.2015.03.001.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015, "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 167-178, DOI: 10.1016/j.irfa.2015.01.012.
• Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015, "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 32-44, DOI: 10.1016/j.irfa.2015.02.006.
• Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel, 2015, "Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 7-18, DOI: 10.1016/j.irfa.2015.01.015.
• Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015, "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 72-83, DOI: 10.1016/j.irfa.2015.01.007.
• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015, "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 194-206, DOI: 10.1016/j.irfa.2015.05.018.
• Kim, Suk-Joong, 2015, "Australian Dollar carry trades: Time varying probabilities and determinants," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 64-75, DOI: 10.1016/j.irfa.2015.03.015.
• Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015, "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 76-87, DOI: 10.1016/j.irfa.2015.03.017.
• O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015, "The financial economics of gold — A survey," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 186-205, DOI: 10.1016/j.irfa.2015.07.005.
• Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015, "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 218-236, DOI: 10.1016/j.irfa.2015.03.013.
• Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015, "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 247-256, DOI: 10.1016/j.irfa.2015.03.011.
• Bampinas, Georgios & Panagiotidis, Theodore, 2015, "Are gold and silver a hedge against inflation? A two century perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 267-276, DOI: 10.1016/j.irfa.2015.02.007.
• Ciner, Cetin, 2015, "Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 277-283, DOI: 10.1016/j.irfa.2015.01.019.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015, "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 284-291, DOI: 10.1016/j.irfa.2015.01.018.
• Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang, 2015, "Trading costs on the Stock Exchange of Thailand," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 31-40, DOI: 10.1016/j.irfa.2015.05.008.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.
• Wang, Yi-Chen & Wang, Ching-Wen & Huang, Chia-Hsing, 2015, "The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 41-51, DOI: 10.1016/j.irfa.2015.05.020.
• Poskitt, Russell & Dassanayake, Wajira, 2015, "Modelling the lowballing of the LIBOR fixing," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 270-277, DOI: 10.1016/j.irfa.2015.08.003.
• Balli, Faruk & Balli, Hatice O. & Jean Louis, Rosmy & Vo, Tuan Kiet, 2015, "The transmission of market shocks and bilateral linkages: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 349-357, DOI: 10.1016/j.irfa.2015.08.010.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok, 2015, "Currency competition between the dollar and euro: Evidence from exchange rate behaviors," Finance Research Letters, Elsevier, volume 12, issue C, pages 100-108, DOI: 10.1016/j.frl.2014.11.003.
• Ozturk, Serda Selin & Richard, Jean-Francois, 2015, "Stochastic volatility and leverage: Application to a panel of S&P500 stocks," Finance Research Letters, Elsevier, volume 12, issue C, pages 67-76, DOI: 10.1016/j.frl.2014.11.006.
• He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2015, "Stock market interdependence between China and the world: A multi-factor R-squared approach," Finance Research Letters, Elsevier, volume 13, issue C, pages 125-129, DOI: 10.1016/j.frl.2015.02.005.
• Alemany, Aida & Ballester, Laura & González-Urteaga, Ana, 2015, "Volatility spillovers in the European bank CDS market," Finance Research Letters, Elsevier, volume 13, issue C, pages 137-147, DOI: 10.1016/j.frl.2015.02.003.
• Baur, Dirk G. & Löffler, Gunter, 2015, "Predicting the equity premium with the demand for gold coins and bars," Finance Research Letters, Elsevier, volume 13, issue C, pages 172-178, DOI: 10.1016/j.frl.2015.01.007.
• Wu, Shue-Jen & Lee, Wei-Ming, 2015, "Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators," Finance Research Letters, Elsevier, volume 13, issue C, pages 196-204, DOI: 10.1016/j.frl.2015.01.003.
• Boudt, Kris & Lu, Wanbo & Peeters, Benedict, 2015, "Higher order comoments of multifactor models and asset allocation," Finance Research Letters, Elsevier, volume 13, issue C, pages 225-233, DOI: 10.1016/j.frl.2014.12.008.
• Neaime, Simon, 2015, "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.frl.2015.03.001.