Research classified by Journal of Economic Literature (JEL) codes

2016

• Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016, "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 5-23.
• Schiereck, D. & Kiesel, F. & Kolaric, S., 2016, "Brexit: (Not) another Lehman moment for banks?," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 82881, Nov, DOI: 10.1016/j.frl.2016.09.003.
• Иван Иванов, 2016, "Алтернативни Инвестиции В Зелена Енергия," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 11, issue 11 Year 2, pages 705-714.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1545.
• Dieter Schumacher, 2016, "The Integration of International Financial Markets: An Attempt to Quantify Contagion in an Input-Output-Type Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1554.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1558.
• Christian Dreger & Dieter Gerdesmeier & Barbara Roffia, 2016, "Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1606.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The 'Real' Explanation of the Feldstein-Horioka Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0962, Mar.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The ‘Real’ Explanation of the PPP Puzzle," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0969, Apr.
• Charles Yuji Horioka & Nicholas Ford, 2016, "A Possible Explanation of the ‘Exchange Rate Disconnect Puzzle’: A Common Solution to Three," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0977, Jul.
• Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond-Feingold, 2016, "Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-16.
• Raphael Hekimian & David Le Bris, 2016, "US Crashes of 2008 and 1929 How did the French market react? An empirical study," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-21.
• Francisco JAREÑO & Marta TOLENTINO & Loredana NEGRUT, 2016, "A Straightforward Analysis of Sector Portfolios in the US Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 1, pages 105-114.
• Cumhur Åžahin & Hüseyin Altay, 2016, "Examination of the Relationship between Turkey's Credit Default Swap (CDS) Points and Unemployment," Eurasian Business & Economics Journal, Eurasian Academy Of Sciences, volume 4, issue 4, pages 52-67, February, DOI: 10.17740/eas.econ.2016.V4-05.
• Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016, "Short Selling in the Tails," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-30, Sep.
• Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016, "Sovereign to corporate risk spillovers," Working Paper Series, European Central Bank, number 1878, Jan.
• Sarlin, Peter & Holopainen, Markus, 2016, "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Working Paper Series, European Central Bank, number 1900, May.
• Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016, "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series, European Central Bank, number 1901, May.
• Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016, "Pricing sovereign credit risk of an emerging market," Working Paper Series, European Central Bank, number 1924, Jun.
• De Santis, Roberto A., 2016, "Credit spreads, economic activity and fragmentation," Working Paper Series, European Central Bank, number 1930, Jul.
• 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.
• Lucas, André & Zhang, Xin, 2016, "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 293-302, DOI: 10.1016/j.ijforecast.2015.09.003.
• Murtinu, Samuele & Scalera, Vittoria G., 2016, "Sovereign Wealth Funds' Internationalization Strategies: The Use of Investment Vehicles," Journal of International Management, Elsevier, volume 22, issue 3, pages 249-264, DOI: 10.1016/j.intman.2016.03.003.
• Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016, "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 191-212, DOI: 10.1016/j.jbankfin.2014.09.003.
• Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea, 2016, "Downside and upside risk spillovers between exchange rates and stock prices," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 76-96, DOI: 10.1016/j.jbankfin.2015.10.011.
• Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao, 2016, "The systemic risk of European banks during the financial and sovereign debt crises," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 107-125, DOI: 10.1016/j.jbankfin.2015.09.007.
• Tourani-Rad, Alireza & Gilbert, Aaron & Chen, Jun, 2016, "Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 95-106, DOI: 10.1016/j.jbankfin.2015.08.006.
• Górnicka, Lucyna A. & Zoican, Marius A., 2016, "Too-international-to-fail? Supranational bank resolution and market discipline," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 41-58, DOI: 10.1016/j.jbankfin.2016.01.005.
• Aysun, Uluc & Hepp, Ralf, 2016, "The determinants of global bank lending: Evidence from bilateral cross-country data," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2015.11.020.
• Orlov, Vitaly, 2016, "Currency momentum, carry trade, and market illiquidity," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 1-11, DOI: 10.1016/j.jbankfin.2016.02.010.
• An, Zhe & Li, Donghui & Yu, Jin, 2016, "Earnings management, capital structure, and the role of institutional environments," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 131-152, DOI: 10.1016/j.jbankfin.2016.02.007.
• Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang, 2016, "National culture and the cost of debt," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2016.04.001.
• Zhu, Wenjun & Wang, Chou-Wen & Tan, Ken Seng, 2016, "Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2016.01.011.
• Chen, Hanwen & Huang, Henry He & Lobo, Gerald J. & Wang, Chong, 2016, "Religiosity and the cost of debt," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 70-85, DOI: 10.1016/j.jbankfin.2016.06.005.
• Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M., 2016, "Financial innovation: The bright and the dark sides," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 28-51, DOI: 10.1016/j.jbankfin.2016.06.012.
• Milcheva, Stanimira & Zhu, Bing, 2016, "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 148-171, DOI: 10.1016/j.jbankfin.2015.07.002.
• Caiazza, Stefano & Pozzolo, Alberto Franco, 2016, "The determinants of failed takeovers in the banking sector: Deal or country characteristics?," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 92-103, DOI: 10.1016/j.jbankfin.2016.04.011.
• Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016, "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 99-112, DOI: 10.1016/j.jbankfin.2016.09.011.
• Abdelsalam, Omneya & Dimitropoulos, Panagiotis & Elnahass, Marwa & Leventis, Stergios, 2016, "Earnings management behaviors under different monitoring mechanisms: The case of Islamic and conventional banks," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 155-173, DOI: 10.1016/j.jebo.2016.04.022.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016, "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 23-38, DOI: 10.1016/j.jebo.2015.09.018.
• Ashraf, Dawood & Khawaja, Mohsin, 2016, "Does the Shariah screening process matter? Evidence from Shariah compliant portfolios," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 77-92, DOI: 10.1016/j.jebo.2016.10.003.
• Kumar, Satish, 2016, "Revisiting calendar anomalies: Three decades of multicurrency evidence," Journal of Economics and Business, Elsevier, volume 86, issue C, pages 16-32, DOI: 10.1016/j.jeconbus.2016.04.001.
• Holderness, Clifford G. & Pontiff, Jeffrey, 2016, "Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 252-268, DOI: 10.1016/j.jfineco.2016.01.011.
• Cremers, Martijn & Ferreira, Miguel A. & Matos, Pedro & Starks, Laura, 2016, "Indexing and active fund management: International evidence," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 539-560, DOI: 10.1016/j.jfineco.2016.02.008.
• Halling, Michael & Yu, Jin & Zechner, Josef, 2016, "Leverage dynamics over the business cycle," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 21-41, DOI: 10.1016/j.jfineco.2016.07.001.
• Jacobs, Heiko, 2016, "Market maturity and mispricing," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 270-287, DOI: 10.1016/j.jfineco.2016.01.030.
• Correa, Ricardo & Lel, Ugur, 2016, "Say on pay laws, executive compensation, pay slice, and firm valuation around the world," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 500-520, DOI: 10.1016/j.jfineco.2016.09.003.
• Lo Duca, Marco & Nicoletti, Giulio & Vidal Martínez, Ariadna, 2016, "Global corporate bond issuance: What role for US quantitative easing?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 114-150, DOI: 10.1016/j.jimonfin.2015.07.013.
• Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro, 2016, "Market frictions and the pricing of sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 223-252, DOI: 10.1016/j.jimonfin.2015.04.006.
• Procasky, William J. & Ujah, Nacasius U., 2016, "Terrorism and its impact on the cost of debt," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 253-266, DOI: 10.1016/j.jimonfin.2015.04.007.
• Doukas, John A. & Hoque, Hafiz, 2016, "Why firms favour the AIM when they can list on main market?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 378-404, DOI: 10.1016/j.jimonfin.2015.10.001.
• Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016, "What drives international portfolio flows?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 53-72, DOI: 10.1016/j.jimonfin.2015.03.006.
• Adler, Gustavo & Djigbenou, Marie-Louise & Sosa, Sebastian, 2016, "Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 8-28, DOI: 10.1016/j.jimonfin.2015.03.007.
• Cenedese, Gino & Mallucci, Enrico, 2016, "What moves international stock and bond markets?," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 94-113, DOI: 10.1016/j.jimonfin.2015.05.001.
• Bergin, Paul R. & Pyun, Ju Hyun, 2016, "International portfolio diversification and multilateral effects of correlations," Journal of International Money and Finance, Elsevier, volume 62, issue C, pages 52-71, DOI: 10.1016/j.jimonfin.2015.12.012.
• Reinhart, Carmen M. & Reinhart, Vincent & Tashiro, Takeshi, 2016, "Does reserve accumulation crowd out investment?," Journal of International Money and Finance, Elsevier, volume 63, issue C, pages 89-111, DOI: 10.1016/j.jimonfin.2015.11.004.
• Fabozzi, Frank J. & Giacometti, Rosella & Tsuchida, Naoshi, 2016, "Factor decomposition of the Eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jimonfin.2016.03.003.
• Corneli, Flavia & Tarantino, Emanuele, 2016, "Sovereign debt and reserves with liquidity and productivity crises," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 166-194, DOI: 10.1016/j.jimonfin.2016.02.016.
• Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016, "Diversification with volatility products," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 213-235, DOI: 10.1016/j.jimonfin.2016.03.002.
• Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 32-48, DOI: 10.1016/j.jimonfin.2015.12.006.
• Fatum, Rasmus & Yamamoto, Yohei, 2016, "Intra-safe haven currency behavior during the global financial crisis," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 49-64, DOI: 10.1016/j.jimonfin.2015.12.007.
• Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016, "China's capital flight: Pre- and post-crisis experiences," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 88-112, DOI: 10.1016/j.jimonfin.2015.12.009.
• Drago, Danilo & Gallo, Raffaele, 2016, "The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 264-286, DOI: 10.1016/j.jimonfin.2016.06.004.
• Cakici, Nusret & Tang, Yi & Yan, An, 2016, "Do the size, value, and momentum factors drive stock returns in emerging markets?," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 179-204, DOI: 10.1016/j.jimonfin.2016.06.001.
• Wu, Eliza & Erdem, Magdalena & Kalotychou, Elena & Remolona, Eli, 2016, "The anatomy of sovereign risk contagion," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 264-286, DOI: 10.1016/j.jimonfin.2016.07.002.
• Ito, Takatoshi & Koibuchi, Satoshi & Sato, Kiyotaka & Shimizu, Junko, 2016, "Exchange rate exposure and risk management: The case of Japanese exporting firms," Journal of the Japanese and International Economies, Elsevier, volume 41, issue C, pages 17-29, DOI: 10.1016/j.jjie.2016.05.001.
• Galstyan, Vahagn & Lane, Philip R. & Mehigan, Caroline & Mercado, Rogelio, 2016, "The holders and issuers of international portfolio securities," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 100-108, DOI: 10.1016/j.jjie.2016.08.001.
• Fukuda, Shin-ichi, 2016, "Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 109-122, DOI: 10.1016/j.jjie.2016.10.001.
• Elias, Christopher J., 2016, "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 203-223, DOI: 10.1016/j.jmacro.2016.07.006.
• Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016, "Increasing trends in the excess comovement of commodity prices," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 48-64, DOI: 10.1016/j.jcomm.2016.02.001.
• Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
• Reboredo, Juan C. & Ugolini, Andrea, 2016, "The impact of downward/upward oil price movements on metal prices," Resources Policy, Elsevier, volume 49, issue C, pages 129-141, DOI: 10.1016/j.resourpol.2016.05.006.
• Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016, "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.005.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 26-36, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Ghadhab, Imen, 2016, "The effect of additional foreign market presence on the trading volume of cross-listed/traded stocks," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 18-27, DOI: 10.1016/j.mulfin.2015.12.002.
• Thapa, Chandra & Neupane, Suman & Marshall, Andrew, 2016, "Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 46-64, DOI: 10.1016/j.mulfin.2016.01.001.
• Bhaumik, S. & Karanasos, M. & Kartsaklas, A., 2016, "The informative role of trading volume in an expanding spot and futures market," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 24-40, DOI: 10.1016/j.mulfin.2016.03.002.
• Bahloul, Walid & Bouri, Abdelfettah, 2016, "The impact of investor sentiment on returns and conditional volatility in U.S. futures markets," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 89-102, DOI: 10.1016/j.mulfin.2016.07.003.
• Ghadhab, Imen & Hellara, Slaheddine, 2016, "Cross-listing and value creation," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 1-11, DOI: 10.1016/j.mulfin.2016.08.001.
• Zou, Liping & Tang, Tiantian & Li, Xiaoming, 2016, "The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 12-28, DOI: 10.1016/j.mulfin.2016.11.002.
• Charfeddine, Lanouar & Benlagha, Noureddine, 2016, "A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 168-189, DOI: 10.1016/j.mulfin.2016.10.003.
• Kang, Jangkoo & Kwon, Kyung Yoon & Park, Hyoung-jin, 2016, "Foreign investors and the delay of information dissemination in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2016.03.004.
• Suh, Sangwon & Kim, Young Ju, 2016, "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 161-176, DOI: 10.1016/j.pacfin.2016.04.003.
• Mishra, Anil V., 2016, "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 101-123, DOI: 10.1016/j.pacfin.2016.06.004.
• Gerlach, Jeffrey R. & Yook, Youngsuk, 2016, "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 178-196, DOI: 10.1016/j.pacfin.2016.05.009.
• Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016, "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 1-16, DOI: 10.1016/j.pacfin.2016.07.002.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016, "Why does the Euro fail? The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 443, issue C, pages 543-554, DOI: 10.1016/j.physa.2015.10.013.
• Sharma, Prateek & Vipul,, 2016, "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 222-230, DOI: 10.1016/j.qref.2015.07.005.
• Huang, Wanling & Mollick, André Varella & Nguyen, Khoa Huu, 2016, "U.S. stock markets and the role of real interest rates," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 231-242, DOI: 10.1016/j.qref.2015.07.006.
• Auer, Benjamin R. & Schuhmacher, Frank, 2016, "Do socially (ir)responsible investments pay? New evidence from international ESG data," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 51-62, DOI: 10.1016/j.qref.2015.07.002.
• Auer, Benjamin R. & Hoffmann, Andreas, 2016, "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 201-208, DOI: 10.1016/j.qref.2016.02.007.
• Naifar, Nader, 2016, "Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 29-39, DOI: 10.1016/j.qref.2015.10.004.
• Peiró, Amado, 2016, "Stock prices and macroeconomic factors: Some European evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 287-294, DOI: 10.1016/j.iref.2015.08.004.
• Guo, Liang, 2016, "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 309-334, DOI: 10.1016/j.iref.2015.08.002.
• Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen, 2016, "Global risk spillover and the predictability of sovereign CDS spread: International evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 371-390, DOI: 10.1016/j.iref.2015.10.047.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016, "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 167-185, DOI: 10.1016/j.iref.2015.11.003.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016, "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 257-276, DOI: 10.1016/j.iref.2015.11.005.
• He, Qing & Korhonen, Iikka & Guo, Junjie & Liu, Fangge, 2016, "The geographic distribution of international currencies and RMB internationalization," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 442-458, DOI: 10.1016/j.iref.2015.10.015.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016, "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 88-102, DOI: 10.1016/j.iref.2015.11.001.
• Chiang, Thomas C. & Chen, Xiaoyu, 2016, "Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 107-120, DOI: 10.1016/j.iref.2015.10.034.
• Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung, 2016, "Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 59-71, DOI: 10.1016/j.iref.2015.10.031.
• Ferrer, Román & Bolós, Vicente J. & Benítez, Rafael, 2016, "Interest rate changes and stock returns: A European multi-country study with wavelets," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 1-12, DOI: 10.1016/j.iref.2016.03.001.
• Gomes, Pedro & Taamouti, Abderrahim, 2016, "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 103-117, DOI: 10.1016/j.iref.2016.03.005.
• Belkhir, Mohamed & Ben-Nasr, Hamdi, 2016, "Labor protection and the privatization or partial privatization method," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 305-322, DOI: 10.1016/j.iref.2016.02.008.
• Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016, "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 395-411, DOI: 10.1016/j.iref.2016.02.003.
• Aktürk, Halit, 2016, "Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 230-246, DOI: 10.1016/j.iref.2016.06.002.
• Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016, "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 358-375, DOI: 10.1016/j.iref.2016.04.002.
• Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
• Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016, "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 180-195, DOI: 10.1016/j.iref.2016.09.004.
• Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene, 2016, "Extreme risk spillover effects in world gold markets and the global financial crisis," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 55-77, DOI: 10.1016/j.iref.2016.08.004.
• Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016, "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, volume 29, issue C, pages 2-11, DOI: 10.1016/j.rfe.2015.05.002.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2016, "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, Elsevier, volume 31, issue C, pages 75-82, DOI: 10.1016/j.rfe.2016.06.002.
• Al Nasser, Omar M. & Hajilee, Massomeh, 2016, "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 1-12, DOI: 10.1016/j.ribaf.2015.09.025.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Ben Rejeb, Aymen & Arfaoui, Mongi, 2016, "Financial market interdependencies: A quantile regression analysis of volatility spillover," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 140-157, DOI: 10.1016/j.ribaf.2015.09.022.
• Jin, Xiaoye & An, Ximeng, 2016, "Global financial crisis and emerging stock market contagion: A volatility impulse response function approach," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 179-195, DOI: 10.1016/j.ribaf.2015.09.019.
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• Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016, "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 212-221, DOI: 10.1016/j.ribaf.2015.09.011.
• Assaf, Ata, 2016, "MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 222-240, DOI: 10.1016/j.ribaf.2015.09.003.
• Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2016, "On emerging stock market contagion: The Baltic region," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 312-321, DOI: 10.1016/j.ribaf.2015.09.035.
• Dimic, Nebojsa & Kiviaho, Jarno & Piljak, Vanja & Äijö, Janne, 2016, "Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 41-51, DOI: 10.1016/j.ribaf.2015.09.001.
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• Sui, Lu & Sun, Lijuan, 2016, "Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 459-471, DOI: 10.1016/j.ribaf.2015.10.011.
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• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• Nicolas DEBARSY & Jean-Yves GNABO & Malik KERKOUR, 2016, "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2173.
• Cüneyt Akar, 2016, "Analyzing the Synchronization between the Financial and Business Cycles in Turkey," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 25-35.
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• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016, "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 1-21, Jan-June.
• Mobeen Ur Rehman, 2016, "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 2, pages 121-151, July-Dec.
• Reinhart, Carmen M. & Trebesch, Christoph, 2016, "The International Monetary Fund: 70 Years of Reinvention," Munich Reprints in Economics, University of Munich, Department of Economics, number 43462.
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