Research classified by Journal of Economic Literature (JEL) codes

2015

• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015, "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, volume 13, issue C, pages 90-96, DOI: 10.1016/j.frl.2015.02.009.
• Erragraguy, Elias & Revelli, Christophe, 2015, "Should Islamic investors consider SRI criteria in their investment strategies?," Finance Research Letters, Elsevier, volume 14, issue C, pages 11-19, DOI: 10.1016/j.frl.2015.07.003.
• Peltomäki, Jarkko & Vähämaa, Emilia, 2015, "Investor attention to the Eurozone crisis and herding effects in national bank stock indexes," Finance Research Letters, Elsevier, volume 14, issue C, pages 111-116, DOI: 10.1016/j.frl.2015.05.009.
• Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015, "Intraday exchange rate volatility transmissions across QE announcements," Finance Research Letters, Elsevier, volume 14, issue C, pages 128-134, DOI: 10.1016/j.frl.2015.05.007.
• Cimini, Riccardo, 2015, "Eurozone network “Connectedness” after fiscal year 2008," Finance Research Letters, Elsevier, volume 14, issue C, pages 160-166, DOI: 10.1016/j.frl.2015.05.003.
• Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015, "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, volume 14, issue C, pages 87-92, DOI: 10.1016/j.frl.2015.05.012.
• Kleimeier, Stefanie & Chaudhry, Sajid M., 2015, "Cultural differences and the structure of loan syndicates," Finance Research Letters, Elsevier, volume 15, issue C, pages 115-124, DOI: 10.1016/j.frl.2015.09.001.
• Dodd, Olga & Frijns, Bart, 2015, "Cross-listing decisions and the foreign bias of investors," Finance Research Letters, Elsevier, volume 15, issue C, pages 160-166, DOI: 10.1016/j.frl.2015.09.006.
• Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2015, "The political risk factor in emerging, frontier, and developed stock markets," Finance Research Letters, Elsevier, volume 15, issue C, pages 239-245, DOI: 10.1016/j.frl.2015.10.007.
• Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo, 2015, "Stock return predictability in South Africa: The role of major developed markets," Finance Research Letters, Elsevier, volume 15, issue C, pages 257-265, DOI: 10.1016/j.frl.2015.10.014.
• Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio, 2015, "Granger causality and systemic risk," Finance Research Letters, Elsevier, volume 15, issue C, pages 49-58, DOI: 10.1016/j.frl.2015.08.003.
• Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui, 2015, "Cross-listings and liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 1-26, DOI: 10.1016/j.finmar.2014.11.003.
• He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015, "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 27-49, DOI: 10.1016/j.finmar.2014.10.002.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2015, "Frontier market transaction costs and diversification," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.finmar.2015.04.002.
• Cifarelli, Giulio & Paladino, Giovanna, 2015, "A dynamic model of hedging and speculation in the commodity futures markets," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 1-15, DOI: 10.1016/j.finmar.2015.07.002.
• Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015, "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 64-84, DOI: 10.1016/j.finmar.2015.09.004.
• Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu, 2015, "Short sales and the weekend effect—Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 85-102, DOI: 10.1016/j.finmar.2015.06.005.
• Kadilli, Anjeza, 2015, "Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 26-45, DOI: 10.1016/j.jfs.2015.09.004.
• Sogiakas, Vasilios & Karathanassis, George, 2015, "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 46-72, DOI: 10.1016/j.gfj.2015.04.004.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon, 2015, "Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis," Global Finance Journal, Elsevier, volume 28, issue C, pages 24-37, DOI: 10.1016/j.gfj.2015.11.003.
• Glambosky, Mina & Gleason, Kimberly & Murdock, Maryna, 2015, "Political risk and the factors that affect international bids," Global Finance Journal, Elsevier, volume 28, issue C, pages 68-83, DOI: 10.1016/j.gfj.2015.11.005.
• Yu, Changhua, 2015, "Evaluating international financial integration in a center-periphery economy," Journal of International Economics, Elsevier, volume 95, issue 1, pages 129-144, DOI: 10.1016/j.jinteco.2014.10.008.
• Mitchener, Kris James & Wandschneider, Kirsten, 2015, "Capital controls and recovery from the financial crisis of the 1930s," Journal of International Economics, Elsevier, volume 95, issue 2, pages 188-201, DOI: 10.1016/j.jinteco.2014.11.011.
• Mukherjee, Rahul, 2015, "Institutions, Corporate Governance and Capital Flows," Journal of International Economics, Elsevier, volume 96, issue 2, pages 338-359, DOI: 10.1016/j.jinteco.2015.03.001.
• Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015, "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, volume 97, issue 2, pages 404-422, DOI: 10.1016/j.jinteco.2015.08.001.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Ibikunle, Gbenga, 2015, "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 208-227, DOI: 10.1016/j.intfin.2014.11.014.
• Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015, "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 228-244, DOI: 10.1016/j.intfin.2014.11.013.
• Huang, Wei & Wright, Brian, 2015, "Analyst earnings forecast under complex corporate ownership in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 69-84, DOI: 10.1016/j.intfin.2015.01.003.
• Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain, 2015, "Does sovereign creditworthiness affect bank valuations in emerging markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 113-129, DOI: 10.1016/j.intfin.2015.02.001.
• Kodongo, Odongo & Natto, Dinah & Biekpe, Nicholas, 2015, "Explaining cross-border bank expansion in East Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 71-84, DOI: 10.1016/j.intfin.2014.12.005.
• Joseph, Nathan Lael & Lambertides, Neophytos & Savva, Christos S., 2015, "Short-horizon excess returns and exchange rate and interest rate effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 54-76, DOI: 10.1016/j.intfin.2015.04.005.
• Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015, "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 65-78, DOI: 10.1016/j.intfin.2015.05.013.
• Kang, Hyunju & Suh, Hyunduk, 2015, "Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 97-115, DOI: 10.1016/j.intfin.2015.05.016.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015, "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 122-135, DOI: 10.1016/j.intfin.2015.07.001.
• Chiang, Thomas C. & Li, Huimin & Zheng, Dazhi, 2015, "The intertemporal risk-return relationship: Evidence from international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 156-180, DOI: 10.1016/j.intfin.2015.06.003.
• Yunus Emre Ergemen & Abderrahim Taamouti, 2015, "Parametric Portfolio Policies with Common Volatility Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-41, Aug.
• Ali Ashraf & M. Kabir Hassan & Syed Abul Basher, 2015, "Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks مخصصات مواجهة القروض المشكوك في تحصيلها في دول مجلس التعاون الإسلامي: دراسة حالة البنوك التقليدية في مقابل البنوك ," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 28, issue 1, pages 21-54, January, DOI: 10.4197/Islec.28-1.2.
• Oasis Kodila-Tedika & Simplice A. Asongu, 2015, "Genetic Distance and Cognitive Human Capital: A Cross-National Investigation," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/012, Mar.
• Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee, 2015, "Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-01, Feb.
• Mikael C. Bergbrant & Delroy M. Hunter & Patrick J. Kelly, 2015, "Product Market Competition, Capital Constraints and Firm Growth," Working Papers, New Economic School (NES), number w0215, Apr.
• Satyajit Chatterjee & Burcu Eyigungor, 2015, "A Seniority Arrangement for Sovereign Debt," American Economic Review, American Economic Association, volume 105, issue 12, pages 3740-3765, December.
• Markus K. Brunnermeier & Yuliy Sannikov, 2015, "International Credit Flows and Pecuniary Externalities," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 297-338, January.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-02, Feb.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Volatility spillovers in EMU sovereign bond markets," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-03, Mar.
• David de Matías Batalla, 2015, "Impact of the economic integration in the international economic structure. The case of international mergers and acquisitions of Spanish multinational firms," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-07, Jul.
• Oasis Kodila-Tedika & Simplice Asongu, 2015, "Genetic Distance and Cognitive Human Capital: A Cross-National Investigation," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/012, Apr.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko & Nomoto, Takaaki, 2015, "Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited," AGI Working Paper Series, Asian Growth Research Institute, number 2015-16, Nov.
• Peri, Massimo, 2015, "Cliamte Variability and Agricultural Price volatility: the case of corn and soybeans," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212623, DOI: 10.22004/ag.econ.212623.
• Peri, M. & Vandone, D. & Baldi, L., 2015, "Volatility Spillover between Water, Food and Energy," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212627, DOI: 10.22004/ag.econ.212627.
• Zaremba, Adam & Nowak, Andrzej, 2015, "Skewness preference across countries," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 11, issue 2, pages 1-16, DOI: 10.22004/ag.econ.246154.
• van Kooten, G. Cornelis, 2015, "The Economics of Forest Carbon Sequestration Revisited: A Challenge for Emissions Offset Trading," Working Papers, University of Victoria, Resource Economics and Policy, number 202542, Apr, DOI: 10.22004/ag.econ.202542.
• Justine Pedrono, 2015, "Banking Leverage with Currency Diversification," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1539, Sep, revised Sep 2015.
• Emma Hooper, 2015, "Oil and Gas, which is the Belle of the Ball ? The Impact of Oil and Gas Reserves on Sovereign Risk," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1540, Oct, revised 02 Oct 2015.
• Sorin Marius Pirnac, 2015, "Technical Analysis Of Ftse 100 Index Using Quantmod Package," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 114-122.
• Raducu Stefan BRATU, 2015, "The Development Of The Romanian’S Capital Market And Its Importance In The European Economy," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 158-166.
• Silviu Eduard Dinca, 2015, "Structured Finance & Assets Securitisation: Participants’ Motivations And Competitive Advantages," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 239-254.
• Iulia-Oana Stefan, 2015, "The Place Of Bucharest Stock Exchange Amongst The Capital Markets From Central And Eastern Europe," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 281-292.
• Nha D. Bui & Loan T. B. Nguyen & Nhung T. T. Nguyen, 2015, "Herd behaviour in Southeast Asian stock markets — An empirical investigation," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 3, pages 413-429, September.
• Joanna Olbryś & Elżbieta Majewska, 2015, "Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 4, pages 547-565, December.
• Máté Vona, 2015, "Macro- and Microeconomic Risks of Student Loans in an International Context," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue 4, pages 629-649, December.
• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 108, May.
• Markus Holopainen & Peter Sarlin, 2015, "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers, arXiv.org, number 1501.04682, Jan, revised Apr 2016.
• Jozef Barunik & Tomas Krehlik, 2015, "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers, arXiv.org, number 1507.01729, Jul, revised Dec 2017.
• Silviu Eduard Dinca, 2015, "CASH vs. SYNTHETIC CDOs," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 22.
• Tetiana Kubakh, 2015, "Trends In The Ukrainian Loan Market In The Post-Crisis Period," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 2, DOI: 10.30525/2256-0742/2015-1-2-62-68.
• Elena Pelinescu & Delia-Elena Diacona?u, 2015, "The Volatility of Romanian Exchange Rate: A GARCH Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 5, pages 92-99, November.
• Vasiliki Bazdekidu, 2015, "Trends on the Capital Market in Greece before and after the State Debt Crisis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 66-89.
• Vladimir Tsenkov, 2015, "Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 71-107.
• Michael Ehrmann & Marcel Fratzscher, 2015, "Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis," Staff Working Papers, Bank of Canada, number 15-13, DOI: 10.34989/swp-2015-13.
• Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015, "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers, Bank of Canada, number 15-37, DOI: 10.34989/swp-2015-37.
• Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah, 2015, "Motivations for Capital Controls and Their Effectiveness," Staff Working Papers, Bank of Canada, number 15-5, DOI: 10.34989/swp-2015-5.
• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015, "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 1, pages 103-126.
• Erdinc ALTAY, 2015, "Knightian Uncertainty: The Effects of Risk and Ambiguity on Excess Returns of Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 2, pages 45-72.
• Aycan HEPSAG & Burcay YASAR AKCALI, 2015, "The Analysis of Weak Form Efficiency with Asymmetric Nonlinear Unit Root Test: The Case of G-7 and E-7 Countries," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 2, pages 73-90.
• Liliana Rojas-Suárez & José María Serena, 2015, "Changes in funding patterns by Latin American banking systems:how large? how risky?," Working Papers, Banco de España, number 1521, Jul.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015, "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 277, Jun.
• Flavia Corneli & Emanuele Tarantino, 2015, "Sovereign debt and reserves with liquidity and productivity crises," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1012, Jun.
• Hernandez Vega Marco A, 2015, "Estimating Capital Flows to Emerging Market Economies with Heterogeneous Panels," Working Papers, Banco de México, number 2015-03, Feb.
• Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015, "Financial Contagion in Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 884, May, DOI: 10.32468/be.884.
• Diego Alejandro Martínez Cruz & José Fernando Moreno Gutiérrez & Juan Sebastián Rojas Moreno, 2015, "Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia, Banco de la Republica de Colombia, number 919, Dec, DOI: 10.32468/be.919.
• Bui Quang, P., 2015, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2014," Bulletin de la Banque de France, Banque de France, issue 201, pages 5-13.
• Bui Quang, P., 2015, "Le portefeuille-titres des résidents entre 2008 et 2015," Bulletin de la Banque de France, Banque de France, issue 202, pages 35-42.
• P. Bui Quang., 2015, "Non-resident holdings of French CAC 40 shares at end-2014," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 39, pages 5-16, Autumn.
• Jaume Ventura & Fernando Broner, 2015, "Rethinking the Effects of Financial Liberalization," Working Papers, Barcelona School of Economics, number 509, Sep.
• Valentina Bruno & Hyun Song Shin, 2015, "Global dollar credit and carry trades: a firm-level analysis," BIS Working Papers, Bank for International Settlements, number 510, Aug.
• Piti Disyatat & Phurichai Rungcharoenkitkul, 2015, "Monetary policy and financial spillovers: losing traction?," BIS Working Papers, Bank for International Settlements, number 518, Oct.
• Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Cal B. Muckley, 2015, "The Global Preference for Dividends in Declining Markets," The Financial Review, Eastern Finance Association, volume 50, issue 4, pages 575-609, November.
• Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2015, "The Home Bias in Equities and Distribution Costs," Scandinavian Journal of Economics, Wiley Blackwell, volume 117, issue 3, pages 983-1018, July.
• Jamal Ibrahim Haidar, 2015, "Can the Euro Survive?," The World Economy, Wiley Blackwell, volume 38, issue 3, pages 553-567, March.
• Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015, "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics, Boston College Department of Economics, number 881, Jun, revised 29 Jul 2015.
• Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015, "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers, Bank of England, number 530, Jun.
• Gino Cenedese, 2015, "Safe haven currencies: a portfolio perspective," Bank of England working papers, Bank of England, number 533, Jul.
• Gino Cenedese & Enrico Mallucci, 2015, "What moves international stock and bond markets?," Bank of England working papers, Bank of England, number 534, Jul.
• Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2015, "What do stock markets tell us about exchange rates?," Bank of England working papers, Bank of England, number 537, Jul.
• Marek Raczko, 2015, "Volatility contagion: new evidence from market pricing of volatility risk," Bank of England working papers, Bank of England, number 552, Sep.
• Nicola Anderson & Lewis Webber & Joseph Noss & Daniel Beale & Liam Crowley-Reidy, 2015, "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers, Bank of England, number 34, Oct.
• Rahmi Erdem Aktug, 2015, "Empirical dynamics of emerging financial markets during the global mortgage crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 17-36, March.
• B.T. Matemilola & A.N. Bany-Ariffin & Fatima Etudaiye Muhtar, 2015, "The impact of monetary policy on bank lending rate in South Africa," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 53-59, March.
• Senay Agca & Gianni De Nicolò & Enrica Detragiache, 2015, "Financial reforms, financial openness, and corporate debt maturity: International evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 61-75, June.
• Mouna Boujelbene Abbes & Yousra Trichilli, 2015, "Islamic stock markets and potential diversification benefits," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 93-105, June.
• Aymen Ben Rejeb & Adel Boughrara, 2015, "Financial integration in emerging market economies: Effects on volatility transmission and contagion," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 161-179, September.
• Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015, "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 213-221, September.
• Korhonen Marko, 2015, "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?," Global Economy Journal, De Gruyter, volume 15, issue 2, pages 241-256, July, DOI: 10.1515/gej-2014-0057.
• Wen Shiow-Ying & Yu Jean & Chan Chin-Horng, 2015, "Does Market Structure or Financial Deepening Impact the Banking Stability? International Evidence," Global Economy Journal, De Gruyter, volume 15, issue 3, pages 353-359, September, DOI: 10.1515/gej-2014-0046.
• Al-Ississ Mohamad, 2015, "The Cross-Border Impact of Political Violence," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 21, issue 2, pages 239-272, April, DOI: 10.1515/peps-2014-0046.
• Farooq Omar & Tabine Sonia, 2015, "Agency Problems and the Choice of Auditors: Evidence from the MENA Region," Review of Middle East Economics and Finance, De Gruyter, volume 11, issue 1, pages 79-97, April, DOI: 10.1515/rmeef-2012-0036.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Jana Drutarovská, Tomáš Dudáš, 2015, "Potenciálne Riziká Mimoburzového Trhu S Derivátmi," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 10, issue 4, pages 63-77.
• Virginie Coudert & Pauline Lez, 2015, "La politique de change chinoise et la place du renminbi dans le système monétaire international," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 69-96.
• Alicia Garcia Herrero, 2015, "Internationaliser la monnaie tout en s’endettant massivement : le cas de la Chine," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 121-140.
• Christophe Boucher & Catherine Lubochinsky, 2015, "Déséquilibres globaux et crise globale : quel partage des risques avec des assureurs en dernier ressort ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 157-182.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 424.
• Alexandru MINEA & Jean-Louis COMBES & Weneyam Hippolyte BALIMA, 2015, "Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?," Working Papers, CERDI, number 201504, Feb.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and contagion in financial markets: Evidence from a new test," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 247-266, November.
• Markus Brunnermeier & Yuliy Sannikov, 2015, "International Credit Flows and Pecuniary Externalities," CESifo Working Paper Series, CESifo, number 5170.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," CESifo Working Paper Series, CESifo, number 5282.
• Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover," CESifo Working Paper Series, CESifo, number 5305.
• Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series, CESifo, number 5333.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," CESifo Working Paper Series, CESifo, number 5551.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015, "China's Capital Flight: Pre- and Post-Crisis Experiences," CESifo Working Paper Series, CESifo, number 5584.
• Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015, "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," CESifo Working Paper Series, CESifo, number 5615.
• Lars P. Feld & Ekkehard A. Köhler, 2015, "Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence," CESifo Working Paper Series, CESifo, number 5628.
• Carmen M. Reinhart & Christoph Trebesch, 2015, "The International Monetary Fund: 70 Years of Reinvention," CESifo Working Paper Series, CESifo, number 5673.
• Peter Bernholz & Ernst Baltensperger & David Iselin & Oliver Landmann & Rudolf Minsch, 2015, "Der »Franken-Schock«: Die Freigabe des Schweizer Franken –wer gewinnt und wer verliert?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 05, pages 03-19, March.
• Christian Grimme & Claire Thürwächter, 2015, "Der Einfluss des Wechselkurses auf den deutschen Export – Simulationen mit Fehlerkorrekturmodellen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 20, pages 35-38, October.
• MGino Cenedese & Enrico Mallucci, 2015, "What moves international stock and bond markets?," Discussion Papers, Centre for Macroeconomics (CFM), number 1514, Jun.
• Mikael C. Bergbrant & Delroy M. Hunter & Patrick J. Kelly, 2015, "Product Market Competition, Capital Constraints and Firm Growth," Working Papers, Center for Economic and Financial Research (CEFIR), number w0215, Apr.
• Liliana Rojas-Suarez and José María Serena & José María Serena, 2015, "Changes in Funding Patterns by Latin American Banking Systems: How Large? How Risky? - Working Paper 420," Working Papers, Center for Global Development, number 420, Nov.
• Alberto Martin & Jaume Ventura, 2015, "Financial Reforms and Capital Flows: Insights from General Equilibrium," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 7, in: Ricardo J. Caballero & Klaus Schmidt-Hebbel, "Economic Policies in Emerging-Market Economies Festschrift in Honor of Vittorio Corbo".
• Elías Albagli & Luis Ceballos & Sebastián Claro & Damián Romero, 2015, "Channels of US Monetary Policy Spillovers into International Bond Markets," Working Papers Central Bank of Chile, Central Bank of Chile, number 771, Sep.
• Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015, "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-29, Jul.
• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015, "Has the Pricing of Stocks Become More Global?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-48, Nov, revised Apr 2016.
• Elena Carletti & Paolo Colla & G. Mitu Gulati & Steven Ongena, 2017, "The Price of Law: The Case of the Eurozone Collective Action Clauses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-35, Nov.
• Chunming Yuan & Tanu J. Pongsiri, 2015, "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015, "Securities Transactions Taxes and Financial Crises," CIRANO Working Papers, CIRANO, number 2015s-23, Jun.
• Carmen BOGHEAN, 2015, "The Shadow Banking System And Its Role In Triggering The Global Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 103-108, April.
• Gerardo Licandro & Jorge Ponce (ed.), 2015, "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 4sp, edition 1, ISBN: ARRAY(0x73cc26e0), December.
• P. Gottardo & M. Murgia & A. Pinna & L. Bosetti, 2015, "The Impact of Large Orders in Electronic Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201510.
• Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015, "Financial Contagion in Latin America," Borradores de Economia, Banco de la Republica, number 12820, May.
• Diego Alejandro Mart�nez Cruz & Jos� Fernando Moreno Guti�rrez & Juan Sebasti�n Rojas Moreno, 2015, "Evoluci�n de la relaci�n entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia, Banco de la Republica, number 14112, Dec.
• Diego A. Agudelo & Marcela Guti�rrez & Laura Cardona, 2015, "Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14252, Oct.
• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
• Diego A. Agudelo & James E. Byder & Paula Yepes, 2015, "Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14255, Dec.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Rocío Vergara De La Ossa & Claudia Ines Londo�o Vega & Nazly Del Carmen P�rez Ben�tez & Roberto Torres Castellar, 2015, "La adopción de las Normas Internacionales de Información Financiera en Colombia," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-14.
• Jose Luis Nicolini Llosa, 2015, "Renta financiera y solvencia mundial," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 14143, Sep.
• Jorge Mario Uribe & Natalia Restrepo L�pez, 2015, "Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 41, pages 24-44.
• Izabella Kudrycka, 2015, "The Regional Development of Poland in 2005–2013 – the Main Tendencies," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 141-155.
• Agnieszka Kapecka, 2015, "Comparative analysis of mature and emerging markets\' stock market indices using Hurst exponents," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 59-75.
• Elzbieta Szulc & Dagna Wleklinska, 2015, "Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 5-26.
• Jadwiga Glanc & Piotr Osiewacz, 2015, "The second-generation informational problem in the financial markets," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 14, issue 3, pages 341-350, September, DOI: 10.12775/EiP.2015.022.
• Gabaix, Xavier & Farhi, Emmanuel, 2015, "Rare Disasters and Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10334, Jan.
• Brunnermeier, Markus & Sannikov, Yuliy, 2015, "International Credit Flows and Pecuniary Externalities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10339, Jan.
• Coricelli, Fabrizio & Bicaba, Zorobabel T., 2015, "Learning to open up: Capital account liberalizations in the post-Bretton Woods era," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10389, Feb.
• Ljungqvist, Alexander & Chen, Donghua & Lu, Haitian & Jiang, Dequan & Zhou, Mingming, 2015, "State Capitalism vs. Private Enterprise," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10423, Feb.
• Massa, Massimo & Schumacher, David, 2015, "Subcontracting in International Asset Management: New Evidence on Market Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10465, Mar.
• Fornaro, Luca, 2015, "International Debt Deleveraging," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10469, Mar.
• Massa, Massimo & Zhang, Lei, 2015, "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10536, Apr.
• Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015, "The Valuation Channel of External Adjustment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10564, Apr.
• Ehrmann, Michael & Fratzscher, Marcel, 2015, "Euro Area Government Bonds?Integration and Fragmentation During the Sovereign Debt Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10583, May.
• Koijen, Ralph & van Binsbergen, Jules, 2015, "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10633, May.
• Huizinga, Harry & Ioannidou, Vasso & Horváth, Bálint, 2015, "Determinants and Valuation Effects of the Home Bias in European Banks' Sovereign Debt Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10661, Jun.
• Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015, "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10685, Jul.
• Wagner, Alexander F. & Schrimpf, Paul & Schmidt, Peter S. & von Arx, Urs & Ziegler, Andreas, 2015, "Size and Momentum Profitability in International Stock Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10804, Sep.
• Schnabel, Isabel & Seckinger, Christian, 2015, "Financial Fragmentation and Economic Growth in Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10805, Sep.
• Stork, Philip & Koedijk, Kees & Slager, Alfred, 2015, "Investing in Systematic Factor Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10824, Sep.
• Canova, Fabio & Bluwstein, Kristina, 2015, "Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10856, Oct.
• Wagner, Alexander F. & Schrimpf, Paul & Petzev, Ivan, 2015, "Has the Pricing of Stocks Become More Global?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10966, Nov.
• Lundblad, Christian T & Jotikasthira, Chotibhak & Babina, Tania, 2015, "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10971, Dec.
• Reinhart, Carmen & Trebesch, Christoph, 2015, "The International Monetary Fund: 70 Years of Reinvention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10998, Dec.
• Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015, "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1517, Jul.
• Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor, 2015, "Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 139-151, Septiembr.
• David Chinarro & Eduardo Martínez & Simón J. Sosvilla, 2015, "Analysis of the evolution of sovereign bond yields by wavelet techniques," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 152-162, Septiembr.
• Atanasov, Victoria & Nitschka, Thomas, 2015, "Foreign Currency Returns and Systematic Risks," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 1-2, pages 231-250, April.
• Burdekin, Richard C.K. & Franklin, Michael, 2015, "Transfer spending in the English premier league: the haves and the have nots," National Institute Economic Review, National Institute of Economic and Social Research, volume 232, issue , pages 4-17, May.
• Mohammad Dulal MIAH & Yasushi SUZUKI, 2015, "Transcending the Trend of Financialization: The Heterodox vs. Islamic Economics View," Journal of Economic and Social Thought, EconSciences Journals, volume 2, issue 4, pages 226-241, December.
• Alper Veli AM, 2015, "Notes on the2015 Finance Symposium," Journal of Economics Library, EconSciences Journals, volume 2, issue 4, pages 378-379, December.