Research classified by Journal of Economic Literature (JEL) codes

2016

• Shin-ichi Fukuda, 2016, "Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 21938, Jan.
• Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," NBER Working Papers, National Bureau of Economic Research, Inc, number 21993, Feb.
• Rajnish Mehra & Arunima Sinha, 2016, "The Term Structure of Interest Rates in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 22020, Feb.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The "Real" Explanation of the Feldstein-Horioka Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22081, Mar.
• Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.
• Nicola Cetorelli & Linda S. Goldberg, 2016, "Organizational Complexity and Balance Sheet Management in Global Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22169, Apr.
• Nicholas Ford & Charles Yuji Horioka, 2016, "The 'Real' Explanation of the PPP Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22198, Apr.
• Benjamin Hébert & Jesse Schreger, 2016, "The Costs of Sovereign Default: Evidence from Argentina," NBER Working Papers, National Bureau of Economic Research, Inc, number 22270, May.
• Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "A Model of Safe Asset Determination," NBER Working Papers, National Bureau of Economic Research, Inc, number 22271, May.
• Emmanuel Farhi & Matteo Maggiori, 2016, "A Model of the International Monetary System," NBER Working Papers, National Bureau of Economic Research, Inc, number 22295, May.
• Harold Cole & Daniel Neuhann & Guillermo Ordoñez, 2016, "Information Spillovers in Sovereign Debt Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 22330, Jun.
• Robert P. Bartlett, III & Justin McCrary, 2016, "How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps," NBER Working Papers, National Bureau of Economic Research, Inc, number 22551, Aug.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2016, "The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 22576, Aug.
• Wenxin Du & Carolin E. Pflueger & Jesse Schreger, 2016, "Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22592, Sep.
• Jose Berrospide & Ricardo Correa & Linda Goldberg & Friederike Niepmann, 2016, "International Banking and Cross-border Effects of Regulation: Lessons from the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 22645, Sep.
• Luigi Bocola & Alessandro Dovis, 2016, "Self-Fulfilling Debt Crises: A Quantitative Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 22694, Sep.
• Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016, "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers, National Bureau of Economic Research, Inc, number 22790, Oct.
• Takatoshi Ito & Masahiro Yamada, 2016, "Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22820, Nov.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016, "Exchange Traded Funds (ETFs)," NBER Working Papers, National Bureau of Economic Research, Inc, number 22829, Nov.
• Edward L. Glaeser, 2016, "Real Estate Bubbles and Urban Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 22997, Dec.
• Kuchin I.I., 2016, "Exchange rate risk exposure in asset pricing theory," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 3, pages 31-41.
• Vira TRONKO & Dariia SAI, 2016, "Problems Of Attracting Of Foreign Direct Investments In Ukraine," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 19-26.
• Ivan LUCHIAN & Alexandra TVIRCUN, 2016, "Global Trends Of Alternative Investments," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 73-78.
• Ivan LUCHIAN & Alexandra TVIRCUN, 2016, "Global Trends Of Alternative Investments," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 73-78.
• Holderness, Clifford G., 2016, "Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration," Critical Finance Review, now publishers, volume 5, issue 1, pages 1-40, May, DOI: 10.1561/104.00000028.
• Holderness, Clifford G., 2016, "Law and Ownership Reexamined," Critical Finance Review, now publishers, volume 5, issue 1, pages 41-83, May, DOI: 10.1561/104.00000029.
• Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016, "Motivations for capital controls and their effectiveness," Working Papers, National Institute of Public Finance and Policy, number 16/168, Apr.
• Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo, 2016, "Spillovers between food and energy prices and structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 02/2016, Jan.
• Alexander Apostolov, 2016, "Behavioral Approach for Projection of Profitability of Financial Assets," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 51-63, November.
• Matthias Raddant & Dror Y. Kenett, 2016, "Interconnectedness in the Global Financial Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-09, Sep.
• Dumitru-Nicusor Carausu, 2016, "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 661-670, July.
• Diana Sabau Popa & Marcel Ioan Bolos & Ioana Alexandra Bradea, 2016, "Creating Capital Markets Union. Opportunities And Limitations," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 718-726, July.
• Enicov Igor, 2016, "Applying Game Theory In Risk Management," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 283-291, December.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016, "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 357, May.
• Péter Benczúr & Cosmin L. Ilut, 2016, "Evidence for Relational Contracts in Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, volume 14, issue 2, pages 375-404.
• Emmanuel Farhi & Xavier Gabaix, 2016, "Editor's Choice Rare Disasters and Exchange Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 1, pages 1-52.
• Fernando Broner & Jaume Ventura, 2016, "Rethinking the Effects of Financial Globalization," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 3, pages 1497-1542.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 221-260.
• Laurent Frésard & Philip Valta, 2016, "How Does Corporate Investment Respond to Increased Entry Threat?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 5, issue 1, pages 1-35.
• Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016, "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, volume 20, issue 3, pages 1045-1080.
• Michael Ehrmann & David-Jan Jansen, 2016, "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, volume 20, issue 3, pages 1215-1233.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2016, "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 2885-2924.
• Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016, "Currency Premia and Global Imbalances," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2161-2193.
• Anna-Alexandra Frunza & Gabriela Iuliana Munteanu, 2016, "The Need for the Dissemination of Statistical Data and Information," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 177-179, July.
• Lucian BelaÈ™cu & Camelia Budac, 2016, "Considerations on the Impact of the Global Financial Crisis on Economies from Eastern Europe," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 415-420, February.
• González-Fernández, Marcos & González-Velasco, Carmen, 2016, "Which countries pay more or less for their long term debt? A CART approach || ¿Qué países pagan más o menos por su deuda a largo plazo? Una aproximación a través de la metodología CART," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 21, issue 1, pages 103-116, June.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2016, "Towards greater diversification in central bank reserves," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 4, pages 295-312, July, DOI: 10.1057/jam.2016.14.
• Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Tomas Meluzin & Michal Bernard Pietrzak, 2016, "Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany," Chapters, Institute of Economic Research, chapter 67, "Proceedings of the International Scientific Conference Quantitative Methods in Economics Multiple Criteria Decision Making XVIII".
• Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker, 2016, "Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany," Chapters, Institute of Economic Research, chapter 33, "34th International Conference Mathematical Methods in Economics MME 2016 Conference Proceedings".
• Tomas Heryan & Jan Ziegelbauer, 2016, "Volatility Of Yields Of Government Bonds Among Giips Countries During The Sovereign Debt Crisis In The Euro Area," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 1, pages 61-74, March, DOI: 10.12775/EQUIL.2016.003.
• Kamil Pastor, 2016, "The influence of financial markets on economic growth," Working Papers, Institute of Economic Research, number 12/2016, May, revised May 2016.
• Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker, 2016, "Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany," Working Papers, Institute of Economic Research, number 21/2016, May, revised May 2016.
• Monika Hadas-Dyduch, 2016, "Econometric-wavelet prediction in spatial aspect," Working Papers, Institute of Economic Research, number 30/2016, Jun, revised Jun 2016.
• Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak, 2016, "Value-at-Risk with Application of DCC-GARCH Model," Working Papers, Institute of Economic Research, number 35/2016, Sep, revised Sep 2016.
• Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak, 2016, "Interdependence among Capital Markets of Germany, Poland and Baltic States," Working Papers, Institute of Economic Research, number 36/2016, Sep, revised Sep 2016.
• Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Michal Bernad Pietrzak & Tomáš Meluzin, 2016, "Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany," Working Papers, Institute of Economic Research, number 4/2016, Feb, revised Feb 2016.
• Ewa Karwowski & Engelbert Stockhammer, 2016, "Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1616, Aug.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016, "Momentum: Strategies, Size and Risk Factor," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 582, Nov.
• Nahavandian, Mohsen & Masih, Mansur, 2016, "Granger-causal relationship between macroeconomic factors and the Malaysian islamic index," MPRA Paper, University Library of Munich, Germany, number 100805, Feb.
• Kamil, Nazrol & Masih, Mansur, 2016, "Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity," MPRA Paper, University Library of Munich, Germany, number 100955, Mar.
• Musa, Mustafa & Masih, Mansur, 2016, "Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 101256, Jul.
• Mahmud, Nurrul Iiyana & Masih, Mansur, 2016, "Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan," MPRA Paper, University Library of Munich, Germany, number 101879, Sep.
• Charnikat, Charnikat & Masih, Mansur, 2016, "Granger-causal relationship between real exchange rate and economic growth: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 108939, Apr.
• Ghafar, Nurul & Masih, Mansur, 2016, "Determinants of unemployment rate in an open economy: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 109916, Aug.
• Khasanov, Khush & Masih, Mansur, 2016, "Macroeconomic variables and oil price: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 110192, Apr.
• Abidin, Tengku & Masih, Mansur, 2016, "The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 110326, Mar.
• Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016, "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper, University Library of Munich, Germany, number 68949.
• Georgescu, George, 2016, "Prospects of Romania’s international investment position and financial stability risks," MPRA Paper, University Library of Munich, Germany, number 69501, Jan.
• Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI, 2016, "The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries," MPRA Paper, University Library of Munich, Germany, number 69510, Feb.
• Phiri, Andrew, 2016, "Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?," MPRA Paper, University Library of Munich, Germany, number 69976, Mar.
• Kollmann, Robert, 2016, "Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer)," MPRA Paper, University Library of Munich, Germany, number 70191.
• Yoshida, Yushi & Susai, Masayuki, 2016, "Stepping out of the limit order book: Empirical evidence from the EBS FX market," MPRA Paper, University Library of Munich, Germany, number 70291, Mar.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach," MPRA Paper, University Library of Munich, Germany, number 70379, Feb.
• Arfaoui, Mongi & Ben Rejeb, Aymen, 2016, "Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight," MPRA Paper, University Library of Munich, Germany, number 70452, Mar.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "Brexit concerns, UK and European equities: A lose-lose scenario?," MPRA Paper, University Library of Munich, Germany, number 70519, Apr.
• Bouoiyour, Jamal & Selmi, Refk, 2016, "Is uncertainty over Brexit damaging the UK and European equities?," MPRA Paper, University Library of Munich, Germany, number 70520, Apr.
• Georgescu, George, 2016, "Convergența instituțională a României cu Uniunea Europeană
  [Institutional convergence of Romania with the European Union]," MPRA Paper, University Library of Munich, Germany, number 70741, Feb.
• Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016, "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper, University Library of Munich, Germany, number 70770, Apr.
• Cuestas, Juan Carlos & Huang, Ying & Tang, Bo, 2016, "Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?," MPRA Paper, University Library of Munich, Germany, number 70921, Apr.
• Li, Youwei & Waterworth, James, 2016, "Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt," MPRA Paper, University Library of Munich, Germany, number 71221, May.
• Ceylan, Özcan, 2016, "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper, University Library of Munich, Germany, number 71320, May.
• Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016, "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper, University Library of Munich, Germany, number 71709, Jun.
• Hasnul, Al Gifari & Masih, Mansur, 2016, "Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 72086, Jun.
• Halim, Asyraf Abdul & Ariff, Muhammad & Masih, A. Mansur M., 2016, "The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis," MPRA Paper, University Library of Munich, Germany, number 72093, Jun.
• Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016, "What Explains Herd Behavior in the Chinese Stock Market?," MPRA Paper, University Library of Munich, Germany, number 72100, Jun.
• Zdravkovski, Aleksandar, 2016, "Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries," MPRA Paper, University Library of Munich, Germany, number 72182, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
• Danila, Marius, 2016, "Uniunea Pietelor de capital - un proiect esential pentru Europa
  [Capital Markets Union - a vital project for Europe]," MPRA Paper, University Library of Munich, Germany, number 72633, Aug.
• Danila, Marius, 2016, "Implicatii ale plasarii dobanzilor in zona negativa
  [Effects of negative interest rates]," MPRA Paper, University Library of Munich, Germany, number 72634, Mar.
• Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper, University Library of Munich, Germany, number 72733.
• Danila, Marius, 2016, "Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati
  [Changes in the European banking industry following recent requirements and trends]," MPRA Paper, University Library of Munich, Germany, number 72768, Apr.
• Sinha, Pankaj & Mathur, Kritika, 2016, "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper, University Library of Munich, Germany, number 72967, Aug.
• Cuervo Valledor, Álvaro & Pérez Mena, Adolfo & Vicente López, Miguel & Calvo Clúa, Rosalía, 2016, "Estudio de las posibilidades de inversión en los mercados frontera
  [Study of the possibilities of investment in the frontier market]," MPRA Paper, University Library of Munich, Germany, number 73618, Sep.
• Kodila-Tedika, Oasis & Asongu, Simplice & Cinyabuguma, Matthias, 2016, "Financial Development and Geographic Isolation: Global Evidence," MPRA Paper, University Library of Munich, Germany, number 73687, Mar.
• Jiranyakul, Komain, 2016, "Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?," MPRA Paper, University Library of Munich, Germany, number 73791, Sep.
• Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz, 2016, "Wavelet Based Analysis Of Major Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 74083, Jul.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Bua, Giovanna & Trecroci, Carmine, 2016, "International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?," MPRA Paper, University Library of Munich, Germany, number 74771, Oct.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2016, "Common Information in Carry Trade Risk Factors," MPRA Paper, University Library of Munich, Germany, number 75367, Oct.
• Ho, Sin-Yu, 2016, "Global Economic and Financial Crisis: Exploring the Transmission Channels and Impacts on sub-Saharan African Economies," MPRA Paper, University Library of Munich, Germany, number 75658, Dec.
• Bonga-Bonga, Lumengo & Nleya, Lebogang, 2016, "Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 75809, Dec.
• Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang, 2016, "The Stock-Bond Comovements and Cross-Market Trading," MPRA Paper, University Library of Munich, Germany, number 75871, Sep.
• Naser, Hanan & Ahmed, Abdul Rashid, 2016, "Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models," MPRA Paper, University Library of Munich, Germany, number 77868, Dec.
• Ripamonti, Alexandre & Kayo, Eduardo, 2016, "Corporate Governance and Capital Structure: Stock, Bonds and Substitution," MPRA Paper, University Library of Munich, Germany, number 79457.
• Naseer, Areef Ahmed & Masih, Mansur, 2016, "Expect the unexpected: housing price bubble on the horizon in Malaysia," MPRA Paper, University Library of Munich, Germany, number 79721, Dec.
• Majeed, Ayesha & Masih, Mansur, 2016, "A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan," MPRA Paper, University Library of Munich, Germany, number 79724, Dec.
• Degiannakis, Stavros, 2016, "The one-trading-day-ahead forecast errors of intra-day realized volatility," MPRA Paper, University Library of Munich, Germany, number 80163, Jan.
• Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho, 2016, "An Empirical Comparison of Fast and Slow Stochastics," MPRA Paper, University Library of Munich, Germany, number 80559, Aug.
• Boukef Jlassi, Nabila & Hamdi, Helmi & Joyce, Joseph, 2016, "External Liabilities, Domestic Institutions and Banking Crises in Developing Economies," MPRA Paper, University Library of Munich, Germany, number 81120, May, revised 06 Apr 2017.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016, "Market Reaction to Actual Daily Share Repurchases in Greece," MPRA Paper, University Library of Munich, Germany, number 83039, Oct, revised 01 Aug 2017.
• Missaoui, Ibtissem & Ben Rejeb, Jaleleddine & Elkhaldi, Abderrazek, 2016, "Les déterminants institutionnels et macroéconomiques du développement du marché boursier dans les pays de la région MENA
  [Institutional and macroeconomic determinants of stock market development in MENA countries]," MPRA Paper, University Library of Munich, Germany, number 83619, Jan.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016, "Market Reaction to Stock Repurchases in Greece," MPRA Paper, University Library of Munich, Germany, number 85610, Jan, revised 01 Mar 2018.
• Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016, "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper, University Library of Munich, Germany, number 88512, Jan, revised Mar 2016.
• Petranov, Stefan, 2016, "Capital markets union and the prospect for Bulgaria," MPRA Paper, University Library of Munich, Germany, number 92966.
• Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
• Nicholas Apergis & Rangan Gupta, 2016, "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers, University of Pretoria, Department of Economics, number 201634, Apr.
• Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
• Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016, "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201662, Aug.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
• Yoseph Yilma Getachew, 2016, "Credit Constraints, Growth and Inequality Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201672, Oct.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
• Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016, "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201690, Dec.
• Michael Princ, 2016, "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 125-137, DOI: 10.18267/j.efaj.167.
• Radosław Pastusiak & Monika Bolek & Maciej Malaczewski & Marta Kacprzyk, 2016, "Company Profitability Before and After IPO. Is it a Windows Dressing or Equity Dilution Effect?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 112-124, DOI: 10.18267/j.pep.540.
• Mato Njavro & Petra Posedel & Maruška Vizek, 2016, "Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 4, pages 396-410, DOI: 10.18267/j.pep.560.
• Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016, "Shluková analýza skoků na kapitálových trzích
  [Cluster Analysis of Jumps on Capital Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 2, pages 127-144, DOI: 10.18267/j.polek.1059.
• Jan Hanousek & Anastasiya Shamshur & Jiří Trešl, 2016, "Vliv korupčního prostředí na efektivitu firem v nových zemích Evropské unie
  [Corruption and Firm Efficiency in New EU Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 8, pages 905-921, DOI: 10.18267/j.polek.1117.
• Bruno Solnik & Thaisiri Watewai, 2016, "International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 31, Jun.
• Margaux MacDonald, 2016, "International Capital Market Frictions And Spillovers From Quantitative Easing," Working Paper, Economics Department, Queen's University, number 1346, Mar.
• Cristina Mabel Scherrer & Marcelo Fernandes, 2016, "Disentangling the Effect of Private and Public Cash Flows on Firm Value," Working Papers, Queen Mary University of London, School of Economics and Finance, number 800, Aug.
• Gordon Y. Liao, 2016, "Credit Migration and Covered Interest Rate Parity," Working Paper, Harvard University OpenScholar, number 468601, Oct.
• Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016, "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series, National Centre for Econometric Research, number 115, Nov.
• Montoro, Carlos & Ortiz, Marco, 2016, "Foreign exchange intervention and monetary policy design: a market microstructure analysis," Working Papers, Banco Central de Reserva del Perú, number 2016-008, Sep.
• Nick Baltas, 2016, "Multi-Asset Seasonality and Trend-Following Strategies," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 47-62, January-F.
• Wafa Kammoun Masmoudi, 2016, "Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 36-56, March-Apr.
• Erwan le Saout & Sébastien Ganneval, 2016, "Short-term Impacts of the 2004 Indian Ocean Tsunami on Stock Markets: A DCC-GARCH Analysis," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 4-12, November-.
• Alessandro Dovis & Luigi Bocola, 2016, "Self_fulfilling Debt Crises: A Quantitative Analysis," 2016 Meeting Papers, Society for Economic Dynamics, number 1218.
• Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016, "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers, Society for Economic Dynamics, number 1224.
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• Thomas Chaney & Tarek Hassan & Konrad Burchardi, 2016, "Migrants, Ancestors, and Investments," 2016 Meeting Papers, Society for Economic Dynamics, number 1311.
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• Osama M. Badr & Ahmed F. El-khadrawi, 2016, "Macroeconomic Variables, Government Effectiveness and Sovereign Credit Rating: A Case of Egypt," Applied Economics and Finance, Redfame publishing, volume 3, issue 4, pages 29-36, November.
• Can Sever, 2016, "Contagion: Recent Models in International Finance Literature," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 5, issue 2, pages 59-66, June.
• Richard T. Baillie & Dooyeon Cho, 2016, "Assessing Euro Crises from a Time Varying International CAPM Approach," Working Paper series, Rimini Centre for Economic Analysis, number 16-03, Feb.
• Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2016, "Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies," ADBI Working Papers, Asian Development Bank Institute, number 590, Sep.
• Joshua Aizenman & Yothin Jinjarak & Huanhuan Zheng, 2016, "Measuring Systemic Risk Contribution of International Mutual Funds," ADBI Working Papers, Asian Development Bank Institute, number 594, Oct.
• Alexander Knyazev & Oleg Lepekhin & Arkady Shemyakin, 2016, "Joint distribution of stock indices: Methodological aspects of construction and selection of copula models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 42, pages 30-53.
• Feyyaz Zeren & Filiz Konuk, 2016, "The Nexus between Trading Volume and Stock Prices: Panel Evidence from OECD Countries," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 21-29.
• Bang Jeon & Ji Wu & Minghua Chen & Rui Wang, 2016, "Do foreign banks take more risk? Evidence from emerging economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-4, May.
• Bang Jeon & Ji Wu & Minghua Chen & Rui Wang, 2016, "Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2016-14, Sep.
• Heejoon Han & Na Kyeong Lee, 2016, "Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 4, pages 519-544, DOI: 10.11644/KIEP.EAER.2016.20.4.320.
• Lian Liu, 2016, "The Empirical Evidence on Government Bond Market Integration in East Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 1, pages 37-65, DOI: 10.11644/KIEP.JEAI.2016.20.1.304.
• Safa Al-Mohana & Abdulnasser Hatemi-J, 2016, "The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 4, pages 389-428.
• Khaled Guesmi & Heni Boubaker & Van Son Lai, 2016, "From Oil to Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 103-133.
• Maiko Koga & Koichi Yoshino, 2016, "Boom and Bust of Foreign Assets under Integrated Banking System," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 166-182.
• Aasif Shah & Malabika Deo, 2016, "Integration of the Indian Stock Market :at the angle of Time-Frequency," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 183-205.
• Saifuzzaman Ibrahim & Mazlina Abdul Rahman & Azman Saini Wan Wan Ngah & Muhammad Farhan Mahamad Zakaria, 2016, "Financial Integration-Growth Nexus : A Quantile Regression Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 3, pages 531-546.
• Sanjay Sehgal & Priyanshi Gupta & Florent Deisting, 2016, "Integration from Retail Banking to Non-Financial Corporations in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 3, pages 674-735.
• Herman Mulder, 2016, "The role of financial institutions in advancing responsible value chains," Journal of Financial Transformation, Capco Institute, volume 43, pages 21-29.
• Benjamin Jessel & Tommy Marshall, 2016, "Get Bold with Blockchain," Journal of Financial Transformation, Capco Institute, volume 43, pages 15-20.
• Il Houng Lee & Kyunghun Kim & Eunjung Kang, 2016, "Exchange Rate Flexibility, Financial Market Openness and Economic Growth," Staff Papers, Korea Institute for International Economic Policy, number 16-1, Apr, DOI: 10.2139/ssrn.2773337.
• Ewa Karwowski & Engelbert Stockhammer, 2016, "Financialisation in Emerging Economies: A Systematic Overview and Comparison with Anglo-Saxon Economies," Economics Discussion Papers, School of Economics, Kingston University London, number 2016-11, Aug.
• Hossein Asgharpur & Ali Rezazadeh, 2016, "Determining the Stock Optimal Portfolio using Value at Risk," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 93-118.
• Antonio Bassanetti & Carlo Cottarelli & Andrea Presbitero, 2016, "Lost and Found: Market Access and Public Debt Dynamics," LEAP Working Papers, Luiss Institute for European Analysis and Policy, number 2016/5, Dec.
• Hatice Gaye Gencer & Sercan Demiralay, 2016, "The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 104-121, March.
• Adam Zaremba, 2016, "Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 88-103, March.
• Guochen Pan & Jingyan Guo & Qiaoling Jing, 2016, "The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 114-127, June.
• Cheng-Yi CHIEN & Kuei-Yuan WANG & Chih-Hsiang HSU, 2016, "Whose Short Sales Are Informed? Institutions vs. Individuals," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 73-81, September.
• Murad A. BEIN & Mehmet AGA, 2016, "On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 115-134, December.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2016, "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach," Bulletin of Applied Economics, Risk Market Journals, volume 3, issue 2, pages 9-29.
• Ansgar Belke & Irina Dubova & Thomas Osowski, 2016, "Policy uncertainty and international financial markets: the case of Brexit," ROME Working Papers, ROME Network, number 201607, Jul.
• Tooze, Adam (Туз, Адам), 2016, "How not to deal with the crisis (About the book by Barry Eichengreen, "Hall of Mirrors. The Great Depression, Great Recession, and undigested learned the lessons of history")
  [Как Не Справиться С Кризисом (О Книге Барри Эйхенгрина "," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 2, pages 219-230, April.
• Afanasiev, Dmitriy (Афанасьев, Дмитрий) & Fedorova, Elena, 2016, "Currency integration of Russia and other CIS countries: what is changing in a crisis?
  [Валютная Интеграция России И Других Стран Снг: Что Меняется В Кризис?]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 2, pages 133-147, April.
• Vasilyev, Dmitry (Васильев, Дмитрий) & Busygin, Vladimir (Бусыгин, Владимир) & Busygin, Sergei (Бусыгин, Сергей), 2016, "Testing and Interpreting Uncovered Interest Parity in Russia
  [Проверка И Интерпретация Выполнения Процентного Паритета В России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 4, pages 35-55, August.
• Daniel Stefan ARMEANU & Adrian ENCIU & Carmen OBREJA & Sorin-Iulian CIOACÃ, 2016, "The Financial Crisis’ Impact on the Central and Eastern Europe Capital Markets," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 17, issue 5, pages 420-431, December.
• Odongo Kodongo, 2016, "What drives cross-border bank expansion? Answers from Kenya," ERSA Working Paper Series, Economic Research Southern Africa, number 584, Feb.
• Désiré J. M. Vencatachellum & ‪Magdalene K. Wilson, 2016, "Determinants of Cross-Border Mergers and Acquisitions Targeting Africa: 1991-2011," ERSA Working Paper Series, Economic Research Southern Africa, number 600, Apr.
• Jones O. Mensah & Paul Alagidede, 2016, "How are Africa’s emerging stock markets related to advanced markets? Evidence from copulas," ERSA Working Paper Series, Economic Research Southern Africa, number 624, Jul.
• Gideon Boako & Paul Alagidede, 2016, "Regionalization versus Internationalization of African Stock Markets: A frequency-time domain analysis," ERSA Working Paper Series, Economic Research Southern Africa, number 642, Oct.
• Zbigniew Korzeb, 2016, "The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 4, pages 57-63, March.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016, "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 23-35, October.
• Michael J O’Neill & Zhangxin (Frank) Liu, 2016, "Tail risk hedging for mutual funds using equity market state prices," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 687-698, November, DOI: 10.1177/0312896215615170.
• Subhrendu Rath & Mamunur Rashid, 2016, "Undervaluation and private equity takeovers," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 735-759, November, DOI: 10.1177/0312896215594465.
• Athanasios Koulakiotis & Apostolos Kiohos & Nicholas Papasyriopoulos, 2016, "Transmission of News in Eurozone Bank Holdings and European Bank Markets in the Light of the Greek Debt Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 1-48, April, DOI: 10.1177/0972652715623675.
• Harsh Vardhan & Pankaj Sinha, 2016, "Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 49-83, April, DOI: 10.1177/0972652715623677.