Research classified by Journal of Economic Literature (JEL) codes

2016

• Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma, 2016, "Financial Development and Geographic Isolation: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/014, Mar.
• Ford, Nicholas & Horioka, Charles Yuji, 2016, "The 'Real' Explanation of the Feldstein-Horioka Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2016-07, Mar.
• Ford, Nicholas & Horioka, Charles Yuji, 2016, "The 'Real' Explanation of the PPP Puzzle," AGI Working Paper Series, Asian Growth Research Institute, number 2016-08, Apr.
• Horioka, Charles Yuji & Ford, Nicholas, 2016, "A Possible Explanation of the 'Exchange Rate Disconnect Puzzle': A Common Solution to Three Major Macroeconomic Puzzles?," AGI Working Paper Series, Asian Growth Research Institute, number 2016-15, Jul.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, undated, "Global Oil Market and the U.S. Stock Returns," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 230599, DOI: 10.22004/ag.econ.230599.
• Qunfeng LIAO & Seyed MEHDIAN & John STEPHENS, 2016, "The Impact Of The 2008 Global Financial Crisis On The Structure Of The Transmission Of Price Innovations Across Financial Markets: The Case Of Southwest Asian Equity Markets," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 2, pages 195-208, July.
• Justine Pedrono & Aurélien Violon, 2016, "Banks' Capital Structure and US Dollar Diversification of Assets: Does Reduction in Systemic Risk Offset Agency Costs?," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1610, Jan.
• Justine Pedrono, 2016, "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1611, Jan.
• Roxana Badircea & Alina Manta & Alia Duta, 2016, "The Analysis of the Real Convergence of the Countries from Central and Eastern Europe," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 45-50, December.
• Duong Thi Hieu, 2016, "Testing sovereign contagion via changes of CDS price in European debt crisis," Society and Economy, Akadémiai Kiadó, Hungary, volume 38, issue 1, pages 5-28, March.
• Patrycja Chodnicka-Jaworska, undated, "Banks Credit Rating Changes And Their Stock Prices €“ The Impact Of Political Divisions And Economy Development," Review of Socio - Economic Perspectives, Reviewsep, number 201603.
• Paulo Ferreira & Andreia Dionísio, undated, "G7 Stock Markets, Who Is The First To Defeat The Dcca Correlation?," Review of Socio - Economic Perspectives, Reviewsep, number 201605.
• Patrycja Chodnicka-Jaworska & Piotr Jaworski, undated, "Countries Credit Ratings And Exchange Rates €“ The Impact Of Economic Development," Review of Socio - Economic Perspectives, Reviewsep, number 201608, DOI: https://dx.medra.org/10.19275/RSEP0.
• Sonia Woś, 2016, "Alternative Trading Systems in Germany – Entry Standard vs. Neuer Markt," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 223-233, September.
• Geert Bekaert & Campbell R. Harvey & Andrea Kiguel & Xiaozheng Wang, 2016, "Globalization and Asset Returns," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 221-288, October.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016, "Asymmetric volatility connectedness on forex markets," Papers, arXiv.org, number 1607.08214, Jul.
• Tim Leung & Jamie Kang, 2016, "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers, arXiv.org, number 1611.03110, Oct.
• Adrian Doru BÎGIOI & Cristina Elena DUMITRU, 2016, "The rights of shareholders – basic principle of corporate governance by means of case-specific jurisprudence," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 14, issue 136, pages 401-401, Aprilie.
• Ana Vizjak & Maja Vizjak, 2016, "Transatlantic Trade And Investment Partnership (Ttip) And Regulation Of Financial Markets," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 25, issue 1, pages 319-336, june.
• Veljko Fotak, 2016, "A Spark from the Public Sector: Co-lending by Government-owned and Private-sector Lenders," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1624.
• Oksana Kiktenko, 2016, "Measures Of The State For Introduction Deoffshorization In Stock Market Of Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-67-71.
• Nazar Moroz, 2016, "Regional Features Of The Global Market Of Syndicated Lending," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-117-122.
• Vitaliy Semenyuk, 2016, "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-135-142.
• Valentyn Khokhlov, 2016, "Alpha-Beta Separation Portfolio Strategies For Islamic Finance," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 4, DOI: 10.30525/2256-0742/2016-2-4-90-96.
• Enzo Mignarri, 2016, "Etf characteristics and fiscal treatment in Italy," BANCARIA, Bancaria Editrice, volume 12, pages 51-58, December.
• Francesco Campanella & Mario Mustilli & Eugenio D¡¯Angelo, 2016, "Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 27-42, February.
• Haibin Xie & Qilin Qin & Shouyang Wang, 2016, "Is Halloween Effect a New Puzzle? Evidence from Price Gap," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 19-31, November.
• James Pinnington & Maral Shamloo, 2016, "Limits to Arbitrage and Deviations from Covered Interest Rate Parity," Discussion Papers, Bank of Canada, number 16-4, DOI: 10.34989/sdp-2016-4.
• Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016, "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers, Bank of Canada, number 16-11, DOI: 10.34989/swp-2017-11.
• Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016, "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers, Bank of Canada, number 16-39, DOI: 10.34989/swp-2017-39.
• João Barata Ribeiro Blanco Barroso, 2016, "Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets," Working Papers Series, Central Bank of Brazil, Research Department, number 420, Mar.
• Derya AYSOY & Guray KUCUKKOCAOGLU, 2016, "The Effect of Foreign Exchange Interventions on Exchange Rate," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 10, issue 1, pages 65-94.
• Alberto Fuertes & José María Serena, 2016, "How firms borrow in international bond markets: securities regulation and market segmentation," Working Papers, Banco de España, number 1603, Feb.
• Carmen Broto & Matías Lamas, 2016, "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers, Banco de España, number 1608, Apr.
• Valeria Pellegrini & Alessandra Sanelli & Enrico Tosti, 2016, "What do external statistics tell us about undeclared assets held abroad and tax evasion?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 367, Nov.
• Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babeck� & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & V, 2016, "Beyond the austerity dispute: new priorities for fiscal policy," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 20, Mar.
• Alessio Anzuini & Francesca Brusa, 2016, "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1046, Jan.
• Francesco Potente & Antonio Scalia, 2016, "Market timing and performance attribution in the ECB reserve management framework," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1062, Apr.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016, "Informational contagion in the laboratory," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1063, Apr.
• Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016, "Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes," Borradores de Economia, Banco de la Republica de Colombia, number 929, Feb, DOI: 10.32468/be.929.
• Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016, "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia, Banco de la Republica de Colombia, number 937, Apr, DOI: 10.32468/be.937.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jorge Luis Hurtado-Guarin, 2016, "Stock Market Volatility Spillovers: Evidence for Latin America," Borradores de Economia, Banco de la Republica de Colombia, number 943, May, DOI: 10.32468/be.943.
• Fredy Gamboa-Estrada, 2016, "Carry Trade y Depreciaciones Bruscas del Tipo de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 957, Aug, DOI: 10.32468/be.957.
• Alessio Ciarlone & Andrea Colabella, 2016, "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 81, pages 175-190, December, DOI: 10.1016/j.espe.2016.09.001.
• R. S.J. Koijen & François Koulischer & Benoit Nguyen & M. Yogo, 2016, "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers, Banque de France, number 601.
• Laurent Ferrara & ISTREFI, K., 2016, "Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence," Bulletin de la Banque de France, Banque de France, issue 206, pages 61-68.
• Guette-Khiter, C., 2016, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à la fin de l’année 2015," Bulletin de la Banque de France, Banque de France, issue 207, pages 5-15.
• Hodeau, A., 2016, "Structure et évolution des portefeuilles-titres des personnes physiques : des comportements qui diffèrent selon l’âge, la catégorie socio-professionnelle et le montant des portefeuilles," Bulletin de la Banque de France, Banque de France, issue 207, pages 57-69.
• Cabrillac, B. & Gauvin, L. & Gossé, L., 2016, "Les obligations indexées sur le PIB : quels bénéfices pour les émetteurs, les investisseurs et la stabilité financière internationale ?," Bulletin de la Banque de France, Banque de France, issue 208, pages 5-20.
• L. Ferrara & K. Istrefi, 2016, "Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 42, pages 41-46, Summer.
• C. Guette-Khiter, 2016, "Non-resident holdings of French CAC 40 companies at end-2015," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 43, pages 35-46, Autumn.
• B. Cabrillac & L. Gauvin & J.-L. Gossé, 2016, "GDP-indexed bonds: what are the benefits for issuing countries, investors and international financial stability?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 6-19, Winter.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2016, "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers, Barcelona School of Economics, number 910, Jul.
• Luca Fornaro, 2016, "International Debt Deleveraging," Working Papers, Barcelona School of Economics, number 931, Oct.
• Radoslaw Kurach & Daniel Papla, 2016, "Should pension funds hedge currency risk? The case of Poland," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 16, issue 2, pages 81-94.
• Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers, Bank for International Settlements, number 541, Jan.
• Michael R King & Steven Ongena & Nikola Tarashev, 2016, "Bank standalone credit ratings," BIS Working Papers, Bank for International Settlements, number 542, Jan.
• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016, "Has the pricing of stocks become more global?," BIS Working Papers, Bank for International Settlements, number 560, May.
• Lubos Komarek & Kristyna Ters, 2016, "Intraday dynamics of euro area sovereign credit risk contagion," BIS Working Papers, Bank for International Settlements, number 573, Jul.
• Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016, "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers, Bank for International Settlements, number 592, Nov.
• Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016, "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 907-924, April.
• Kees G. Koedijk & Alfred M.H. Slager & Philip A. Stork, 2016, "Investing in Systematic Factor Premiums," European Financial Management, European Financial Management Association, volume 22, issue 2, pages 193-234, March, DOI: 10.1111/eufm.12081.
• Manuel Buchholz & Lena Tonzer, 2016, "Sovereign Credit Risk Co-Movements in the Eurozone: Simple Interdependence or Contagion?," International Finance, Wiley Blackwell, volume 19, issue 3, pages 246-268, December.
• Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016, "International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, volume 67, issue 3, pages 295-328, September.
• 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, April.
• Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, volume 71, issue 5, pages 2417-2480, October.
• Mondher Cherif & Christian Dreger, 2016, "Institutional Determinants of Financial Development in MENA countries," Review of Development Economics, Wiley Blackwell, volume 20, issue 3, pages 670-680, August.
• PETRIA Nicolae, 2016, "The Consequences Of The Financial Crisis On The Romanian Banking System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 114-126, December.
• BUNESCU Liliana, 2016, "Current Market Of Government Bonds In Romania: Key Issues," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 8-23, December.
• Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016, "Agreeing on disagreement: heterogeneity or uncertainty?," Working Paper, Norges Bank, number 2016/4, Feb.
• Roberto Rigobon, 2016, "Contagion, spillover and interdependence," Bank of England Staff Working Paper series, Bank of England, number 607, Aug.
• Rachel Lukasz & Jack Fisher, 2016, "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England Staff Working Paper series, Bank of England, number 636, Dec.
• James Benford & Mark Joy & Mark Kruger, 2016, "Sovereign GDP-linked bonds," Bank of England Financial Stability Papers, Bank of England, number 39, Sep.
• Itamar Caspi & Meital Graham, 2016, "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers, Bank of Israel, number 2016.06, Mar.
• Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2016, "Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-14, Aug.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016, "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-17, Nov.
• Sangwon Suh & Byung-Soo Koo, 2016, "Spillovers from U.S. Unconventional Monetary Policy and Its Normalization to Emerging Markets: A Capital Flow Perspective," Working Papers, Economic Research Institute, Bank of Korea, number 2016-4, Mar.
• Alaa Alaabed & Mansur Masih, 2016, "Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 63-71, June.
• Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016, "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 82-91, June.
• Nader Naifar, 2016, "Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 3, pages 157-166, September.
• Ahmad Monir Abdullah & Buerhan Saiti & Mansur Masih, 2016, "The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 219-232, December.
• Ahmet Suayb Gundogdu, 2016, "Islamic electronic trading platform on organized exchange," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 249-255, December.
• Eger Thomas & Schäfer Hans-Bernd, 2016, "Introduction: Eurobonds beyond Crisis Management," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 477-494, November, DOI: 10.1515/rle-2016-0039.
• Schäfer Hans-Bernd & Bigus Jochen, 2016, "Consequences of Different Eurobond Proposals," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 523-553, November, DOI: 10.1515/rle-2016-0042.
• Amtenbrink Fabian & Repasi René & De Haan Jakob, 2016, "Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area," Review of Law & Economics, De Gruyter, volume 12, issue 3, pages 605-633, November, DOI: 10.1515/rle-2016-0045.
• Weber Christoph S. & Nickol Philipp, 2016, "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 1, pages 65-113, April, DOI: 10.1515/rmeef-2015-0039.
• Dimpfl Thomas & Peter Franziska J., 2016, "Price discovery in the markets for credit risk: a Markov switching approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 233-249, June, DOI: 10.1515/snde-2015-0032.
• Aboura Sofiane & Chevallier Julien & Jammazi Rania & Tiwari Aviral Kumar, 2016, "The place of gold in the cross-market dependencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 5, pages 567-586, December, DOI: 10.1515/snde-2015-0017.
• Härdle Wolfgang Karl & Silyakova Elena, 2016, "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, volume 33, issue 1-2, pages 1-20, September, DOI: 10.1515/strm-2014-1176.
• Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016, "Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 45-64.
• Walter Gonçalves Junior & William Eid Junior, 2016, "Determinants of Foreign Investment in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 189-224.
• Jhuvesh Sobrun & Philip Turner, 2016, "La faiblesse des taux d’intérêt à long terme : un phénomène mondial," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 257-274.
• Bruno Cabrillac & Marie-Hélène Ferrer, 2016, "Les marchés de dette obligataire en devise locale en Amérique latine," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 243-263.
• Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Research Technical Papers, Central Bank of Ireland, number 03/RT/16, May.
• Jędrzej Białkowski & Ehud I. Ronn, 2016, "Financial Markets in the Face of the Apocalypse," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/14, Apr.
• Pami Dua & Divya Tuteja, 2016, "Contagion in International Stock and Currency Markets During Recent Crisis Episodes," Working papers, Centre for Development Economics, Delhi School of Economics, number 258, Jul.
• Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2016, "China's capital flight: Pre- and post-crisis experiences," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt1bv0n7db, Sep.
• Markus 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," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1414, Mar.
• Julian P. Veley & Brian C. Payne & Jiri Tresl & Wilfredo Toledo, 2016, "Implied Volatility Around the World : Geographical Markets and Asset Classes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp562, Apr.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," CESifo Working Paper Series, CESifo, number 5748.
• Walter Kraemer, 2016, "A Neglected Semi-Stylized Fact of Daily Stock Returns," CESifo Working Paper Series, CESifo, number 5806.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," CESifo Working Paper Series, CESifo, number 5816.
• Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016, "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series, CESifo, number 5963.
• Michael Melvin & Duncan Shand, 2016, "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," CESifo Working Paper Series, CESifo, number 6210.
• Shin-ichi Fukuda & Mariko Tanaka, 2016, "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-401, Nov.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," Discussion Papers, Centre for Macroeconomics (CFM), number 1617, May.
• Rodrigo Alfaro & Carlos Medel & Carola Moreno, 2016, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Working Papers Central Bank of Chile, Central Bank of Chile, number 795, Dec.
• Umit Yilmaz, 2016, "Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-50, Jul, revised Dec 2016.
• Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016, "Exchange Traded Funds (ETFs)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-64, Oct.
• Christopher Findlay & Silvia Sorescu & Camilo Umana Dajud, 2016, "Markets are Smart! Structural Reforms and Country Risk," Working Papers, CEPII research center, number 2016-23, Sep.
• Babajide Fowowe & Mohammed Shuaibu, 2016, "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, CEPII research center, issue 148, pages 59-80.
• Carmen Elena COCA & Daniel Daneci PATRAU, 2016, "Management Systems Of A Possible Economic Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 11, pages 269-274, July.
• Lubos Komarek & Kristyna Ters & Jorg Urban, 2016, "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/04, Jun.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Laura Pareja Restrepo, 2016, "Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 14235, Jan.
• Bernardo Leyva-Uribe & Jose E. Gomez-Gonzalez & Oscar M. Valencia-Arana & Mauricio Villamizar-Villegas, 2016, "Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes," Borradores de Economia, Banco de la Republica, number 14286, Feb.
• Alessio Ciarlone & Andrea Colabella, 2016, "Spillovers of the ECB's non-standard monetary policy into CESEE economies," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 81, pages 175-190, DOI: 10.1016/j.espe.2016.09.001.
• Maximiliano González & Alexander Guzm�n & Diego Fernando Tellez & Mar�a Andrea Trujillo, 2016, "What you say and how you say it: Information disclosure in Latin American firms," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15656, Oct.
• Diego A. Agudelo & Daimer J. M�nera, 2016, "Are foreigners the vectors of Contagion? A study of six emerging markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16989, Dec.
• John Rosso & David Arbel�ez Garc�a, 2016, "Efectos estacionales en los mercados de capitales de la Alianza del Pacífico," Estudios Gerenciales, Universidad Icesi, volume 32, issue 141, pages 358-368.
• Juan Benjamín Duarte Duarte & Laura Daniela Garc�s Carre�o & Katherine Julieth Sierra Su�rez, 2016, "Análisis del Comportamiento Manada en los sectores bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 4-18.
• Laura Gómez Duarte & Sami Gabriel Coavas Blanquicett, 2016, "For love or for money? A study of the marriage wage premium in Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 70-89.
• Antonio Ruiz Porras & Fidel Gustavo Cruz Ruiz, 2016, "Las hipótesis de Fisher en Latinoamérica: un análisis de cointegración," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 2, pages 301-326.
• Luis Miguel Jiménez Gómez & Fred Restrepo Giraldo & Natalia Mar�a Acevedo Prins, 2016, "Diversificación internacional de portafolios con índices bursátiles: caso colombiano," En-Contexto, Tecnológico de Antioquia, issue 03, pages 79-104.
• Bogna Malgorzata Kazmierska-Jozwiak & Dorota Starzynska, 2016, "Tangible investments of the entities from Lodz region," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 47, issue 1, pages 41-51.
• Ireneusz Tomasz Drabik, 2016, "Risk of business internalization in the conditions of turbulent environment," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 47, issue 1, pages 73-91.
• Marcin Faldzinski & Magdalena Osinska, 2016, "Volatility estimators in econometric analysis of risk transfer on capital markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 21-35.
• Della Corte, Pasquale & Riddiough, Steven & Sarno, Lucio, 2016, "Currency Premia and Global Imbalances," CEPR Discussion Papers, Centre for Economic Policy Research, number 11129, Feb.
• Andries, Alin & Fischer, Andreas & YeÅŸin, Pınar, 2016, "The impact of international swap lines on stock returns of banks in emerging markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 11167, Mar.
• Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2016, "Currency Value," CEPR Discussion Papers, Centre for Economic Policy Research, number 11324, Jun.
• Massa, Massimo & Schumacher, David & Wang, Yan, 2016, "Who is afraid of BlackRock?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11471, Aug.
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• Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
• Silvia Marchesi, 2016, "Life after default? Private vs. official sovereign debt restructurings," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 398, Aug, revised 26 Aug 2016.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Eymen Errais & Dhikra Bahri, 2016, "Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits," Annals of Economics and Finance, Society for AEF, volume 17, issue 1, pages 145-165, May.
• Hong-Ghi Min & Judith A. McDonald & Sang-Ook Shin, 2016, "What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 365-402, November.
• Accominotti, Olivier & Chambers, David, 2016, "If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years," The Journal of Economic History, Cambridge University Press, volume 76, issue 2, pages 342-386, June.
• Sarkissian, Sergei & Schill, Michael J., 2016, "Cross-Listing Waves," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 1, pages 259-306, February.
• Berlinger, Edina, 2016, "Implicit rating: A potential new method to alert crisis on the interbank lending market," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/04, Jan.
• Berlinger, Edina & Bihary, Zsolt & Walter, György, 2016, "How much is corporate cash-pooling worth? Modelling and simulation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/05, Jan.
• Berlinger, Edina & Bihary, Zsolt & Walter, György, 2016, "Corporate cash-pool valuation in a multi-firm context: a closed formula," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/06, Jan.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 350-376, June.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 3, pages 524-535, September.
• Bachar FAKHRY, 2016, "A Regime Switching Explanation of the Reactions of Market Participant during the Crisis," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 434-449, September.
• Leleng KEBALO, 2016, "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 3, pages 459-481, September.
• M. Akýn DOÐANAY, 2016, "The Twentieth Symposium of Finance," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 4, pages 644-645, December.
• Emilian C. Miricescu & Lucian Ţâţu & Delia Cornea, 2016, "The Determinants of the Sovereign Debt Rating: Evidence for the European Union Countries," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 175-188.
• Flavia BARNA & Ştefana Maria DIMA & Bogdan DIMA & Lucian PAŞCA, 2016, "Fractal Market Hypothesis: The Emergent Financial Markets Case," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 137-150.
• Murad A. BEIN & Gulcay TUNA, 2016, "Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 265-284.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.