Research classified by Journal of Economic Literature (JEL) codes

2015

• Steve Fan & Scott Opsal & Linda Yu, 2015, "Equity Anomalies and Idiosyncratic Risk Around the World," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 1, pages 33-75, March.
• Lorne Switzer & Alan Picard, 2015, "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 3, pages 169-221, September.
• Graham Bornholt & Paul Dou & Mirela Malin, 2015, "Trading Volume and Momentum: The International Evidence," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 267-313, December.
• Henryk Gurgul & Artur Machno, 2015, "Regime-Dependent Relationships among Stock Markets in Frankfurt, Vienna and Warsaw," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 1 (Spring, pages 3-25.
• Fabio Bagliano & Claudio Morana, 2015, "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working Papers, University of Milano-Bicocca, Department of Economics, number 303, Jul, revised Jul 2015.
• Silvia, Marchesi, 2015, "The cost of default: private vs. official sovereign debt restructurings," Working Papers, University of Milano-Bicocca, Department of Economics, number 320, Dec, revised 28 Dec 2015.
• Claudio, Morana, 2015, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," Working Papers, University of Milano-Bicocca, Department of Economics, number 321, Dec, revised 28 Dec 2015.
• Earl D. Benson & Sophie X. Kong, 2015, "The Co-Movement of U.S. Equity Returns with the Developed and Emerging Markets of Australasia and Asia," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 1, pages 102-117, January.
• Dániel Horváth & Róbert Szini, 2015, "The safety trap – the financial market and macroeconomic consequences of the scarcity of safe assets," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 1, pages 111-138.
• Máté Vona, 2015, "International Trends in Student Lending," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 1, pages 56-78.
• Ádám Banai & András Kollarik & András Szabó-Solticzky, 2015, "Topology of the foreign currency/forint swap market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 2, pages 28-157.
• Fabozzi, Frank J., 2015, "Capital Markets: Institutions, Instruments, and Risk Management, Fifth Edition," MIT Press Books, The MIT Press, number 0262029480, edition 5, ISBN: ARRAY(0x69c2f0b0), December.
• Martin Širůček & Lukáš Křen, 2015, "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 63, issue 4, pages 1375-1386, DOI: 10.11118/actaun201563041375.
• Kristjanpoller Rodríguez Werner & Arenas Yáñez Teresita, 2015, "The turn of the month effect still exists in the main Latin American stock markets, including the level of individual stocks," Contaduría y Administración, Accounting and Management, volume 60, issue 1, pages 53-86, enero-mar.
• Vahagn Galstyan & Philip Lane & Caroline Mehigan & Rogelio Mercado, 2015, "The Holders and Issuers of International Portfolio Securities," NBER Chapters, National Bureau of Economic Research, Inc, "International Finance in the Global Markets".
• Shin-ichi Fukuda, 2015, "Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates," NBER Chapters, National Bureau of Economic Research, Inc, "International Finance in the Global Markets".
• Alexander Ljungqvist & Donghua Chen & Dequan Jiang & Haitian Lu & Mingming Zhou, 2015, "State Capitalism vs. Private Enterprise," NBER Working Papers, National Bureau of Economic Research, Inc, number 20930, Feb.
• Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2015, "The Real Value of China's Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 20957, Feb.
• Sebastian Edwards, 2015, "Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20964, Feb.
• Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2015, "Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 21040, Mar.
• Karen K. Lewis, 2015, "Do Foreign Firm Betas Change During Cross-listing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21054, Mar.
• Takatoshi Ito & Masahiro Yamada, 2015, "High-frequency, Algorithmic Spillovers Between NASDAQ and Forex," NBER Working Papers, National Bureau of Economic Research, Inc, number 21122, Apr.
• Andrea Beltratti & René M. Stulz, 2015, "Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 21150, May.
• Hélène Rey, 2015, "Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence," NBER Working Papers, National Bureau of Economic Research, Inc, number 21162, May.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2015, "The U.S. listing gap," NBER Working Papers, National Bureau of Economic Research, Inc, number 21181, May.
• Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina, 2015, "Who is Internationally Diversified? Evidence from 296 401(k)," NBER Working Papers, National Bureau of Economic Research, Inc, number 21236, Jun.
• Robert P. Bartlett, III & Justin McCrary, 2015, "Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision," NBER Working Papers, National Bureau of Economic Research, Inc, number 21286, Jun.
• Joel M. David & Ina Simonovska, 2015, "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 21480, Aug.
• Takatoshi Ito & Masahiro Yamada, 2015, "Was the Forex Fixing Fixed?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21518, Sep.
• G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2015, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21661, Oct.
• Eduardo Borensztein & Eduardo Cavallo & Olivier Jeanne, 2015, "The Welfare Gains from Macro-Insurance Against Natural Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 21674, Oct.
• Silvia Miranda-Agrippino & Hélène Rey, 2015, "US Monetary Policy and the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 21722, Nov.
• Charles Yuji Horioka & Akiko Terada-Hagiwara & Takaaki Nomoto, 2015, "Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 21734, Nov.
• Carmen M. Reinhart & Christoph Trebesch, 2015, "The International Monetary Fund: 70 Years of Reinvention," NBER Working Papers, National Bureau of Economic Research, Inc, number 21805, Dec.
• Tajana Barbić, 2015, "Modern aspects of capital markets," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 1, pages 55-69, December.
• A. Abramov & A. Radygin & M. Chernova, 2015, "Long-term Portfolio investment: New insight into Return and Risk," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10, DOI: 10.32609/0042-8736-2015-10-54-77.
• Vítor Manuel de Sousa Gabriel & José Ramos Pires Manso, 2015, "Ligações e transmissão de volatilidade intradiária entre mercados bolsistas europeus no âmbito da crise financeira global [Connections and transmission of intraday volatility among European stock mark," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 25, issue 2, pages 291-310, May-Augus.
• Allen, Franklin & Qian, Jun QJ & Gu, Xian, 2015, "China's Financial System: Growth and Risk," Foundations and Trends(R) in Finance, now publishers, volume 9, issue 3-4, pages 197-319, December, DOI: 10.1561/0500000029.
• Diana Ayala & Milan Nedeljkoviæ & Christian Saborowski, 2015, "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," Working papers, National Bank of Serbia, number 30, Dec.
• Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
• Alexander Apostolov, 2015, "Projection of the Profitability of Exchange – Traded Assets for the Accounting for the Behavioral Peculiarities of Investors," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 114-145, December.
• Silvia Parusheva, 2015, "The Use of Payment Cards and the Prevention of Payment Card Fraud in Europe and Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 99-113, December.
• Eckhard Wurzel & Damien Azzopardi, 2015, "Luxembourg - addressing new challenges in a major financial sector," OECD Economics Department Working Papers, OECD Publishing, number 1239, Jun, DOI: 10.1787/5jrzxgz5tvwj-en.
• Diaconaşu Delia-Elena, 2015, "Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Nicolas Albacete & Peter Lindner, 2015, "Foreign currency borrowers in Austria – evidence from the Household Finance and Consumption Survey," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 29, pages 93-109.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2015, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 293-341.
• Yi-Ting Chen, 2015, "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 414-455.
• Xavier Gabaix & Matteo Maggiori, 2015, "International Liquidity and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 3, pages 1369-1420.
• Kuntara Pukthuanthong & Richard Roll, 2015, "Internationally Correlated Jumps," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 92-111.
• Daniel Paravisini & Veronica Rappoport & Philipp Schnabl & Daniel Wolfenzon, 2015, "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 1, pages 333-359.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015, "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, volume 19, issue 4, pages 1587-1622.
• Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015, "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3073-3108.
• Dumitru-Nicu?or Cãrãu?u, 2015, "Capital Market Efficiency in CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 392-397, May.
• Gabriel, Vítor, 2015, "Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de los mercados bursátiles internacionales?en el entorn," 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 19, issue 1, pages 42-65, June.
• Mauricio Zeballos & Carlos del Carpio, 2015, "Metal Returns, Stock Returns and Stock Market Volatility," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 38, issue 75, pages 101-122.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2015, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, January.
• Adam Zaremba & Andrzej Nowak, 2015, "Skewness preference across countries," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 2, pages 115-130, July.
• Ana Mugosa, 2015, "The determinants of capital structure choice: Evidence from Western Europe," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 2, pages 76-95, July.
• Konrad Sobanski, 2015, "Valuation Effect As A Determinant Of The International Investment Position In Central And Eastern European Economies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 3, pages 151-164, September, DOI: 10.12775/EQUIL.2015.030.
• Aneta Waszkiewicz, 2015, "Shadow banking we wspolczesnym systemie finansowym," Working Papers, Institute of Economic Research, number 143/2015, May, revised May 2015.
• Alina Rydzewska, 2015, "Contemporary nature of stock exchange from the perspective of demutualization process," Working Papers, Institute of Economic Research, number 21/2015, Mar, revised Mar 2015.
• Valentina Fetiniuc & Ivan Luchian, 2015, "Globalization and international financial centers activity," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 15, issue 1, pages 137-146.
• Biedermann, Zsuzsánna, 2015, "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 1, pages 78-94.
• Walter, György & Kenesei, Balázs, 2015, "Innovative Banking Services for Centralised Corporate Cash Management," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 3, pages 312-325.
• Haidar, Jamal, 2015, "Can the Euro Survive?," MPRA Paper, University Library of Munich, Germany, number 120054, Dec.
• Diseko, Nomathemba Veronica & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2015, "Dynamic portfolio rebalancing with safe-haven assets," MPRA Paper, University Library of Munich, Germany, number 123408.
• Ali, Ashraf & M. Kabir, Hassan & Syed Abul, Basher, 2015, "Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks," MPRA Paper, University Library of Munich, Germany, number 61687, Jan.
• Bonizzi, Bruno, 2015, "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper, University Library of Munich, Germany, number 61784, Feb.
• Chouliaras, Andreas, 2015, "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 62524, Mar.
• Mishra, Anil V, 2015, "Foreign Bias in Australian Domiciled Mutual Fund Holdings," MPRA Paper, University Library of Munich, Germany, number 63376, Jan.
• mhamdi, ghrissi, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," MPRA Paper, University Library of Munich, Germany, number 63476, Mar.
• Park, Kwang Suk & Masih, Mansur, 2015, "Does the shariah index move together with the conventional equity indexes?," MPRA Paper, University Library of Munich, Germany, number 63925, Jan.
• Lestano, Lestano, 2015, "Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors," MPRA Paper, University Library of Munich, Germany, number 64357.
• Vardhan, Harsh & Sinha, Pankaj, 2015, "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 64369, Mar, revised 10 May 2015.
• Peresetsky, Anatoly & Yakubov, Ruslan, 2015, "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper, University Library of Munich, Germany, number 64579.
• Hashim, Khairul Khairiah & Masih, Mansur, 2015, "Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 65234, Jun.
• Bouoiyour, Jamal & Selmi, Refk, 2015, "Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?," MPRA Paper, University Library of Munich, Germany, number 65317, Jun.
• O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015, "The Financial Economics of Gold - a survey," MPRA Paper, University Library of Munich, Germany, number 65484, Jul.
• Bayraci, Selcuk, 2015, "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper, University Library of Munich, Germany, number 65758, Jul.
• Lyocsa, Stefan, 2015, "Predicting changes in the output of OECD countries: An international network perspective," MPRA Paper, University Library of Munich, Germany, number 65774, Jul.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Implied volatility transmissions between Thai and selected advanced stock markets," MPRA Paper, University Library of Munich, Germany, number 65901, Aug.
• Temesvary, Judit & Ongena, Steven & Owen, Ann L., 2015, "A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?," MPRA Paper, University Library of Munich, Germany, number 65913, Aug.
• Mirdala, Rajmund & Svrčeková, Aneta & Semančíková, Jozefína, 2015, "On the Relationship between Financial Integration, Financial Liberalization and Macroeconomic Volatility," MPRA Paper, University Library of Munich, Germany, number 66143, Apr.
• Bonga-Bonga, Lumengo, 2015, "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper, University Library of Munich, Germany, number 66262, Aug.
• Širůček, Martin, 2015, "Kauzalní vztah peněžní nabídky a amerického akciového trhu
  [Money supply and US stock market causality]," MPRA Paper, University Library of Munich, Germany, number 66357, Aug, revised 30 Aug 2015.
• Širůček, Martin & Křen, Lukáš, 2015, "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 66449, Sep.
• Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper, University Library of Munich, Germany, number 66521, Sep.
• Rhodes, Kevin M, 2015, "Impacts on investors sentiments of financial crisis- A study with references of recent financial crisis," MPRA Paper, University Library of Munich, Germany, number 66595, Sep.
• Jung, Kuk Mo, 2015, "Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns," MPRA Paper, University Library of Munich, Germany, number 67416, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 67470, Oct.
• DIAF, Sami, 2015, "Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates," MPRA Paper, University Library of Munich, Germany, number 67619, Feb.
• EZZAHID, Elhadj & MAOUHOUB, Brahim, 2015, "Capital account liberalization and Moroccan macroeconomic performances," MPRA Paper, University Library of Munich, Germany, number 67627, Nov.
• Kodila-Tedika, Oasis & Asongu, Simplice, 2015, "Genetic Distance and Cognitive Human Capital: A Cross-National Investigation," MPRA Paper, University Library of Munich, Germany, number 67850, Apr.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum money," MPRA Paper, University Library of Munich, Germany, number 67982, Nov.
• Thakolsri, Supachock & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Relationship of the change in implied volatility with the underlying equity index return in Thailand," MPRA Paper, University Library of Munich, Germany, number 67986, Nov.
• Syed Abul, Basher & Perry, Sadorsky, 2015, "Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH," MPRA Paper, University Library of Munich, Germany, number 68231, Dec.
• Syed Abul, Basher & Alfred A, Haug & Perry, Sadorsky, 2015, "The impact of oil shocks on exchange rates: A Markov-switching approach," MPRA Paper, University Library of Munich, Germany, number 68232, Dec.
• Tomić, Bojan, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," MPRA Paper, University Library of Munich, Germany, number 68324, Jan.
• Wild, Joerg, 2015, "Efficiency and Risk Convergence of Eurozone Financial Markets," MPRA Paper, University Library of Munich, Germany, number 68371, Sep.
• Sambracos, Evangelos & Maniati, Marina, 2015, "Analysis of Financial Crisis Results on Dry Bulk Market & Financing," MPRA Paper, University Library of Munich, Germany, number 68601, May.
• Ganchev, Alexander, 2015, "Hedge funds - evolution and perspectives," MPRA Paper, University Library of Munich, Germany, number 70050, Dec.
• Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70080, Dec.
• Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70117, Dec.
• Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015, "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper, University Library of Munich, Germany, number 70942, Dec.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 72082, Oct.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi, 2015, "Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets," MPRA Paper, University Library of Munich, Germany, number 73397, Sep, revised Feb 2016.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2015, "Buy and sell signals on Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89014, Aug, revised 05 Jan 2016.
• Camilleri, Silvio John, 2015, "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95301.
• Asandului, Mircea & Lupu, Dan & Mursa, Gabriel Claudiu & Muşetescu, Radu, 2015, "Dynamic relations between CDS and stock markets in Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 95506, Dec.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
• Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
• Haakon Kavli & Nicola Viegi, 2015, "Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries," Working Papers, University of Pretoria, Department of Economics, number 201568, Sep.
• Filip Iorgulescu, 2015, "Investigating Contagion and Market Interdependence during the Global Financial Crisis," Central European Business Review, Prague University of Economics and Business, volume 2015, issue 2, pages 31-39, DOI: 10.18267/j.cebr.124.
• Shaen Corbet & Cian Twomey, 2015, "European Equity Market Contagion: An Empirical Application to Ireland's Sovereign Debt Crisis," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 3, pages 15-34, DOI: 10.18267/j.efaj.143.
• Ovidiu Stoica & Mark J. Perry & Seyed Mehdian, 2015, "An Empirical Analysis of the Diffusion of Information across Stock Markets of Central and Eastern Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 2, pages 192-210, DOI: 10.18267/j.pep.508.
• Gábor Dávid Kiss & Tamás Schuszter, 2015, "The Euro Crisis and Contagion among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency such as CHF," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 6, pages 678-698, DOI: 10.18267/j.pep.530.
• Piti Disyatat & Phurichai Rungcharoenkitkul, 2015, "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 9, Nov.
• Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015, "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 753, Sep.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015, "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers, Queen Mary University of London, School of Economics and Finance, number 761, Dec.
• Marcelo Fernandes & João Mergulhão, 2015, "Anticipatory Effects in the FTSE 100 Index Revisions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 773, Dec.
• Lock, Eduardo & Winkelried, Diego, 2015, "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
• Iberico, Luis Antonio & Winkelried, Diego, 2015, "Calendar Effects in Latin American Stock Markets," Working Papers, Banco Central de Reserva del Perú, number 2015-008, Nov.
• Heni Boubaker & Nadia Sghaier, 2015, "On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 80-93, May-June.
• Selim Mankaï & Khaled Guesmi, 2015, "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
• Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015, "Currency Premia and Global Imbalances," 2015 Meeting Papers, Society for Economic Dynamics, number 1215.
• Jesse Schreger, 2015, "The Costs of Sovereign Default: Evidence from Argentina," 2015 Meeting Papers, Society for Economic Dynamics, number 240.
• Ana Maria Santacreu & Federico Gavazzoni, 2015, "International R&D Spillovers and Asset Prices," 2015 Meeting Papers, Society for Economic Dynamics, number 405.
• Halime Temel Nalın & Sevinç Güler, 2015, "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 129-148, March.
• Mihai Cristian Dinică & Erica Cristina (Balea) Dinică, 2015, "Testing the Weak-Form Market Eficiency of the Euronext Wheat," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 25-38, March.
• G. Cornelis van Kooten, 2015, "The Economics of Forest Carbon Sequestration Revisited: A Challenge for Emissions Offset Trading," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2015-04, Apr.
• Eleftherios I. Thalassinos & Erginbay Ugurlu & Yusuf Muratoglu, 2015, "Comparison of Forecasting Volatility in the Czech Republic Stock Market," Applied Economics and Finance, Redfame publishing, volume 2, issue 1, pages 11-18, February.
• Konan L¨¦on N'DRI, 2015, "Variance Ratio Tests of the Random Walk in the BRVM," Applied Economics and Finance, Redfame publishing, volume 2, issue 2, pages 118-125, May.
• G. Bampinas & T. Panagiotidis, 2015, "Are Gold and Silver a Hedge against Inflation? A Two Century Perspective," Working Paper series, Rimini Centre for Economic Analysis, number 15-02, Feb.
• Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015, "What Drives International Portfolio Flows?," Working Paper series, Rimini Centre for Economic Analysis, number 15-16, Mar.
• Gino Cenedese & Enrico Mallucci, 2015, "What moves international stock and bond markets?," Working Paper series, Rimini Centre for Economic Analysis, number 15-23, Jun.
• John Burger & Francis Warnock & Veronica Cacdac Warnock, 2015, "Bond Market Development in Developing Asia," ADB Economics Working Paper Series, Asian Development Bank, number 448, Sep.
• Gemma Esther Estrada & Donghyun Park & Arief Ramayandi, 2015, "Taper Tantrum and Emerging Equity Market Slumps," ADB Economics Working Paper Series, Asian Development Bank, number 451, Sep.
• Shubhomoy Ray, 2015, "Investment Finance and Financial Sector Development," ADBI Working Papers, Asian Development Bank Institute, number 522, Apr.
• Anna Bakaykina, 2015, "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 106-128.
• Ersan Ersoy & Levent Çıtak, 2015, "Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 3, pages 1-18.
• İbrahim Bozkurt, 2015, "Investigation of the Anomaly Existence in the Advanced and Emerging Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 19-37.
• İbrahim Yaşar Gök & Şeref Kalaycı, 2015, "International Interactions between Index Futures Markets: Testing Meteor Shower and Heat Wave Hypotheses on Turkey and US Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 39-53.
• Jugnu Ansari, 2015, "Product Diversification And Bank Risk Taking Behavior: An Empirical Evidence From Indian Banking System," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022343, Jun.
• Daehyoung Cho & Kyongwook Choi, 2015, "Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 4, pages 357-379, DOI: 10.11644/KIEP.JEAI.2015.19.4.301.
• Kin-Yip Ho & Jiyoun An & Lanyue Zhou, 2015, "The Book-to-Market Anomaly in the Chinese Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 3, pages 223-241, DOI: 10.11644/KIEP.JEAI.2015.19.3.297.
• Taly I, 2015, "Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 3, pages 275-322, DOI: 10.11644/KIEP.JEAI.2015.19.3.299.
• Myagmarsuren Boldbaatar & Choong Lyol Lee, 2015, "Financial Accessibility and Economic Growth," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 2, pages 143-166, DOI: 10.11644/KIEP.JEAI.2015.19.2.294.
• Aasif Shah & Malabika Deo & Wayne King, 2015, "Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 2, pages 189-220, DOI: 10.11644/KIEP.JEAI.2015.19.2.296.
• Badassa Wolteji Chala & Hyun-Hoon Lee, 2015, "Do Regional Trade Agreements Increase Bilateral Greenfield Investment?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 680-707.
• Priyanshi Gupta & Sanjay Sehgal & Florent Deisting, 2015, "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 708-760.
• Nazeeruddin Mohammad & Dawood Ashraf, 2015, "The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 1436-6, May.
• Edmundo Lizarzaburu & Kurt Burneob & Hamilton Galindoc & Luis Berggrund, 2015, "Emerging Markets Integration in Latin America (MILA) Stock market indicators: Chile, Colombia and Peru," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 74-83.
• Philip Turner, 2015, "The consequences of exit from non-conventional monetary policy," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 43-59.
• Dirk Schoenmaker, 2015, "The new Banking Union landscape in Europe: consolidation ahead?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 189-201.
• Gareth W. Peters & Efstathios Panayi & Ariane Chapelley, 2015, "Trends in cryptocurrencies and blockchain technologies: a monetary theory and regulation perspective," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 92-113.
• Andrea Ferretti & Marco Brandirali & Nico Saraceno, 2015, "Part 1: Innovative corporate services digitally enabled," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 172-180.
• Marco Giorgino & Giuliano Noci & Laura Grassi & Valentina Palummeri, 2015, "Part 2: Innovative corporate services digitally enabled for internationalization," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 173-180.
• Ilie Mihai & Cristian OPREA, 2015, "Post-crisis financial intermediation," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 6, issue 3, pages 9-19.
• Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015, "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 22-46, March.
• Murad A.Bein & Gulcay TUNA, 2015, "Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 61-80, June.
• Adrian Cantemir CALIN, 2015, "The Impact of Trade Announcements on Financial Markets. An Event Study Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 81-91, June.
• Iulia LUPU, 2015, "European Stock Markets Correlations In A Markov Switching Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 103-119, September.
• Adam ZAREMBA, 2015, "Low Risk Anomaly In The Cee Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 81-102, September.
• Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu, 2015, "Evolution of Mutual Funds in Romania: Performance and Risks," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 180-197, December.
• Corina Saman, 2015, "Asymmetric Interaction between Stock Price Index and Exchange Rates: Empirical Evidence for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 90-109, December.
• Altaf Muhammad & Zhang Shuguang, 2015, "Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 1, pages 57-70, March.
• Ronit Mukherji, 2015, "Stock Market Efficiency in Developing Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 4, pages 402-429, November, DOI: 10.1177/0973801015598058.
• Richard C.K. Burdekin & Michael Franklin, 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 1, pages 4-17, May.
• Gagan Deep Sharma & Namish Mishra, 2015, "Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets," Review of Market Integration, India Development Foundation, volume 7, issue 3, pages 175-197, December, DOI: 10.1177/0974929216674377.
• Raveen Ekanayake & Nipuni Perera, 2015, "Stimulating Intra-regional Investment in SAARC," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 16, issue 2_suppl, pages 75-101, September, DOI: 10.1177/1391561415594731.
• Hans Genberg, 2015, "Capital Market Development and Emergence of Institutional Investors in the Asia-Pacific Region," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp11, Oct.
• Sinan Esen & Feyyaz Zeren & Halil Şimdi, 2015, "CDS and Stock Market: Panel Evidence Under Cross-Section Dependency," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 13, issue 1, pages 31-46.
• Serkan Erkam & Ugur Ilker Erdogan, 2015, "Testing Day-Of-The-Week Effect Asymmetry In Borsa Istanbul (Bist)," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604423, Jul.
• Ka?an Karademir, 2015, "Exchange Rates And Stock Prices Relationship: Clustering By Dynamic Time Warping & Longest Common Subsequences," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804863, Oct.
• Andreas Savvides, 2015, "What Determines Equity Flows by Investment Funds to Emerging Economies?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104334, Nov.
• Hamdi Ben-Nasr & Abdullah Alshwer, 2015, "How Informed Stock Trading Can Affect Labor Investment Efficiency," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 2304077, Jun.
• Marina Tkalec, 2015, "Time-Varying Integration In European Post-Transition Sovereign Bond Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204231, Sep.
• Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2015, "Volatility Spillovers And Dynamic Correlations Between Emerging Economies In Foreign Exchange And Bond Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204248, Sep.
• Esref Savas Basci, 2015, "Yield Spreads on Government Benchmark Bonds: Cross Country Evidence," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204522, Sep.
• Ahmet Perilioglu, 2015, "Conditional Sovereign Transition Probability Matrices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204981, Sep.
• Markus Hertrich, 2015, "A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue III, pages 227-260, September.
• Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio, 2015, "Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic generalized distribution for the exchange rates of the E," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 95-111, enero-jun.
• Francisco Javier Reyes Zárate, 2015, "Estimación de modelos multivariados GARCH en los mercados accionarios de China y México," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 187-210, julio-dic.
• Dominik A. Skopiec, 2015, "Rola specjalnych praw ciągnienia we współczesnym międzynarodowym systemie walutowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 89-118.