Research classified by Journal of Economic Literature (JEL) codes

2015

• Rahmi Erdem Aktug, 2015, "Empirical dynamics of emerging financial markets during the global mortgage crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 17-36, March.
• B.T. Matemilola & A.N. Bany-Ariffin & Fatima Etudaiye Muhtar, 2015, "The impact of monetary policy on bank lending rate in South Africa," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 53-59, March.
• Senay Agca & Gianni De Nicolò & Enrica Detragiache, 2015, "Financial reforms, financial openness, and corporate debt maturity: International evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 61-75, June.
• Mouna Boujelbene Abbes & Yousra Trichilli, 2015, "Islamic stock markets and potential diversification benefits," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 93-105, June.
• Aymen Ben Rejeb & Adel Boughrara, 2015, "Financial integration in emerging market economies: Effects on volatility transmission and contagion," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 161-179, September.
• Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015, "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 213-221, September.
• Korhonen Marko, 2015, "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?," Global Economy Journal, De Gruyter, volume 15, issue 2, pages 241-256, July, DOI: 10.1515/gej-2014-0057.
• Wen Shiow-Ying & Yu Jean & Chan Chin-Horng, 2015, "Does Market Structure or Financial Deepening Impact the Banking Stability? International Evidence," Global Economy Journal, De Gruyter, volume 15, issue 3, pages 353-359, September, DOI: 10.1515/gej-2014-0046.
• Al-Ississ Mohamad, 2015, "The Cross-Border Impact of Political Violence," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 21, issue 2, pages 239-272, April, DOI: 10.1515/peps-2014-0046.
• Farooq Omar & Tabine Sonia, 2015, "Agency Problems and the Choice of Auditors: Evidence from the MENA Region," Review of Middle East Economics and Finance, De Gruyter, volume 11, issue 1, pages 79-97, April, DOI: 10.1515/rmeef-2012-0036.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Jana Drutarovská, Tomáš Dudáš, 2015, "Potenciálne Riziká Mimoburzového Trhu S Derivátmi," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 10, issue 4, pages 63-77.
• Virginie Coudert & Pauline Lez, 2015, "La politique de change chinoise et la place du renminbi dans le système monétaire international," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 69-96.
• Alicia Garcia Herrero, 2015, "Internationaliser la monnaie tout en s’endettant massivement : le cas de la Chine," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 121-140.
• Christophe Boucher & Catherine Lubochinsky, 2015, "Déséquilibres globaux et crise globale : quel partage des risques avec des assureurs en dernier ressort ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 157-182.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 424.
• Alexandru MINEA & Jean-Louis COMBES & Weneyam Hippolyte BALIMA, 2015, "Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?," Working Papers, CERDI, number 201504, Feb.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and contagion in financial markets: Evidence from a new test," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 247-266, November.
• Markus Brunnermeier & Yuliy Sannikov, 2015, "International Credit Flows and Pecuniary Externalities," CESifo Working Paper Series, CESifo, number 5170.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," CESifo Working Paper Series, CESifo, number 5282.
• Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover," CESifo Working Paper Series, CESifo, number 5305.
• Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series, CESifo, number 5333.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," CESifo Working Paper Series, CESifo, number 5551.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015, "China's Capital Flight: Pre- and Post-Crisis Experiences," CESifo Working Paper Series, CESifo, number 5584.
• Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015, "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," CESifo Working Paper Series, CESifo, number 5615.
• Lars P. Feld & Ekkehard A. Köhler, 2015, "Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence," CESifo Working Paper Series, CESifo, number 5628.
• Carmen M. Reinhart & Christoph Trebesch, 2015, "The International Monetary Fund: 70 Years of Reinvention," CESifo Working Paper Series, CESifo, number 5673.
• Peter Bernholz & Ernst Baltensperger & David Iselin & Oliver Landmann & Rudolf Minsch, 2015, "Der »Franken-Schock«: Die Freigabe des Schweizer Franken –wer gewinnt und wer verliert?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 05, pages 03-19, March.
• Christian Grimme & Claire Thürwächter, 2015, "Der Einfluss des Wechselkurses auf den deutschen Export – Simulationen mit Fehlerkorrekturmodellen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 20, pages 35-38, October.
• MGino Cenedese & Enrico Mallucci, 2015, "What moves international stock and bond markets?," Discussion Papers, Centre for Macroeconomics (CFM), number 1514, Jun.
• Mikael C. Bergbrant & Delroy M. Hunter & Patrick J. Kelly, 2015, "Product Market Competition, Capital Constraints and Firm Growth," Working Papers, Center for Economic and Financial Research (CEFIR), number w0215, Apr.
• Liliana Rojas-Suarez and José María Serena & José María Serena, 2015, "Changes in Funding Patterns by Latin American Banking Systems: How Large? How Risky? - Working Paper 420," Working Papers, Center for Global Development, number 420, Nov.
• Alberto Martin & Jaume Ventura, 2015, "Financial Reforms and Capital Flows: Insights from General Equilibrium," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 7, in: Ricardo J. Caballero & Klaus Schmidt-Hebbel, "Economic Policies in Emerging-Market Economies Festschrift in Honor of Vittorio Corbo".
• Elías Albagli & Luis Ceballos & Sebastián Claro & Damián Romero, 2015, "Channels of US Monetary Policy Spillovers into International Bond Markets," Working Papers Central Bank of Chile, Central Bank of Chile, number 771, Sep.
• Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015, "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-29, Jul.
• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015, "Has the Pricing of Stocks Become More Global?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-48, Nov, revised Apr 2016.
• Elena Carletti & Paolo Colla & G. Mitu Gulati & Steven Ongena, 2017, "The Price of Law: The Case of the Eurozone Collective Action Clauses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-35, Nov.
• Chunming Yuan & Tanu J. Pongsiri, 2015, "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015, "Securities Transactions Taxes and Financial Crises," CIRANO Working Papers, CIRANO, number 2015s-23, Jun.
• Carmen BOGHEAN, 2015, "The Shadow Banking System And Its Role In Triggering The Global Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 103-108, April.
• Gerardo Licandro & Jorge Ponce (ed.), 2015, "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 4sp, edition 1, ISBN: ARRAY(0x6ccefcc8), December.
• Bosetti & Gottardo & Murgia & A. Pinna, 2015, "The Impact of Large Orders in Electronic Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201510.
• Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015, "Financial Contagion in Latin America," Borradores de Economia, Banco de la Republica, number 12820, May.
• Diego Alejandro Mart�nez Cruz & Jos� Fernando Moreno Guti�rrez & Juan Sebasti�n Rojas Moreno, 2015, "Evoluci�n de la relaci�n entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia, Banco de la Republica, number 14112, Dec.
• Diego A. Agudelo & Marcela Guti�rrez & Laura Cardona, 2015, "Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14252, Oct.
• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
• Diego A. Agudelo & James E. Byder & Paula Yepes, 2015, "Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14255, Dec.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Rocío Vergara De La Ossa & Claudia Ines Londo�o Vega & Nazly Del Carmen P�rez Ben�tez & Roberto Torres Castellar, 2015, "La adopción de las Normas Internacionales de Información Financiera en Colombia," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-14.
• Jose Luis Nicolini Llosa, 2015, "Renta financiera y solvencia mundial," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 14143, Sep.
• Jorge Mario Uribe & Natalia Restrepo L�pez, 2015, "Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 41, pages 24-44.
• Izabella Kudrycka, 2015, "The Regional Development of Poland in 2005–2013 – the Main Tendencies," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 141-155.
• Agnieszka Kapecka, 2015, "Comparative analysis of mature and emerging markets\' stock market indices using Hurst exponents," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 59-75.
• Elzbieta Szulc & Dagna Wleklinska, 2015, "Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 5-26.
• Jadwiga Glanc & Piotr Osiewacz, 2015, "The second-generation informational problem in the financial markets," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 14, issue 3, pages 341-350, September, DOI: 10.12775/EiP.2015.022.
• Gabaix, Xavier & Farhi, Emmanuel, 2015, "Rare Disasters and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 10334, Jan.
• Brunnermeier, Markus & Sannikov, Yuliy, 2015, "International Credit Flows and Pecuniary Externalities," CEPR Discussion Papers, Centre for Economic Policy Research, number 10339, Jan.
• Coricelli, Fabrizio & Bicaba, Zorobabel T., 2015, "Learning to open up: Capital account liberalizations in the post-Bretton Woods era," CEPR Discussion Papers, Centre for Economic Policy Research, number 10389, Feb.
• Ljungqvist, Alexander & Chen, Donghua & Lu, Haitian & Jiang, Dequan & Zhou, Mingming, 2015, "State Capitalism vs. Private Enterprise," CEPR Discussion Papers, Centre for Economic Policy Research, number 10423, Feb.
• Massa, Massimo & Schumacher, David, 2015, "Subcontracting in International Asset Management: New Evidence on Market Integration," CEPR Discussion Papers, Centre for Economic Policy Research, number 10465, Mar.
• Fornaro, Luca, 2015, "International Debt Deleveraging," CEPR Discussion Papers, Centre for Economic Policy Research, number 10469, Mar.
• Massa, Massimo & Zhang, Lei, 2015, "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers, Centre for Economic Policy Research, number 10536, Apr.
• Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015, "The Valuation Channel of External Adjustment," CEPR Discussion Papers, Centre for Economic Policy Research, number 10564, Apr.
• Ehrmann, Michael & Fratzscher, Marcel, 2015, "Euro Area Government Bonds?Integration and Fragmentation During the Sovereign Debt Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 10583, May.
• Koijen, Ralph & van Binsbergen, Jules, 2015, "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 10633, May.
• Huizinga, Harry & Ioannidou, Vasso & Horváth, Bálint, 2015, "Determinants and Valuation Effects of the Home Bias in European Banks' Sovereign Debt Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 10661, Jun.
• Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015, "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10685, Jul.
• Wagner, Alexander F. & Schrimpf, Paul & Schmidt, Peter S. & von Arx, Urs & Ziegler, Andreas, 2015, "Size and Momentum Profitability in International Stock Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10804, Sep.
• Schnabel, Isabel & Seckinger, Christian, 2015, "Financial Fragmentation and Economic Growth in Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 10805, Sep.
• Stork, Philip & Koedijk, Kees & Slager, Alfred, 2015, "Investing in Systematic Factor Premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 10824, Sep.
• Canova, Fabio & Bluwstein, Kristina, 2015, "Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures," CEPR Discussion Papers, Centre for Economic Policy Research, number 10856, Oct.
• Wagner, Alexander F. & Schrimpf, Paul & Petzev, Ivan, 2015, "Has the Pricing of Stocks Become More Global?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10966, Nov.
• Lundblad, Christian T & Jotikasthira, Chotibhak & Babina, Tania, 2015, "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10971, Dec.
• Reinhart, Carmen & Trebesch, Christoph, 2015, "The International Monetary Fund: 70 Years of Reinvention," CEPR Discussion Papers, Centre for Economic Policy Research, number 10998, Dec.
• Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015, "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1517, Jul.
• Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor, 2015, "Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 139-151, Septiembr.
• David Chinarro & Eduardo Martínez & Simón J. Sosvilla, 2015, "Analysis of the evolution of sovereign bond yields by wavelet techniques," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 152-162, Septiembr.
• Atanasov, Victoria & Nitschka, Thomas, 2015, "Foreign Currency Returns and Systematic Risks," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 1-2, pages 231-250, April.
• Burdekin, Richard C.K. & Franklin, Michael, 2015, "Transfer spending in the English premier league: the haves and the have nots," National Institute Economic Review, National Institute of Economic and Social Research, volume 232, issue , pages 4-17, May.
• Mohammad Dulal MIAH & Yasushi SUZUKI, 2015, "Transcending the Trend of Financialization: The Heterodox vs. Islamic Economics View," Journal of Economic and Social Thought, EconSciences Journals, volume 2, issue 4, pages 226-241, December.
• Alper Veli AM, 2015, "Notes on the2015 Finance Symposium," Journal of Economics Library, EconSciences Journals, volume 2, issue 4, pages 378-379, December.
• Nicolas Boitout & Fabrice Hervé & Mohamed Zouaoui, 2015, "Médias et sentiment sur les marchés actions européens - Impact of sentiment media on European stock markets," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1150101, Jan.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1466.
• Dieter Schumacher, 2015, "Internationale Verflechtung der Finanzmärkte: ein Versuch zur Quantifizierung des Dominoeffekts in Anlehnung an die Input-Output-Analyse," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1478.
• Michael Ehrmann & Marcel Fratzscher, 2015, "Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1479.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1505.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1508.
• Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015, "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1519.
• Charles Yuji Horioka & Akiko Terada-Hagiwara & Takaaki Nomoto, 2015, "Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0950, Nov.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-34.
• Houda Rharrabti Zaid, 2015, "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-37.
• Kutluk KaÄŸan SÃœMER, 2015, "An Early Warning Model For Technical Trading Indicators," Eurasian Academy Of Sciences Social Sciences Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 1-20, March, DOI: 10.17740/eas.soc.2015-V1-01.
• Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series, European Central Bank, number 1758, Feb.
• Sarlin, Peter, 2015, "Macroprudential oversight, risk communication and visualization," Working Paper Series, European Central Bank, number 1768, Mar.
• McAdam, Peter & Christopoulos, Dimitris, 2015, "Do financial reforms help stabilize inequality?," Working Paper Series, European Central Bank, number 1780, Apr.
• De Santis, Roberto A., 2015, "A measure of redenomination risk," Working Paper Series, European Central Bank, number 1785, Apr.
• Fidora, Michael & Carvalho, Daniel, 2015, "Capital inflows and euro area long-term interest rates," Working Paper Series, European Central Bank, number 1798, Jun.
• Habib, Maurizio Michael & Floreani, Vincent Arthur, 2015, "Financial exposure to the euro area before and after the crisis: home bias and institutions at home," Working Paper Series, European Central Bank, number 1799, Jun.
• Böninghausen, Benjamin & Zabel, Michael, 2015, "Credit ratings and cross-border bond market spillovers," Working Paper Series, European Central Bank, number 1831, Jul.
• Beck, Roland & Georgiadis, Georgios & Gräb, Johannes, 2015, "The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis," Working Paper Series, European Central Bank, number 1839, Aug.
• Bijsterbosch, Martin & Falagiarda, Matteo & Pasricha, Gurnain & Aizenman, Joshua, 2015, "Domestic and multilateral effects of capital controls in emerging markets," Working Paper Series, European Central Bank, number 1844, Aug.
• De Bruyckere, Valerie, 2015, "Systemic risk rankings and network centrality in the European banking sector," Working Paper Series, European Central Bank, number 1848, Sep.
• Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015, "Dating systemic financial stress episodes in the EU countries," Working Paper Series, European Central Bank, number 1873, Dec.
• 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 3, 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.
• Patrycja Chodnicka & Katarzyna Niewinska, 2015, "Financial Risk in Polish Companies During the Global Economic Crisis of 2007–2008 with Particular Emphasis on Evaluation of the Use of Reserve Debt Capacity (Ryzyko finansowania polskich przedsiebiorstw w latach globalnego kryzysu ze szczegolnym uwzg," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 13, issue 55, pages 197-219.
• Juan Carlos Cuestas & Bo Tang, 2015, "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries," Working Papers, The University of Sheffield, Department of Economics, number 2015021, Sep.
• Alin Marius Andries & Andreas M. Fischer & Pinar Yesin, 2015, "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers, Swiss National Bank, number 2015-07.
• Marie Briere & Ariane Szafarz, 2015, "Does commercial microfinance belong to the financial sector? Lessons from the stock market," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 67, pages 110-125, March.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 16, issue 6, pages 365-373.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-051, Dec.
• Aviral Tiwari & Niyati Bhanja & Arif Dar & Faridul Islam, 2015, "Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets," Empirical Economics, Springer, volume 48, issue 2, pages 699-714, March, DOI: 10.1007/s00181-014-0800-3.
• Zachary Feinstein & Birgit Rudloff, 2015, "Multi-portfolio time consistency for set-valued convex and coherent risk measures," Finance and Stochastics, Springer, volume 19, issue 1, pages 67-107, January, DOI: 10.1007/s00780-014-0247-6.
• Georg Dettmann, 2015, "An asymmetric model on Seigniorage and the dynamics of net foreign assets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 41-55, March, DOI: 10.1007/s12232-014-0214-8.
• Frank Schmielewski & Thomas Wein, 2015, "Are private banks the better banks? An insight into the principal–agent structure and risk-taking behavior of German banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 518-540, July, DOI: 10.1007/s12197-013-9266-y.
• Alma Hales, 2015, "Liquidity and price discovery in Latin America: evidence from American depositary receipts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 661-678, October, DOI: 10.1007/s12197-013-9270-2.
• Nathan Foley-Fisher & Eoin McLaughlin, 2015, "Capitalising on the Irish Land Question:Land Reform and State Banking in Ireland, 1891-1938," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2015-03, Jan.
• Nathan Foley-Fisher & Eoin McLaughlin, 2015, "Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920-1938," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2015-11, May.
• Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand, 2015, "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks," Working Papers, European Stability Mechanism, number 8, Dec.
• Aitor Erce & Daniel Riera-Crichton, 2015, "Catalytic IMF? A gross flows approach," Working Papers, European Stability Mechanism, number 9, Dec.
• Cody Yu-Ling Hsiao & James Morley, 2015, "Debt and Financial Market Contagion," Discussion Papers, School of Economics, The University of New South Wales, number 2015-02, Jan.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
• Alin Marius Andries & Andreas M. Fischer & Pinar Yesin, 2015, "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.01, Oct.
• Bangzhu Zhu & Julien Chevallier & Shujiao Ma & Yiming Wei, 2015, "Examining the structural changes of European carbon futures price 2005-2012," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 335-342, March, DOI: 10.1080/13504851.2014.943875.
• Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015, "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 6, pages 466-473, April, DOI: 10.1080/13504851.2014.950789.
• Cristhian Mellado & Diego Escobari, 2015, "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, volume 47, issue 19, pages 1956-1971, April, DOI: 10.1080/00036846.2014.1002892.
• Richhild Moessner, 2015, "Reactions of real yields and inflation expectations to forward guidance in the United States," Applied Economics, Taylor & Francis Journals, volume 47, issue 26, pages 2671-2682, June, DOI: 10.1080/00036846.2015.1008759.
• Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015, "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2974-2984, June, DOI: 10.1080/00036846.2015.1011316.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3617-3632, July, DOI: 10.1080/00036846.2015.1021455.
• Ant Afonso & Christophe Rault, 2015, "Short- and long-run behaviour of long-term sovereign bond yields," Applied Economics, Taylor & Francis Journals, volume 47, issue 37, pages 3971-3993, August, DOI: 10.1080/00036846.2015.1023940.
• Richhild Moessner, 2015, "International spillovers from US forward guidance to equity markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 42, pages 4549-4560, September, DOI: 10.1080/00036846.2015.1031874.
• Paramati & Rakesh Gupta & Eduardo Roca, 2015, "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 49, pages 5303-5319, October, DOI: 10.1080/00036846.2015.1047088.
• Lee-Young Cheng & Zhipeng Yan & Yan Zhao & Li-Ming Gao, 2015, "Investor Inattention and Under-Reaction to Repurchase Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, volume 16, issue 3, pages 267-277, July, DOI: 10.1080/15427560.2015.1065264.
• Daniele Girardi, 2015, "Financialization of food . Modelling the time-varying relation between agricultural prices and stock market dynamics," International Review of Applied Economics, Taylor & Francis Journals, volume 29, issue 4, pages 482-505, July, DOI: 10.1080/02692171.2015.1016406.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2015, "Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 889-900, May, DOI: 10.1080/14697688.2014.943273.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and Contagion in Financial Markets: Evidence from a New Test," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 247-265, November, DOI: 10.1016/S1514-0326(15)30011-8.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1512.
• Themistokles Lazarides, 2015, "A model for predicting Inactivity in the European Banking Sector," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 1, pages 137-154, August.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015, "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 55-68, October.
• Isaac Mensah, 2015, "Monetary and Economic Union in West Africa: An analysis on trade," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 87-118, October.
• Perry Mehrling, 2015, "Elasticity and Discipline in the Global Swap Network," Working Papers Series, Institute for New Economic Thinking, number 27, Nov, DOI: 10.2139/ssrn.2692622.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015, "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-125/III, Nov.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014, "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM, Tilburg University, School of Economics and Management, number a51b5d9e-2687-4972-930f-4.
• Josh R. Stillwagon, 2015, "Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals," Working Papers, Trinity College, Department of Economics, number 1501, Feb.
• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate," Euricse Working Papers, Euricse (European Research Institute on Cooperative and Social Enterprises), number 1576.
• Manuel Hoffmann & Matthias Neuenkirch, 2015, "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics, University of Trier, Department of Economics, number 2015-01.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 031, Jul.
• Nuria Alonso & David Trillo, 2015, "Riesgo soberano en la eurozona: ¿Una cuestión técnica?
  [Sovereign risk in the eurozone: A technical question?]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 28, issue 1, pages 01-26, DOI: 10.5209/rev_PADE.2015.v28.n1.50179.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1501.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1504.
• Anne Haubo Dyhrberg, 2015, "Bitcoin, Gold and the Dollar – a GARCH Volatility Analysis," Working Papers, School of Economics, University College Dublin, number 201520, Sep.
• David Kohn, 2015, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2015_1, Feb.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/226296.
• Hans Genberg, 2015, "Capital market development and emergence of institutional investors in the Asia-Pacific region," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 22, issue 2, pages 1-26, December.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015, "Risk-Return Trade-Off for European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246967.
• Morkoetter, Stefan & Wetzer, Thomas, 2015, "Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1515, Aug, revised Apr 2017.
• Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015, "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1517, Aug.
• Finke, Christian & Weigert, Florian, 2015, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1519, Sep, revised Oct 2015.
• Fuess, Roland & Ruf, Daniel, 2015, "Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1520, Sep, revised Jan 2017.
• Morkoetter, Stefan & Wetzer, Thomas, 2015, "Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1522, Oct, revised Sep 2016.
• Giofré, Maela, 2015, "Financial Education, Investor Protection and International Portfolio Diversification," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201547, Dec.
• Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
• Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015, "Measuring Financial Integration: Lessons from the Correlation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:23.
• Samuele Murtinu & Vittoria Giada Scalera, 2015, "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 123, issue 4, pages 447-462.