Research classified by Journal of Economic Literature (JEL) codes

2015

• E. Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 15-19, Октябрь.
• E. Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 19-23, Ноябрь.
• Anna Kiyutsevskaya & Pavel Trunin, 2015, "Турбулентность На Мировых Финансовых Рынках: Причины И Риски1," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 16-18, Ноябрь.
• Evgeniy Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 14-20, Декабрь.
• N. Polezhaeva, 2015, "Саморегулируемые Организации В Сфере Финансового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 116-121, Декабрь.
• Piotr Giruæ, 2015, "Hedging strategies of derivatives instruments for commodity trading entities," GUT FME Conference Publications, Faculty of Management and Economics, Gdansk University of Technology, chapter 2, in: Blazej Prusak, "ENTERPRISES IN UNSTABLE ECONOMY".
• Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers, Business School - Economics, University of Glasgow, number 2015_12, Jun.
• Gurdip Bakashi & Mario Cerrato & John Crosby, 2015, "Risk Sharing in International Economies and Market Incompleteness," Working Papers, Business School - Economics, University of Glasgow, number 2015_23, Oct.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2015, "Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-01, Jan.
• Andreas Fuchs & Kai Gehring, 2015, "The Home Bias in Sovereign Ratings," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 179, Jun.
• Suman Neupane & Biwesh Neupane & Chandra Thapa, 2015, "Institutional investors and newly public firms," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number accounting:201503, Mar.
• Tian Yuan & Rakesh Gupta & Eduardo Roca, 2015, "Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201502, Feb.
• Neda Todorova & Michael Soucek & Eduardo Roca, 2015, "Volatility spillovers from international commodity markets to the Australian equity market," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201505, May.
• Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca, 2015, "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201506, Jun.
• Jen-Je Su & Eduardo Roca & Victor SH Wong, 2015, "The efficiency of Asian stock markets: Fresh evidence based on new tests," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201507, Jul.
• Weneyam Hippolyte Balima & Jean-Louis Combes & Alexandru Minea, 2015, "Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?," CERDI Working papers, HAL, number halshs-01128239, Mar.
• Fabrizio Coricelli & Zorobabel Bicaba, 2015, "Learning to open up: Capital account liberalizations in the post-Bretton Woods era," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01267264.
• Emilios C. C Galariotis & Spyros I. Spyrou & Wu Rong, 2015, "Herding on fundamental information: A comparative study," Post-Print, HAL, number hal-01092519, Jan, DOI: 10.1016/j.jbankfin.2014.03.014.
• Emilios C. C Galariotis & Evangelos Giouvris, 2015, "On the stock market liquidity and the business cycle: A multi country approach," Post-Print, HAL, number hal-01119042, Mar, DOI: 10.1016/j.irfa.2015.01.009.
• Mascia Bedendo & Paolo Colla, 2015, "Sovereign and corporate credit risk: Evidence from the Eurozone," Post-Print, HAL, number hal-01157174, Aug, DOI: 10.1016/j.jcorpfin.2015.04.006.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2015, "Will precious metals shine ? A market efficiency perspective," Post-Print, HAL, number hal-01238706, Dec, DOI: 10.1016/j.irfa.2015.01.018.
• A. Leonhardt & Andreas W. Rathgeber & J. Stadler & Stefan Stöckl, 2015, "Pricing fx Forwards in OTC Markets," Post-Print, HAL, number hal-01371713, DOI: 10.1080/00036846.2015.1011309.
• Virginie Coudert & Karine Herve & Pierre Mabille, 2015, "Internationalization Versus Regionalization:in the Emerging Stock Markets," Post-Print, HAL, number hal-01410628.
• Virginie Coudert & Pauline Lez, 2015, "La politique de change chinoise et la place du renminbi dans le système monétaire international," Post-Print, HAL, number hal-01449953.
• Marie Brière & Ariane Szafarz, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Post-Print, HAL, number hal-01491987, Mar, DOI: 10.1016/j.worlddev.2014.10.007.
• Sofiane Aboura & Julien Chevallier, 2015, "Volatility returns with vengeance: Financial markets vs. commodities," Post-Print, HAL, number hal-01529747, DOI: 10.1016/j.ribaf.2014.04.003.
• Marc Joëts, 2015, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," Post-Print, HAL, number hal-01609889, DOI: 10.1016/j.ejor.2015.05.061.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Post-Print, HAL, number hal-02315410, DOI: 10.1057/jam.2015.5.
• Ramzi Farhani & Ghrissi Mhamdi & Abdelkader Aguir & Mounir Smida, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," Post-Print, HAL, number halshs-01138430, Mar.
• Salem Boubakri & Cyriac Guillaumin, 2015, "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print, HAL, number halshs-01195916, DOI: 10.1016/j.jimonfin.2015.07.011.
• Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2015, "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print, HAL, number halshs-01232241, Oct.
• Guillaume Plantin & Hyun Song Shin, 2015, "Destabilizing carry trades," Sciences Po Economics Publications (main), HAL, number hal-03459933, Apr.
• Guillaume Plantin & Hyun Song Shin, 2015, "Destabilizing carry trades," Working Papers, HAL, number hal-03459933, Apr.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers, HAL, number hal-04141383.
• Weneyam Hippolyte Balima & Jean-Louis Combes & Alexandru Minea, 2015, "Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?," Working Papers, HAL, number halshs-01128239, Mar.
• Justine Pedrono, 2015, "Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification," Working Papers, HAL, number halshs-01203758, Jul.
• Fabrizio Coricelli & Zorobabel Bicaba, 2015, "Learning to open up: Capital account liberalizations in the post-Bretton Woods era," Working Papers, HAL, number halshs-01267264.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2015, "Ownership, Analyst Coverage, and Stock Synchronicity in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2015-36, Jun.
• Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2015, "Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets," Working Papers, Lund University, Department of Economics, number 2015:30, Oct.
• Lucas, André & Zhang, Xin, 2015, "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 309, Sep.
• Marat Kurbangaleev & Victor Lapshin & Sergey N. Smirnov, 2015, "Study of Consistency of Bond and CDS Quotes," HSE Working papers, National Research University Higher School of Economics, number WP BRP 43/FE/2015.
• Victoria Dobrynskaya, 2015, "Upside and Downside Risks in Momentum Returns," HSE Working papers, National Research University Higher School of Economics, number WP BRP 50/FE/2015.
• Kim, Jeonghyun & Seo, Byeongseon, 2015, "Transaction Costs And Nonlinear Mean Reversion In The Eu Emission Trading Scheme," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 56, issue 2, pages 281-296, December, DOI: 10.15057/27600.
• Everett, Mary M., 2015, "International liquidity and the European sovereign debt crisis: Was euro area unconventional monetary policy successful?," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 23, Jun.
• Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015, "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers, Hong Kong Institute for Monetary Research, number 042015, Feb.
• Xi Li & Amir N. Licht & Christopher Poliquin & Jordan I. Siegel, 2015, "What Makes the Bonding Stick? A Natural Experiment Involving the U.S. Supreme Court and Cross-Listed Firms," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-19, Mar, revised Mar 2015.
• Xi Li & Mingyi Hung & Larry Fauver & Alvaro Taboada, 2015, "Board Reforms and Firm Value: Worldwide Evidence," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-20, Mar, revised Mar 2015.
• Iulia LUPU, 2015, "The Impact of Macroeconomic Changes to the European Currency Market," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 1, pages 29-37, March.
• Iulian PANAIT, 2015, "Towards the Capital Market Union," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 2, pages 38-44, June.
• Jogiyanto Hartono & Dedhy Sulistiawan, 2015, "Performance Of Technical Analysis In Declining Global Markets," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 41-52.
• Shih-Jui Yang & Ai-Chi Hsu & Show-Yen Lai & Chien-Chiang Lee, 2015, "Empirical Investigation of Herding Behavior in East Asian Stock Markets Toward the U.S. Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 19-32.
• Mark Schaub & Todd A. Brown, 2015, "Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 45-58.
• Murharsito, 2015, "The Effect of the Ownership and the Global Crisis on the Income Diversification of Indonesian Banks," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 3, pages 340-356, January, DOI: https://doi.org/10.21098/bemp.v17i3.
• Ahmed El Ghini & Youssef Saidi, 2015, "Financial market contagion during the global financial crisis: evidence from the Moroccan stock market," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 1, pages 78-95.
• Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2015, "China's Capital Flight: Pre- and Post-Crisis Experiences," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 103, Dec, revised 16 Dec 2015.
• Iulian Panait, 2015, "Capital markets union – advantages and disadvantages for Romania ," Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT), Institute for World Economy, Romanian Academy, volume 5.
• Iskra Christova-Balkanska, 2015, "Structural Changes in the Industry of the European Union and Bulgaria. Evolution and Future Challenges after the Crisis," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 7, issue 1.
• Julia Stefanova & Tsvetoslav Stoev, 2015, "Institutional and Market Drivers towards a European Capital Markets Union," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 7, issue 1.
• Petra Posedel Simovic & Marina Tkalec & Maruska Vizek, 2015, "Time-varying integration in European post-transition sovereign bond market," Working Papers, The Institute of Economics, Zagreb, number 1501, Apr.
• Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2015, "The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model," Working Papers, The Institute of Economics, Zagreb, number 1505, Dec.
• Sahibe Meral ÇAKICI, 2015, "Yükselen Ekonomilerde Risk Primi ve Toplam Dalgalanmalar," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 348, pages 95-120.
• A. Garcia-Bernabeu & F. Mayor-Vitoria & F. Mas-Verdu, 2015, "Project Finance Recent Applications and Future Trends: The State of the Art," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 14, issue 2, pages 159-178, December.
• Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen, 2015, "Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 2, pages 285-323, March.
• Manel Youssef & Lotfi Belkacem & Khaled Mokni, 2015, "Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 8, pages 371-388, August.
• Frank J. Fabozzi & Rosella Giacometti & Naoshi Tsuchida, 2015, "The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-04, Jun.
• Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015, "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," IMF Working Papers, International Monetary Fund, number 2015/127, Jun.
• Ms. Diana B Ayala Pena & Milan Nedeljkovic & Christian Saborowski, 2015, "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," IMF Working Papers, International Monetary Fund, number 2015/148, Jul.
• Mr. Luis Catão & Rui Mano, 2015, "Default Premium," IMF Working Papers, International Monetary Fund, number 2015/167, Jul.
• Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Hibiki Ichiue & Ms. Hiroko Oura, 2015, "Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets," IMF Working Papers, International Monetary Fund, number 2015/277, Dec.
• Ashima Goyal, 2015, "Foreign exchange markets, intervention and exchange rate regimes," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-011, May.
• Jitendra Aswani, 2015, "Analyzing the impact of global financial crisis on the interconnectedness of Asian stock markets using network science," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-020, Jul.
• Miroslava Kostova Karaboytcheva & Carolina Silva Cassorla, 2015, "The shadow economy: a relevant factor for investment decisions in selected European Union countries," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 3, pages 305-323.
• Hatice Gaye Gencer, 2015, "Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 3, pages 325-340.
• Jean Messiha & Frédéric Teulon, 2015, "Le Plan De Sauvetage De Chypre : Frein Ou Accelerateur Du Risque Systemique En Europe ?," Working Papers, Department of Research, Ipag Business School, number 2015-615, Jan.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201508, Jan, revised Jan 2015.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201510, Feb, revised Feb 2015.
• Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201525, Oct, revised Oct 2015.
• Antonio Rubia Serrano & Lidia Sanchis-Marco, 2015, "Measuring Tail-Risk Cross-Country Exposures in the Banking Industry," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2015-01, Feb.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar, 2015, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," IZA Discussion Papers, IZA Network @ LISER, number 9405, Oct.
• Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio, 2015, "R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/06.
• Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2015, "Combining local and global markets in asset pricing in emerging markets:Evidence from three BRICS nations," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 365-378, July-Sepe.
• Kavir Naidoo & Faeezah Peerbhai, 2015, "An evaluation of gold as an inflation hedge: Empirical evidence from South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 205-217, Special I.
• Sarod Khandaker & Silvia Zia Islam, 2015, "Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 333-347, Special I.
• Viorica CHIRILA & Ciprian CHIRILA, 2015, "The Steel European Stock Market Efficiency," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 7, issue 4, pages 873-880, December.
• Galip Kemal Ozhan, 2015, "Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence," 2015 Papers, Job Market Papers, number poz71, Dec.
• Niyati Bhanja & Arif Dar, 2015, "“The beauty of gold is, it loves bad news”: evidence from three major gold consumers," Economic Change and Restructuring, Springer, volume 48, issue 3, pages 187-208, November, DOI: 10.1007/s10644-015-9160-z.
• Per-Olof Bjuggren & Johan Eklund, 2015, "Property rights and the cost of capital," European Journal of Law and Economics, Springer, volume 39, issue 3, pages 523-537, June, DOI: 10.1007/s10657-013-9396-x.
• Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015, "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 77-107, February, DOI: 10.1007/s10663-014-9248-0.
• Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015, "Testing stock market convergence: a non-linear factor approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 481-498, August, DOI: 10.1007/s10663-014-9259-x.
• Jürgen Antony & D. Broer, 2015, "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 571-595, August, DOI: 10.1007/s10663-014-9265-z.
• Costas Karfakis & Theodore Panagiotidis, 2015, "The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 4, pages 795-811, November, DOI: 10.1007/s10663-014-9277-8.
• Bachar Fakhry & Christian Richter, 2015, "Is the sovereign debt market efficient? Evidence from the US and German sovereign debt markets," International Economics and Economic Policy, Springer, volume 12, issue 3, pages 339-357, September, DOI: 10.1007/s10368-014-0304-9.
• Yu-Li Huang & Chung-Hua Shen, 2015, "The Sovereign Effect on Bank Credit Ratings," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 3, pages 341-379, June, DOI: 10.1007/s10693-014-0193-7.
• Monica Martinez-Blasco & Josep Garcia-Blandon & Josep Argiles-Bosch, 2015, "Does the informational role of the annual general meeting depend on a country’s legal tradition?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 4, pages 849-873, November, DOI: 10.1007/s10997-014-9294-9.
• Menzie Chinn, 2015, "Emerging Market Economies and the Next Reserve Currencies," Open Economies Review, Springer, volume 26, issue 1, pages 155-174, February, DOI: 10.1007/s11079-014-9336-6.
• Adrian Babin, 2015, "Home-Host Banking Issues and Non-Core Funding—Evidence from Central and Eastern Europe," Open Economies Review, Springer, volume 26, issue 3, pages 447-477, July, DOI: 10.1007/s11079-015-9357-9.
• Roger Buckland & Julian Williams & Janice Beecher, 2015, "Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM," Journal of Regulatory Economics, Springer, volume 47, issue 2, pages 117-145, April, DOI: 10.1007/s11149-014-9261-z.
• Andreas Rathgeber & David Rudolph & Stefan Stöckl, 2015, "Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option," Review of Derivatives Research, Springer, volume 18, issue 2, pages 107-143, July, DOI: 10.1007/s11147-014-9106-z.
• Eva Liljeblom & Sabur Mollah & Patrik Rotter, 2015, "Do dividends signal future earnings in the Nordic stock markets?," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 493-511, April, DOI: 10.1007/s11156-013-0415-3.
• Yu Huang & Yao Cheng, 2015, "Stock manipulation and its effects: pump and dump versus stabilization," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 791-815, May, DOI: 10.1007/s11156-013-0419-z.
• Yan Zeng & Josie McLaren, 2015, "The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 137-173, July, DOI: 10.1007/s11156-014-0433-9.
• Pengguo Wang & Wei Huang, 2015, "The implied growth rates and country risk premium: evidence from Chinese stock markets," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 641-663, October, DOI: 10.1007/s11156-014-0450-8.
• Gorkem Bostanci & Kamil Yilmaz, 2015, "How Connected is the Global Sovereign Credit Risk Network?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1515, Aug.
• Carlos Arteta & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocke, 2015, "The Coming U.S. Interest Rate Tightening Cycle: Smooth Sailing or Stormy Waters?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1522, Nov.
• Mohammad Dulal MIAH & Yasushi SUZUKI, 2015, "Transcending the Trend of Financialization: The Heterodox vs. Islamic Economics View," Journal of Economic and Social Thought, KSP Journals, volume 2, issue 4, pages 226-241, December.
• Alper Veli ÇAM, 2015, "Notes on the2015 Finance Symposium," Journal of Economics Library, KSP Journals, volume 2, issue 4, pages 378-379, December.
• Swarnodeep Homroy & Shantanu Banerjee, 2015, "The Structure of Corporate Holdings and Corporate Governance: Evidence from India," Working Papers, Lancaster University Management School, Economics Department, number 84979625.
• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015, "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D, DOI: 10.17533/udea.le.n83a01.
• Reinhart, Carmen M. & Trebesch, Christoph, 2015, "The International Monetary Fund: 70 Years of Reinvention," Discussion Papers in Economics, University of Munich, Department of Economics, number 26564, Dec.
• Chin-Hong Puah & Rayenda Khresna Brahmana & Kai-Hung Wong, 2015, "Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis: Insight From BRIC Countries," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 61, pages 120-130, August.
• Ikhlaas Gurrib, 2015, "The impact of the federal funds rate on an investor’s return," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 1, pages 75-83, February.
• 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, LAR Center Press, volume 5, issue 1, pages 102-117, January.
• Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015, "Securities Transactions Taxes and Financial Crises," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1506.
• Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015, "Securities Transactions Taxes and Financial Crises," Cahiers de recherche, CIRPEE, number 1515.
• Mohammadi, Shapoor & Tehrani, Reza & Khansari, Rasool, 2015, "Determinants of International Sukuk Issuance and Capacity Estimation for Iranian Financial Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 3, pages 1-28, July.
• Stuart Mestelman & Emad Mohammad & Mohamed Shehata, 2015, "The Convergence of IFRS and US GAAP: Evidence from the SEC’s Removal of Form 20-F Reconciliations," Department of Economics Working Papers, McMaster University, number 2015-06, May.
• Denice Bodeutsch & Philip Hans Franses, 2015, "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 130-139, January, DOI: 10.1080/1540496X.2015.1011523.
• Erdal Özmen & Özge Doğanay Yaşar, 2015, "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1510, Nov, revised Nov 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(0x8c900bb0), 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.
• 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 markets within the global financial crisis]," 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.