Research classified by Journal of Economic Literature (JEL) codes

2015

• 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 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.
• 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.
• Reinhart, Carmen & Trebesch, Christoph, 2015, "The International Monetary Fund: 70 Years of Reinvention," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 15-077, Dec.
• Reinhart, Carmen & Reinhart, Vincent & Tashiro, Takeshi, 2015, "Does Reserve Accumulation Crowd Out Investments?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-038, Jul.
• Beltratti, Andrea & Stulz, Rene M., 2015, "Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-06, Apr.
• Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2015, "The U.S. Listing Gap," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-07, May.
• Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2015, "Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation," Research Papers, Stanford University, Graduate School of Business, number 3414, Nov.
• Andreasen, Eugenia & Valenzuela, Patricio, 2015, "Financial Openness, Domestic Financial Development and Credit Ratings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-06, Jun.
• Fischer, Ronald & Huerta, Diego & Valenzuela, Patricio, 2015, "Inequality and Private Credit," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-12, Aug.
• Serhan Cevik & Joshua Charap, 2015, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 1, pages 111-124.
• Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015, "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 324-333.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 354-364.
• Makram Nouaili & Ezzeddine Abaoub & Anis Ochi, 2015, "The Determinants of Banking Performance in Front of Financial Changes: Case of Trade Banks in Tunisia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 410-417.
• Nurullah Gur, 2015, "Financial Integration, Financial Dependence and Employment Growth," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 493-500.
• Cuneyt Dumrul & Yasemin Dumrul, 2015, "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 3, pages 701-708.
• Berna Aydogan & Istemi Berk, 2015, "Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 1, pages 54-68.
• Saleh Mothana Obadi & Matej Korcek, 2015, "Investigation of Driving Forces of Energy Consumption in European Union 28 Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 422-432.
• Mohammad Z. Hasan & Ronald A. Ratti, 2015, "Coal Sector Returns and Oil Prices: Developed and Emerging Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 515-524.
• Katerin Hern ndez-Gamarra & Julio Sarmiento-Sabogal & Edgardo Cayon-Fallon, 2015, "A Test of the Market Efficiency of the Integrated Latin American Market (MILA) Index in Relation to Changes in the Price of Oil," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 534-539.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Pricing and spread components at the Lima Stock Exchange," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Eugenia Andreasen & Patricio Valenzuela, 2015, "Financial Openness, Domestic Financial Development and Credit Ratings," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 315.
• Diego Huerta & Ronald Fischer & Patricio Valenzuela, 2015, "Inequality and Private Credit," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 316.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015, "Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-65, Jan.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-75, Jun.
• Eiler, Lisa A. & Miranda-Lopez, Jose & Tama-Sweet, Isho, 2015, "The Impact of Accounting Disclosures and the Regulatory Environment on the Information Content of Earnings Announcements," The International Journal of Accounting, Elsevier, volume 50, issue 2, pages 142-169, DOI: 10.1016/j.intacc.2012.10.008.
• Jin, Xiaoye, 2015, "Volatility transmission and volatility impulse response functions among the Greater China stock markets," Journal of Asian Economics, Elsevier, volume 39, issue C, pages 43-58, DOI: 10.1016/j.asieco.2015.05.004.
• Edirisuriya, Piyadasa & Gunasekarage, Abeyratna & Dempsey, Michael, 2015, "Bank diversification, performance and stock market response: Evidence from listed public banks in South Asian countries," Journal of Asian Economics, Elsevier, volume 41, issue C, pages 69-85, DOI: 10.1016/j.asieco.2015.09.003.
• Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015, "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
• Su, Chen, 2015, "Does institutional reform improve the impact of investment bank reputation on the long-term stock performance of initial public offerings?," The British Accounting Review, Elsevier, volume 47, issue 4, pages 445-470, DOI: 10.1016/j.bar.2015.09.002.
• Burdekin, Richard C.K. & Weidenmier, Marc D., 2015, "Assessing the impact of the Chinese stimulus package at home and abroad: A damp squib?," China Economic Review, Elsevier, volume 33, issue C, pages 137-162, DOI: 10.1016/j.chieco.2015.01.011.
• Shu, Chang & He, Dong & Cheng, Xiaoqiang, 2015, "One currency, two markets: the renminbi's growing influence in Asia-Pacific," China Economic Review, Elsevier, volume 33, issue C, pages 163-178, DOI: 10.1016/j.chieco.2015.01.013.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Gao, Wenlian & Chou, Julia, 2015, "Innovation efficiency, global diversification, and firm value," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 278-298, DOI: 10.1016/j.jcorpfin.2014.12.009.
• An, Zhe & Li, Donghui & Yu, Jin, 2015, "Firm crash risk, information environment, and speed of leverage adjustment," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 132-151, DOI: 10.1016/j.jcorpfin.2015.01.015.
• Huang, Wei & Zhu, Tao, 2015, "Foreign institutional investors and corporate governance in emerging markets: Evidence of a split-share structure reform in China," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 312-326, DOI: 10.1016/j.jcorpfin.2014.10.013.
• Li, Shan & Brockman, Paul & Zurbruegg, Ralf, 2015, "Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 347-362, DOI: 10.1016/j.jcorpfin.2014.10.008.
• Kusnadi, Yuanto, 2015, "Cross-listings and corporate cash savings: International evidence," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 91-107, DOI: 10.1016/j.jcorpfin.2015.03.005.
• Bedendo, Mascia & Colla, Paolo, 2015, "Sovereign and corporate credit risk: Evidence from the Eurozone," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 34-52, DOI: 10.1016/j.jcorpfin.2015.04.006.
• Col, Burcin & Errunza, Vihang, 2015, "Corporate governance and state expropriation risk," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 71-84, DOI: 10.1016/j.jcorpfin.2015.04.005.
• Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015, "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 98-116, DOI: 10.1016/j.jedc.2014.08.016.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Soesmanto, Tommy & Selvanathan, Eliyathamby A. & Selvanathan, Saroja, 2015, "Analysis of the management of currency composition of foreign exchange reserves in Australia," Economic Analysis and Policy, Elsevier, volume 47, issue C, pages 82-89, DOI: 10.1016/j.eap.2015.07.002.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Vuillemey, Guillaume & Peltonen, Tuomas A., 2015, "Disentangling the bond–CDS nexus: A stress test model of the CDS market," Economic Modelling, Elsevier, volume 49, issue C, pages 32-45, DOI: 10.1016/j.econmod.2015.03.015.
• Martín-Barragán, Belén & Ramos, Sofia B. & Veiga, Helena, 2015, "Correlations between oil and stock markets: A wavelet-based approach," Economic Modelling, Elsevier, volume 50, issue C, pages 212-227, DOI: 10.1016/j.econmod.2015.06.010.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Agnello, Luca & Sousa, Ricardo M., 2015, "Can re-regulation of the financial sector strike back public debt?," Economic Modelling, Elsevier, volume 51, issue C, pages 159-171, DOI: 10.1016/j.econmod.2015.07.018.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
• Jammazi, Rania & Tiwari, Aviral Kr. & Ferrer, Román & Moya, Pablo, 2015, "Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 74-93, DOI: 10.1016/j.najef.2015.03.005.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Martínez-García, Enrique, 2015, "On the sustainability of exchange rate target zones with central parity realignments," Economics Letters, Elsevier, volume 134, issue C, pages 86-89, DOI: 10.1016/j.econlet.2015.06.018.
• Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015, "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, volume 39, issue 2, pages 240-252, DOI: 10.1016/j.ecosys.2014.07.002.
• Lyócsa, Štefan & Baumöhl, Eduard, 2015, "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, volume 39, issue 2, pages 253-268, DOI: 10.1016/j.ecosys.2014.08.001.
• Pan, Deng & Shi, Jing & Wu, Fei & Zhang, Bohui, 2015, "Investor heterogeneity and commonality in stock return and liquidity," Economic Systems, Elsevier, volume 39, issue 3, pages 458-473, DOI: 10.1016/j.ecosys.2015.07.001.
• Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran, 2015, "The dynamic relationship between stock, bond and foreign exchange markets," Economic Systems, Elsevier, volume 39, issue 4, pages 592-607, DOI: 10.1016/j.ecosys.2015.03.002.
• Joëts, Marc, 2015, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, volume 247, issue 1, pages 204-215, DOI: 10.1016/j.ejor.2015.05.061.
• Acquaah, Moses, 2015, "Determinants of corporate listings on stock markets in Sub-Saharan Africa: Evidence from Ghana," Emerging Markets Review, Elsevier, volume 22, issue C, pages 154-175, DOI: 10.1016/j.ememar.2014.10.002.
• Mink, Mark, 2015, "Measuring stock market contagion: Local or common currency returns?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 18-24, DOI: 10.1016/j.ememar.2014.11.003.
• Park, Hyuna, 2015, "Emerging market hedge funds in the United States," Emerging Markets Review, Elsevier, volume 22, issue C, pages 25-42, DOI: 10.1016/j.ememar.2014.11.004.
• Kim, Jun Sik & Ryu, Doojin, 2015, "Are the KOSPI 200 implied volatilities useful in value-at-risk models?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 43-64, DOI: 10.1016/j.ememar.2014.11.001.
• Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015, "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, volume 22, issue C, pages 65-75, DOI: 10.1016/j.ememar.2014.12.001.
• Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin, 2015, "Military regimes and stock market performance," Emerging Markets Review, Elsevier, volume 22, issue C, pages 76-95, DOI: 10.1016/j.ememar.2015.01.001.
• Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015, "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, volume 22, issue C, pages 96-125, DOI: 10.1016/j.ememar.2015.01.002.
• Keefe, Helena Glebocki & Rengifo, Erick W., 2015, "Options and central bank currency market intervention: The case of Colombia," Emerging Markets Review, Elsevier, volume 23, issue C, pages 1-25, DOI: 10.1016/j.ememar.2015.04.011.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Garyn-Tal, Sharon & Lauterbach, Beni, 2015, "The formulation of the four factor model when a considerable proportion of firms is dual-listed," Emerging Markets Review, Elsevier, volume 24, issue C, pages 1-12, DOI: 10.1016/j.ememar.2015.05.006.
• Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015, "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, volume 24, issue C, pages 13-33, DOI: 10.1016/j.ememar.2015.05.005.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
• Smimou, K. & Khallouli, W., 2015, "Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?," Emerging Markets Review, Elsevier, volume 25, issue C, pages 125-153, DOI: 10.1016/j.ememar.2015.07.001.
• Ree, Jack Joo K. & Yoon, Kyoungsoo & Park, Hail, 2015, "FX funding risks and exchange rate volatility," Emerging Markets Review, Elsevier, volume 25, issue C, pages 163-175, DOI: 10.1016/j.ememar.2015.08.002.
• Grisse, Christian & Nitschka, Thomas, 2015, "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 153-164, DOI: 10.1016/j.jempfin.2015.03.006.
• Broto, Carmen & Pérez-Quirós, Gabriel, 2015, "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 165-179, DOI: 10.1016/j.jempfin.2015.03.010.
• Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015, "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 19-34, DOI: 10.1016/j.jempfin.2014.11.003.
• Piccotti, Louis R. & Schreiber, Ben Z., 2015, "Information shares of two parallel currency options markets: Trading costs versus transparency/tradability," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 210-229, DOI: 10.1016/j.jempfin.2015.03.016.
• Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek, 2015, "Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 174-189, DOI: 10.1016/j.jempfin.2015.03.018.
• Ahmed, Jameel & Straetmans, Stefan, 2015, "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 112-130, DOI: 10.1016/j.jempfin.2015.09.001.
• Cho, Dooyeon, 2015, "The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 229-238, DOI: 10.1016/j.jempfin.2015.07.002.
• Mishra, Anil V., 2015, "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 293-312, DOI: 10.1016/j.jempfin.2015.08.001.
• Baillie, Richard T. & Kim, Kun Ho, 2015, "Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 99-111, DOI: 10.1016/j.jempfin.2015.08.007.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015, "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, volume 48, issue C, pages 46-60, DOI: 10.1016/j.eneco.2014.12.004.
• Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015, "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, volume 49, issue C, pages 227-238, DOI: 10.1016/j.eneco.2015.01.027.
• Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015, "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, volume 49, issue C, pages 540-549, DOI: 10.1016/j.eneco.2015.03.023.
• Cotter, John & Hanly, Jim, 2015, "Performance of utility based hedges," Energy Economics, Elsevier, volume 49, issue C, pages 718-726, DOI: 10.1016/j.eneco.2015.04.004.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
• Tsai, Chun-Li, 2015, "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, volume 50, issue C, pages 47-62, DOI: 10.1016/j.eneco.2015.04.012.
• Le, Thai-Ha & Chang, Youngho, 2015, "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, volume 51, issue C, pages 261-274, DOI: 10.1016/j.eneco.2015.06.019.
• Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015, "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, volume 51, issue C, pages 430-444, DOI: 10.1016/j.eneco.2015.08.005.
• Wan, Jer-Yuh & Kao, Chung-Wei, 2015, "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, volume 52, issue PA, pages 160-175, DOI: 10.1016/j.eneco.2015.10.003.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2015, "Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle," Energy Policy, Elsevier, volume 87, issue C, pages 72-82, DOI: 10.1016/j.enpol.2015.08.039.
• Krapl, Alain A., 2015, "Corporate international diversification and risk," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 1-13, DOI: 10.1016/j.irfa.2014.11.005.
• Krapl, Alain & O'Brien, Thomas J., 2015, "Direct versus indirect regression estimates of foreign exchange cash flow exposure," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 103-112, DOI: 10.1016/j.irfa.2014.11.018.
• O'Hagan-Luff, Martha & Berrill, Jenny, 2015, "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.01.002.
• Galariotis, Emilios & Giouvris, Evangelos, 2015, "On the stock market liquidity and the business cycle: A multi country approach," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 44-69, DOI: 10.1016/j.irfa.2015.01.009.
• Chan, Ann L.-C. & Hsu, Audrey W.-H. & Lee, Edward, 2015, "Mandatory adoption of IFRS and timely loss recognition across Europe: The effect of corporate finance incentives," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 70-82, DOI: 10.1016/j.irfa.2015.02.002.
• Gębka, Bartosz & Serwa, Dobromił, 2015, "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 147-157, DOI: 10.1016/j.irfa.2015.03.001.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015, "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 167-178, DOI: 10.1016/j.irfa.2015.01.012.
• Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015, "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 32-44, DOI: 10.1016/j.irfa.2015.02.006.
• Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel, 2015, "Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 7-18, DOI: 10.1016/j.irfa.2015.01.015.
• Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015, "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 72-83, DOI: 10.1016/j.irfa.2015.01.007.
• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015, "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 194-206, DOI: 10.1016/j.irfa.2015.05.018.
• Kim, Suk-Joong, 2015, "Australian Dollar carry trades: Time varying probabilities and determinants," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 64-75, DOI: 10.1016/j.irfa.2015.03.015.
• Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015, "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 76-87, DOI: 10.1016/j.irfa.2015.03.017.