Research classified by Journal of Economic Literature (JEL) codes

2015

• Biedermann, Zsuzsánna, 2015, "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 1, pages 78-94.
• Walter, György & Kenesei, Balázs, 2015, "Innovative Banking Services for Centralised Corporate Cash Management," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 3, pages 312-325.
• Haidar, Jamal, 2015, "Can the Euro Survive?," MPRA Paper, University Library of Munich, Germany, number 120054, Dec.
• Diseko, Nomathemba Veronica & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2015, "Dynamic portfolio rebalancing with safe-haven assets," MPRA Paper, University Library of Munich, Germany, number 123408.
• Ali, Ashraf & M. Kabir, Hassan & Syed Abul, Basher, 2015, "Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks," MPRA Paper, University Library of Munich, Germany, number 61687, Jan.
• Bonizzi, Bruno, 2015, "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper, University Library of Munich, Germany, number 61784, Feb.
• Chouliaras, Andreas, 2015, "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 62524, Mar.
• Mishra, Anil V, 2015, "Foreign Bias in Australian Domiciled Mutual Fund Holdings," MPRA Paper, University Library of Munich, Germany, number 63376, Jan.
• mhamdi, ghrissi, 2015, "Effect of Financial Liberalization on the Probability of Occurrence of Banking Crises," MPRA Paper, University Library of Munich, Germany, number 63476, Mar.
• Park, Kwang Suk & Masih, Mansur, 2015, "Does the shariah index move together with the conventional equity indexes?," MPRA Paper, University Library of Munich, Germany, number 63925, Jan.
• Lestano, Lestano, 2015, "Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors," MPRA Paper, University Library of Munich, Germany, number 64357.
• Vardhan, Harsh & Sinha, Pankaj, 2015, "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 64369, Mar, revised 10 May 2015.
• Peresetsky, Anatoly & Yakubov, Ruslan, 2015, "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper, University Library of Munich, Germany, number 64579.
• Hashim, Khairul Khairiah & Masih, Mansur, 2015, "Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches," MPRA Paper, University Library of Munich, Germany, number 65234, Jun.
• Bouoiyour, Jamal & Selmi, Refk, 2015, "Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?," MPRA Paper, University Library of Munich, Germany, number 65317, Jun.
• O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015, "The Financial Economics of Gold - a survey," MPRA Paper, University Library of Munich, Germany, number 65484, Jul.
• Bayraci, Selcuk, 2015, "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper, University Library of Munich, Germany, number 65758, Jul.
• Lyocsa, Stefan, 2015, "Predicting changes in the output of OECD countries: An international network perspective," MPRA Paper, University Library of Munich, Germany, number 65774, Jul.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Implied volatility transmissions between Thai and selected advanced stock markets," MPRA Paper, University Library of Munich, Germany, number 65901, Aug.
• Temesvary, Judit & Ongena, Steven & Owen, Ann L., 2015, "A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?," MPRA Paper, University Library of Munich, Germany, number 65913, Aug.
• Mirdala, Rajmund & Svrčeková, Aneta & Semančíková, Jozefína, 2015, "On the Relationship between Financial Integration, Financial Liberalization and Macroeconomic Volatility," MPRA Paper, University Library of Munich, Germany, number 66143, Apr.
• Bonga-Bonga, Lumengo, 2015, "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper, University Library of Munich, Germany, number 66262, Aug.
• Širůček, Martin, 2015, "Kauzalní vztah peněžní nabídky a amerického akciového trhu
  [Money supply and US stock market causality]," MPRA Paper, University Library of Munich, Germany, number 66357, Aug, revised 30 Aug 2015.
• Širůček, Martin & Křen, Lukáš, 2015, "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 66449, Sep.
• Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper, University Library of Munich, Germany, number 66521, Sep.
• Rhodes, Kevin M, 2015, "Impacts on investors sentiments of financial crisis- A study with references of recent financial crisis," MPRA Paper, University Library of Munich, Germany, number 66595, Sep.
• Jung, Kuk Mo, 2015, "Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns," MPRA Paper, University Library of Munich, Germany, number 67416, Oct.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 67470, Oct.
• DIAF, Sami, 2015, "Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates," MPRA Paper, University Library of Munich, Germany, number 67619, Feb.
• EZZAHID, Elhadj & MAOUHOUB, Brahim, 2015, "Capital account liberalization and Moroccan macroeconomic performances," MPRA Paper, University Library of Munich, Germany, number 67627, Nov.
• Kodila-Tedika, Oasis & Asongu, Simplice, 2015, "Genetic Distance and Cognitive Human Capital: A Cross-National Investigation," MPRA Paper, University Library of Munich, Germany, number 67850, Apr.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum money," MPRA Paper, University Library of Munich, Germany, number 67982, Nov.
• Thakolsri, Supachock & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Relationship of the change in implied volatility with the underlying equity index return in Thailand," MPRA Paper, University Library of Munich, Germany, number 67986, Nov.
• Syed Abul, Basher & Perry, Sadorsky, 2015, "Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH," MPRA Paper, University Library of Munich, Germany, number 68231, Dec.
• Syed Abul, Basher & Alfred A, Haug & Perry, Sadorsky, 2015, "The impact of oil shocks on exchange rates: A Markov-switching approach," MPRA Paper, University Library of Munich, Germany, number 68232, Dec.
• Tomić, Bojan, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," MPRA Paper, University Library of Munich, Germany, number 68324, Jan.
• Wild, Joerg, 2015, "Efficiency and Risk Convergence of Eurozone Financial Markets," MPRA Paper, University Library of Munich, Germany, number 68371, Sep.
• Sambracos, Evangelos & Maniati, Marina, 2015, "Analysis of Financial Crisis Results on Dry Bulk Market & Financing," MPRA Paper, University Library of Munich, Germany, number 68601, May.
• Ganchev, Alexander, 2015, "Hedge funds - evolution and perspectives," MPRA Paper, University Library of Munich, Germany, number 70050, Dec.
• Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70080, Dec.
• Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70117, Dec.
• Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015, "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper, University Library of Munich, Germany, number 70942, Dec.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper, University Library of Munich, Germany, number 72082, Oct.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi, 2015, "Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets," MPRA Paper, University Library of Munich, Germany, number 73397, Sep, revised Feb 2016.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2015, "Buy and sell signals on Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89014, Aug, revised 05 Jan 2016.
• Camilleri, Silvio John, 2015, "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95301.
• Asandului, Mircea & Lupu, Dan & Mursa, Gabriel Claudiu & Muşetescu, Radu, 2015, "Dynamic relations between CDS and stock markets in Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 95506, Dec.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
• Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
• Haakon Kavli & Nicola Viegi, 2015, "Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries," Working Papers, University of Pretoria, Department of Economics, number 201568, Sep.
• Filip Iorgulescu, 2015, "Investigating Contagion and Market Interdependence during the Global Financial Crisis," Central European Business Review, Prague University of Economics and Business, volume 2015, issue 2, pages 31-39, DOI: 10.18267/j.cebr.124.
• Shaen Corbet & Cian Twomey, 2015, "European Equity Market Contagion: An Empirical Application to Ireland's Sovereign Debt Crisis," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 3, pages 15-34, DOI: 10.18267/j.efaj.143.
• Ovidiu Stoica & Mark J. Perry & Seyed Mehdian, 2015, "An Empirical Analysis of the Diffusion of Information across Stock Markets of Central and Eastern Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 2, pages 192-210, DOI: 10.18267/j.pep.508.
• Gábor Dávid Kiss & Tamás Schuszter, 2015, "The Euro Crisis and Contagion among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency such as CHF," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 6, pages 678-698, DOI: 10.18267/j.pep.530.
• Piti Disyatat & Phurichai Rungcharoenkitkul, 2015, "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 9, Nov.
• Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015, "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 753, Sep.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015, "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers, Queen Mary University of London, School of Economics and Finance, number 761, Dec.
• Marcelo Fernandes & João Mergulhão, 2015, "Anticipatory Effects in the FTSE 100 Index Revisions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 773, Dec.
• Lock, Eduardo & Winkelried, Diego, 2015, "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
• Iberico, Luis Antonio & Winkelried, Diego, 2015, "Calendar Effects in Latin American Stock Markets," Working Papers, Banco Central de Reserva del Perú, number 2015-008, Nov.
• Heni Boubaker & Nadia Sghaier, 2015, "On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 80-93, May-June.
• Selim Mankaï & Khaled Guesmi, 2015, "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
• Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015, "Currency Premia and Global Imbalances," 2015 Meeting Papers, Society for Economic Dynamics, number 1215.
• Jesse Schreger, 2015, "The Costs of Sovereign Default: Evidence from Argentina," 2015 Meeting Papers, Society for Economic Dynamics, number 240.
• Ana Maria Santacreu & Federico Gavazzoni, 2015, "International R&D Spillovers and Asset Prices," 2015 Meeting Papers, Society for Economic Dynamics, number 405.
• Halime Temel Nalın & Sevinç Güler, 2015, "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 129-148, March.
• Mihai Cristian Dinică & Erica Cristina (Balea) Dinică, 2015, "Testing the Weak-Form Market Eficiency of the Euronext Wheat," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 25-38, March.
• G. Cornelis van Kooten, 2015, "The Economics of Forest Carbon Sequestration Revisited: A Challenge for Emissions Offset Trading," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2015-04, Apr.
• Eleftherios I. Thalassinos & Erginbay Ugurlu & Yusuf Muratoglu, 2015, "Comparison of Forecasting Volatility in the Czech Republic Stock Market," Applied Economics and Finance, Redfame publishing, volume 2, issue 1, pages 11-18, February.
• Konan L¨¦on N'DRI, 2015, "Variance Ratio Tests of the Random Walk in the BRVM," Applied Economics and Finance, Redfame publishing, volume 2, issue 2, pages 118-125, May.
• G. Bampinas & T. Panagiotidis, 2015, "Are Gold and Silver a Hedge against Inflation? A Two Century Perspective," Working Paper series, Rimini Centre for Economic Analysis, number 15-02, Feb.
• Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015, "What Drives International Portfolio Flows?," Working Paper series, Rimini Centre for Economic Analysis, number 15-16, Mar.
• Gino Cenedese & Enrico Mallucci, 2015, "What moves international stock and bond markets?," Working Paper series, Rimini Centre for Economic Analysis, number 15-23, Jun.
• John Burger & Francis Warnock & Veronica Cacdac Warnock, 2015, "Bond Market Development in Developing Asia," ADB Economics Working Paper Series, Asian Development Bank, number 448, Sep.
• Gemma Esther Estrada & Donghyun Park & Arief Ramayandi, 2015, "Taper Tantrum and Emerging Equity Market Slumps," ADB Economics Working Paper Series, Asian Development Bank, number 451, Sep.
• Shubhomoy Ray, 2015, "Investment Finance and Financial Sector Development," ADBI Working Papers, Asian Development Bank Institute, number 522, Apr.
• Anna Bakaykina, 2015, "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 106-128.
• Ersan Ersoy & Levent Çıtak, 2015, "Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 3, pages 1-18.
• İbrahim Bozkurt, 2015, "Investigation of the Anomaly Existence in the Advanced and Emerging Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 19-37.
• İbrahim Yaşar Gök & Şeref Kalaycı, 2015, "International Interactions between Index Futures Markets: Testing Meteor Shower and Heat Wave Hypotheses on Turkey and US Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 39-53.
• Jugnu Ansari, 2015, "Product Diversification And Bank Risk Taking Behavior: An Empirical Evidence From Indian Banking System," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022343, Jun.
• Daehyoung Cho & Kyongwook Choi, 2015, "Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 4, pages 357-379, DOI: 10.11644/KIEP.JEAI.2015.19.4.301.
• Kin-Yip Ho & Jiyoun An & Lanyue Zhou, 2015, "The Book-to-Market Anomaly in the Chinese Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 3, pages 223-241, DOI: 10.11644/KIEP.JEAI.2015.19.3.297.
• Taly I, 2015, "Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 3, pages 275-322, DOI: 10.11644/KIEP.JEAI.2015.19.3.299.
• Myagmarsuren Boldbaatar & Choong Lyol Lee, 2015, "Financial Accessibility and Economic Growth," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 2, pages 143-166, DOI: 10.11644/KIEP.JEAI.2015.19.2.294.
• Aasif Shah & Malabika Deo & Wayne King, 2015, "Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 2, pages 189-220, DOI: 10.11644/KIEP.JEAI.2015.19.2.296.
• Badassa Wolteji Chala & Hyun-Hoon Lee, 2015, "Do Regional Trade Agreements Increase Bilateral Greenfield Investment?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 680-707.
• Priyanshi Gupta & Sanjay Sehgal & Florent Deisting, 2015, "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 708-760.
• Nazeeruddin Mohammad & Dawood Ashraf, 2015, "The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 1436-6, May.
• Edmundo Lizarzaburu & Kurt Burneob & Hamilton Galindoc & Luis Berggrund, 2015, "Emerging Markets Integration in Latin America (MILA) Stock market indicators: Chile, Colombia and Peru," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 74-83.
• Philip Turner, 2015, "The consequences of exit from non-conventional monetary policy," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 43-59.
• Dirk Schoenmaker, 2015, "The new Banking Union landscape in Europe: consolidation ahead?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 189-201.
• Gareth W. Peters & Efstathios Panayi & Ariane Chapelley, 2015, "Trends in cryptocurrencies and blockchain technologies: a monetary theory and regulation perspective," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 92-113.
• Andrea Ferretti & Marco Brandirali & Nico Saraceno, 2015, "Part 1: Innovative corporate services digitally enabled," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 172-180.
• Marco Giorgino & Giuliano Noci & Laura Grassi & Valentina Palummeri, 2015, "Part 2: Innovative corporate services digitally enabled for internationalization," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 173-180.
• Ilie Mihai & Cristian OPREA, 2015, "Post-crisis financial intermediation," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 6, issue 3, pages 9-19.
• Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015, "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 22-46, March.
• Murad A.Bein & Gulcay TUNA, 2015, "Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 61-80, June.
• Adrian Cantemir CALIN, 2015, "The Impact of Trade Announcements on Financial Markets. An Event Study Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 81-91, June.
• Iulia LUPU, 2015, "European Stock Markets Correlations In A Markov Switching Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 103-119, September.
• Adam ZAREMBA, 2015, "Low Risk Anomaly In The Cee Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 81-102, September.
• Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu, 2015, "Evolution of Mutual Funds in Romania: Performance and Risks," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 180-197, December.
• Corina Saman, 2015, "Asymmetric Interaction between Stock Price Index and Exchange Rates: Empirical Evidence for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 90-109, December.
• Altaf Muhammad & Zhang Shuguang, 2015, "Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 1, pages 57-70, March.
• Haakon Kavli & Nicola Viegi, 2015, "Portfolio Flows in a two-country RBC model with financial intermediaries," ERSA Working Paper Series, Economic Research Southern Africa, number 550, Sep.
• Gideon Boako & Paul Alagidede, 2015, "Global commodities and African stocks: insights for hedging and diversification strategies," ERSA Working Paper Series, Economic Research Southern Africa, number 569, Dec.
• Ronit Mukherji, 2015, "Stock Market Efficiency in Developing Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 4, pages 402-429, November, DOI: 10.1177/0973801015598058.
• Richard C.K. Burdekin & Michael Franklin, 2015, "Transfer Spending in the English Premier League: The Haves and the Have Nots," National Institute Economic Review, National Institute of Economic and Social Research, volume 232, issue 1, pages 4-17, May.
• Gagan Deep Sharma & Namish Mishra, 2015, "Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets," Review of Market Integration, India Development Foundation, volume 7, issue 3, pages 175-197, December, DOI: 10.1177/0974929216674377.
• Raveen Ekanayake & Nipuni Perera, 2015, "Stimulating Intra-regional Investment in SAARC," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 16, issue 2_suppl, pages 75-101, September, DOI: 10.1177/1391561415594731.
• Hans Genberg, 2015, "Capital Market Development and Emergence of Institutional Investors in the Asia-Pacific Region," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp11, Oct.
• Sinan Esen & Feyyaz Zeren & Halil Şimdi, 2015, "CDS and Stock Market: Panel Evidence Under Cross-Section Dependency," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 13, issue 1, pages 31-46.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Ibikunle, Gbenga, 2015, "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 208-227, DOI: 10.1016/j.intfin.2014.11.014.
• Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015, "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 228-244, DOI: 10.1016/j.intfin.2014.11.013.
• Huang, Wei & Wright, Brian, 2015, "Analyst earnings forecast under complex corporate ownership in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 69-84, DOI: 10.1016/j.intfin.2015.01.003.
• Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain, 2015, "Does sovereign creditworthiness affect bank valuations in emerging markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 113-129, DOI: 10.1016/j.intfin.2015.02.001.
• Kodongo, Odongo & Natto, Dinah & Biekpe, Nicholas, 2015, "Explaining cross-border bank expansion in East Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 71-84, DOI: 10.1016/j.intfin.2014.12.005.
• Joseph, Nathan Lael & Lambertides, Neophytos & Savva, Christos S., 2015, "Short-horizon excess returns and exchange rate and interest rate effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 54-76, DOI: 10.1016/j.intfin.2015.04.005.
• Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015, "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 65-78, DOI: 10.1016/j.intfin.2015.05.013.
• Kang, Hyunju & Suh, Hyunduk, 2015, "Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 97-115, DOI: 10.1016/j.intfin.2015.05.016.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015, "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 122-135, DOI: 10.1016/j.intfin.2015.07.001.
• Chiang, Thomas C. & Li, Huimin & Zheng, Dazhi, 2015, "The intertemporal risk-return relationship: Evidence from international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 156-180, DOI: 10.1016/j.intfin.2015.06.003.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Levich, Richard M. & Potì, Valerio, 2015, "Predictability and ‘good deals’ in currency markets," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 454-472, DOI: 10.1016/j.ijforecast.2014.10.001.
• Lang, Mark & Stice-Lawrence, Lorien, 2015, "Textual analysis and international financial reporting: Large sample evidence," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 110-135, DOI: 10.1016/j.jacceco.2015.09.002.
• Chen, Jason V. & Li, Feng, 2015, "Discussion of “Textual analysis and international financial reporting: Large sample evidence”," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 181-186, DOI: 10.1016/j.jacceco.2015.10.003.
• Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
• Gong, Qiang & Liu, Ming & Liu, Qianqiu, 2015, "Momentum is really short-term momentum," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 169-182, DOI: 10.1016/j.jbankfin.2014.10.002.
• Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I., 2015, "Herding on fundamental information: A comparative study," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 589-598, DOI: 10.1016/j.jbankfin.2014.03.014.
• Ismailescu, Iuliana & Phillips, Blake, 2015, "Credit default swaps and the market for sovereign debt," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 43-61, DOI: 10.1016/j.jbankfin.2014.10.015.
• Ratti, Ronald A. & Vespignani, Joaquin L., 2015, "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 18-33, DOI: 10.1016/j.jbankfin.2014.12.013.
• Feng, Xunan & Johansson, Anders C., 2015, "Can mutual funds pick stocks in China? Evidence from the IPO market," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 170-186, DOI: 10.1016/j.jbankfin.2014.12.026.
• Adam, Tim & Guettler, Andre, 2015, "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 204-214, DOI: 10.1016/j.jbankfin.2015.02.019.
• Choi, Nicole & Skiba, Hilla, 2015, "Institutional herding in international markets," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 246-259, DOI: 10.1016/j.jbankfin.2015.02.002.
• Andriosopoulos, Dimitris & Lasfer, Meziane, 2015, "The market valuation of share repurchases in Europe," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2014.04.017.
• Cerutti, Eugenio, 2015, "Drivers of cross-border banking exposures during the crisis," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 340-357, DOI: 10.1016/j.jbankfin.2014.08.021.
• Strohsal, Till & Weber, Enzo, 2015, "Time-varying international stock market interaction and the identification of volatility signals," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 28-36, DOI: 10.1016/j.jbankfin.2015.01.020.
• Haw, In-Mu & Hu, Bingbing & Lee, Jay Junghun, 2015, "Product market competition and analyst forecasting activity: International evidence," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 48-60, DOI: 10.1016/j.jbankfin.2015.02.010.
• De Santis, Roberto A. & Stein, Michael, 2015, "Financial indicators signaling correlation changes in sovereign bond markets," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 86-102, DOI: 10.1016/j.jbankfin.2015.02.018.
• Busaba, Walid Y. & Guo, Lin & Sun, Zhenzhen & Yu, Tong, 2015, "The dark side of cross-listing: A new perspective from China," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.jbankfin.2015.04.004.
• Ahmed, Shamim & Valente, Giorgio, 2015, "Understanding the price of volatility risk in carry trades," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 118-129, DOI: 10.1016/j.jbankfin.2015.04.002.
• Walkshäusl, Christian, 2015, "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2015.04.008.
• Gozzi, Juan Carlos & Levine, Ross & Martinez Peria, Maria Soledad & Schmukler, Sergio L., 2015, "How firms use corporate bond markets under financial globalization," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 532-551, DOI: 10.1016/j.jbankfin.2015.03.017.
• Blatt, Dominik & Candelon, Bertrand & Manner, Hans, 2015, "Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2015.06.003.
• Egbers, Tom & Swinkels, Laurens, 2015, "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 14-26, DOI: 10.1016/j.jbankfin.2015.04.026.
• Goto, Shingo & Xiao, Gang & Xu, Yan, 2015, "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 296-309, DOI: 10.1016/j.jbankfin.2015.08.030.
• Altuntas, Muhammed & Berry-Stölzle, Thomas R. & Wende, Sabine, 2015, "Does one size fit all? Determinants of insurer capital structure around the globe," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 251-271, DOI: 10.1016/j.jbankfin.2015.09.012.
• Alhashel, Bader, 2015, "Sovereign Wealth Funds: A literature review," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 1-13, DOI: 10.1016/j.jeconbus.2014.10.001.
• Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015, "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 79-91, DOI: 10.1016/j.jeconbus.2014.11.003.
• Spierdijk, Laura & Umar, Zaghum, 2015, "Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 1-37, DOI: 10.1016/j.jeconbus.2014.12.002.
• Dodd, Olga & Louca, Christodoulos & Paudyal, Krishna, 2015, "The determinants of foreign trading volume of stocks listed in multiple markets," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 38-61, DOI: 10.1016/j.jeconbus.2014.12.004.
• Fitwi, Abrar M. & Hein, Scott E. & Mercer, Jeffrey M., 2015, "The U.S. housing price bubble: Bernanke versus Taylor," Journal of Economics and Business, Elsevier, volume 80, issue C, pages 62-80, DOI: 10.1016/j.jeconbus.2015.05.001.
• Luo, Yongli, 2015, "CEO power, ownership structure and pay performance in Chinese banking," Journal of Economics and Business, Elsevier, volume 82, issue C, pages 3-16, DOI: 10.1016/j.jeconbus.2015.04.003.
• Jotikasthira, Chotibhak & Le, Anh & Lundblad, Christian, 2015, "Why do term structures in different currencies co-move?," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 58-83, DOI: 10.1016/j.jfineco.2014.09.004.
• Acharya, Viral V. & Steffen, Sascha, 2015, "The “greatest” carry trade ever? Understanding eurozone bank risks," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 215-236, DOI: 10.1016/j.jfineco.2014.11.004.
• Eun, Cheol S. & Wang, Lingling & Xiao, Steven C., 2015, "Culture and R2," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 283-303, DOI: 10.1016/j.jfineco.2014.09.003.
• Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W., 2015, "Trade credit and cross-country predictable firm returns," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 592-613, DOI: 10.1016/j.jfineco.2014.10.007.
• Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015, "Commonality in news around the world," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 82-110, DOI: 10.1016/j.jfineco.2014.11.007.
• Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2015, "Central clearing and collateral demand," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 237-256, DOI: 10.1016/j.jfineco.2014.12.006.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015, "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 526-547, DOI: 10.1016/j.jfineco.2014.12.005.
• Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping, 2015, "The illiquidity premium: International evidence," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 350-368, DOI: 10.1016/j.jfineco.2015.04.005.
• Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A., 2015, "Modeling financial contagion using mutually exciting jump processes," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 585-606, DOI: 10.1016/j.jfineco.2015.03.002.
• Trani, Tommaso, 2015, "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 49-77, DOI: 10.1016/j.jimonfin.2014.09.002.
• Fengler, Matthias R. & Gisler, Katja I.M., 2015, "A variance spillover analysis without covariances: What do we miss?," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 174-195, DOI: 10.1016/j.jimonfin.2014.11.006.
• Doskov, Nikolay & Swinkels, Laurens, 2015, "Empirical evidence on the currency carry trade, 1900–2012," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 370-389, DOI: 10.1016/j.jimonfin.2014.12.001.
• Krapl, Alain & Giaccotto, Carmelo, 2015, "Foreign exchange risk and the term-structure of industry costs of equity," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 71-88, DOI: 10.1016/j.jimonfin.2014.11.001.
• Bremus, Franziska & Fratzscher, Marcel, 2015, "Drivers of structural change in cross-border banking since the global financial crisis," Journal of International Money and Finance, Elsevier, volume 52, issue C, pages 32-59, DOI: 10.1016/j.jimonfin.2014.11.012.
• Cerutti, Eugenio & Hale, Galina & Minoiu, Camelia, 2015, "Financial crises and the composition of cross-border lending," Journal of International Money and Finance, Elsevier, volume 52, issue C, pages 60-81, DOI: 10.1016/j.jimonfin.2014.11.013.
• Böninghausen, Benjamin & Zabel, Michael, 2015, "Credit ratings and cross-border bond market spillovers," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 115-136, DOI: 10.1016/j.jimonfin.2014.12.007.
• Vu, Huong & Alsakka, Rasha & Gwilym, Owain ap, 2015, "The credit signals that matter most for sovereign bond spreads with split rating," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 174-191, DOI: 10.1016/j.jimonfin.2015.01.005.
• Lo Duca, Marco & Stracca, Livio, 2015, "Worth the hype? The effect of G20 summits on global financial markets," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 192-217, DOI: 10.1016/j.jimonfin.2015.01.003.
• Tan, Zhibo & Yao, Yang & Wei, Shang-Jin, 2015, "Financial structure, corporate savings and current account imbalances," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 142-167, DOI: 10.1016/j.jimonfin.2015.02.012.
• Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena, 2015, "ECB policy and Eurozone fragility: Was De Grauwe right?," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 168-185, DOI: 10.1016/j.jimonfin.2015.03.002.
• Carvalho, Daniel & Fidora, Michael, 2015, "Capital inflows and euro area long-term interest rates," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 186-204, DOI: 10.1016/j.jimonfin.2015.02.021.
• Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2015, "Real financial market exchange rates and capital flows," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2015.02.004.
• Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola, 2015, "Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 70-92, DOI: 10.1016/j.jimonfin.2015.02.020.
• Bowman, David & Londono, Juan M. & Sapriza, Horacio, 2015, "U.S. unconventional monetary policy and transmission to emerging market economies," Journal of International Money and Finance, Elsevier, volume 55, issue C, pages 27-59, DOI: 10.1016/j.jimonfin.2015.02.016.
• Banti, Chiara & Phylaktis, Kate, 2015, "FX market liquidity, funding constraints and capital flows," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 114-134, DOI: 10.1016/j.jimonfin.2014.11.002.
• Temesvary, Judit, 2015, "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 202-222, DOI: 10.1016/j.jimonfin.2014.09.008.
• Boubakri, Salem & Guillaumin, Cyriac, 2015, "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 136-160, DOI: 10.1016/j.jimonfin.2015.07.011.
• Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015, "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 86-114, DOI: 10.1016/j.jimonfin.2015.06.004.
• Redl, Chris, 2015, "Noisy news and exchange rates: A SVAR approach," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 150-171, DOI: 10.1016/j.jimonfin.2015.08.002.
• Du, Ding & Hu, Ou, 2015, "The world market risk premium and U.S. macroeconomic announcements," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2015.08.006.
• Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015, "What do Chinese macro announcements tell us about the world economy?," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 100-122, DOI: 10.1016/j.jimonfin.2015.07.002.
• Dupuy, Philippe, 2015, "The tail risk premia of the carry trades," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 123-145, DOI: 10.1016/j.jimonfin.2015.07.016.
• Ebeke, Christian & Lu, Yinqiu, 2015, "Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 203-219, DOI: 10.1016/j.jimonfin.2015.07.006.
• Lehkonen, Heikki & Heimonen, Kari, 2015, "Democracy, political risks and stock market performance," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 77-99, DOI: 10.1016/j.jimonfin.2015.06.002.
• Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015, "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, volume 35, issue C, pages 23-42, DOI: 10.1016/j.jjie.2014.11.005.