Research classified by Journal of Economic Literature (JEL) codes

2014

• Michis, Antonis A., 2014, "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, volume 11, issue 4, pages 369-374, DOI: 10.1016/j.frl.2014.07.008.
• Braun, Matías, 2014, "The structure of equity markets across countries: Scarcity and stock valuations," Finance Research Letters, Elsevier, volume 11, issue 4, pages 385-397, DOI: 10.1016/j.frl.2014.10.004.
• Todorova, Neda & Souček, Michael, 2014, "Overnight information flow and realized volatility forecasting," Finance Research Letters, Elsevier, volume 11, issue 4, pages 420-428, DOI: 10.1016/j.frl.2014.07.001.
• Zhu, Yanjian & Zhu, Xiaoneng, 2014, "European business cycles and stock return predictability," Finance Research Letters, Elsevier, volume 11, issue 4, pages 446-453, DOI: 10.1016/j.frl.2014.10.002.
• Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold, 2014, "Financial networks and trading in bond markets," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 126-157, DOI: 10.1016/j.finmar.2013.08.001.
• Khurshed, Arif & Paleari, Stefano & Pande, Alok & Vismara, Silvio, 2014, "Transparent bookbuilding, certification and initial public offerings," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 154-169, DOI: 10.1016/j.finmar.2013.12.001.
• Brooks, Raymond M. & Mathew, Prem G. & Yang, J. Jimmy, 2014, "When-issued trading in the Indian IPO market," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 170-196, DOI: 10.1016/j.finmar.2013.10.001.
• De Nicolò, Gianni & Juvenal, Luciana, 2014, "Financial integration, globalization, and real activity," Journal of Financial Stability, Elsevier, volume 10, issue C, pages 65-75, DOI: 10.1016/j.jfs.2013.04.004.
• Cerutti, Eugenio & Schmieder, Christian, 2014, "Ring fencing and consolidated banks’ stress tests," Journal of Financial Stability, Elsevier, volume 11, issue C, pages 1-12, DOI: 10.1016/j.jfs.2013.10.003.
• Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2014, "The network structure of the CDS market and its determinants," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 118-133, DOI: 10.1016/j.jfs.2014.05.004.
• Anginer, Deniz & Demirguc-Kunt, Asli, 2014, "Has the global banking system become more fragile over time?," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 202-213, DOI: 10.1016/j.jfs.2014.02.003.
• Ahrend, Rudiger & Goujard, Antoine, 2014, "Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 35-53, DOI: 10.1016/j.jfs.2013.12.005.
• Kuttu, Saint, 2014, "Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis," Global Finance Journal, Elsevier, volume 25, issue 1, pages 56-69, DOI: 10.1016/j.gfj.2014.03.001.
• Mishra, Anil V., 2014, "Australia's home bias and cross border taxation," Global Finance Journal, Elsevier, volume 25, issue 2, pages 108-123, DOI: 10.1016/j.gfj.2014.06.003.
• Farag, Hisham, 2014, "The effectiveness of competing regulatory regimes and the switching effects: Evidence from an emerging market," Global Finance Journal, Elsevier, volume 25, issue 2, pages 136-147, DOI: 10.1016/j.gfj.2014.06.005.
• Champagne, Claudia, 2014, "The international syndicated loan market network: An “unholy trinity”?," Global Finance Journal, Elsevier, volume 25, issue 2, pages 148-168, DOI: 10.1016/j.gfj.2014.06.006.
• Hilliard, Jitka, 2014, "Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds," Global Finance Journal, Elsevier, volume 25, issue 2, pages 90-107, DOI: 10.1016/j.gfj.2014.06.001.
• Meisami, Alex & Misra, Lalatendu & Mehran, Jamshid & Shi, Yilun, 2014, "Foreign capital raising by Indian firms: An examination of domestic stock price response," Global Finance Journal, Elsevier, volume 25, issue 3, pages 181-202, DOI: 10.1016/j.gfj.2014.10.002.
• Massa, Massimo & Žaldokas, Alminas, 2014, "Investor base and corporate borrowing: Evidence from international bonds," Journal of International Economics, Elsevier, volume 92, issue 1, pages 95-110, DOI: 10.1016/j.jinteco.2013.11.002.
• Bardozzetti, Alfredo & Dottori, Davide, 2014, "Collective action clauses: How do they affect sovereign bond yields?," Journal of International Economics, Elsevier, volume 92, issue 2, pages 286-303, DOI: 10.1016/j.jinteco.2013.11.006.
• Catão, Luis A.V. & Milesi-Ferretti, Gian Maria, 2014, "External liabilities and crises," Journal of International Economics, Elsevier, volume 94, issue 1, pages 18-32, DOI: 10.1016/j.jinteco.2014.05.003.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2014, "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, Elsevier, chapter 0, in: Gopinath, G. & Helpman, . & Rogoff, K., "Handbook of International Economics", DOI: 10.1016/B978-0-444-54314-1.00010-0.
• Lorenzoni, Guido, 2014, "International Financial Crises," Handbook of International Economics, Elsevier, chapter 0, in: Gopinath, G. & Helpman, . & Rogoff, K., "Handbook of International Economics", DOI: 10.1016/B978-0-444-54314-1.00012-4.
• Chau, Frankie & Deesomsak, Rataporn & Wang, Jun, 2014, "Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 1-19, DOI: 10.1016/j.intfin.2013.10.008.
• Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014, "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 131-157, DOI: 10.1016/j.intfin.2013.11.002.
• Wang, Lihong, 2014, "Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 182-203, DOI: 10.1016/j.intfin.2013.11.003.
• Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014, "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 204-212, DOI: 10.1016/j.intfin.2013.10.005.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Du, Ding, 2014, "Persistent exchange-rate movements and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 36-53, DOI: 10.1016/j.intfin.2013.10.007.
• Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
• Yang, Lu & Hamori, Shigeyuki, 2014, "Dependence structure between CEEC-3 and German government securities markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 109-125, DOI: 10.1016/j.intfin.2013.12.003.
• Kumar, Satish & Trück, Stefan, 2014, "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 13-32, DOI: 10.1016/j.intfin.2013.10.010.
• Vithessonthi, Chaiporn, 2014, "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 170-194, DOI: 10.1016/j.intfin.2013.12.006.
• Li, Huimin & Zheng, Dazhi & Chen, Jun, 2014, "Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 217-241, DOI: 10.1016/j.intfin.2013.12.007.
• Madura, Jeff & Marciniak, Marek, 2014, "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 256-284, DOI: 10.1016/j.intfin.2013.12.009.
• Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014, "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 92-108, DOI: 10.1016/j.intfin.2013.12.002.
• Campbell, Kevin & Tabner, Isaac T., 2014, "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 1-20, DOI: 10.1016/j.intfin.2014.01.004.
• Gau, Yin-Feng & Wu, Zhen-Xing, 2014, "Order choices under information asymmetry in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 106-118, DOI: 10.1016/j.intfin.2014.01.008.
• Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 119-136, DOI: 10.1016/j.intfin.2014.01.007.
• Duong, Huu Nhan & Kalev, Petko S., 2014, "Anonymity and the Information Content of the Limit Order Book," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 205-219, DOI: 10.1016/j.intfin.2014.02.004.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 1-13, DOI: 10.1016/j.intfin.2014.03.004.
• Hearn, Bruce, 2014, "The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 127-158, DOI: 10.1016/j.intfin.2014.03.006.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014, "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 159-177, DOI: 10.1016/j.intfin.2014.03.015.
• Byström, Hans, 2014, "The impact of currency movements on asset value correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 178-186, DOI: 10.1016/j.intfin.2014.03.014.
• Du, Ding & Hu, Ou, 2014, "The long-run component of foreign exchange volatility and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 268-284, DOI: 10.1016/j.intfin.2014.04.005.
• Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui, 2014, "Can international LETFs deliver their promised exposure to foreign markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 30-74, DOI: 10.1016/j.intfin.2014.03.003.
• Ye, George L., 2014, "The interactions between China and US stock markets: New perspectives," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 331-342, DOI: 10.1016/j.intfin.2014.04.008.
• Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014, "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 107-127, DOI: 10.1016/j.intfin.2014.05.008.
• Apostolakis, George & Papadopoulos, Athanasios P., 2014, "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 128-149, DOI: 10.1016/j.intfin.2014.06.001.
• Donadelli, Michael & Paradiso, Antonio, 2014, "Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 184-218, DOI: 10.1016/j.intfin.2014.06.003.
• Calice, Giovanni, 2014, "CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 20-37, DOI: 10.1016/j.intfin.2014.03.011.
• Assefa, Tibebe A. & Mollick, André Varella, 2014, "African stock market returns and liquidity premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 325-342, DOI: 10.1016/j.intfin.2014.06.009.
• Smales, Lee A., 2014, "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 415-435, DOI: 10.1016/j.intfin.2014.07.002.
• Yamani, Ehab A. & Swanson, Peggy E., 2014, "Financial crises and the global value premium: Revisiting Fama and French," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 115-136, DOI: 10.1016/j.intfin.2014.07.012.
• Grose, Chris & Dasilas, Apostolos & Alexakis, Christos, 2014, "Performance persistence in fixed interest funds: With an eye on the post-debt crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 155-182, DOI: 10.1016/j.intfin.2014.07.010.
• Ben Sita, Bernard & Abdallah, Wissam, 2014, "Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 183-199, DOI: 10.1016/j.intfin.2014.08.005.
• Chou, Hsin-I & Zhao, Jing & Suardi, Sandy, 2014, "Factor reversal in the euro zone stock returns: Evidence from the crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 28-55, DOI: 10.1016/j.intfin.2014.07.007.
• Syamala, Sudhakar Reddy & Reddy, V. Nagi & Goyal, Abhinav, 2014, "Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 317-334, DOI: 10.1016/j.intfin.2014.09.001.
• Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2014, "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 354-366, DOI: 10.1016/j.intfin.2014.09.003.
• Bessler, Wolfgang & Wolff, Dominik, 2014, "Hedging European government bond portfolios during the recent sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 379-399, DOI: 10.1016/j.intfin.2014.08.006.
• Galagedera, Don U.A., 2014, "Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 400-416, DOI: 10.1016/j.intfin.2014.09.006.
• He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2014, "Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 434-444, DOI: 10.1016/j.intfin.2014.09.005.
• Marcelo Fernandes & Cristina M. Scherrer, 2014, "Price discovery in dual-class shares across multiple markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-10, Mar.
• Dragan Tevdovski, 2014, "Extreme negative coexceedances in South Eastern European stock markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-18, Jun.
• Cristina M. Scherrer, 2014, "Cross listing: price discovery dynamics and exchange rate effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-53, Dec.
• Hyeongwoo Kim & Jintae Kim, 2014, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-13, Nov.
• Olga Kuzmina & Natalya Volchkova & Tatiana Zueva, 2014, "Foreign Direct Investment and Governance Quality in Russia," Working Papers, New Economic School (NES), number w0205, Apr.
• Matthew Elliott & Benjamin Golub & Matthew O. Jackson, 2014, "Financial Networks and Contagion," American Economic Review, American Economic Association, volume 104, issue 10, pages 3115-3153, October.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-03, Feb.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2014, "A contribution to the empirics of convergence in real GDP growth: The role of financial crises and exchange-rate regimes," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-06, Feb.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014, "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-07, Mar.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "EMU sovereign debt market crisis: Fundamentals-based or pure contagion?," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-08, May.
• Channarong Chaiphat, 2014, "Cointegration of Capital Markets in ASEAN-5 Countries," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 21, issue 1, pages 42-58, June.
• Fabling, Richard & Grimes, Arthur, 2014, "Over the hedge: Do exporters practice selective hedging?," Motu Working Papers, Motu Economic and Public Policy Research, number 291376, Jan, DOI: 10.22004/ag.econ.291376.
• Chavarria MCyorga, Jose Antonio, None, "Predicción de volatilidad mediante regresión por cuantiles," Universitas (León): Revista Científica de la UNAN León, National Autonomous University of Nicaragua, Leon (Unan-Leon), Researching Center for Applied Economic (RCAE), volume 5, issue 2, pages 1-21, DOI: 10.22004/ag.econ.208070.
• Grosche, Stephanie & Heckelei, Thomas, , "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 172077, DOI: 10.22004/ag.econ.172077.
• Algieri, Bernardina, 2014, "The influence of biofuels, economic and financial factors on daily returns of commodity futures prices," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 164963, Feb, DOI: 10.22004/ag.econ.164963.
• Jana DRUTAROVSK�, 2014, "Speculative Activities In The Financial Markets And Its Relation To The Real Economy," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 6, issue 6, pages 144-148, December.
• Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2014, "Shift-Volatility Transmission in East Asian Equity Markets," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1402, Mar, revised Mar 2014.
• Lect. Raducu Stefan BRATU, PhD & Assist.Lect. Sorin Marius TUDOR, PhD, 2014, "The Growing Importance Of Capital Market Derivatives In Romania And Their Impact In The European Economy," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 23, pages 101-108, November.
• Zalán Kocsis, 2014, "Global, regional, and country-specific components of financial market indicators," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue supplemen, pages 81-110, November.
• Marco Antonio Laes & Marcos Eugênio da Silva, 2014, "Performance of mutual equity funds in Brazil – A bootstrap analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 15, issue 3, pages 294-306.
• John Goddard & Enrico Onali, 2014, "Self-affinity in financial asset returns," Papers, arXiv.org, number 1401.7170, Jan.
• Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014, "Networked relationships in the e-MID Interbank market: A trading model with memory," Papers, arXiv.org, number 1403.3638, Mar.
• Peter Sarlin, 2014, "Macroprudential oversight, risk communication and visualization," Papers, arXiv.org, number 1404.4550, Apr, revised Jun 2014.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2014, "How does bad and good volatility spill over across petroleum markets?," Papers, arXiv.org, number 1405.2445, May.
• John Cotter & Enrique Salvador, 2014, "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Papers, arXiv.org, number 1410.6005, Oct.
• Tambucci, Martina, 2014, "Margins and financial collateral for derivatives contracts: How to deal with procyclical implications in a financial crisis," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 6, issue 3, pages 240-263, March.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "Causality and contagion in EMU sovereign debt markets," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-03, Feb.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014, "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2014-04, Mar.
• Marco Elia, 2014, "European ETFs: Risks, tracking error and new regulation," BANCARIA, Bancaria Editrice, volume 3, pages 80-88, March.
• Mikhail Stolbov, 2014, "International Credit Cycles: A Regional Perspective," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
• Boryana Bogdanova, 2014, "Measuring the degree of integration within a group of stock markets," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 26-46.
• David Beers & Jean-Sébastien Nadeau, 2014, "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports, Bank of Canada, number 101, DOI: 10.34989/tr-101.
• Michael Ehrmann & David-Jan Jansen, 2014, "It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match," Staff Working Papers, Bank of Canada, number 14-2, DOI: 10.34989/swp-2014-2.
• José María Serena & Eva Valdeolivas, 2014, "Integración financiera y modelos de financiación de los bancos globales," Occasional Papers, Banco de España, number 1401, May.
• Fernando Broner & Alberto Martin & Jaume Ventura & Aitor Erce, 2014, "Sovereign debt markets in turbulent times: creditor discrimination and crowding-out effects," Working Papers, Banco de España, number 1402, Feb.
• Alessia Cassetta & Claudio Pauselli & Lucia Rizzica & Marco Tonello, 2014, "Exploring flows to tax havens through means of a gravity model: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 236, Sep.
• Junye Li & Gabriele Zinna, 2014, "On bank credit risk: systemic or bank-specific? Evidence from the US and UK," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 951, Feb.
• Gabriele Zinna, 2014, "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 968, Jul.
• Alessio Ciarlone & Valeria Miceli, 2014, "Are Sovereign Wealth Funds contrarian investors?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 972, Sep.
• Junye Li & Gabriele Zinna, 2014, "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 990, Oct.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia, Banco de la Republica de Colombia, number 822, May, DOI: 10.32468/be.822.
• Jair N. Ojeda-Joya, 2014, "A Consumption-Based Approach to Exchange Rate Predictability," Borradores de Economia, Banco de la Republica de Colombia, number 857, Dec, DOI: 10.32468/be.857.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 74, pages 68-86, June, DOI: 10.1016/S0120-4483(14)70028-4.
• Irena Jankovic & Bosko Zivkovic, 2014, "An Analysis Of The Effect Of Currency Mismatch On A Country’S Default Risk," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 201, pages 85-122, April – J.
• Srđan Marinković, 2014, "Non-Parametric Sign Test And Paired Samples Test Of Effectiveness Of Official Fx Intervention," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 202, pages 107-130, July – Se.
• Anoop S. Kumar, 2014, "Testing For Long Memory In Volatility In The Indian Forex Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 203, pages 75-90, October –.
• Kern E., 2014, "Le marché de la titrisation en Europe : caractéristiques et perspectives," Analyse et synthèse, Banque de France, number 31.
• Mengus, E., 2014, "Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default," Working papers, Banque de France, number 480.
• C. Bortoli & L. Harreau & Cyril Pouvelle, 2014, "Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned," Working papers, Banque de France, number 494.
• Sarah Mouabbi, 2014, "An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia," Working papers, Banque de France, number 527.
• Kalantzis, Y. & Zignago, S. & To wbin, P., 2014, "Ajustement international et rééquilibrage de la demande mondiale : où en sommes-nous ?," Bulletin de la Banque de France, Banque de France, issue 195, pages 21-34.
• Bernales, A. & Dugast, J., 2014, "Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013," Bulletin de la Banque de France, Banque de France, issue 195, pages 45-47.
• Bui Quang, P., 2014, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2013," Bulletin de la Banque de France, Banque de France, issue 197, pages 1-8.
• Guérineau, S. & Jacolin, L., 2014, "Réussir l’intégration financière en Afrique. Synthèse de la conférence organisée par la Banque de France et la Ferdi le 27 mai 2014," Bulletin de la Banque de France, Banque de France, issue 198, pages 157-163.
• Y. Kalantzis. & P. Towbin. & S. Zignago., 2014, "International adjustment and rebalancing of global demand:where do we stand?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 33, pages 5-23, spring.
• A. Bernales. & J. Dugast., 2014, "International workshop on algorithmic and high-frequency trading:a brief summary," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 33, pages 39-42, spring.
• C. Roero., 2014, "Monetary and credit developments in 2013," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 34, pages 5-20, summer.
• P. Bui Quang., 2014, "Non-resident holdings of shares in French CAC 40 companies at end-2013," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 35, pages 45-54, autumn.
• S. Guérineau. & L. Jacolin, 2014, "Summary of the conference of 27 May “Promoting financial integration in Africa”," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 35, pages 97-105, autumn.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "The transmission of unconventional monetary policy to the emerging markets".
• Robert N McCauley & Chang Shu & Guonan Ma, 2014, "Non-deliverable forwards: 2013 and beyond," BIS Quarterly Review, Bank for International Settlements, March.
• Robert N McCauley & Patrick McGuire, 2014, "Non-US banks' claims on the Federal Reserve," BIS Quarterly Review, Bank for International Settlements, March.
• Ken Miyajima & Ilhyock Shim, 2014, "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.
• Stefan Avdjiev & Elod Takáts, 2014, "Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals," BIS Quarterly Review, Bank for International Settlements, September.
• Chang Shu & Dong He & Xiaoqiang Cheng, 2014, "One currency, two markets: the renminbi’s growing influence in Asia-Pacific," BIS Working Papers, Bank for International Settlements, number 446, Mar.
• Marlene Amstad & Ye Huan & Guonan Ma, 2014, "Developing an underlying inflation gauge for China," BIS Working Papers, Bank for International Settlements, number 465, Sep.
• Vidović Jelena & Poklepović Tea & Aljinović Zdravka, 2014, "How to Measure Illiquidity on European Emerging Stock Markets?," Business Systems Research, Sciendo, volume 5, issue 3, pages 67-81, September, DOI: 10.2478/bsrj-2014-0020.
• Carmelo Giaccotto & Alain Krapl, 2014, "Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms," International Review of Finance, International Review of Finance Ltd., volume 14, issue 4, pages 523-550, December.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014, "Sovereign Default, Domestic Banks, and Financial Institutions," Journal of Finance, American Finance Association, volume 69, issue 2, pages 819-866, April.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, volume 69, issue 6, pages 2597-2649, December.
• Stavros Degiannakis & Pamela Dent & Christos Floros, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, volume 82, issue 1, pages 71-102, January.
• Nicolas E. Magud & Carmen M. Reinhart & Esteban R. Vesperoni, 2014, "Capital Inflows, Exchange Rate Flexibility and Credit Booms," Review of Development Economics, Wiley Blackwell, volume 18, issue 3, pages 415-430, August.
• John Beirne & Jana Gieck, 2014, "Interdependence and Contagion in Global Asset Markets," Review of International Economics, Wiley Blackwell, volume 22, issue 4, pages 639-659, September.
• Jon Frost & Ayako Saiki, 2014, "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, volume 22, issue 4, pages 722-743, September.
• Andrew S. Duncan & Alain Kabundi, 2014, "Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 4, pages 531-550, December.
• Sebnem Kalemli‐Ozcan & Emiliano Luttini & Bent Sørensen, 2014, "Debt Crises and Risk‐Sharing: The Role of Markets versus Sovereigns," Scandinavian Journal of Economics, Wiley Blackwell, volume 116, issue 1, pages 253-276, January, DOI: 10.1111/sjoe.12043.
• Ozge Akinci & Ryan Chahrour, 2014, "Good News is Bad News: Leverage Cycles and Sudden Stops," Boston College Working Papers in Economics, Boston College Department of Economics, number 866, Dec, revised 30 Apr 2015.
• David Murphy & Michalis Vasios & Nick Vause, 2014, "Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models," Bank of England Financial Stability Papers, Bank of England, number 29, May.
• Petr Zeman, 2014, "Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 17, issue 1, pages 3-13, DOI: 10.32725/acta.2014.001.
• Kyoungsoo Yoon & Christophe Hurlin, 2014, "Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs," Working Papers, Economic Research Institute, Bank of Korea, number 2014-5, Mar.
• Young Han Kim & Hosung Jung, 2014, "Investor Trading Behavior Around the Time of Geopolitical Risk Events: Evidence from South Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2014-10, Apr.
• Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014, "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 10-22, March.
• Imam Wahyudi & Gandhi Anwar Sani, 2014, "Interdependence between Islamic capital market and money market: Evidence from Indonesia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 32-47, March.
• Stefan Lyocsa & Eduard Baumohl, 2014, "Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 48-56, March.
• Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih, 2014, "The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 196-211, December.
• Utku Uygur & Oktay Tas, 2014, "The impacts of investor sentiment on different economic sectors: Evidence from Istanbul Stock Exchange," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 236-241, December.
• Feroldi Valentina & Gaffeo Edoardo, 2014, "At the Core of the International Financial System," Global Economy Journal, De Gruyter, volume 14, issue 2, pages 163-188, April, DOI: 10.1515/gej-2014-0006.
• Kaehler Juergen & Weber Christoph S. & Aref Haider Salahal-Din, 2014, "The Iraqi Stock Market: Development and Determinants," Review of Middle East Economics and Finance, De Gruyter, volume 10, issue 2, pages 151-175, August, DOI: 10.1515/rmeef-2013-0053.
• Guonan Ma, 2014, "Developing an underlying inflation gauge for China," Bruegel Working Papers, Bruegel, number 853, Oct.
• Regis Augusto Ely, 2014, "Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 13-39.
• Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, 2014, "The Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS15, Jun.
• Jacob Braude & Nathan Sussman, 2014, "Politique monétaire non conventionnelle : l'expérience israélienne," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 103-116.
• Laurent Clerc & Didier Marteau, 2014, "« Juste valeur » et « prix de modèle » : une comparaison internationale de la structure des portefeuilles de trading et du ratio « rentabilité »," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 305-322.
• Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014, "Uncertainty and Economic Activity: A Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1407, May.
• Yang, Yan & Copeland, Laurence, 2014, "The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/12, Jul.
• Gourinchas, Pierre-Olivier & Rey, Helene, 2014, "External Adjustment, Global Imbalances, Valuation Effects," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt2k77x6tn, Jan.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt9nj1q298, Dec.
• Ariel M. Viale & David A. Bessler & James W. Kolari, 2014, "On the structure of financial contagion: Econometric tests and Mercosur evidence," Journal of Applied Economics, Universidad del CEMA, volume 17, pages 373-400, November.
• Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014, "Uncertainty and Economic Activity: A Global Perspective," CESifo Working Paper Series, CESifo, number 4736.
• Spiros Bougheas & Rod Falvey, 2014, "The Impact of Financial Constraints and Wealth Inequality on International Trade Flows, Capital Movements and Entrepreneurial Migration," CESifo Working Paper Series, CESifo, number 4775.
• Mark Mink & Jakob de Haan & Jakob de Haan, 2014, "Spillovers from Systemic Bank Defaults," CESifo Working Paper Series, CESifo, number 4792.
• Yin-Wong Cheung & Dagfinn Rime, 2014, "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series, CESifo, number 4850.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis," CESifo Working Paper Series, CESifo, number 4912.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Bond Yield Spreads in the Euro Area," CESifo Working Paper Series, CESifo, number 5008.
• Bernd Rudolph, 2014, "Warum ABS schlechte Produkte sein können, aber nicht müssen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 67, issue 22, pages 09-14, November.
• Andreia Teixeira Marques Dionísio & Paulo Jorge Silveira Ferreira, 2014, "Why does the Euro fail? The DCCA approach," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_15.
• Uluc Aysun & Ralf Hepp, 2014, "A comparison of the internal and external determinants of global bank loans: Evidence from bilateral cross-country data," Working Papers, University of Central Florida, Department of Economics, number 2014-01, Aug.
• Olga Kuzmina & Natalya Volchkova & Tatiana Zueva, 2014, "Foreign Direct Investment and Governance Quality in Russia," Working Papers, Center for Economic and Financial Research (CEFIR), number w0205, Apr.
• Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014, "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers, CEPII research center, number 2014-03, Feb.
• Khaled Guesmi & Frédéric Teulon, 2014, "The determinants of regional stock market integration in middle east: A conditional ICAPM approach," International Economics, CEPII research center, issue 137, pages 22-31.
• Babajide Fowowe, 2014, "Modelling the oil price –exchange rate nexus for South Africa," International Economics, CEPII research center, issue 140, pages 36-48.
• Walid Mensi & Makram Beljid & Shunsuke Managi, 2014, "Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods," International Economics, CEPII research center, issue 140, pages 89-106.
• Christophe Destais, 2014, "Central Bank Currency Swaps and the International Monetary System," CEPII Policy Brief, CEPII research center, number 2014-05, Sep.
• Julio Galvez & Javier Mencía, 2014, "Distributional Linkages between European Sovereign Bond and Bank Asset Returns," Working Papers, CEMFI, number wp2014_1407, Nov.
• Adina APĂTĂCHIOAE, 2014, "L`Incidence De Crises Sur Les Systèmes Bancaires Européens," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 17-24, November.