Research classified by Journal of Economic Literature (JEL) codes

2015

• Mohammad Dulal MIAH & Yasushi SUZUKI, 2015, "Transcending the Trend of Financialization: The Heterodox vs. Islamic Economics View," Journal of Economic and Social Thought, EconSciences Journals, volume 2, issue 4, pages 226-241, December.
• Alper Veli AM, 2015, "Notes on the2015 Finance Symposium," Journal of Economics Library, EconSciences Journals, volume 2, issue 4, pages 378-379, December.
• Nicolas Boitout & Fabrice Hervé & Mohamed Zouaoui, 2015, "Médias et sentiment sur les marchés actions européens - Impact of sentiment media on European stock markets," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1150101, Jan.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1466.
• Dieter Schumacher, 2015, "Internationale Verflechtung der Finanzmärkte: ein Versuch zur Quantifizierung des Dominoeffekts in Anlehnung an die Input-Output-Analyse," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1478.
• Michael Ehrmann & Marcel Fratzscher, 2015, "Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1479.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1505.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1508.
• Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015, "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1519.
• Charles Yuji Horioka & Akiko Terada-Hagiwara & Takaaki Nomoto, 2015, "Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0950, Nov.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-34.
• Houda Rharrabti Zaid, 2015, "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-37.
• Kutluk KaÄŸan SÃœMER, 2015, "An Early Warning Model For Technical Trading Indicators," Eurasian Academy Of Sciences Social Sciences Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 1-20, March, DOI: 10.17740/eas.soc.2015-V1-01.
• 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.
• 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.
• Serkan Erkam & Ugur Ilker Erdogan, 2015, "Testing Day-Of-The-Week Effect Asymmetry In Borsa Istanbul (Bist)," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604423, Jul.
• Ka?an Karademir, 2015, "Exchange Rates And Stock Prices Relationship: Clustering By Dynamic Time Warping & Longest Common Subsequences," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804863, Oct.
• Andreas Savvides, 2015, "What Determines Equity Flows by Investment Funds to Emerging Economies?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104334, Nov.
• Hamdi Ben-Nasr & Abdullah Alshwer, 2015, "How Informed Stock Trading Can Affect Labor Investment Efficiency," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 2304077, Jun.
• Marina Tkalec, 2015, "Time-Varying Integration In European Post-Transition Sovereign Bond Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204231, Sep.
• Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2015, "Volatility Spillovers And Dynamic Correlations Between Emerging Economies In Foreign Exchange And Bond Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204248, Sep.
• Esref Savas Basci, 2015, "Yield Spreads on Government Benchmark Bonds: Cross Country Evidence," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204522, Sep.
• Ahmet Perilioglu, 2015, "Conditional Sovereign Transition Probability Matrices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204981, Sep.
• Markus Hertrich, 2015, "A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue 3, pages 227-260, September.
• Mota Aragón, Martha Beatriz & Núñez Mora, José Antonio, 2015, "Estimación restringida de la distribución hiperbólica generalizada de los tipos de cambio del Euro, Yen, Libra esterlina y Dólar canadiense (2000-2014) / Restricted estimation of the hyperbolic generalized distribution for the exchange rates of the E," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 95-111, enero-jun.
• Francisco Javier Reyes Zárate, 2015, "Estimación de modelos multivariados GARCH en los mercados accionarios de China y México," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 2, pages 187-210, julio-dic.
• Dominik A. Skopiec, 2015, "Rola specjalnych praw ciągnienia we współczesnym międzynarodowym systemie walutowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 89-118.
• Patrycja Chodnicka & Katarzyna Niewinska, 2015, "Financial Risk in Polish Companies During the Global Economic Crisis of 2007–2008 with Particular Emphasis on Evaluation of the Use of Reserve Debt Capacity (Ryzyko finansowania polskich przedsiebiorstw w latach globalnego kryzysu ze szczegolnym uwzg," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 13, issue 55, pages 197-219.
• Juan Carlos Cuestas & Bo Tang, 2015, "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries," Working Papers, The University of Sheffield, Department of Economics, number 2015021, Sep.
• Alin Marius Andries & Andreas M. Fischer & Pinar Yesin, 2015, "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers, Swiss National Bank, number 2015-07.
• Marie Briere & Ariane Szafarz, 2015, "Does commercial microfinance belong to the financial sector? Lessons from the stock market," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 67, pages 110-125, March.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 16, issue 6, pages 365-373.
• Marie Briere & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-051, Dec.
• Aviral Tiwari & Niyati Bhanja & Arif Dar & Faridul Islam, 2015, "Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets," Empirical Economics, Springer, volume 48, issue 2, pages 699-714, March, DOI: 10.1007/s00181-014-0800-3.
• Zachary Feinstein & Birgit Rudloff, 2015, "Multi-portfolio time consistency for set-valued convex and coherent risk measures," Finance and Stochastics, Springer, volume 19, issue 1, pages 67-107, January, DOI: 10.1007/s00780-014-0247-6.
• Georg Dettmann, 2015, "An asymmetric model on Seigniorage and the dynamics of net foreign assets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 41-55, March, DOI: 10.1007/s12232-014-0214-8.
• Frank Schmielewski & Thomas Wein, 2015, "Are private banks the better banks? An insight into the principal–agent structure and risk-taking behavior of German banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 518-540, July, DOI: 10.1007/s12197-013-9266-y.
• Alma Hales, 2015, "Liquidity and price discovery in Latin America: evidence from American depositary receipts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 661-678, October, DOI: 10.1007/s12197-013-9270-2.
• Nathan Foley-Fisher & Eoin McLaughlin, 2015, "Capitalising on the Irish Land Question:Land Reform and State Banking in Ireland, 1891-1938," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2015-03, Jan.
• Nathan Foley-Fisher & Eoin McLaughlin, 2015, "Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920-1938," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2015-11, May.
• Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand, 2015, "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks," Working Papers, European Stability Mechanism, number 8, Dec.
• Aitor Erce & Daniel Riera-Crichton, 2015, "Catalytic IMF? A gross flows approach," Working Papers, European Stability Mechanism, number 9, Dec.
• Cody Yu-Ling Hsiao & James Morley, 2015, "Debt and Financial Market Contagion," Discussion Papers, School of Economics, The University of New South Wales, number 2015-02, Jan.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
• Alin Marius Andries & Andreas M. Fischer & Pinar Yesin, 2015, "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.01, Oct.
• Bangzhu Zhu & Julien Chevallier & Shujiao Ma & Yiming Wei, 2015, "Examining the structural changes of European carbon futures price 2005-2012," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 335-342, March, DOI: 10.1080/13504851.2014.943875.
• Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015, "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 6, pages 466-473, April, DOI: 10.1080/13504851.2014.950789.
• Cristhian Mellado & Diego Escobari, 2015, "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, volume 47, issue 19, pages 1956-1971, April, DOI: 10.1080/00036846.2014.1002892.
• Richhild Moessner, 2015, "Reactions of real yields and inflation expectations to forward guidance in the United States," Applied Economics, Taylor & Francis Journals, volume 47, issue 26, pages 2671-2682, June, DOI: 10.1080/00036846.2015.1008759.
• Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015, "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2974-2984, June, DOI: 10.1080/00036846.2015.1011316.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3617-3632, July, DOI: 10.1080/00036846.2015.1021455.
• Ant Afonso & Christophe Rault, 2015, "Short- and long-run behaviour of long-term sovereign bond yields," Applied Economics, Taylor & Francis Journals, volume 47, issue 37, pages 3971-3993, August, DOI: 10.1080/00036846.2015.1023940.
• Richhild Moessner, 2015, "International spillovers from US forward guidance to equity markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 42, pages 4549-4560, September, DOI: 10.1080/00036846.2015.1031874.
• Paramati & Rakesh Gupta & Eduardo Roca, 2015, "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 49, pages 5303-5319, October, DOI: 10.1080/00036846.2015.1047088.
• Lee-Young Cheng & Zhipeng Yan & Yan Zhao & Li-Ming Gao, 2015, "Investor Inattention and Under-Reaction to Repurchase Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, volume 16, issue 3, pages 267-277, July, DOI: 10.1080/15427560.2015.1065264.
• Daniele Girardi, 2015, "Financialization of food . Modelling the time-varying relation between agricultural prices and stock market dynamics," International Review of Applied Economics, Taylor & Francis Journals, volume 29, issue 4, pages 482-505, July, DOI: 10.1080/02692171.2015.1016406.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2015, "Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 889-900, May, DOI: 10.1080/14697688.2014.943273.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and Contagion in Financial Markets: Evidence from a New Test," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 247-265, November, DOI: 10.1016/S1514-0326(15)30011-8.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1512.
• Themistokles Lazarides, 2015, "A model for predicting Inactivity in the European Banking Sector," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 1, pages 137-154, August.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015, "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 55-68, October.
• Isaac Mensah, 2015, "Monetary and Economic Union in West Africa: An analysis on trade," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 87-118, October.
• Perry Mehrling, 2015, "Elasticity and Discipline in the Global Swap Network," Working Papers Series, Institute for New Economic Thinking, number 27, Nov, DOI: 10.2139/ssrn.2692622.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015, "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-125/III, Nov.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014, "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM, Tilburg University, School of Economics and Management, number a51b5d9e-2687-4972-930f-4.
• Josh R. Stillwagon, 2015, "Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals," Working Papers, Trinity College, Department of Economics, number 1501, Feb.
• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate," Euricse Working Papers, Euricse (European Research Institute on Cooperative and Social Enterprises), number 1576.
• Manuel Hoffmann & Matthias Neuenkirch, 2015, "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics, University of Trier, Department of Economics, number 2015-01.
• Fabio C. Bagliano & Claudio Morana, 2015, "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 031, Jul.
• Nuria Alonso & David Trillo, 2015, "Riesgo soberano en la eurozona: ¿Una cuestión técnica?
  [Sovereign risk in the eurozone: A technical question?]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 28, issue 1, pages 01-26, DOI: 10.5209/rev_PADE.2015.v28.n1.50179.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1501.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1504.
• Anne Haubo Dyhrberg, 2015, "Bitcoin, Gold and the Dollar – a GARCH Volatility Analysis," Working Papers, School of Economics, University College Dublin, number 201520, Sep.
• David Kohn, 2015, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2015_1, Feb.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/226296.
• Hans Genberg, 2015, "Capital market development and emergence of institutional investors in the Asia-Pacific region," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 22, issue 2, pages 1-26, December.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015, "Risk-Return Trade-Off for European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246967.
• Morkoetter, Stefan & Wetzer, Thomas, 2015, "Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1515, Aug, revised Apr 2017.
• Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015, "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1517, Aug.
• Finke, Christian & Weigert, Florian, 2015, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1519, Sep, revised Oct 2015.
• Fuess, Roland & Ruf, Daniel, 2015, "Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1520, Sep, revised Jan 2017.
• Morkoetter, Stefan & Wetzer, Thomas, 2015, "Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions," Working Papers on Finance, University of St. Gallen, School of Finance, number 1522, Oct, revised Sep 2016.
• Giofré, Maela, 2015, "Financial Education, Investor Protection and International Portfolio Diversification," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201547, Dec.
• Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
• Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015, "Measuring Financial Integration: Lessons from the Correlation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:23.
• Samuele Murtinu & Vittoria Giada Scalera, 2015, "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 123, issue 4, pages 447-462.
• CĂLIN, Adrian Cantemir, 2015, "Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 53-66.
• POPOVICI, Oana Cristina, 2015, "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 67-79.
• CIOACĂ, Sorin-Iulian, 2015, "Liquidity And Informational Inefficiency. The Case Of Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 80-92.
• DUMITRESCU, Sorin, 2015, "European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 30-50.
• MOSCALU, Maricica, 2015, "Financial Integration In The Euro Area And Smes’ Access To Finance: Evidence Based On Aggregate Survey Data," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 51-66.
• LUCHIAN, Ivan & FILIP, Angela, 2015, "Globalization As Financial Crises Premise," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 2, issue 1, pages 127-134.
• Arfaoui Mongi & Ben Rejeb Aymen, 2015, "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 46, issue 1, pages 72-100, June, DOI: 10.1515/ijme-2015-0022.
• Pasca Lucian, 2015, "A Critical Review of the Main Approaches on Financial Market Dynamics Modelling," Journal of Heterodox Economics, Paradigm, volume 2, issue 2, pages 151-167, December, DOI: 10.1515/jheec-2015-0017.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015, "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-39, Nov.
• Carlos Arteta & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015, "The Coming U.S. Interest Rate Tightening Cycle: Smooth Sailing or Stormy Waters?," Policy Research Notes (PRNs), The World Bank, number 100014, Sep.
• Jozef Baruni & Evzen Kocenda & Lukas Vacha, 2015, "Volatility spillovers across petroleum markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1093, Apr.
• John Bonin & Dana Louie, 2015, "Did Foreign Banks “Cut and Run” or Stay Committed to Emerging Europe During the Crises?," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2015-003, Oct, DOI: 10.1016/j.jce.2016.08.003.
• Gregory Phelan & Alexis Akira Toda, 2015, "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-14, Jul, revised Jul 2017.
• Patrick Aquino & Robert S. Gazzale & Sarah Jacobson, 2015, "When Do Punishment Institutions Work?," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-15, Jul, revised Aug 2015.
• Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015, "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers, European Regional Science Association, number ersa15p685, Oct.
• Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos, 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0087, Feb, revised 01 Feb 2015.
• Stuart Mestelman & Emad Mohammad & Mohamed Shehata, 2015, "The Convergence of IFRS and U.S. GAAP: Evidence from the SEC's Removal of Form 20‐F Reconciliations," Accounting Perspectives, John Wiley & Sons, volume 14, issue 3, pages 190-211, September, DOI: 10.1111/1911-3838.12049.
• Evgenia Passari & Hélène Rey, 2015, "Financial Flows and the International Monetary System," Economic Journal, Royal Economic Society, volume 0, issue 584, pages 675-698, May.
• Virginie Coudert & Karine Hervé & Pierre Mabille, 2015, "Internationalization Versus Regionalization in the Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 16-27, January.
• Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2015, "Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 7, pages 560-573, November.
• Richard Fabling & Arthur Grimes, 2015, "Over the Hedge: Do Exporters Practice Selective Hedging?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 321-338, April.
• Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari, 2015, "Is Bitcoin Business Income Or Speculative Foolery? New Ideas Through An Improved Frequency Domain Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-23, DOI: 10.1142/S2010495215500025.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015, "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500050.
• Marko Korhonen, 2015, "The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 2, pages 241-256, July, DOI: 10.1515/GEJ-2014-0057.
• Eduardo Olaberría, 2015, "US Long-Term Interest Rates and Capital Flows to Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 1-32, DOI: 10.1142/S1793993315500088.
• Kumar Rishabh & Somnath Sharma, 2015, "Global Liquidity, Financialization and Commodity Price Inflation," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 1-40, DOI: 10.1142/S179399331550012X.
• Iftekhar Hasan & Steven Raymar & Liang Song, 2015, "Effects Of Corporate And Country Governance On R&D Investment: Evidence From Emerging Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-17, DOI: 10.1142/S0217590815500034.
• Hakan Danis & Ender Demir & Mehmet Huseyin Bilgin, 2015, "Conditional Jump Dynamics In Stock Returns: Evidence From Mist Stock Exchanges," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-17, DOI: 10.1142/S0217590815500058.
• Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015, "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-24, DOI: 10.1142/S021759081550006X.
• Anastasios G Malliaris & William T Ziemba (ed.), 2015, "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984, ISBN: ARRAY(0x7c865b80), March.
• Laurent L Jacque, 2015, "Global Derivative Debacles:From Theory to Malpractice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9520, ISBN: ARRAY(0x7f76e508), March.
• Radu Tunaru, 2015, "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, ISBN: ARRAY(0x7c81f430), March.
• Michael Dempsey, 2015, "Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p1007, ISBN: ARRAY(0x7ce89bb8), March.
• Xingyun Peng, 2015, "Financial Theory:Perspectives from China," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number u011, ISBN: ARRAY(0x7db5b630), March.
• Xingyun PENG, 2015, "Money, Monetary Systems, and Statistics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Time Value of Money," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Time Allocation of Resources: Whether to Save or Spend," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Asset Selection and Risk Management of Lender–Savers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financing Options for Borrower–Spenders," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Institutions in the Financial System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Commercial Bank Operations and Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Long-Term Capital Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Short-Term Money Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Foreign Exchange Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Derivatives Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Money Supply," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Demand for Money," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Interest Rate Levels and Interest Rate Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Price Levels: Inflation and Deflation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Exchange Rate Determination and the Exchange Rate System," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Balance of Payments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "National Income and Output Determination: The IS–LM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Monetary Policy Operations of the Central Bank," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Development and Financial Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Deepening and Financial Liberalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "FINANCIAL THEORY Perspectives from China".
• Xingyun PENG, 2015, "Financial Regulation and Supervision," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "FINANCIAL THEORY Perspectives from China".
• Paul A. Samuelson, 2015, "Proof that Properly Anticipated Prices Fluctuate Randomly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Benoit Mandelbrot, 2015, "The Variation of Certain Speculative Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eugene F. Fama & Kenneth R. French, 2015, "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ramaprasad Bhar & A. G. Malliaris, 2015, "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Claude B. Erb & Campbell R. Harvey, 2015, "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Robert S. Steigerwald, 2015, "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Barbara J. Mack, 2015, "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paul E. Peterson & Jin Wook Choi, 2015, "Agricultural Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015, "World Metal Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Bluford H. Putnam, 2015, "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tim Weithers, 2015, "Currency Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Betty Simkins & Yuecheng Jia, 2015, "Energy Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tom Nohel & Steven K. Todd, 2015, "Volatility as an Asset Class," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Jin Wook Choi & Jin Man Lee, 2015, "Housing Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015, "Freight Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015, "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015, "Electricity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Rita l. D'Ecclesia, 2015, "Climate Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015, "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Alexandre Ziegler & William T. Ziemba, 2015, "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Sebastien Lleo & William T. Ziemba, 2015, "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• W. William Woolsey & Scott Sumner, 2015, "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015, "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Mary M. Everett, 2015, "International liquidity shocks and the European sovereign debt crisis: Was euro area unconventional monetary policy successful?," FIW Working Paper series, FIW, number 143, Feb.
• Amanjot SINGH & Parneet KAUR, 2015, "Stock Market Linkages: Evidence From the US, China and India During the Subprime Crisis," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 8, issue 1, pages 137-162, June.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015, "Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios," Discussion Papers, Department of Economics, University of York, number 15/06, May.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015, "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers, Department of Economics, University of York, number 15/07, May.
• Jakša Krišto & Alen Stojanović & Hrvoje Filipović, 2015, "Systemic risk of UCITS investment funds and financial market stability tested using MRS model," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1508, Oct.
• France Križaniè Žan Jan Oplotnik, 2015, "The CDS and the Government Bonds Markets During the Last Financial Crisis," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 18, issue 2, pages 21-30, November.
• Feld, Lars P. & Köhler, Ekkehard A., 2015, "Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence," Freiburg Discussion Papers on Constitutional Economics, Walter Eucken Institut e.V., number 15/08.