Research classified by Journal of Economic Literature (JEL) codes

2014

• Ion POHOAŢĂ & Oana R. SOCOLIUC & Delia E. DIACONAŞU, 2014, "The Success Of Emerging Capital Markets In Determining Economic Growth," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 139-145, May.
• Mircea-Iosif RUS & Andreea HEGYI & Mircea-Ioan PASTRAV, 2014, "Research Funding After The Economic Crisis.Comparative Study," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 518-524, April.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2014, "Differences of Opinion and International Equity Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2010-E79, Oct.
• Andres Castaneda & Juan Fernando Vargas, 2014, "Hitos del conflicto y riesgo pa√≠s," Documentos de Trabajo, Universidad del Rosario, number 11039, Jan.
• Jorge M. Uribe & Juli�n Fern�ndez, 2014, "Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Charle Augusto Londono & Juan Carlos Correa & Mauricio Lopera, 2014, "Estimación bayesiana del valor en riesgo: una aplicación para el mercado de valores colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Alexander Guar�n & Jos� 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, number 11311, May.
• Jair N. Ojeda-Joya, 2014, "A Consumption-Based Approach to Exchange Rate Predictability," Borradores de Economia, Banco de la Republica, number 12339, Dec.
• Alexander Guarín & Jos� 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 República, volume 32, issue 74, pages 68-86, DOI: 10.1016/S0120-4483(14)70028-4.
• Diego A. Agudelo & �ngelo Guti�rrez & Nazly J. M�nera, 2014, "Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14254, Mar.
• Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas P�rez-I�igo, 2014, "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi.
• Juan Benjamín Duarte Duarte & Juan Manuel Mascare�as P�rez-I�igo, 2014, "¿Han sido los mercados bursátiles eficientes informacionalmente?," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 91-113.
• Eduardo Levy Yeyati & Tomas Williams, 2014, "Financial Globalization in Emerging Economies: Much Ado About Nothing?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 91-131.
• Mario Bergara & Leandro Zipitr�a, 2014, "Sobre el gobierno corporativo de los organismos multilaterales de crédito," Documentos de Discusión FLAR, Fondo Latino Americano de Reservas - FLAR, number 11304, Apr.
• Julio Cesar Riascos Hermoza, 2014, "Riesgo financiero acumulado: el caso de los índices bursátiles de Estados Unidos, 2000-2014," Revista Tendencias, Universidad de Narino, volume 15, issue 1, pages 78-108, DOI: 10.22267/rtend.141501.51.
• Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna, 2014, "The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 125-144.
• Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014, "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 5-28.
• Taylor, Mark, 2014, "Common Macro Factors and Currency Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10016, Jun.
• Taylor, Mark & Hsu, Po-Hsuan, 2014, "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10018, Jun.
• Mitchener, Kris & Wandschneider, Kirsten, 2014, "Capital Controls and Recovery from the Financial Crisis of the 1930s," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10019, Jun.
• Gennaioli, Nicola & Rossi, Stefano & Martín, Alberto, 2014, "Banks, Government Bonds, and Default: What do the Data Say?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10044, Jun.
• Milesi-Ferretti, Gian Maria & Catão, Luís, 2014, "External Liabilities and Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10058, Jul.
• Hassan, Tarek & Mano, Rui, 2014, "Forward and Spot Exchange Rates in a Multi-currency World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10060, Jul.
• van der Ploeg, Frederick & Wills, Samuel & ,, 2014, "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10188, Oct.
• Devereux, Michael B & Yu, Changhua, 2014, "International Financial Integration and Crisis Contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10209, Oct.
• Fratzscher, Marcel & Bremus, Franziska, 2014, "Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10296, Dec.
• Claessens, Stijn & Ratnovski, Lev & Cerutti, Eugenio, 2014, "Global Liquidity and Drivers of Cross-Border Bank Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10314, Dec.
• Fernández, Raquel & Martín, Alberto, 2014, "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10322, Dec.
• Obstfeld, Maurice, 2014, "Never Say Never: Commentary on a Policymaker?s Reflections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9802, Feb.
• Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2014, "The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9803, Feb.
• Veronesi, Pietro & Pástor, LuboÅ¡ & Kelly, Bryan, 2014, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9822, Feb.
• Gabaix, Xavier & Maggiori, Matteo, 2014, "International Liquidity and Exchange Rate Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9842, Feb.
• Accominotti, Olivier & Chambers, David, 2014, "Out-of-Sample Evidence on the Returns to Currency Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9852, Mar.
• Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014, "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3614, Oct.
• Lasse Steiner & Bruno S. Frey & Magnus Resch, 2014, "Who Collects Art? An International Empirical Assessment," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2014-03, Feb.
• Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014, "Hedge Fund Innovation," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-13.
• Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2014, "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers, Center for Research in Economics and Statistics, number 2014-10, Mar.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1405.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2014, "Dividend Predictability Around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 5-6, pages 1255-1277, December.
• Antonis Michis, 2014, "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers, Central Bank of Cyprus, number 2014-2, Jun.
• Fermanian, Jean-David (ed.), 2014, "Couverture du risque de volatilité et de corrélation dans un portefeuille," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14035.
• Lautier, Delphine & Villeneuve, Bertrand (ed.), 2014, "Financiarisation des marchés de matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14615.
• Avouyi-Dovi, Sanvi (ed.), 2014, "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1352.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1399.
• Franziska Bremus & Marcel Fratzscher, 2014, "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1411.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Bond Yield Spreads in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1413.
• Mondher Cherif & Christian Dreger, 2014, "Institutional Determinants of Financial Development in MENA Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1422.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-13.
• Selim Mankaï & Khaled Guesmi, 2014, "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-35.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with ‘Volatility Surprise’," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-46.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Finance Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea," Finance Working Papers, East Asian Bureau of Economic Research, number 24162, May.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Governance Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 24162, May.
• Hill, Brian & Michalski, Tomasz, 2014, "Risk versus Ambiguity and International Security Design," HEC Research Papers Series, HEC Paris, number 1032, Feb.
• Valta, Philip & Frésard , Laurent, 2014, "How Does Corporate Investment Respond to Increased Entry Threat?," HEC Research Papers Series, HEC Paris, number 1046, Dec.
• Giuliodori, Massimo & Beetsma, Roel & de Jong, Frank & Widijanto, Daniel, 2014, "The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market," Working Paper Series, European Central Bank, number 1629, Jan.
• Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell, 2014, "Central clearing and collateral demand," Working Paper Series, European Central Bank, number 1638, Feb.
• Lo Duca, Marco & Nicoletti, Giulio & Vidal Martinez, Ariadna, 2014, "Global corporate bond issuance: what role for US quantitative easing?," Working Paper Series, European Central Bank, number 1649, Mar.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series, European Central Bank, number 1654, Mar.
• Stracca, Livio & Lo Duca, Marco, 2014, "The effect of G20 summits on global financial markets," Working Paper Series, European Central Bank, number 1668, Apr.
• Schneider, Daniel & Van Robays, Ine & Fratzscher, Marcel, 2014, "Oil prices, exchange rates and asset prices," Working Paper Series, European Central Bank, number 1689, Jul.
• Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series, European Central Bank, number 1710, Aug.
• Vašíček, Bořek & Calice, Giovanni & Miao, RongHui & Štěrba, Filip, 2014, "Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps," Working Paper Series, European Central Bank, number 1717, Aug.
• Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014, "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series, European Central Bank, number 1741, Nov.
• De Santis, Roberto A. & Stein, Michael, 2014, "Financial indicators signalling correlation changes in sovereign bond markets," Working Paper Series, European Central Bank, number 1746, Dec.
• Jobst, Clemens & Ugolini, Stefano, 2014, "The coevolution of money markets and monetary policy, 1815-2008," Working Paper Series, European Central Bank, number 1756, Dec.
• Caiazza, Stefano & Pozzolo, Alberto Franco, 2014, "The determinants of abandoned M&As in the banking sector," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp14074, Oct.
• Bertrand K Hassani & Xin Zhao, 2014, "Reconsidering Corporate Ratings," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14077, Oct.
• Richard Fabling & Arthur Grimes, 2014, "Over the Hedge: Do Exporters Practice Selective Hedging?," Motu Working Papers, Motu Economic and Public Policy Research, number 14_01, Jan.
• Lloyd Blenman & Nischala Reddy, 2014, "Leveraged Buyout Activity: A Tale of Developed and Developing Economies," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 157-184, December.
• Alfonso Del Giudice & Nicoletta Marinelli & Stefania Vitali, 2014, "Sovereign Wealth Funds and Target Firms: Does 'Networking' Matter?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 185-206, December.
• Ercan Özen & Özdemir Letife & Simon Grima & Frank Bezzina, 2014, "Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 207-220, December.
• Katarzyna Bień-Barkowska, 2014, "“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 3, pages 197-224.
• Gonzalo Camba-Méndez & Dobromił Serwa, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers, Narodowy Bank Polski, number 185.
• Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa, 2014, "Pricing sovereign credit risk of an emerging market," NBP Working Papers, Narodowy Bank Polski, number 189.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2014, "Political Risk Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 19786, Jan.
• Bryan Kelly & Lubos Pastor & Pietro Veronesi, 2014, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 19812, Jan.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19854, Jan.
• Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014, "Central Clearing and Collateral Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 19890, Feb.
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19917, Feb.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2014, "Do ETFs Increase Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20071, Apr.
• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers, National Bureau of Economic Research, Inc, number 20089, May.
• Kris James Mitchener & Kirsten Wandschneider, 2014, "Capital Controls and Recovery from the Financial Crisis of the 1930s," NBER Working Papers, National Bureau of Economic Research, Inc, number 20220, Jun.
• Tarek A. Hassan & Rui C. Mano, 2014, "Forward and Spot Exchange Rates in a Multi-currency World," NBER Working Papers, National Bureau of Economic Research, Inc, number 20294, Jul.
• Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2014, "Capital Market Financing, Firm Growth, Firm Size Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 20336, Jul.
• Peter Benczur & Cosmin L. Ilut, 2014, "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 20391, Aug.
• Kent Daniel & Robert J. Hodrick & Zhongjin Lu, 2014, "The Carry Trade: Risks and Drawdowns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20433, Aug.
• Michael B. Devereux & Changhua Yu, 2014, "International Financial Integration and Crisis Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 20526, Sep.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
• Laura Alfaro & Anusha Chari & Fabio Kanczuk, 2014, "The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 20726, Dec.
• Markus K. Brunnermeier & Yuliy Sannikov, 2014, "International Credit Flows and Pecuniary Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 20803, Dec.
• Fedorova, E. & Afanasev, D., 2014, "Comprehensive Crisis Indicator for Russia," Journal of the New Economic Association, New Economic Association, volume 23, issue 3, pages 38-59.
• Michael Bleaney & Zhiyong Li, 2014, "Decomposing the bid-ask spread in multi-dealer markets," Discussion Papers, University of Nottingham, School of Economics, number 14/03, Mar.
• Spiros Bougheas & Rod Falvey, 2014, "The Impact of Financial Constraints and Wealth Inequality on International Trade Flows, Capital Movements and Entrepreneurial Migration," Discussion Papers, University of Nottingham, GEP, number 2014-04.
• Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014, "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, volume 9, issue 1-2, pages 1-196, December, DOI: 10.1561/0500000040.
• Dimiter Nenkov, 2014, "The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 5-16, December.
• Adrian Blundell-Wignall & Caroline Roulet, 2015, "Infrastructure versus other investments in the global economy and stagnation hypotheses: What do company data tell us?," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 2, pages 7-45, DOI: 10.1787/fmt-2014-5js4sbd025d6.
• Łukasz Rawdanowicz & Romain Bouis & Jérôme Brezillon & Ane Kathrine Christensen & Kei-Ichiro Inaba, 2014, "Spillover Effects from Exiting Highly Expansionary Monetary Policies," OECD Economics Department Working Papers, OECD Publishing, number 1116, May, DOI: 10.1787/5jz417mb6dzp-en.
• Eduardo Olaberría, 2014, "US Long Term Interest Rates and Capital Flows to Emerging Economies," OECD Economics Department Working Papers, OECD Publishing, number 1155, Jul, DOI: 10.1787/5jz0wh67l733-en.
• Romain Bouis & Kei-Ichiro Inaba & Łukasz Rawdanowicz & Ane Kathrine Christensen, 2014, "Factors behind the Decline in Real Long-Term Government Bond Yields," OECD Economics Department Working Papers, OECD Publishing, number 1167, Oct, DOI: 10.1787/5jxvgg7q1322-en.
• Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala, 2014, "Trade Credit and Cross-country Predictable Firm Returns," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 14-04, Nov.
• Sechel Ioana-Cristina & Ciobanu Gheorghe, 2014, "Characteristics Of The Emerging Market Economies - Brics, From The Perspective Of Stock Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 40-49, July.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
• Raphael A. Auer, 2014, "What drives TARGET2 balances? Evidence from a panel analysis
  [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 77, pages 139-197.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2014, "Systemic risk, sovereign yields and bank exposures in the euro crisis
  [Real effects of the sovereign debt crises in Europe: evidence from syndicated loans]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 78, pages 203-251.
• Manuel A. Hernandez & Raul Ibarra & Danilo R. Trupkin, 2014, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 41, issue 2, pages 301-325.
• Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014, "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 645-678.
• Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014, "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, volume 18, issue 5, pages 1847-1883.
• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2626-2660.
• Condrea Andrei & Mouries Alexandre, 2014, "The Financial Analysis of Citizens Financial Group, Inc.TM," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 462-466, May.
• Rick Van der Ploeg & Ton van den Bremer, 2013, "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 129, Dec.
• Tamy Suzuki & Alida Valdivia, 2014, "Impacto del límite de inversión al exterior en la eficiencia financiera de las carteras administradas por las AFP peruanas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 11, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Maurice Obstfeld, 2014, "Never Say Never: Commentary on a Policymaker’s Reflections," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 62, issue 4, pages 656-693, November.
• Geert Bekaert & Campbell R Harvey & Christian T Lundblad & Stephan Siegel, 2014, "Political risk spreads," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 45, issue 4, pages 471-493, May.
• Emanuel Bagna & Giuseppe Di Martino & Davide Rossi, 2014, "An anatomy of the Level 3 fair-value hierarchy discount," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 065, Jan.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2014, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, November.
• Michaela M. Kiermeier, 2014, "Essay on Wavelet analysis and the European term structure of interest rates," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 18-26, January.
• Nargiza Alimukhamedova, 2014, "Contribution of microfinance to economic growth: Transmission channel and the ways to test it," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 27-43, January.
• Joanna Krzes-Dobieszewska, 2014, "Managing Public – Private Partnership Market In The Times Of Economic Crisis," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 2, pages 63-74, June, DOI: 10.12775/OeC.2014.014.
• Konrad Sobanski, 2014, "Valuation effect as a determinant of the international investment position in Central and Eastern European Economies," Working Papers, Institute of Economic Research, number 45/2014, Dec, revised Dec 2014.
• Kiss, Gábor Dávid & Schuszter, Tamás, 2014, "What are the Differences Between the Currencies of Foreign Exchange Loans?," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 2, pages 187-206.
• Saadaoui, Amir & Boujelbene, Younes, 2014, "Liquidity and Credit Risk in the Emerging Financial Markets," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 2, pages 207-219.
• Abdul Qayyum & Muhammad Arshad Khan, 2014, "Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:103.
• Ezzat, Hassan, 2014, "Impact of Political Instability on Cointegration: Evidence from MENA Region Stock Markets during Pre and Post Egyptian Revolution Period," MPRA Paper, University Library of Munich, Germany, number 110566, Jul.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2014, "Global Style Portfolios Based on Country Indices," MPRA Paper, University Library of Munich, Germany, number 53094, Jan.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper, University Library of Munich, Germany, number 53373, Feb.
• El Ghini, Ahmed & Saidi, Youssef, 2014, "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 53439, Jan.
• Shachmurove, Yochanan & Vulanovic, Milos, 2014, "SPACs with focus on China," MPRA Paper, University Library of Munich, Germany, number 53550, Feb.
• Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi, 2014, "Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence," MPRA Paper, University Library of Munich, Germany, number 53585, Feb.
• Vardhan, Harsh & Sinha, Pankaj, 2014, "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 53611, Jan.
• Syed Abul, Basher, 2014, "Stock markets and energy prices," MPRA Paper, University Library of Munich, Germany, number 53863, Feb.
• Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014, "Dynamic Spillover Effects in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 53876, Feb.
• Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav, 2014, "Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
  [Comparative analysis of european capital market and Dow Jones Industrial Average Index]," MPRA Paper, University Library of Munich, Germany, number 55555, Jun.
• Sever, Can, 2014, "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper, University Library of Munich, Germany, number 55602, Apr.
• Jin, Hui & Cao, Yanka, 2014, "Panel Data Analysis of Performance of QDII Equity Funds in China," MPRA Paper, University Library of Munich, Germany, number 55855, May.
• Kodongo, Odongo & Ojah, Kalu, 2014, "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper, University Library of Munich, Germany, number 56100, May.
• Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu, 2014, "Capital Asset Pricing Model and Stochastic Volatility: A Case study of India," MPRA Paper, University Library of Munich, Germany, number 56180.
• Elasrag, Hussein, 2014, "Corporate governance in Islamic financial institutions," MPRA Paper, University Library of Munich, Germany, number 56221, May.
• Collins, Sean & Gallagher, Emily, 2014, "Assessing Credit Risk in Money Market Fund Portfolios," MPRA Paper, University Library of Munich, Germany, number 56256, May.
• Elasrag, Hussein, 2014, "Corporate governance in Islamic financial institutions," MPRA Paper, University Library of Munich, Germany, number 56326, May.
• Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2014, "The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity," MPRA Paper, University Library of Munich, Germany, number 56485, Apr.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 56527, Jun.
• Syed Abul, Basher & Salem, Nechi & Hui, Zhu, 2014, "Dependence patterns across Gulf Arab stock markets: a copula approach," MPRA Paper, University Library of Munich, Germany, number 56566, Jun.
• Hryckiewicz, Aneta, 2014, "The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?," MPRA Paper, University Library of Munich, Germany, number 56730, Jun.
• Elasrag, Hussein, 2014, "Corporate governance in Islamic Finance: Basic concepts and issues," MPRA Paper, University Library of Munich, Germany, number 56872, May.
• Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014, "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper, University Library of Munich, Germany, number 56977, Jun.
• Saiti, Buerhan & Masih, Mansur, 2014, "The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?," MPRA Paper, University Library of Munich, Germany, number 56992, Jun.
• Chunxiu, Ma & Masih, Mansur, 2014, "Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application," MPRA Paper, University Library of Munich, Germany, number 57004, Jun.
• Kabir, Sarkar Humayun & Masih, Mansur, 2014, "Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 57007, Jun.
• Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014, "Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis," MPRA Paper, University Library of Munich, Germany, number 57064, Jun.
• Jiranyakul, Komain, 2014, "Oil price volatility and real effective exchange rate: the case of Thailand," MPRA Paper, University Library of Munich, Germany, number 57196, Jul.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57262, Jun.
• Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah, 2014, "العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
  [Factors affecting the price of the stock market in the Amman Stock Exchange during the period 1984-2011]," MPRA Paper, University Library of Munich, Germany, number 57274, Feb.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57350, Jun.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57395, Jun.
• Chang, Chia-Lin & Ke, Yu-Pei, 2014, "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 57625, Jul.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage versus volatility: Evidence from the Capital Structure of European Firms," MPRA Paper, University Library of Munich, Germany, number 57682, Jun.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper, University Library of Munich, Germany, number 57685, Jun.
• Ilhan, Bilal & Masih, Mansur, 2014, "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 57688, Jul.
• Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014, "Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula," MPRA Paper, University Library of Munich, Germany, number 57706, Aug.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, return, volatility and contagion: Evidence from the portfolio framework," MPRA Paper, University Library of Munich, Germany, number 57726, Jul.
• Peicuti, Cristina, 2014, "The Great Depression and the Great Recession: A Comparative Analysis of their Analogies," MPRA Paper, University Library of Munich, Germany, number 57883, Jun.
• Bouoiyour, Jamal & Selmi, Refk, 2014, "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper, University Library of Munich, Germany, number 57907, Aug.
• Iordan-Constantinescu, Nicolae, 2014, "Euro and the three Cs - competition, competitiveness, convergence," MPRA Paper, University Library of Munich, Germany, number 57980, Aug.