Research classified by Journal of Economic Literature (JEL) codes

2014

• Provopoulos, George A., 2014, "The Greek Economy and Banking System: Recent Developments and the Way Forward," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 240-249, DOI: 10.1016/j.jmacro.2013.09.016.
• Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014, "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, volume 39, issue C, pages 21-31, DOI: 10.1016/j.resourpol.2013.10.008.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014, "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 101, issue C, pages 78-102, DOI: 10.1016/j.matcom.2014.03.003.
• Broner, Fernando & Erce, Aitor & Martin, Alberto & Ventura, Jaume, 2014, "Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects," Journal of Monetary Economics, Elsevier, volume 61, issue C, pages 114-142, DOI: 10.1016/j.jmoneco.2013.11.009.
• Davis, J. Scott, 2014, "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, volume 64, issue C, pages 99-111, DOI: 10.1016/j.jmoneco.2014.01.007.
• Cosset, Jean-Claude & Martineau, Charles & Samet, Anis, 2014, "Do political institutions affect the choice of the U.S. cross-listing venue?," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 22-48, DOI: 10.1016/j.mulfin.2014.06.009.
• Vithessonthi, Chaiporn, 2014, "Financial markets development and bank risk: Experience from Thailand during 1990–2012," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 67-88, DOI: 10.1016/j.mulfin.2014.05.003.
• Vithessonthi, Chaiporn, 2014, "What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 89-113, DOI: 10.1016/j.mulfin.2014.05.002.
• Sarwar, Ghulam, 2014, "U.S. stock market uncertainty and cross-market European stock returns," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 1-14, DOI: 10.1016/j.mulfin.2014.07.001.
• Warnes, Ignacio & Warnes, Pablo E., 2014, "Country risk and the cost of equity in emerging markets," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 15-27, DOI: 10.1016/j.mulfin.2014.08.001.
• Du, Ding & Hu, Ou & Wu, Hong, 2014, "Emerging market currency exposure: Taiwan," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 47-61, DOI: 10.1016/j.mulfin.2014.10.001.
• Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua, 2014, "Value investing and technical analysis in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 14-36, DOI: 10.1016/j.pacfin.2013.10.004.
• Yang, Lu & Hamori, Shigeyuki, 2014, "Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 145-155, DOI: 10.1016/j.pacfin.2013.12.003.
• Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen, 2014, "How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 198-226, DOI: 10.1016/j.pacfin.2013.12.007.
• Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing, 2014, "Asymmetric Information and Volatility Forecasting in Commodity Futures Markets," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 79-97, DOI: 10.1016/j.pacfin.2013.10.007.
• Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi, 2014, "Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 115-137, DOI: 10.1016/j.pacfin.2014.01.002.
• McGuinness, Paul B., 2014, "IPO firm value and its connection with cornerstone and wider signalling effects," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 138-162, DOI: 10.1016/j.pacfin.2014.02.003.
• He, Wen & Shen, Jianfeng, 2014, "Do foreign investors improve informational efficiency of stock prices? Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 32-48, DOI: 10.1016/j.pacfin.2014.01.005.
• Jain, Pawan & Jiang, Christine, 2014, "Predicting future price volatility: Empirical evidence from an emerging limit order market," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 72-93, DOI: 10.1016/j.pacfin.2014.01.006.
• Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor, 2014, "Performance of global Islamic versus conventional share indices: International evidence," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 110-121, DOI: 10.1016/j.pacfin.2013.09.002.
• Azmat, Saad & Skully, Michael & Brown, Kym, 2014, "Issuer's choice of Islamic bond type," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 122-135, DOI: 10.1016/j.pacfin.2013.08.008.
• Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis, 2014, "Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 29-46, DOI: 10.1016/j.pacfin.2013.09.003.
• Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern, 2014, "The central bank in market efficiency: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 239-260, DOI: 10.1016/j.pacfin.2014.04.002.
• Lowe, Alpha, 2014, "The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 59-85, DOI: 10.1016/j.pacfin.2014.03.008.
• Wang, Jianxin, 2014, "Overnight price discovery and the internationalization of a currency: The case of the Korean won," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 86-95, DOI: 10.1016/j.pacfin.2014.03.003.
• He, William Peng & Lepone, Andrew, 2014, "Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2014.07.004.
• Liu, Qingfu & An, Yunbi, 2014, "Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 17-29, DOI: 10.1016/j.pacfin.2014.07.005.
• Hao, Xiangchao & Shi, Jing & Yang, Jian, 2014, "The differential impact of the bank–firm relationship on IPO underpricing: evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 207-232, DOI: 10.1016/j.pacfin.2014.10.004.
• Powers, Eric & Xiao, Gang, 2014, "Mispricing of Chinese warrants," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 62-86, DOI: 10.1016/j.pacfin.2014.07.002.
• Yuan, Tian & Gupta, Rakesh, 2014, "Chinese Lunar New Year effect in Asian stock markets, 1999–2012," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 529-537, DOI: 10.1016/j.qref.2014.06.001.
• Moore, Tomoe & Wang, Ping, 2014, "Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 1-11, DOI: 10.1016/j.iref.2013.02.004.
• Yao, Juan & Ma, Chuanchan & He, William Peng, 2014, "Investor herding behaviour of Chinese stock market," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 12-29, DOI: 10.1016/j.iref.2013.03.002.
• Maltritz, Dominik & Molchanov, Alexander, 2014, "Country credit risk determinants with model uncertainty," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 224-234, DOI: 10.1016/j.iref.2013.05.018.
• Fang, Chung-Rou & You, Shih-Yi, 2014, "The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 330-338, DOI: 10.1016/j.iref.2013.06.005.
• O'Connor, Thomas & Kinsella, Stephen & O'Sullivan, Vincent, 2014, "Legal protection of investors, corporate governance, and investable premia in emerging markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 426-439, DOI: 10.1016/j.iref.2013.07.003.
• Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan, 2014, "A time-varying perspective on the CAPM and downside betas," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 440-454, DOI: 10.1016/j.iref.2013.07.006.
• Reher, Gerrit & Wilfling, Bernd, 2014, "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 483-496, DOI: 10.1016/j.iref.2013.07.011.
• Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014, "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 512-524, DOI: 10.1016/j.iref.2013.08.002.
• Zhang, Bing & Li, Xiao-Ming, 2014, "Has there been any change in the comovement between the Chinese and US stock markets?," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 525-536, DOI: 10.1016/j.iref.2013.08.001.
• Pontines, Victor & Siregar, Reza Y., 2014, "How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 552-568, DOI: 10.1016/j.iref.2013.08.006.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 101-119, DOI: 10.1016/j.iref.2013.10.004.
• Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014, "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 138-148, DOI: 10.1016/j.iref.2013.10.006.
• Gorea, Denis & Radev, Deyan, 2014, "The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 78-100, DOI: 10.1016/j.iref.2013.10.003.
• Tamakoshi, Go & Hamori, Shigeyuki, 2014, "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 105-113, DOI: 10.1016/j.iref.2014.01.016.
• Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014, "Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 171-192, DOI: 10.1016/j.iref.2014.02.001.
• Lou, Fang & Wang, Jiwei & Yuan, Hongqi, 2014, "Causes and consequences of corporate asset exchanges by listed companies in China," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 205-217, DOI: 10.1016/j.iref.2014.02.004.
• Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014, "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 21-33, DOI: 10.1016/j.iref.2013.12.004.
• Mishra, Anil V. & Ratti, Ronald A., 2014, "Taxation of domestic dividend income and foreign investment holdings," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 218-231, DOI: 10.1016/j.iref.2014.01.018.
• Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang, 2014, "Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 59-85, DOI: 10.1016/j.iref.2013.12.001.
• Yung, Kenneth & Nafar, Nadia A., 2014, "Creditor rights and corporate cash holdings: International evidence," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 111-127, DOI: 10.1016/j.iref.2014.03.011.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014, "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 12-27, DOI: 10.1016/j.iref.2014.03.003.
• Lin, Anchor Y. & Lin, Yueh-Neng, 2014, "Herding of institutional investors and margin traders on extreme market movements," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 186-198, DOI: 10.1016/j.iref.2014.05.001.
• Hueng, C. James, 2014, "Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 28-38, DOI: 10.1016/j.iref.2014.03.005.
• Hou, Yang & Li, Steven, 2014, "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 319-337, DOI: 10.1016/j.iref.2014.03.001.
• Laborda, Juan & Laborda, Ricardo & Olmo, Jose, 2014, "Optimal currency carry trade strategies," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 52-66, DOI: 10.1016/j.iref.2014.03.007.
• Wang, Ming-Chang & Cheng, Ming-Yuan, 2014, "The performance synergies between science and engineering and business management backgrounds of managers in high-tech mutual funds: Evidence from Taiwan," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 211-229, DOI: 10.1016/j.iref.2014.07.008.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014, "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 267-279, DOI: 10.1016/j.iref.2014.07.005.
• Aboura, Sofiane & Chevallier, Julien, 2014, "Cross-market spillovers with ‘volatility surprise’," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 194-207, DOI: 10.1016/j.rfe.2014.08.002.
• Mobarek, Asma & Fiorante, Angelo, 2014, "The prospects of BRIC countries: Testing weak-form market efficiency," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 217-232, DOI: 10.1016/j.ribaf.2013.06.004.
• Leite, Paulo & Cortez, Maria Céu, 2014, "Style and performance of international socially responsible funds in Europe," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 248-267, DOI: 10.1016/j.ribaf.2013.09.007.
• Donadelli, Michael & Persha, Lauren, 2014, "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 284-309, DOI: 10.1016/j.ribaf.2013.09.008.
• Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014, "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 51-71, DOI: 10.1016/j.ribaf.2013.05.003.
• Tamakoshi, Go & Hamori, Shigeyuki, 2014, "On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 83-90, DOI: 10.1016/j.ribaf.2013.06.001.
• Hearn, Bruce, 2014, "The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 91-110, DOI: 10.1016/j.ribaf.2013.06.002.
• Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014, "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2013.11.004.
• Chkili, Walid & Nguyen, Duc Khuong, 2014, "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 46-56, DOI: 10.1016/j.ribaf.2013.11.007.
• Smales, Lee A., 2014, "Non-scheduled news arrival and high-frequency stock market dynamics," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 122-138, DOI: 10.1016/j.ribaf.2014.03.006.
• Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014, "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 50-59, DOI: 10.1016/j.ribaf.2014.03.002.
• George Richards & Denis Green, 2014, "Asymmetric Information in Asset Markets," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 57, issue 3, pages 54-78.
• Faruk Balli & Syed Abul Basher & Faisal Rana, 2014, "The Determinants of the Volatility of Returns on Cross-Border Asset Holdings," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-01, Jan.
• Ronald A. Ratti & Joaquin L. Vespignani, 2014, "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-13, Feb.
• Wensheng Kang & Ronald A. Ratti, 2014, "Policy Uncertainty in China, Oil Shocks and Stock Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-32, Apr.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-44, May.
• Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014, "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-62, Oct.
• Bojan Tomic, 2014, "The Application Of The Capital Asset Pricing Model On The Croatian Capital Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 1, issue 1, pages 105-123.
• Yeyati, Eduardo Levy & Williams, Tomas, 2014, "Financial globalization in emerging economies: much ado about nothing?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123301, Apr.
• Lagazio, Monica & Sherif, Nazneen & Cushman, Mike, 2014, "A multi-level approach to understanding the impact of cyber crime on the financial sector," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57000, Sep.
• MacKenzie, Donald & Pardo-Guerra, Juan Pablo, 2014, "Insurgent capitalism: Island, bricolage and the re-making of finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57549.
• Shiryaev, Albert N. & Zhitlukhin, Mikhail N. & Ziemba, William T., 2014, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59288, Aug.
• Lleo, Sebastien & Ziemba, William T., 2014, "Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59290, Aug.
• Ferrarini, Guido & Saguato, Paolo, 2014, "Regulating financial market infrastructures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59683, Jun.
• Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2014, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60955, Dec.
• Lleo, Sebastien & Ziemba, Bill, 2014, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60960, Sep.
• Ernani Teixeira Torres Filho, 2014, "A crise do sistema financeiro globalizado contemporâneo," Brazilian Journal of Political Economy, FGV EAESP, volume 34, issue 3, pages 433-450, July, DOI: 10.1590/0101-3157-2014-2362.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional financial regulation in Asia," Chapters, Edward Elgar Publishing, chapter 6, in: Masahiro Kawai & Peter J. Morgan & Pradumna B. Rana, "New Global Economic Architecture".
• Wesley C. Marshall, 2014, "Inside shadow banking: understanding the doomsday machine," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 11, issue 3, pages 315-332, December.
• Macías, Antonio J. & Román, Francisco J., 2014, "Consecuencias económicas de la reforma de gobierno corporativo en un mercado de capitales emergente. Pruebas de México," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 322, pages .357-412, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Espinosa, Christian. & Gorigoitía, Juan, 2014, "¿Es útil el análisis técnico en periodos de crisis financiera? Evidencia para el mercado bursátil latinoamericano," El Trimestre Económico, Fondo de Cultura Económica, volume 81, issue 323, pages .595-618, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v81i.
• Pilar Abad & Helena Chuliá, 2014, "The Effects of Macroeconomic News Announcements during the Global Financial Crisis," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096000.
• Masahiro Inoguchi, 2014, "The Impact of External Shocks on Stock Prices in the East Asian Domestic Banking Sector," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096004.
• Ike Mathur & Soumen De, 2014, "The Dim Sum Bond Market in Hong Kong," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096015.
• Yan Alice Xie & Jot Yau & Hei Wai Lee, 2014, "Managing Risk in Sovereign Bond Portfolios: The Impact of Sovereign and Call Risks on Duration," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "International Financial Markets", DOI: 10.1108/S1574-8715(2013)0000013011.
• Marko Korhonen, 2014, "The relation between national stock prices and effective exchange rates: Does it affect exchange rate exposure?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201346, Jun.
• Partha Ray & Vinodh Madhavan, 2014, "Price and Volatility Linkages between Indian Stocks and their European GDRs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0300812, Jul.
• Petra Andrlikova, 2014, "Is Barrier version of Merton model more realistic? Evidence from Europe," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0801868, Oct.
• Thorsten Lehnert, 2014, "Press Freedom and Jumps in Stock Prices," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902033, Dec.
• Gurrola Ríos, César & Santillán Salgado, Roberto Joaquín & Jiménez Preciado, Ana Lorena, 2014, "Interrelaciones y causalidad entre los principales mercados de capitales en América Latina : un enfoque de series de tiempo / Interrelations and causality among the main capital markets in Latin America : a Time Series approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 1, pages 63-86, enero-jun.
• Valencia Herrera, Humberto, 2014, "Factor de descuento estocástico para México y Chile, un enfoque de estimación continuamente actualizada / Stochastic discount factor for Mexico and Chile : a continuous updating estimation approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 2, pages 103-122, julio-dic.
• Dominik A. Skopiec, 2014, "Perspektywy internacjonalizacji waluty Chin," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 5-31.
• Patrycja Chodnicka & Piotr Jaworski & Katarzyna Niewinska, 2014, "Czynniki determinujace rating kredytowy krajow europejskich. (Determinants of credit ratings of European countries.)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 12, issue 48, pages 111-131.
• Patrycja Chodnicka & Renata Karkowska & Malgorzata Olszak (ed.), 2014, "Towards contemporary issues in the financial system," Book, University of Warsaw, Faculty of Management, number 07.
• Amanjot Singh & Parneet Kaur, 2014, "Impact Of The Fii'S Indian Equity Investment Behavior On The Bric Countries' Stock Market Volatility During The Subprime Crisis. An Empirical Investigation," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 3 (Novemb, pages 336-349.
• Christian Grisse & Thomas Nitschka, 2014, "Exchange rate returns and external adjustment: evidence from Switzerland," Working Papers, Swiss National Bank, number 2014-12.
• Thomas Nitschka, 2014, "Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market," Working Papers, Swiss National Bank, number 2014-13.
• Marie Briere & Ariane Szafarz, 2014, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 14-024, Oct.
• Bruno Giovannetti & Mauro Rodrigues, Eduardo Ros, 2014, "Investment Grade, Asset Prices and Changes in the Source of Systematic Risk," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2014_05, Apr.
• Shaif Jarallah & Wali Ullah, 2014, "Evolving corporate governance and the dividends behaviour regime in Japan," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 61, issue 3, pages 279-303, September, DOI: 10.1007/s12232-014-0195-7.
• Mehmet Dicle & John Levendis, 2014, "The day-of-the-week effect revisited: international evidence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 407-437, July, DOI: 10.1007/s12197-011-9223-6.
• Go Tamakoshi & Shigeyuki Hamori, 2014, "Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 627-642, October, DOI: 10.1007/s12197-012-9242-y.
• Go Tamakoshi & Shigeyuki Hamori, 2014, "Greek sovereign bond index, volatility, and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 687-697, October, DOI: 10.1007/s12197-013-9253-3.
• Utku Uygur & Oktay Taş, 2014, "The impacts of investor sentiment on returns and conditional volatility of international stock markets," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 3, pages 1165-1179, May, DOI: 10.1007/s11135-013-9827-3.
• Cameron Truong & Charles Corrado, 2014, "Options trading volume and stock price response to earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 1, pages 161-209, March, DOI: 10.1007/s11142-013-9243-x.
• Paul Healy & George Serafeim & Suraj Srinivasan & Gwen Yu, 2014, "Market competition, earnings management, and persistence in accounting profitability around the world," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1281-1308, December, DOI: 10.1007/s11142-014-9277-8.
• Marcel Fratzscher & Claudia Lambert & Malte Rieth, 2014, "Neue Banken- und Fiskalarchitektur für Europa: Krisen vermeiden, statt sie nur zu bewältigen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 94, issue 1, pages 15-21, February, DOI: 10.1007/s10273-014-1645-2.
• Keller, Joachim & Bouveret, Antoine & Picillo, Cristina & Liu, Zijun & Mazzacurati, Julien & Molitor, Philippe & Söderberg, Jonas & Theal, John & de Rossi, Francesco & Calleja, Romain, 2014, "Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders," ESRB Occasional Paper Series, European Systemic Risk Board, number 6, Sep.
• David C Broadstock & Rui Wang & Dayong Zhang, 2014, "The direct and indirect effects of oil shocks on energy related stocks," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 146, Apr.
• Denice Bodeutsch & Philip Hans Franses, 2014, "Size and value effects in Suriname," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 10, pages 671-677, May, DOI: 10.1080/09603107.2014.896981.
• Stefano Caiazza & Alberto Franco Pozzolo & Giovanni Trovato, 2014, "Do domestic and cross-border M&As differ? Cross-country evidence from the banking sector," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 14, pages 967-981, July, DOI: 10.1080/09603107.2014.920474.
• Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2167-2177, June, DOI: 10.1080/00036846.2014.896987.
• Chaker Aloui & Duc Khuong Nguyen, 2014, "On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach," Applied Economics, Taylor & Francis Journals, volume 46, issue 22, pages 2611-2622, August, DOI: 10.1080/00036846.2014.907480.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014, "Testing uncovered interest rate parity using LIBOR," Applied Economics, Taylor & Francis Journals, volume 46, issue 30, pages 3708-3723, October, DOI: 10.1080/00036846.2014.939375.
• João A. Bastos & Jorge Caiado, 2014, "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 12, pages 2121-2133, December, DOI: 10.1080/14697688.2012.726736.
• 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, Taylor & Francis Journals, volume 17, issue 2, pages 373-400, November, DOI: 10.1016/S1514-0326(14)60017-9.
• Yavuz Arslan & Temel Taskin, 2014, "International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1418.
• Gozde Gurgun & Ibrahim Unalmis, 2014, "Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1422.
• Yasin Mimir, 2014, "On International Consumption Risk Sharing, Financial Integration and Financial Development," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1436.
• Lisbeth F. la Cour & Jennifer Müller, 2014, "Growth and project finance in the least developed countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 77-103, September.
• Olusegun A. Omisakin & Oluwatosin A. Adeniyi, 2014, "Structural Breaks and Finance-Driven Growth Hypothesis in ECOWAS: Further Empirical Evidence," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 63-80, December.
• Frank A.G. den Butter & Mathieu L.L. Segers, 2014, "Prospects for an EMU between Federalism and Nationalism," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-008/VI, Jan.
• Chunmei Lin & Massimo Massa & Hong Zhang, 2014, "Mutual Funds and Information Diffusion: The Role of Country-Level Governance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-079/IV/DSF76, Jul.
• André Lucas & Xin Zhang, 2014, "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-092/IV/DSF77, Jul, revised 09 Sep 2015.
• Renneboog, L.D.R. & Spaenjers, C., 2014, "Investment Returns and Economic Fundamentals in International Art Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-018.
• Erik Makela, 2014, "The Price of Euro: Evidence from Sovereign Debt Markets," Discussion Papers, Aboa Centre for Economics, number 90, Apr.
• Tham Siew Yean & Andrew Kam Jia Yi, 2014, "Re-examining the Impact of ACFTA on ASEAN's Exports of Manufactured Goods to China," Asian Economic Papers, MIT Press, volume 13, issue 3, pages 63-82, Fall.
• GaÅ‚kiewicz, Dominika, 2014, "Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 474.
• Galkiewicz, Dominika Paula, 2014, "Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 494, Aug.
• Burcu Erdogan, 2014, "The Role of Uncertainty Avoidance in Foreign Investment Bias," Research Papers in Economics, University of Trier, Department of Economics, number 2014-15.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2014, "Hurting without Hitting: The Economic Cost of Political Tension," TSE Working Papers, Toulouse School of Economics (TSE), number 14-484, Apr, revised Jul 2015.
• Plantin, Guillaume & Shin, Huyn, 2014, "Destabilizing carry trades," TSE Working Papers, Toulouse School of Economics (TSE), number 14-512, Jun.
• Samuel Brazys & Peter Heaney & Patrick Paul Walsh, 2014, "From the Great Lakes to the Great Rift Valley: Does Strategic Economic Policy Explain the 2009 Malawi Election?," Working Papers, Geary Institute, University College Dublin, number 201401, Feb.
• John Cotter & Jim Hanly, 2014, "Performance of Utility Based Hedges," Working Papers, Geary Institute, University College Dublin, number 201404, Feb.
• John Cotter & Enrique Salvador, 2014, "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers, Geary Institute, University College Dublin, number 201414, Nov.
• Antoniele D`Lean Pereira & Antonio Marcos de Queiroz & Sabrina Faria de Queiroz & Sérgio Fornazier Meyrelles Filho, 2014, "Uma Investigação Dos Efeitos Da Abertura Da Conta De Capital Brasileira Sobre Variáveis Macroeconômicas: 1990 À 2012," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 046, Jun.
• Everton Sotto Tibiriçá Rosa & Thiago Custódio Alves de Oliveira, 2014, "Da “sabedoria prática” dos Mercantilistas à Economia Monetária de Keynes: A Administração da Economia Doméstica frente à atual configuração do Sistema Monetário Internacional e após a Crise Financeira Internacional de 2008," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 047, Jun.
• Víctor Pérez & Daniel Ramírez & Carlos Quintero & Armando Borrero, 2014, "Disposition of Merida city, Venezuela businesses to participate in alternative stock market," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 39, issue 37, pages 101-124, January-J.
• Hugues Pirotte & Nils Tuchschmid, 2014, "Alpha or Not Alpha: The Case of the Hedge Fund Industry," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191828, Mar.
• Kleimeier, S. & Sander, H. & Heuchemer, S., 2014, "The resurgence of cultural borders in international finance during the financial crisis: Evidence from Eurozone cross-border depositing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2014013.
• Freitag, L., 2014, "Procyclicality and path dependence of sovereign credit ratings: The example of Europe," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 020, Jan, DOI: 10.26481/umagsb.2014020.
• Magomet Yandiev, 2014, "The Companys Brand Evaluation on the Base of the Financial Markets Instruments," Working Papers, Moscow State University, Faculty of Economics, number 0009, Jan.
• Raquel Fernández & Alberto Martin, 2014, "The long and the short of it: Sovereign debt crises and debt maturity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1459, Dec, revised Sep 2015.
• Fengler, Matthias R. & Gisler, Katja I. M., 2014, "A variance spillover analysis without covariances: what do we miss?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1409, Apr.
• Fink, Christopher & Raatz, Katharina & Weigert, Florian, 2014, "Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence," Working Papers on Finance, University of St. Gallen, School of Finance, number 1415, Sep.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
• ALINICA, Alina Georgeta, 2014, "Aspects Of The Euro Area Financial System Fragmentation," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 1, pages 28-40.
• CHIRILA, Viorica & CHIRILA, Ciprian, 2014, "Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 76-88.
• PANAIT, Iulian, 2014, "Romanian Financial Market’S Reaction To Fed Tapering Talk During 2013," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 4, pages 19-30.
• COCIUG, Victoria & DOGOTARI (Postolache), Victoria, 2014, "Financial Innovations And Prudential Regulation - Impact Of New Rules Of Basel Iii," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 4, pages 8-18.
• FETINIUC, Valentina & IVAN, Luchian & GHERBOVEŢ, Sergiu, 2014, "Speculative Bubbles And Financial Crises," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 153-162.
• COCIUG, Victoria & POSTOLACHE (DOGOTARI), Victoria, 2014, "Impact Of Systemic Banking Crises On Macroeconomic Policy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 31-37.
• CUHAL, Radu & STARIȚÎNA, Ludmila & BASISTÎI, Nicolae, 2014, "Financial System And Modern Monetary Mechanism," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 85-91.
• Elisabetta Basilico & Tommi Johnsen, 2014, "Disentangling the Accruals Mispricing in Europe: Is It an Industry Effect?," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, Apr.
• Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014, "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 2, pages 241-252.
• Dimitris Kenourgios & Dimitrios Dimitriou, 2014, "Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 3, pages 275-288.
• Francisco López-Herrera & Roberto J. Santillán-Salgado & Edgar Ortiz, 2014, "Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 691-707.
• Chen Tao, 2014, "Price Clustering and Price Barriers: International Evidence," Nang Yan Business Journal, Paradigm, volume 3, issue 1, pages 1-16, December, DOI: 10.1515/nybj-2015-0001.
• Florian Mueller, 2014, "Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-02.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014, "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series, The World Bank, number 6866, May.
• Anginer, Deniz & Cerutti, Eugenio & Martinez Peria, Maria Soledad, 2014, "Foreign bank subsidiaries'default risk during the global crisis : what factors help insulate affiliates from their parents ?," Policy Research Working Paper Series, The World Bank, number 7053, Oct.
• Eduard Baum??hl & ??tefan Ly??csa, 2014, "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1079, Jun.
• Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014, "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp159, Jan.
• Katrin Rabitsch & Serhiy Stepanchuk, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp162, Jan.
• Christian R. Proaño & Christian Schoder & Willi Semmler, 2014, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp167, Feb.
• Katrin Rabitsch, 2014, "An Incomplete Markets Explanation to the UIP Puzzle," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp171, Mar.
• Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014, "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 159, Jan.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 162, Jan.
• Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 167, Feb.
• Wing Chan, Derek Wang, Terence Chong, 2014, "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number wm0069, Mar.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross‐market spillovers with ‘volatility surprise’," Review of Financial Economics, John Wiley & Sons, volume 23, issue 4, pages 194-207, November, DOI: 10.1016/j.rfe.2014.08.002.