Research classified by Journal of Economic Literature (JEL) codes

2015

• Kavir Naidoo & Faeezah Peerbhai, 2015, "An evaluation of gold as an inflation hedge: Empirical evidence from South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 205-217, Special I.
• Sarod Khandaker & Silvia Zia Islam, 2015, "Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 333-347, Special I.
• Viorica CHIRILA & Ciprian CHIRILA, 2015, "The Steel European Stock Market Efficiency," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 7, issue 4, pages 873-880, December.
• Galip Kemal Ozhan, 2015, "Financial Intermediation, Resource Allocation, and Macroeconomic Interdependence," 2015 Papers, Job Market Papers, number poz71, Dec.
• Niyati Bhanja & Arif Dar, 2015, "“The beauty of gold is, it loves bad news”: evidence from three major gold consumers," Economic Change and Restructuring, Springer, volume 48, issue 3, pages 187-208, November, DOI: 10.1007/s10644-015-9160-z.
• Per-Olof Bjuggren & Johan Eklund, 2015, "Property rights and the cost of capital," European Journal of Law and Economics, Springer, volume 39, issue 3, pages 523-537, June, DOI: 10.1007/s10657-013-9396-x.
• Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015, "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 77-107, February, DOI: 10.1007/s10663-014-9248-0.
• Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015, "Testing stock market convergence: a non-linear factor approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 481-498, August, DOI: 10.1007/s10663-014-9259-x.
• Jürgen Antony & D. Broer, 2015, "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 571-595, August, DOI: 10.1007/s10663-014-9265-z.
• Costas Karfakis & Theodore Panagiotidis, 2015, "The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 4, pages 795-811, November, DOI: 10.1007/s10663-014-9277-8.
• Bachar Fakhry & Christian Richter, 2015, "Is the sovereign debt market efficient? Evidence from the US and German sovereign debt markets," International Economics and Economic Policy, Springer, volume 12, issue 3, pages 339-357, September, DOI: 10.1007/s10368-014-0304-9.
• Yu-Li Huang & Chung-Hua Shen, 2015, "The Sovereign Effect on Bank Credit Ratings," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 3, pages 341-379, June, DOI: 10.1007/s10693-014-0193-7.
• Monica Martinez-Blasco & Josep Garcia-Blandon & Josep Argiles-Bosch, 2015, "Does the informational role of the annual general meeting depend on a country’s legal tradition?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 4, pages 849-873, November, DOI: 10.1007/s10997-014-9294-9.
• Menzie Chinn, 2015, "Emerging Market Economies and the Next Reserve Currencies," Open Economies Review, Springer, volume 26, issue 1, pages 155-174, February, DOI: 10.1007/s11079-014-9336-6.
• Adrian Babin, 2015, "Home-Host Banking Issues and Non-Core Funding—Evidence from Central and Eastern Europe," Open Economies Review, Springer, volume 26, issue 3, pages 447-477, July, DOI: 10.1007/s11079-015-9357-9.
• Roger Buckland & Julian Williams & Janice Beecher, 2015, "Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM," Journal of Regulatory Economics, Springer, volume 47, issue 2, pages 117-145, April, DOI: 10.1007/s11149-014-9261-z.
• Andreas Rathgeber & David Rudolph & Stefan Stöckl, 2015, "Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option," Review of Derivatives Research, Springer, volume 18, issue 2, pages 107-143, July, DOI: 10.1007/s11147-014-9106-z.

2014

• 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.
• Norbert Gaillard, 2014, "Assessing sovereign risk: the case of rich countries," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 3, pages 212-225, July, DOI: 10.1108/JFEP-03-2014-0017.
• Spyridon Repousis, 2014, "Is there banks stocks’ manipulation around announcement of national elections and how can we detect and recover ill gotten assets?," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 17, issue 4, pages 402-415, October, DOI: 10.1108/JMLC-07-2013-0026.
• Eva-Maria Kalteier & Stephan Molt & Tristan Nguyen & Peter N. Posch, 2014, "Value-based assessment of sovereign risk," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 6, issue 2, pages 157-172, July, DOI: 10.1108/QRFM-12-2012-0033.
• Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014, "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 3, pages 325-352, July, DOI: 10.1108/SEF-01-2014-0001.
• Asma Mobarek & Michelle Li, 2014, "Regional volatility: common or country-specific? Exploration of international stock market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 406-425, September, DOI: 10.1108/SEF-04-2013-0051.
• Bodeutsch, D.S. & Franses, Ph.H.B.F., 2014, "The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-02, Feb.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
• Christian Proano & Christian Schoder & Willi Semmler, 2014, "Financial Stress, Sovereign Debt, and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2014-06, Feb.
• Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun, 2014, "ECB Policy and Eurozone Fragility: Was De Grauwe Right?," CEPS Papers, Centre for European Policy Studies, number 9414, Jun.
• Apostolos Xanthopoulos Ph.D, 2014, "Financial Crisis, Intervention and Performance Measurement," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 14-35.
• Hani El-Chaarani, 2014, "The Impact of Financial Structure on the Performance of European Listed Firms," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 103-124.
• Lukas Macijauskas & Dimitrios I. Maditinos, 2014, "Looking for Synergy with Momentum in Main Asset Classes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-16.
• Alfredas Lukasevicius & Indre Lapinskaite, 2014, "Strategy of Sustainable Development in Investment Portfolio Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Petru POPESCU & Ana Alexandrina POPESCU, 2014, "Romanian Economy In The European Context, In 2014. Risks And Opportunities," Post-Crisis Trends - Working papers, Ecological University of Bucharest, Department of Economics, number 09, Jan.
• Anita CEH CASNI & Maruska VIZEK, 2014, "Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 100-119, March.
• Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014, "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 120-143, March.
• Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014, "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 144-159, March.
• Agata Kliber, 2014, "The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 4, pages 330-350, September.
• Eduard Baumöhl & Štefan Lyócsa, 2014, "Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 5, pages 352-373, November.
• Petra Andrlíková, 2014, "Is Barrier version of Merton model more realistic? Evidence from Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/11, Apr, revised Apr 2014.
• Jozef Baruník & Frantisek Cech, 2014, "On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/23, Aug, revised Aug 2014.
• Paul Armstrong-Taylor, 2014, "Effects of Trade and Financial Links on the Transmission of GDP Growth," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 9, issue 4, pages 556-572, December.
• Carlos A. Carrasco & Felipe Serrano, 2014, "Global and European Imbalances:A critical review," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper42, Jul.
• Michael B. Devereux & Changhua Yu, 2014, "International financial integration and crisis contagion," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 197, Sep, DOI: 10.24149/gwp197.
• Rasmus Fatum & Yohei Yamamoto, 2014, "Intra-safe haven currency behavior during the global financial crisis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 199, Sep, DOI: 10.24149/gwp199.
• Julieta Yung, 2014, "Can interest rate factors explain exchange rate fluctuations?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 207, Oct, DOI: 10.24149/gwp207.
• Eugenio Cerutti & Galina Hale & Camelia Minoiu, 2014, "Financial Crises and the Composition of Cross-Border Lending," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-20, Aug, DOI: 10.24148/wp2014-20.
• David Bowman & Juan M. Londono & Horacio Sapriza, 2014, "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1109, Jun.
• Juan M. Londono & Mary Tian, 2014, "Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1117, Sep.
• Ozge Akinci, 2014, "Financial Frictions and Macroeconomic Fluctuations in Emerging Economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1120, Oct.
• Ozge Akinci & Albert Queraltó, 2014, "Banks, Capital Flows and Financial Crises," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1121, Nov.
• Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2014, "Sovereign Default and the Choice of Maturity," Working Papers, Federal Reserve Bank of St. Louis, number 2014-31, Oct, DOI: 10.20955/wp.2014.031.
• Jerome Lahaye & Christopher J. Neely, 2014, "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers, Federal Reserve Bank of St. Louis, number 2014-034, Oct, DOI: 10.20955/wp.2014.034.
• William Dudley, 2014, "Panel remarks at the International Symposium of the Banque de France," Speech, Federal Reserve Bank of New York, number 150, Nov.
• J. Benson Durham, 2014, "Arbitrage-free affine models of the forward price of foreign currency," Staff Reports, Federal Reserve Bank of New York, number 665, Feb.
• David Hou & David R. Skeie, 2014, "LIBOR: origins, economics, crisis, scandal, and reform," Staff Reports, Federal Reserve Bank of New York, number 667, Mar.
• Helena Glebocki Keefe & Erick W. Rengifo, 2014, "Options and Central Banks Currency Market Intervention: The Case of Colombia," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-06.
• Uluc Asyun & Ralf Hepp, 2014, "A Comparison of the Internal and External Determinants of Global Bank Loans: Evidence from Bilateral Cross- Country Data," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-08.
• Vladimir R. Evstigneev, 2014, "Modeling TradersХ Expectations in the FX Market in Terms of Distributions with a Functional Parameter," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 25-34, March.
• V. Mau & I. Kiyutsevskaya & P. Trunin & A. Mamedov & S. Belev & M. Dechko & A. Alaev & I. Arlashkin & A. Deryugin & V. Nazarov & A. Abramov & M. Khromov & A. Shadrin & O. Izryadnova & S. Tsukhlo & E. , 2014, "Раздел 3. Финансовые Рынки И Финансовые Институты," Book Chapters, Gaidar Institute for Economic Policy, chapter 3, in: S. Sinelnikov-Murylev & A. Radygin & L. Freikman & N. Glavatskaya, "Российская Экономика В 2013 Году. Тенденции И Перспективы (Выпуск 35)".
• Alexander Abramov, 2014, "Russia’s Financial Markets and Financial Institutions in 2013," Published Papers, Gaidar Institute for Economic Policy, number 179, revised 2014.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in December 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 12-14, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in February 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 9-12, February.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in January 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 12-15, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In March 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 11-14, April.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKET IN March 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 9-12, May.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In May 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 9-12, June.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In June2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 10-13, July.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Market In July 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 9-12, August.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Market In August 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 10-13, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In September 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 11-14, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKETS IN October 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 10-13, November.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKET IN October 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 10-13, December.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 12-15, январь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 11-14, Февраль.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 10-13, Март.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 11-13, Апрель.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 10-13, Май.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 10-13, Июнь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 11-14, Июль.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 9-12, Август.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 10-13, Сентябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 11-14, Октябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 9-12, Ноябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 11-14, Декабрь.
• Camille Cornand & Pauline Gandré & Céline Gimet, 2014, "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1419.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014, "Policy initiatives and firms access to external finance: Evidence from a panel of emerging Asian economies," Working Papers, Business School - Economics, University of Glasgow, number 2015_01, Jan.
• José Soares da Fonseca, 2014, "Linkages and Performance Comparison among Eastern Europe Stock Markets," Notas Económicas, Faculty of Economics, University of Coimbra, issue 39, pages 73-83, June.
• Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 11323, Feb.
• Abdulnasser Hatemi-J & Eduardo Roca, 2014, "BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests," Discussion Papers in Accounting, Griffith University, Department of Accounting, Finance and Economics, number finance:201401, Jan.
• Luis Catão & Ana Fostel & Romain Ranciere, 2014, "Fiscal Discoveries and Yield Decouplings," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-21, May.
• Alexis Guyot & Thomas Lagoarde-Ségot & Simon Neaime, 2014, "Foreign shocks and international cost of equity destabilization. Evidence from the MENA region," Post-Print, HAL, number hal-00841198, DOI: 10.1016/j.ememar.2014.01.003.
• Gilles Dufrénot & Benjamin Keddad, 2014, "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," Post-Print, HAL, number hal-01474429, DOI: 10.1016/j.irfa.2013.07.004.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Post-Print, HAL, number hal-01517425, DOI: 10.1016/j.enpol.2014.05.057.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with 'Volatility Surprise'," Post-Print, HAL, number hal-01529770, DOI: 10.1016/j.rfe.2014.08.002.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print, HAL, number hal-01881907.
• Fabio Bertoni & Stefano Lugo, 2014, "The Effect of Sovereign Wealth Funds on the Credit Risk of their Portfolio Companies," Post-Print, HAL, number hal-02313153, Aug, DOI: 10.1016/j.jcorpfin.2014.04.004.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2014, "Competition between Clearing Houses on the European Market," Post-Print, HAL, number halshs-00959119, Jun.
• Helmi Hamdi & Nabila Boukef Jlassi, 2014, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Post-Print, HAL, number halshs-01902770, Aug, DOI: 10.1016/j.econmod.2014.05.010.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014, "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers, HAL, number hal-01090837, Nov.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers, HAL, number hal-04141355.
• Brian Hill & Michalski Tomasz, 2014, "Risk Versus Ambiguity and International Security Design," Working Papers, HAL, number halshs-00950551, Feb.
• Camille Cornand & Pauline Gandré & Céline Gimet, 2014, "Increase in home bias in the Eurozone debt crisis: the role of domestic shocks," Working Papers, HAL, number halshs-01015475.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers, HAL, number halshs-01052488, Jul.
• Nathan Foley-Fisher & Eoin McLaughlin, 2014, "State dissolution, sovereign debt and default:Lessons from the UK and Ireland, 1920-1938," Working Papers, European Historical Economics Society (EHES), number 0061, Aug.
• Johansson, Anders C. & Feng, Xunan, 2014, "Can Mutual Funds Pick Stocks in China? Evidence from the IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2014-32, Sep.
• Dennis, Patrick J. & Sandås, Patrik, 2014, "Does Trading Anonymously Enhance Liquidity?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 288, Oct.
• Dranev Yury & Maxim Babushkin, 2014, "Asymmetric exchange-rate exposure in BRIC countries," HSE Working papers, National Research University Higher School of Economics, number WP BRP 27/FE/2014.
• Asako, Kazumi & Yan, Zhang & Liu, Zhentao, 2014, "The Comovement in Stock Price Indexes of Japan, United States, and China : Estimation of a Nonlinear Cointegration Model," Economic Review, Hitotsubashi University, volume 65, issue 1, pages 56-85, January, DOI: 10.15057/26670.
• Elena Kalotychou & Eli Remolona & Eliza Wu, 2014, "What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market," Working Papers, Hong Kong Institute for Monetary Research, number 072014, Apr.
• Chang Shu & Dong He & Xiaoqiang Cheng, 2014, "One Currency, Two Markets: The Renminbi's Growing Influence in Asia-Pacific," Working Papers, Hong Kong Institute for Monetary Research, number 102014, May.
• Amar Gande & David Parsley, 2014, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," Working Papers, Hong Kong Institute for Monetary Research, number 122014, Jun.
• David Leung & John Fu, 2014, "Interactions between CNY and CNH Money and Forward Exchange Markets," Working Papers, Hong Kong Institute for Monetary Research, number 132014, Jun.
• Darrell Duffie & Martin Schneicher & Guillaume Vuillemey, 2014, "Central Clearing and Collateral Demand," Economics Working Papers, Hoover Institution, Stanford University, number 14104, Jan.
• Dragos Stefan Oprea, 2014, "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 8, pages 356-366, August.
• Carmen Albu, 2014, "Considerations on the Role of Financial Markets in Economic Growth," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 2, pages 37-43, June.
• Radu Lupu & Adrian Cantemir Calin & Iulia Lupu & Oana Cristina Popovici, 2014, "Modeling Risk Convergence for European Financial Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 3, pages 3-12, September.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014, "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n17, Jul.
• Rishma Vedd & Paul Lazarony, 2014, "The Risk-Return Trade-Off Of Investing In Latin American Emerging Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, volume 6, issue 1, pages 93-104.
• Fujen Daniel Hsiao & Yan Hu, 2014, "International Evidence of Spillover Effects of Deposit Rates: A Multivariate Garch Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 31-44.
• M. Zahid Hasan & Ronald A. Ratti, 2014, "Australian Coal Company Risk Factors: Coal and Oil Prices," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 57-67.
• Imed Gammoudi & Lotfi BelKacem & Mohamed El Ghourabi, 2014, "Value at Risk Estimation for Heavy Tailed Distributions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 109-125.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 27-46.
• Rishma Vedd & Keji Chen & Nataliya Yassinski, 2014, "Country and Industry Factor Influence on Investment in Latin American Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 47-57.
• Yu-Nan Tai, 2014, "Investor Overreaction in Asian and US Stock Markets: Evidence from the 2008 Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 71-93.
• Chin-Wen Huang, 2014, "Influence of External Factors on the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 109-120.
• Renato Balbontin, 2014, "Overseas Performance Of Chilean Pension Funds,Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 11-25.
• Manuel Munoz Palma & Ezequiel Aviles Ochoa, 2014, "Addition Of The Fuzzy Logic Model To Black-Scholes, For Pricing Mexican Currency Options, La Incorporacion De La Logica Difusa Al Modelo Black-Scholes, Para La Determinacion Del Precio De La Opcion Cambiaria Mexicana," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 7, pages 55-73.
• Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro, 2014, "Uncertainty and Economic Activity: A Global Perspective," IDB Publications (Working Papers), Inter-American Development Bank, number 6605, Aug, DOI: http://dx.doi.org/10.18235/0011654.
• Thomas O'Connor, 2014, "Legal bonding, investor recognition, and cross-listing premia in emerging markets," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 3, pages 209-239.
• Tonci Svilokos & Meri Suman Tolic, 2014, "Does Misaligned Currency Affect Economic Growth? – Evidence from Croatia," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 16, issue 2, pages 29-58, December.
• Yavuz ARSLAN & Temel TAŞKIN, 2014, "International Evidence on the Interaction between Cross-Border Capital Flows and Domestic Credit Growth," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 341, pages 37-56.
• Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014, "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp460, Nov.
• Michael A. Goldstein & Abhinav Goyal & Brian M. Lucey & Carl B. Muckley, 2014, "The Global Preference for Dividends in Declining Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp461, Nov.
• Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor, 2014, "Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp462, Nov.
• Brian M. Lucey, 2014, "Return and Volatility Spillovers in Industrial Metals," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp463, Nov.
• Luis Ceballos, 2014, "The Yield Curve Factors and Economic Surprises in the Chilean Bond Market," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 29, issue 2, pages 3-23, October.
• Guillaume Plantin & Hyun Song Shin, 2014, "Destabilizing Carry Trades," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-14, Dec.
• Gustavo Adler & Marie-Louise Djigbenou & Mr. Sebastian Sosa, 2014, "Global Financial Shocks and Foreign Asset Repatriation: Do Local Investors Play a Stabilizing Role?," IMF Working Papers, International Monetary Fund, number 2014/060, Apr.
• Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Lev Ratnovski, 2014, "Global Liquidity and Drivers of Cross-Border Bank Flows," IMF Working Papers, International Monetary Fund, number 2014/069, Apr.
• Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014, "Banks, Government Bonds, and Default: What do the Data Say?," IMF Working Papers, International Monetary Fund, number 2014/120, Jul.
• Mr. Eugenio M Cerutti & Galina Hale & Ms. Camelia Minoiu, 2014, "Financial Crises and the Composition of Cross-Border Lending," IMF Working Papers, International Monetary Fund, number 2014/185, Oct.
• Diana MURESAN & Monica Ioana POP SILAGHI, 2014, "Empirical evidence on cross-country differences in explaining accruals anomaly," Romanian Journal of Economics, Institute of National Economy, volume 39, issue 2(48), pages 121-132, December.
• Ibrahim Fatnassi & Zied Ftiti & Habib Hasnaoui, 2014, "Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries," Working Papers, Department of Research, Ipag Business School, number 2014-111, Jan.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers, Department of Research, Ipag Business School, number 2014-121, Jan.
• Faten Ben Slimane & Mohamed Mehanaoui & Irfan A. Kazi, 2014, "Interdependency and Spillover during the Financial Crisis of 2007 to 2009 – Evidence from High Frequency Intraday Data," Working Papers, Department of Research, Ipag Business School, number 2014-126, Jan.
• Irfan Akbar Kazi & Mohamed Mehanaoui & Farhan Akbar, 2014, "The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries," Working Papers, Department of Research, Ipag Business School, number 2014-128, Jan.
• Gazi Salah Uddin & Mohamed Arouri & Aviral Kumar Tiwari, 2014, "Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches," Working Papers, Department of Research, Ipag Business School, number 2014-143, Jan.
• Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-159, Jan.
• Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Working Papers, Department of Research, Ipag Business School, number 2014-160, Jan.
• Jean Messiha & Bruno-Laurent Moschetto & Frederic Teulon, 2014, "How to switch off the cypriot financial crisis without weakening durably Europe ?," Working Papers, Department of Research, Ipag Business School, number 2014-169, Jan.
• Chaker Aloui & Duc Khuong Nguyen, 2014, "On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach," Working Papers, Department of Research, Ipag Business School, number 2014-184, Jan.