Research classified by Journal of Economic Literature (JEL) codes

2014

• Tosic, Natasa & Iordan-Constantinescu, Nicolae, 2014, "Knowledge-Based Economy in the Competitiveness Equation. The Case of the Republic of Serbia," MPRA Paper, University Library of Munich, Germany, number 58081, Aug.
• Bouoiyour, Jamal & Selmi, Refk, 2014, "What Bitcoin Looks Like?," MPRA Paper, University Library of Munich, Germany, number 58091, Sep.
• Dusa, Silvia, 2014, "Models of Competitiveness (I)," MPRA Paper, University Library of Munich, Germany, number 58103, Aug.
• Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014, "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 58212, Aug, revised 31 Aug 2014.
• Hirshleifer, David & Jian, Ming & Zhang, Huai, 2014, "Superstition and financial decision making," MPRA Paper, University Library of Munich, Germany, number 58620, Sep.
• Naseri, Marjan & Masih, Mansur, 2014, "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 58799, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper, University Library of Munich, Germany, number 58832, Aug.
• Omer, Gamal Salih & Masih, Mansur, 2014, "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 58862, Aug.
• Al Shugaa, Ameen & Masih, Mansur, 2014, "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper, University Library of Munich, Germany, number 58867, Aug.
• Farouk, Faizal & Masih, Mansur, 2014, "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper, University Library of Munich, Germany, number 58869, Aug.
• Yusoff, Yuzlizawati & Masih, Mansur, 2014, "Comovement of East and West Stock Market Indexes," MPRA Paper, University Library of Munich, Germany, number 58872, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches," MPRA Paper, University Library of Munich, Germany, number 58903, Sep.
• Hakim, Idwan & Masih, Mansur, 2014, "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper, University Library of Munich, Germany, number 58909, Sep.
• Arif, Imtiaz & Suleman, Tahir, 2014, "Terrorism and Stock Market Linkages: An Empirical Study from Pakistan," MPRA Paper, University Library of Munich, Germany, number 58918, Aug.
• Chouliaras, Andreas & Grammatikos, Theoharry, 2014, "Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 58978, Sep.
• Rodríguez-Aguilar, Román & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2014, "A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter," MPRA Paper, University Library of Munich, Germany, number 59046, Oct.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2014, "Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America," MPRA Paper, University Library of Munich, Germany, number 59119, Oct.
• Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014, "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper, University Library of Munich, Germany, number 59587, May.
• Alonso-Ortiz, Jorge & Colla, Esteban & Da-Rocha, Jose-Maria, 2014, "Bounding the productivity default shock : Evidence from the The European Sovereign Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 59617, Apr.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper, University Library of Munich, Germany, number 59760, Nov.
• Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2014, "The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study," MPRA Paper, University Library of Munich, Germany, number 60148.
• Adnan, Noureen & Shahzad, Syed Jawad Hussain, 2014, "The European Financial System in Limelight," MPRA Paper, University Library of Munich, Germany, number 60152, Nov.
• Mensah, Jones Odei & Premaratne, Gamini, 2014, "Exploring Diversification Benefits in Asia-Pacific Equity Markets," MPRA Paper, University Library of Munich, Germany, number 60180, Oct.
• Valli, Mohammed & Masih, Mansur, 2014, "Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 60246, Aug.
• Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014, "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper, University Library of Munich, Germany, number 60398, Dec.
• Lechman, Ewa & Marszk, Adam, 2014, "ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States," MPRA Paper, University Library of Munich, Germany, number 60654.
• Bonga-Bonga, Lumengo, 2014, "Assessing the readiness of BRICS grouping for mutually beneficial financial integration," MPRA Paper, University Library of Munich, Germany, number 60701, Dec.
• Matei, Florin, 2014, "An empirical examination of stock market integration in EMU," MPRA Paper, University Library of Munich, Germany, number 60717, Dec.
• Sinchugova, Regina, 2014, "Акции С Наибольшей Доходностью
  [Stocks with highest yield]," MPRA Paper, University Library of Munich, Germany, number 60902.
• Mellado, Cristhian & Escobari, Diego, 2014, "Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market," MPRA Paper, University Library of Munich, Germany, number 60958, Dec.
• Etoundi Atenga, Eric Martial, 2014, "Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market," MPRA Paper, University Library of Munich, Germany, number 61017, May.
• Ezzat, Hassan & Kirkulak, Berna, 2014, "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper, University Library of Munich, Germany, number 61160, Feb.
• Fuinhas, José Alberto & Marques, António Cardoso & Nogueira, David Coito, 2014, "Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
  [Integration of the indexes SP500, FTSE100, PSI20, HSI and IBOVESPA: A VAR approach]," MPRA Paper, University Library of Munich, Germany, number 62092, Oct, revised 10 Feb 2015.
• M. Sani, Nur Fatin Najwa & Ismail, Fathiyah & W. Mahmood, Wan Mansor, 2014, "Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries," MPRA Paper, University Library of Munich, Germany, number 62188, Sep.
• Inderst, Georg & Stewart, Fiona, 2014, "Institutional Investment in Infrastructure in Emerging Markets and Developing Economies," MPRA Paper, University Library of Munich, Germany, number 62522, Mar.
• Širůček, Martin & Šoba, Oldřich & Němeček, Jaroslav, 2014, "Validita modelu CAPM na akciovém trhu USA
  [CAPM validity on the US stock market]," MPRA Paper, University Library of Munich, Germany, number 62820, revised 2014.
• Škatuĺárová, Ivana & Šoba, Oldřich & Širůček, Martin, 2014, "Využití metody value averaging při investicích na světových akciových trzích
  [Application the Value Averaging method on the global stock markets]," MPRA Paper, University Library of Munich, Germany, number 62821, revised 0204.
• Bebel, Arkadiusz, 2014, "Low Versus High Leverage (LVH)," MPRA Paper, University Library of Munich, Germany, number 62889, Nov, revised 08 Nov 2014.
• Liu, Tao, 2014, "The onshore-offshore interaction of RMB market: a high-frequency analysis," MPRA Paper, University Library of Munich, Germany, number 63905, Apr.
• Hryckiewicz, Aneta & Kozlowski, Lukasz, 2014, "Banking business models and the nature of financial crises," MPRA Paper, University Library of Munich, Germany, number 64072, Dec, revised 09 Mar 2015.
• Hryckiewicz, Aneta, 2014, "The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?," MPRA Paper, University Library of Munich, Germany, number 64074, Jun.
• Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014, "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 64078, Oct.
• Akturk, Halit, 2014, "Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change," MPRA Paper, University Library of Munich, Germany, number 64465, Jul.
• Brahmana, Rayenda Khresna & Setiawan, Doddy & Hooy, Chee Wooi, 2014, "Diversification strategy, Ownership Structure, and Firm Value: a study of public‐listed firms in Indonesia," MPRA Paper, University Library of Munich, Germany, number 64607, Sep.
• Degiannakis, Stavros & Floros, Christos, 2014, "Intra-Day Realized Volatility for European and USA Stock Indices," MPRA Paper, University Library of Munich, Germany, number 64940, Apr, revised Jan 2015.
• Condorelli, Stefano, 2014, "The 1719-20 stock euphoria: a pan-European perspective," MPRA Paper, University Library of Munich, Germany, number 68652, Jul, revised Dec 2015.
• Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014, "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper, University Library of Munich, Germany, number 73400, Mar, revised Mar 2016.
• Shijaku, Gerti, 2014, "Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach," MPRA Paper, University Library of Munich, Germany, number 79139.
• Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper, University Library of Munich, Germany, number 80431.
• Lupu, Dan & Asandului, Mircea, 2014, "Considerations on the relantionship between exchange rates and stock markets in Eastern Europe in time of crisis," MPRA Paper, University Library of Munich, Germany, number 95507, Sep.
• Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014, "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper, University Library of Munich, Germany, number 96296.
• Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
• Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014, "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers, University of Pretoria, Department of Economics, number 201448, Sep.
• Goodness C. Aye, 2014, "Does Oil Price Uncertainty Matter for Stock Returns in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201484, Dec.
• Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali, 2014, "Financial Development and Innovation Activity: Evidence from Selected East Asian Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 2, pages 162-180, DOI: 10.18267/j.pep.478.
• Jan Hanousek & Jan Novotný, 2014, "Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě
  [Price Jumps during Financial Crisis: From Intuition to Financial Regulation]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 32-48, DOI: 10.18267/j.polek.936.
• Eduard Baumöhl, 2014, "Determinanty integrácie akciových trhov krajín V4
  [Determinants of CEE-4 Stock Market Integration]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 3, pages 347-365, DOI: 10.18267/j.polek.955.
• Hossein Askari & Noureddine Krichene, 2014, "Islamic finance: an alternative financial system for stability, equity, and growth," PSL Quarterly Review, Economia civile, volume 67, issue 268, pages 9-54.
• Daniel Carvalho, 2014, "Financial Integration and the Great Leveraging," Working Papers, Banco de Portugal, Economics and Research Department, number w201407.
• Daniel Carvalho, 2014, "Capital Inflows and euro area long-term interest rates," Working Papers, Banco de Portugal, Economics and Research Department, number w201410.
• Oleg Groshev, 2014, "Time varying vine copulas for multivariate returns (in Russian)," Quantile, Quantile, issue 12, pages 53-67, February.
• Wenxin Du & Jesse Schreger, 2014, "Local Currency Sovereign Risk," Working Paper, Harvard University OpenScholar, number 102321, Jan.
• Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014, "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper, Harvard University OpenScholar, number 220976, Dec.
• Benjamin Hébert & Jesse Schreger, 2014, "The Costs of Sovereign Default: Evidence from Argentina," Working Paper, Harvard University OpenScholar, number 223701, Dec.
• Benjamin Hebert & Jesse Schreger, 2014, "The Costs of Sovereign Default: Evidence from Argentina," Working Paper, Harvard University OpenScholar, number 223706, Dec.
• Emmanuel Farhi & Xavier Gabaix, , "Rare Disasters and Exchange Rates," Working Paper, Harvard University OpenScholar, number 71001.
• Hugues Pirotte & Nils S. Tuchschmid, 2014, "Alpha or not Alpha: The Case of the Hedge Fund Industry," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 4-16, March-Apr.
• Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar, 2014, "Islamic Equity Indices: Insight and Comparison with Conventional Counterparts," Bankers, Markets & Investors, ESKA Publishing, issue 130, pages 69-80, May-June.
• Chekib Ezzili & Patrice Poncet, 2014, "What Maximum Fees Should Investors Pay to Active Fund Managers?," Bankers, Markets & Investors, ESKA Publishing, issue 131, pages 5-16, July-Augu.
• Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes, 2014, "In which Media are Analysts’ Recommendations most Followed?," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 34-46, November-.
• Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014, "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-16, Dec.
• Guillermo Ordonez & Daniel Neuhann & Harold Cole, 2014, "Debt Crises: For Whom the Bell Tolls," 2014 Meeting Papers, Society for Economic Dynamics, number 1245.
• Weithing Zhang & Thomas Mertens & Tarek Hassan, 2014, "Currency Manipulation," 2014 Meeting Papers, Society for Economic Dynamics, number 401.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," 2014 Meeting Papers, Society for Economic Dynamics, number 74.
• Horacio Sapriza & Emircan Yurdagul & Juan Sanchez, 2014, "Sovereign default and the choice of maturity," 2014 Meeting Papers, Society for Economic Dynamics, number 799.
• S. Anoop Kumar & Bandi Kamaiah, 2014, "Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 27-44, June.
• Bilal Mehmood & Anam Shafique & Rabia Rafaqat, 2014, "Is Solow’s Paradox Absent in World Leading Capital Markets? Econometric Evidence," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 45-62, June.
• S. Anoop Kumar & B. Kamaiah, 2014, "On Chaotic Nature of the Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 53, pages 25-40, September.
• Serda Selin Ozturk & Kursad Ciftci, 2014, "A Sentiment Analysis of Twitter Content as a Predictor of Exchange Rate Movements," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 6, issue 2, pages 132-140, December.
• Samih Antoine Azar, 2014, "Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound," Applied Economics and Finance, Redfame publishing, volume 1, issue 1, pages 55-64, May.
• Chikashi Tsuji, 2014, "Japanese Stock Markets and the US Stock Price Index Ratios," Applied Economics and Finance, Redfame publishing, volume 1, issue 2, pages 37-47, November.
• Hyung-Suk Choi, 2014, "Long-run equilibrium relationships in the international stock market factor systems," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 32, issue 1, pages 101-119.
• Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014, "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series, Rimini Centre for Economic Analysis, number 02_14, Feb.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," ADBI Working Papers, Asian Development Bank Institute, number 460, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility: Experience of the Republic of Korea," ADBI Working Papers, Asian Development Bank Institute, number 479, May.
• Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2014, "Explaining Foreign Holdings of Asia’s Debt Securities," Working Papers on Regional Economic Integration, Asian Development Bank, number 124, Jan.
• Ruslan Durdyev & Anatoly Peresetsky, 2014, "Autocorrelation in the global stochastic trend," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 35, issue 3, pages 39-58.
• Jiyoun An & Sung-o Na, 2014, "The Determinants of Future Bank Stock Returns in Eight Asian Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 3, pages 253-276, DOI: 10.11644/KIEP.JEAI.2014.18.3.282.
• Daehwan Kim & Chi-Young Song, 2014, "Country Fundamentals and Currency Excess Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 111-142, DOI: 10.11644/KIEP.JEAI.2014.18.2.277.
• Raisul Islam, 2014, "A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 187-212, DOI: 10.11644/KIEP.JEAI.2014.18.2.280.
• Young Wook Han, 2014, "Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian Crisis vs. the Global Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 1, pages 3-27, DOI: 10.11644/KIEP.JEAI.2014.18.1.273.
• Edoardo Reviglio & Franco Bassanini, 2014, "National States Sovereignty, Democracy and Global Financial Markets: The European Issue - Sovranità nazionale, democrazia e finanza globale: la questione europea," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 79-109.
• Sakiru Adebola Solarin & Jauhari Dahalan, 2014, "Financial Development and Economic Growth in Selected African Countries: Any Role for Stock Markets? - Sviluppo finanziario e crescita economica in una selezione di paesi africani: quale ruolo per i m," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 151-179.
• Peter Hwang & Romora Edward Sitorus, 2014, "A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 496-519.
• Peter Hwang & Romora Edward Sitorus, 2014, "A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 496-519.
• Roland Füss & Urich Hommel & Jan-Carl Plagge, 2014, "Valuation effects of termination of cross-listings," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 1, pages 177-193.
• Suzana Baresa & Sinisa Bogdan & Zoran Ivanovic, 2014, "Interdependence Of International Capital Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 1, pages 25-39.
• Dinica, Mihai Cristian & Armeanu, Daniel, 2014, "The Optimal Hedging Ratio for Non-Ferrous Metals," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 105-122, March.
• Anghelache, Gabriela Victoria & Kralik, Lorand Istvan & Acatrinei, Marius & Pete, Stefan, 2014, "Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 35-52, June.
• Zaman, Gheorghe & Georgescu, George, 2014, "Romania’s external debt threats," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141215, Dec.
• Doina Draniceanu, 2014, "Sovereign wealth funds – public investment vehicles, foreign policy element. Comparative evolution in the international context," Romanian Statistical Review, Romanian Statistical Review, volume 62, issue 3, pages 77-88, September.
• M. Fr Mmel & M. Luetje, 2014, "Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/873, Feb.
• G. Everaert & L. Pozzi, 2014, "The dynamics of European financial market integration," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/877, Mar.
• M. Fr Mmel & F Van Gysegem, 2014, "Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/878, Mar.
• Zbigniew Korzeb, 2014, "Influence Of The Economic And Financial Condition Of Strategic Shareholders Upon The Market Value Of Commercial Banks In The Polish Banking Sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 2, pages 38-43, August.
• Leszek Dziawgo, 2014, "POLITICAL RISK ON THE FINANCIAL MARKET The problem of adequate scientific assessment of business operations - the naivety of economists," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 9, issue 4, pages 39-47, April.
• Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray, 2014, "Explaining the bid-ask spread in the foreign exchange market: A test of alternate models," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 573-591, November, DOI: 10.1177/0312896213499028.
• Seth Armitage & Janusz BrzeszczyÅ„ski & Anna Serdyuk, 2014, "Liquidity Measures and Cost of Trading in an Illiquid Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 155-196, August, DOI: 10.1177/0972652714541340.
• Saumya Ranjan Dash & Jitendra Mahakud, 2014, "Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 217-251, December, DOI: 10.1177/0972652714550927.
• Slah Bahloul & Fathi Abid, 2014, "Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 253-278, December, DOI: 10.1177/0972652714552042.
• Elie Bouri & Georges Azzi, 2014, "On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 279-304, December, DOI: 10.1177/0972652714552041.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2014, "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, , volume 35, issue 1, pages 35-56, January, DOI: 10.5547/01956574.35.1.3.
• David M. Gould & Congyan Tan & Amir S. Sadeghi Emamgholi, 2014, "Attracting Foreign Direct Investment," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 15, issue 2, pages 133-174, September, DOI: 10.1177/1391561414548939.
• Багдасарян А. М., 2014, "Проблемы развития интеграционных процессов на рынке ценных бумаг в странах СНГ. Problems of development of integration processes in the securities market in the CIS countries," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 5-13.
• Теплова Т. В. & Микова Е. С., 2014, "Размер компании-эмитента, торговая активность и ликвидность акций как детерминанты моментум-стратегии портфельного инвестирования. Часть 1 . Company size, trading activity and liquidity as a determinants of cross-sectional momentum trading strategy o," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 14-23.
• Теплова Т. В. & Микова Е. С., 2014, "Размер компании-эмитента, торговая активность и ликвидность акций как детерминанты моментум-стратегии портфельного инвестирования. Часть 2 . Company size, trading activity and liquidity as a determinants of cross-sectional momentum trading strategy o," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 3, pages 5-21.
• Vincent Choon-Seng Lim & Nurulhuda Mohd. Hussain, 2014, "Stock Market Performance: Foretelling and Crisis Signalling?," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp01, Mar.
• 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.
• 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.
• Jimmy Melo, 2014, "Expectativas cambiarias, selección adversa y liquidez," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 27-62, May.
• Amira Akl Ahmed, 2014, "Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 91-126, May.
• 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. Sanchez & 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.