Research classified by Journal of Economic Literature (JEL) codes

2014

• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 24162, May.
• Hill, Brian & Michalski, Tomasz, 2014, "Risk versus Ambiguity and International Security Design," HEC Research Papers Series, HEC Paris, number 1032, Feb.
• Valta, Philip & Frésard , Laurent, 2014, "How Does Corporate Investment Respond to Increased Entry Threat?," HEC Research Papers Series, HEC Paris, number 1046, Dec.
• Giuliodori, Massimo & Beetsma, Roel & de Jong, Frank & Widijanto, Daniel, 2014, "The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market," Working Paper Series, European Central Bank, number 1629, Jan.
• Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell, 2014, "Central clearing and collateral demand," Working Paper Series, European Central Bank, number 1638, Feb.
• Lo Duca, Marco & Nicoletti, Giulio & Vidal Martinez, Ariadna, 2014, "Global corporate bond issuance: what role for US quantitative easing?," Working Paper Series, European Central Bank, number 1649, Mar.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series, European Central Bank, number 1654, Mar.
• Stracca, Livio & Lo Duca, Marco, 2014, "The effect of G20 summits on global financial markets," Working Paper Series, European Central Bank, number 1668, Apr.
• Schneider, Daniel & Van Robays, Ine & Fratzscher, Marcel, 2014, "Oil prices, exchange rates and asset prices," Working Paper Series, European Central Bank, number 1689, Jul.
• Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series, European Central Bank, number 1710, Aug.
• Vašíček, Bořek & Calice, Giovanni & Miao, RongHui & Štěrba, Filip, 2014, "Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps," Working Paper Series, European Central Bank, number 1717, Aug.
• Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014, "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series, European Central Bank, number 1741, Nov.
• De Santis, Roberto A. & Stein, Michael, 2014, "Financial indicators signalling correlation changes in sovereign bond markets," Working Paper Series, European Central Bank, number 1746, Dec.
• Jobst, Clemens & Ugolini, Stefano, 2014, "The coevolution of money markets and monetary policy, 1815-2008," Working Paper Series, European Central Bank, number 1756, Dec.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 91-113, Julio - D, DOI: 10.17533/udea.le.n81a4.
• Mohamadou L. Fadi & Yongsheng Wang, 2014, "Common Stochastic Volatility in International Real Estate Market," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 131-139.
• Cristina Peicuti, 2014, "The Great Depression and the Great Recession: A Comparative Analysis of their Analogies," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 11, issue 1, pages 55-78, June.
• Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed, 2014, "The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 1, pages 31-66, Jan-June.
• Kühnhausen, Fabian & Stieber, Harald W., 2014, "Determinants of Capital Structure in Non-Financial Companies," Discussion Papers in Economics, University of Munich, Department of Economics, number 21167, Jun.
• 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 Papers in Economics, University of Munich, Department of Economics, number 24444, Aug.
• Ikhlaas Gurrib, 2014, "Defragmenting the effect of major news announcements on financial markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 2, pages 1-14, April.
• Mustafa METE & Filiz Sanal Çevik & M. Vahit Eren, 2014, "Reasons of 2008 Global Economic Crisis, Measures Taken and Recommendations for Turkey," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 3, pages 57-64, June.
• Amir Behnam Izadyar & Feroza Ragnath, 2014, "A New Perspective of Benevolent Loan, QARD Al-Hassan, Using Upfront Payment ‘Mesbah Point’," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 3, pages 65-78, June.
• Komain Jiranyakul, 2014, "Does oil price uncertainty transmit to the Thai stock market?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 6, pages 16-25, December.
• Costas Karfakis & Theodore Panagiotidis, 2014, "The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2014_01, Sep, revised Sep 2014.
• Zuzana Kucerova & Jitka Pomenkova, 2014, "Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2014-45, Jun.
• Hasan Comert & Mehmet Selman Colak, 2014, "Can Financial Stability be Maintained in Developing Countries after the Global Crisis: The Role of External Financial Shocks?," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1411, Sep, revised Jan 2015.
• Nikolaos Philippas, 2014, "Did Behavioral Mutual Funds Exploit Market Inefficiencies During or After the Financial Crisis?," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 1-2, pages 85-138, March - J.
• Sha Liu, 2014, "The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 215-248, September.
• Abdullah Iqbal & Ortenca Kume, 2014, "Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 249-280, September.
• Basma Majerbi & Houssem Rachdi, 2014, "Systemic Banking Crises, Financial Liberalization and Governance," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 281-336, September.
• Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014, "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 9, issue 1, pages 28-39, March.
• Caiazza, Stefano & Pozzolo, Alberto Franco, 2014, "The determinants of abandoned M&As in the banking sector," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp14074, Oct.
• Bertrand K Hassani & Xin Zhao, 2014, "Reconsidering Corporate Ratings," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14077, Oct, DOI: 10.1111/ecno.12036.
• Richard Fabling & Arthur Grimes, 2014, "Over the Hedge: Do Exporters Practice Selective Hedging?," Motu Working Papers, Motu Economic and Public Policy Research, number 14_01, Jan.
• Lloyd Blenman & Nischala Reddy, 2014, "Leveraged Buyout Activity: A Tale of Developed and Developing Economies," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 157-184, December.
• Alfonso Del Giudice & Nicoletta Marinelli & Stefania Vitali, 2014, "Sovereign Wealth Funds and Target Firms: Does 'Networking' Matter?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 185-206, December.
• Ercan Özen & Özdemir Letife & Simon Grima & Frank Bezzina, 2014, "Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 207-220, December.
• Katarzyna Bień-Barkowska, 2014, "“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 3, pages 197-224.
• Gonzalo Camba-Méndez & Dobromił Serwa, 2014, "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers, Narodowy Bank Polski, number 185.
• Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa, 2014, "Pricing sovereign credit risk of an emerging market," NBP Working Papers, Narodowy Bank Polski, number 189.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2014, "Political Risk Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 19786, Jan.
• Bryan Kelly & Lubos Pastor & Pietro Veronesi, 2014, "The Price of Political Uncertainty: Theory and Evidence from the Option Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 19812, Jan.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19854, Jan.
• Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014, "Central Clearing and Collateral Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 19890, Feb.
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19917, Feb.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2014, "Do ETFs Increase Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20071, Apr.
• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers, National Bureau of Economic Research, Inc, number 20089, May.
• Kris James Mitchener & Kirsten Wandschneider, 2014, "Capital Controls and Recovery from the Financial Crisis of the 1930s," NBER Working Papers, National Bureau of Economic Research, Inc, number 20220, Jun.
• Tarek A. Hassan & Rui C. Mano, 2014, "Forward and Spot Exchange Rates in a Multi-currency World," NBER Working Papers, National Bureau of Economic Research, Inc, number 20294, Jul.
• Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2014, "Capital Market Financing, Firm Growth, Firm Size Distribution," NBER Working Papers, National Bureau of Economic Research, Inc, number 20336, Jul.
• Peter Benczur & Cosmin L. Ilut, 2014, "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 20391, Aug.
• Kent Daniel & Robert J. Hodrick & Zhongjin Lu, 2014, "The Carry Trade: Risks and Drawdowns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20433, Aug.
• Michael B. Devereux & Changhua Yu, 2014, "International Financial Integration and Crisis Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 20526, Sep.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
• Laura Alfaro & Anusha Chari & Fabio Kanczuk, 2014, "The Real Effects of Capital Controls: Firm-Level Evidence from a Policy Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 20726, Dec.
• Markus K. Brunnermeier & Yuliy Sannikov, 2014, "International Credit Flows and Pecuniary Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 20803, Dec.
• Fedorova, E. & Afanasev, D., 2014, "Comprehensive Crisis Indicator for Russia," Journal of the New Economic Association, New Economic Association, volume 23, issue 3, pages 38-59.
• Michael Bleaney & Zhiyong Li, 2014, "Decomposing the bid-ask spread in multi-dealer markets," Discussion Papers, University of Nottingham, School of Economics, number 14/03, Mar.
• Spiros Bougheas & Rod Falvey, 2014, "The Impact of Financial Constraints and Wealth Inequality on International Trade Flows, Capital Movements and Entrepreneurial Migration," Discussion Papers, University of Nottingham, GEP, number 2014-04.
• Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014, "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, volume 9, issue 1-2, pages 1-196, December, DOI: 10.1561/0500000040.
• Dimiter Nenkov, 2014, "The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 5-16, December.
• Adrian Blundell-Wignall & Caroline Roulet, 2015, "Infrastructure versus other investments in the global economy and stagnation hypotheses: What do company data tell us?," OECD Journal: Financial Market Trends, OECD Publishing, volume 2014, issue 2, pages 7-45, DOI: 10.1787/fmt-2014-5js4sbd025d6.
• Łukasz Rawdanowicz & Romain Bouis & Jérôme Brezillon & Ane Kathrine Christensen & Kei-Ichiro Inaba, 2014, "Spillover Effects from Exiting Highly Expansionary Monetary Policies," OECD Economics Department Working Papers, OECD Publishing, number 1116, May, DOI: 10.1787/5jz417mb6dzp-en.
• Eduardo Olaberría, 2014, "US Long Term Interest Rates and Capital Flows to Emerging Economies," OECD Economics Department Working Papers, OECD Publishing, number 1155, Jul, DOI: 10.1787/5jz0wh67l733-en.
• Romain Bouis & Kei-Ichiro Inaba & Łukasz Rawdanowicz & Ane Kathrine Christensen, 2014, "Factors behind the Decline in Real Long-Term Government Bond Yields," OECD Economics Department Working Papers, OECD Publishing, number 1167, Oct, DOI: 10.1787/5jxvgg7q1322-en.
• Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala, 2014, "Trade Credit and Cross-country Predictable Firm Returns," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 14-04, Nov.
• Sechel Ioana-Cristina & Ciobanu Gheorghe, 2014, "Characteristics Of The Emerging Market Economies - Brics, From The Perspective Of Stock Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 40-49, July.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
• Raphael A. Auer, 2014, "What drives TARGET2 balances? Evidence from a panel analysis
  [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 77, pages 139-197.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2014, "Systemic risk, sovereign yields and bank exposures in the euro crisis
  [Real effects of the sovereign debt crises in Europe: evidence from syndicated loans]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 78, pages 203-251.
• Manuel A. Hernandez & Raul Ibarra & Danilo R. Trupkin, 2014, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 41, issue 2, pages 301-325.
• Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014, "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 645-678.
• Tim A. Kroencke & Felix Schindler & Andreas Schrimpf, 2014, "International Diversification Benefits with Foreign Exchange Investment Styles," Review of Finance, European Finance Association, volume 18, issue 5, pages 1847-1883.
• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2626-2660.
• Condrea Andrei & Mouries Alexandre, 2014, "The Financial Analysis of Citizens Financial Group, Inc.TM," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 462-466, May.
• Rick Van der Ploeg & Ton van den Bremer, 2013, "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 129, Dec.
• Tamy Suzuki & Alida Valdivia, 2014, "Impacto del límite de inversión al exterior en la eficiencia financiera de las carteras administradas por las AFP peruanas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 11, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Maurice Obstfeld, 2014, "Never Say Never: Commentary on a Policymaker’s Reflections," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 62, issue 4, pages 656-693, November.
• Geert Bekaert & Campbell R Harvey & Christian T Lundblad & Stephan Siegel, 2014, "Political risk spreads," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 45, issue 4, pages 471-493, May.
• Emanuel Bagna & Giuseppe Di Martino & Davide Rossi, 2014, "An anatomy of the Level 3 fair-value hierarchy discount," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 065, Jan.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2014, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, November.
• Michaela M. Kiermeier, 2014, "Essay on Wavelet analysis and the European term structure of interest rates," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 18-26, January.
• Nargiza Alimukhamedova, 2014, "Contribution of microfinance to economic growth: Transmission channel and the ways to test it," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 27-43, January.
• Joanna Krzes-Dobieszewska, 2014, "Managing Public – Private Partnership Market In The Times Of Economic Crisis," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 2, pages 63-74, June, DOI: 10.12775/OeC.2014.014.
• Konrad Sobanski, 2014, "Valuation effect as a determinant of the international investment position in Central and Eastern European Economies," Working Papers, Institute of Economic Research, number 45/2014, Dec, revised Dec 2014.
• Kiss, Gábor Dávid & Schuszter, Tamás, 2014, "What are the Differences Between the Currencies of Foreign Exchange Loans?," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 2, pages 187-206.
• Saadaoui, Amir & Boujelbene, Younes, 2014, "Liquidity and Credit Risk in the Emerging Financial Markets," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 2, pages 207-219.
• Abdul Qayyum & Muhammad Arshad Khan, 2014, "Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:103.
• Ezzat, Hassan, 2014, "Impact of Political Instability on Cointegration: Evidence from MENA Region Stock Markets during Pre and Post Egyptian Revolution Period," MPRA Paper, University Library of Munich, Germany, number 110566, Jul.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2014, "Global Style Portfolios Based on Country Indices," MPRA Paper, University Library of Munich, Germany, number 53094, Jan.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper, University Library of Munich, Germany, number 53373, Feb.
• El Ghini, Ahmed & Saidi, Youssef, 2014, "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 53439, Jan.
• Shachmurove, Yochanan & Vulanovic, Milos, 2014, "SPACs with focus on China," MPRA Paper, University Library of Munich, Germany, number 53550, Feb.
• Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi, 2014, "Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence," MPRA Paper, University Library of Munich, Germany, number 53585, Feb.
• Vardhan, Harsh & Sinha, Pankaj, 2014, "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper, University Library of Munich, Germany, number 53611, Jan.
• Syed Abul, Basher, 2014, "Stock markets and energy prices," MPRA Paper, University Library of Munich, Germany, number 53863, Feb.
• Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014, "Dynamic Spillover Effects in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 53876, Feb.
• Tomić, Bojan & Sesar, Andrijana & Džaja, Tomislav, 2014, "Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa
  [Comparative analysis of european capital market and Dow Jones Industrial Average Index]," MPRA Paper, University Library of Munich, Germany, number 55555, Jun.
• Sever, Can, 2014, "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper, University Library of Munich, Germany, number 55602, Apr.
• Jin, Hui & Cao, Yanka, 2014, "Panel Data Analysis of Performance of QDII Equity Funds in China," MPRA Paper, University Library of Munich, Germany, number 55855, May.
• Kodongo, Odongo & Ojah, Kalu, 2014, "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper, University Library of Munich, Germany, number 56100, May.
• Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu, 2014, "Capital Asset Pricing Model and Stochastic Volatility: A Case study of India," MPRA Paper, University Library of Munich, Germany, number 56180.
• Elasrag, Hussein, 2014, "Corporate governance in Islamic financial institutions," MPRA Paper, University Library of Munich, Germany, number 56221, May.
• Collins, Sean & Gallagher, Emily, 2014, "Assessing Credit Risk in Money Market Fund Portfolios," MPRA Paper, University Library of Munich, Germany, number 56256, May.
• Elasrag, Hussein, 2014, "Corporate governance in Islamic financial institutions," MPRA Paper, University Library of Munich, Germany, number 56326, May.
• Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2014, "The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity," MPRA Paper, University Library of Munich, Germany, number 56485, Apr.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 56527, Jun.
• Syed Abul, Basher & Salem, Nechi & Hui, Zhu, 2014, "Dependence patterns across Gulf Arab stock markets: a copula approach," MPRA Paper, University Library of Munich, Germany, number 56566, Jun.
• Hryckiewicz, Aneta, 2014, "The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?," MPRA Paper, University Library of Munich, Germany, number 56730, Jun.
• Elasrag, Hussein, 2014, "Corporate governance in Islamic Finance: Basic concepts and issues," MPRA Paper, University Library of Munich, Germany, number 56872, May.
• Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014, "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper, University Library of Munich, Germany, number 56977, Jun.
• Saiti, Buerhan & Masih, Mansur, 2014, "The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?," MPRA Paper, University Library of Munich, Germany, number 56992, Jun.
• Chunxiu, Ma & Masih, Mansur, 2014, "Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application," MPRA Paper, University Library of Munich, Germany, number 57004, Jun.
• Kabir, Sarkar Humayun & Masih, Mansur, 2014, "Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 57007, Jun.
• Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014, "Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis," MPRA Paper, University Library of Munich, Germany, number 57064, Jun.
• Jiranyakul, Komain, 2014, "Oil price volatility and real effective exchange rate: the case of Thailand," MPRA Paper, University Library of Munich, Germany, number 57196, Jul.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57262, Jun.
• Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah, 2014, "العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
  [Factors affecting the price of the stock market in the Amman Stock Exchange during the period 1984-2011]," MPRA Paper, University Library of Munich, Germany, number 57274, Feb.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57350, Jun.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57395, Jun.
• Chang, Chia-Lin & Ke, Yu-Pei, 2014, "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 57625, Jul.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage versus volatility: Evidence from the Capital Structure of European Firms," MPRA Paper, University Library of Munich, Germany, number 57682, Jun.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper, University Library of Munich, Germany, number 57685, Jun.
• Ilhan, Bilal & Masih, Mansur, 2014, "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 57688, Jul.
• Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014, "Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula," MPRA Paper, University Library of Munich, Germany, number 57706, Aug.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, return, volatility and contagion: Evidence from the portfolio framework," MPRA Paper, University Library of Munich, Germany, number 57726, Jul.
• Peicuti, Cristina, 2014, "The Great Depression and the Great Recession: A Comparative Analysis of their Analogies," MPRA Paper, University Library of Munich, Germany, number 57883, Jun.
• Bouoiyour, Jamal & Selmi, Refk, 2014, "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper, University Library of Munich, Germany, number 57907, Aug.
• Iordan-Constantinescu, Nicolae, 2014, "Euro and the three Cs - competition, competitiveness, convergence," MPRA Paper, University Library of Munich, Germany, number 57980, Aug.
• 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.