Research classified by Journal of Economic Literature (JEL) codes

2014

• Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014, "Hedge Fund Innovation," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-13.
• Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2014, "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers, Center for Research in Economics and Statistics, number 2014-10, Mar.
• Tatsuyoshi Okimoto, 2014, "Asymmetric Increasing Trends in Dependence in International Equity Markets," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1405.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2014, "Dividend Predictability Around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 5-6, pages 1255-1277, December.
• Antonis Michis, 2014, "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers, Central Bank of Cyprus, number 2014-2, Jun.
• Fermanian, Jean-David (ed.), 2014, "Couverture du risque de volatilité et de corrélation dans un portefeuille," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14035.
• Lautier, Delphine & Villeneuve, Bertrand (ed.), 2014, "Financiarisation des marchés de matières premières," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14615.
• Avouyi-Dovi, Sanvi (ed.), 2014, "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1352.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1399.
• Franziska Bremus & Marcel Fratzscher, 2014, "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1411.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Bond Yield Spreads in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1413.
• Mondher Cherif & Christian Dreger, 2014, "Institutional Determinants of Financial Development in MENA Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1422.
• Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014, "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-13.
• Selim Mankaï & Khaled Guesmi, 2014, "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-35.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with ‘Volatility Surprise’," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-46.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Finance Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea," Finance Working Papers, East Asian Bureau of Economic Research, number 24162, May.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Governance Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23971, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 24162, May.
• Hill, Brian & Michalski, Tomasz, 2014, "Risk versus Ambiguity and International Security Design," HEC Research Papers Series, HEC Paris, number 1032, Feb.
• Valta, Philip & Frésard , Laurent, 2014, "How Does Corporate Investment Respond to Increased Entry Threat?," HEC Research Papers Series, HEC Paris, number 1046, Dec.

2013

• Charlotte Christiansen, 2013, "Classifying Returns as Extreme: European Stock and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-37, Nov.
• Tiago C. Berriel & Saroj Bhattarai, 2013, "Hedging against the Government: A Solution to the Home Asset Bias Puzzle," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 1, pages 102-134, January.
• Juan J. Cruces & Christoph Trebesch, 2013, "Sovereign Defaults: The Price of Haircuts," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 3, pages 85-117, July, DOI: 10.1257/mac.5.3.85.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, volume 51, issue 1, pages 63-115, March, DOI: 10.1257/jel.51.1.63.
• Cindy Moons, 2013, "Losses from Membership in EMU: An Estimated Two-Country DSGE Model," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 59, issue 1, pages 27-61, DOI: 10.3790/aeq.59.1.27.
• Cândida Ferreira, 2013, "Banking Efficiency and European Financial Integration," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 59, issue 2, pages 99-124, DOI: 10.3790/aeq.59.2.99.
• Asongu Simplice, 2013, "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 13/035, Sep.
• Joëts, Marc, 2013, "Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 148918, Apr, DOI: 10.22004/ag.econ.148918.
• Alimukhamedova, Nargiza, 2013, "Contribution of microfinance to economic growth: Transmission channel and the ways to test it," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 9, issue 4, pages 1-17, DOI: 10.22004/ag.econ.245719.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1301, Jan, revised Jan 2013.
• Gilles de Truchis & Benjamin Keddad, 2013, "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1346, Sep, revised Sep 2013.
• Silviu Eduard Dinca, 2013, "Unwinding RON carry-trade or RON speculative attack?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 193-205, December.
• Sorin Claudiu Radu, 2013, "Initial Public Offering – Finance Source of Stock Exchanges," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 206-213, December.
• Corina Maria Ene & Carmen Marilena Uzlau & Iulian Panait, 2013, "Stylized Facts Of The Daily, Weekly And Monthly Returns On Bucharest Stock Exchange During 2007-2012," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 15, pages 1-15.
• Simon MOORHEAD & Robert BROOKS, 2013, "The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 280-301, June.
• Mohan NANDHA & Robert BROOKS & Robert FAFF, 2013, "Oil, Oil Volatility and Airline Stocks: A Global Analysis," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 2, pages 302-318, June.
• Mary FLETCHER, 2013, "Liquidity, Sentiment and Segmentation: A Survey of Closed-End Fund Literature," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 4, pages 510-536, December.
• Randall Morck & Bernard Yeung & Wayne Yu, 2013, "R 2 and the Economy," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 143-166, November.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Gold, Oil, and Stocks," Papers, arXiv.org, number 1308.0210, Aug, revised Mar 2014.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?," Papers, arXiv.org, number 1308.1221, Aug, revised Jul 2014.
• Bernhard O. Ishioro, 2013, "Stock Market Development And Economic Growth: Evidence From Zimbabwe," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 343-360, december.
• Jelena Vidovic, 2013, "Investigation Of Stock Illiquidity On Central And South East European Markets In Naã Ve Portfolio Framework," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 2, pages 537-550, december.
• A Vadivel & M Ramachandran, 2013, "Does Exchange Rate Intervention Trigger Volatility," IEG Working Papers, Institute of Economic Growth, number 328.
• Fuchs , Andreas & Gehring , Kai, 2013, "The Home Bias in Sovereign Ratings," Working Papers, University of Heidelberg, Department of Economics, number 0552, Dec.
• Wasseem Mina, 2013, "Beyond FDI: The Influence of Bilateral Investment Treaties on Debt," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1325, Dec.
• Andrea Paltrinieri, 2013, "Stock Exchanges mergers: the case for the United Arab Emirates," BANCARIA, Bancaria Editrice, volume 6, pages 94-102, June.
• Maria Abascal & Tatiana Alonso & Sergio Mayordomo, 2013, "Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions," Working Papers, BBVA Bank, Economic Research Department, number 1322, Jul.
• Javier Alonso & Tatiana Alonso & Santiago Fernandez de Lis & Cristina Rohde & David Tuesta, 2013, "Tendencias regulatorias financieras globales y retos para las Pensiones y Seguros," Working Papers, BBVA Bank, Economic Research Department, number 1323, Jun.
• Sara G.Castellanos & Jesus G. Garza-Garcia, 2013, "Competition and Efficiency in the Mexican Banking Sector," Working Papers, BBVA Bank, Economic Research Department, number 1329, Oct.
• Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013, "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers, Bank of Canada, number 13-25, DOI: 10.34989/swp-2013-25.
• Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap, 2013, "Which Parametric Model for Conditional Skewness?," Staff Working Papers, Bank of Canada, number 13-32, DOI: 10.34989/swp-2013-32.
• Kartik Anand & Prasanna Gai, 2013, "The Safety of Government Debt," Staff Working Papers, Bank of Canada, number 13-34, DOI: 10.34989/swp-2013-34.
• Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK, 2013, "The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 1, pages 103-136.
• Soner AKKOC & Nasif OZKAN, 2013, "An Empirical Investigation of the Uncertain Information Hypothesis: Evidence From Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 2, pages 101-119.
• Carmen Broto & Gabriel Perez-Quiros, 2013, "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers, Banco de España, number 1314, Oct.
• Alessio Ciarlone & Valeria Miceli, 2013, "The portfolio allocation strategies of sovereign wealth funds and the financial crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 156, Apr.
• Alfredo Bardozzetti & Davide Dottori, 2013, "Collective action clauses: how do they weigh on sovereigns?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 897, Jan.
• Ugo Albertazzi & Margherita Bottero, 2013, "The procyclicality of foreign bank lending: evidence from the global financial crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 926, Jul.
• Luis Fernando Melo & Hernán Rincón, 2013, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 71, pages 1-35, June, DOI: 10.1016/S0120-4483(13)70008-3.
• Gilbert Cette & de Jong, M., 2013, "Market-implied inflation and growth rates adversely affected by the Brent," Working papers, Banque de France, number 433.
• Delle Chiaie, S., 2013, "Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012," Bulletin de la Banque de France, Banque de France, issue 192, pages 111-116.
• Le Roux, J., 2013, "La détention par les non-résidents des actions des sociétés françaises du CAC 40 à fin 2012," Bulletin de la Banque de France, Banque de France, issue 193, pages 1-10.
• S. Delle Chiaie., 2013, "Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 29, pages 49-55, Spring.
• J. Le Roux., 2013, "Non-residents holdings of French CAC 40 shares at end-2012," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 31, pages 5-18, Autumn.
• Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2015, "Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects," Working Papers, Barcelona School of Economics, number 701, Sep.
• P Kuang & M Schroder & Q Wang, 2013, "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers, Department of Economics, University of Birmingham, number 13-09, Mar.
• Dagfinn Rime & Andreas Schrimpf, 2013, "The anatomy of the global FX market through the lens of the 2013 Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
• Morten Bech & Jhuvesh Sobrun, 2013, "FX market trends before, between and beyond Triennial Surveys," BIS Quarterly Review, Bank for International Settlements, December.
• Torsten Ehlers & Frank Packer, 2013, "FX and derivatives markets in emerging economies and the internationalisation of their currencies," BIS Quarterly Review, Bank for International Settlements, December.
• Jacob Gyntelberg & Christian Upper, 2013, "The OTC interest rate derivatives market in 2013," BIS Quarterly Review, Bank for International Settlements, December.
• Thomas O'Connor & Thomas Flavin, 2013, "The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization," International Review of Finance, International Review of Finance Ltd., volume 13, issue 3, pages 383-405, September.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013, "Exchange Rate Target Zones: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 2, pages 247-268, April, DOI: 10.1111/joes.2013.27.issue-2.
• Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013, "Why Do Emerging Economies Borrow Short Term?," Journal of the European Economic Association, European Economic Association, volume 11, issue , pages 67-100, January, DOI: j.1542-4774.2012.01094.x.
• Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2013, "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums," Journal of Finance, American Finance Association, volume 68, issue 5, pages 1805-1841, October.
• Tarek A. Hassan, 2013, "Country Size, Currency Unions, and International Asset Returns," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2269-2308, December, DOI: 10.1111/jofi.12081.
• Finn Marten Körner & Holger Zemanek, 2013, "On the Brink? Intra-euro Area Imbalances and the Sustainability of Foreign Debt," Review of International Economics, Wiley Blackwell, volume 21, issue 1, pages 18-34, February, DOI: 10.1111/roie.2013.21.issue-1.
• Virginie Coudert & Mathieu Gex, 2013, "The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil," Review of International Economics, Wiley Blackwell, volume 21, issue 3, pages 492-505, August.
• John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2013, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Review of International Economics, Wiley Blackwell, volume 21, issue 5, pages 1060-1075, November.
• Hyun-Hoon Lee & Hyeon-Seung Huh & Donghyun Park, 2013, "Financial Integration in East Asia: An Empirical Investigation," The World Economy, Wiley Blackwell, volume 36, issue 4, pages 396-418, April, DOI: 10.1111/twec.2013.36.issue-4.
• Gwion Williams & Rasha Alsakka & Owain ap Gwilym, 2013, "The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 13007, Oct.
• Michael R. King & Carol Osler & Dagfinn Rime, 2013, "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper, Norges Bank, number 2013/12, May.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
• Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013, "What do Chinese Macro Announcements Tell Us About the World Economy?," Boston College Working Papers in Economics, Boston College Department of Economics, number 834, Oct, revised 01 Jun 2015.
• Nicola Anderson & Joseph Noss, 2013, "Financial Stability Paper No 23: The Fractal Market Hypothesis and its implications for the stability of financial markets," Bank of England Financial Stability Papers, Bank of England, number 23, Aug.
• George Provopoulos, 2013, "The Greek Economy and Banking System: Recent Developments and the Way Forward," Special Conference Papers, Bank of Greece, number 14, Jul.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2013, "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece, number 161, Sep.
• Jack Joo K. Ree & Kyoungsoo Yoon & Hail Park, 2013, "FX Funding Risks and Exchange Rate Volatility-Korea's Case," Working Papers, Economic Research Institute, Bank of Korea, number 2013-12, May.
• P. Manasse & L. Zavalloni, 2013, "Sovereign Contagion in Europe: Evidence from the CDS Market," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp863, Jan.
• Brian M. Lucey & Fergal A. O’Connor, 2013, "Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 3, pages 53-63, September.
• Sumon Kumar Bhaumik & John S. Landon-Lane, 2013, "Directional mobility of debt ratings," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 67-78, December.
• Onder Buberkoku, 2013, "The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 52, pages 1-16, April.
• Nölke Andreas, 2013, "A Political Economy Explanation for Country Variation in IFRS Adoption – A Comment on ‘The International Politics of IFRS Harmonization’ by K. Ramanna," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 3, issue 2, pages 69-76, January, DOI: 10.1515/ael-2013-0003.
• Francis Brian M. & Waithe Kimberly, 2013, "Financial Liberalisation in Trinidad and Tobago," Global Economy Journal, De Gruyter, volume 13, issue 3, pages 371-390, December, DOI: 10.1515/gej-2013-0034.
• Dimpfl Thomas & Peter Franziska Julia, 2013, "Using transfer entropy to measure information flows between financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 85-102, February, DOI: 10.1515/snde-2012-0044.
• Reitz Stefan & Taylor Mark P., 2013, "The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 239-249, May, DOI: 10.1515/snde-2012-0016.
• Alexandre Rubesam & André Lomonaco Beltrame, 2013, "Minimum Variance Portfolios in the Brazilian Equity Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 81-118.
• Jana Drutarovská, 2013, "Bitcoin ako nová hrozba pre finančnú stabilitu?," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 8, issue 4, pages 37-50.
• Eva Jančíková, 2013, "Využitie Akreditívov Pri Financovaní Medzinárodného Obchodu," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 11, issue 2, pages 116-134.
• CLAUDIU TIBERIU ALBULESCU & Daniel Goyeau & AVIRAL KUMAR TIWARI, 2013, "Revisiting The Financial Volatility–Derivative Products Relationship On Euronext.Liffe Using A Frequency Domain Analysis," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 56, issue 3-4, pages 349-364.
• WAJIH KHALLOULI & MOHAMED Ayadi & RENE SANDRETTO, 2013, "Fondamentaux, Contagion Et Dynamique Des Anticipations :Une Evaluation A Partir De La Crise Financiere Coreenne," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 56, issue 2, pages 175-189.
• Stefanie Kleimeier & Harald Sander, 2013, "Les activités bancaires transfrontalières de détail : un aspect méconnu de la mondialisation financière en temps de crise," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 211-242.
• David Le Bris, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Recherches économiques de Louvain, De Boeck Université, volume 79, issue 3, pages 71-89.
• Palma, J.G., 2013, "How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflows," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1301, Jan.
• Conefrey, Thomas & Cronin, David, 2013, "Spillover in Euro Area Sovereign Bond Markets," Research Technical Papers, Central Bank of Ireland, number 05/RT/13, Jul.
• Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/06, Jan.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/30, Sep.
• Pami Dua & Divya Tuteja, 2013, "Interdependence Of International Financial Market-- The Case Of India And U.S," Working papers, Centre for Development Economics, Delhi School of Economics, number 223, Jan.
• Copeland, Laurence & Lu, Wenna, 2013, "Dodging the Steamroller: Fundamentals versus the Carry Trade," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/11, Nov, revised Dec 2013.
• Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova, 2013, "Market Structure and the Cost of Capital," CESifo Working Paper Series, CESifo, number 4097.
• Mohamed El Hedi Arouri & Frédéric Teulon & Christophe Rault, 2013, "Equity Risk Premium and Regional Integration," CESifo Working Paper Series, CESifo, number 4158.
• Christian D. Dick & Lukas Menkhoff, 2013, "Exchange Rate Expectations of Chartists and Fundamentalists," CESifo Working Paper Series, CESifo, number 4181.
• Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013, "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," CESifo Working Paper Series, CESifo, number 4189.
• Raphael A. Auer, 2013, "What Drives Target2 Balances? Evidence from a Panel Analysis," CESifo Working Paper Series, CESifo, number 4216.
• Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2013, "Exchange Rate Uncertainty and International Portfolio Flows," CESifo Working Paper Series, CESifo, number 4234.
• Michael Melvin & John Prins & Duncan Shand, 2013, "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series, CESifo, number 4238.
• Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013, "Oil Prices, Exchange Rates and Asset Prices," CESifo Working Paper Series, CESifo, number 4264.
• Mathias Hoffmann & Rahel Suter, 2013, "Systematic Consumption Risk in Currency Returns," CESifo Working Paper Series, CESifo, number 4273.
• Andreas Engert & Lars Hornuf, 2013, "Market Standards in Public Sector Debt Contracting," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 16-20, October.
• Jürgen Matthes & Horst Löchel & Uwe Vollmer & Oliver Landmann, 2013, "Führt die Geldpolitik der japanischen Zentralbank zu einem Währungskrieg?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 66, issue 10, pages 03-18, May.
• Todd Moss & Ross Thuotte, 2013, "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers, Center for Global Development, number 316, Mar.
• Mitchener, Kris James & Wandschneider, Kirsten, 2013, "Capital Controls and Recovery from the Financial Crisis of the 1930s," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 132.
• Fabian Ackermann & Walt Pohl & Karl Schmedders, 2013, "Long-Run UIP Holds Even in the Short Run," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-31, May.
• Nilufer Caliskan & Thorsten Hens, 2013, "Value and Patience: The Value Premium in a Dividend-Growth Model with Hyperbolic Discounting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-32, Jun.
• Philippe Bacchetta & Eric van Wincoop, 2013, "Sudden Spikes in Global Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-36, Jan.
• Hela Mzoughi & Faysal Mansouri, 2013, "Computing risk measures for non-normal asset returns using Copula theory," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 59-70, March.
• Virgine Coudert & Karine Hervé & Pierre Mabille, 2013, "Internationalization versus Regionalisation in the Emerging Stock Markets," Working Papers, CEPII research center, number 2013-08, Feb.
• Pierre Bonetti & Antonio Parbonetti & Michel Magnan, 2013, "The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence," CIRANO Working Papers, CIRANO, number 2013s-03, Jan.
• Hui Jun Zhang & Jean-Marie Dufour & John W. Galbraith, 2013, "Exchange rates and commodity prices: measuring causality at multiple horizons," CIRANO Working Papers, CIRANO, number 2013s-39, Oct.
• Giovanni Calice & RongHui Miao & Filip Sterba & Borek Vasicek, 2013, "Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/13, Dec.
• Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013, "Inflation and the Steeplechase Between Economic Activity Variables," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/15, Dec.
• Luis Fernando Melo & Hern�n Rinc�n, 2013, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 71, pages 1-35, DOI: 10.1016/S0120-4483(13)70008-3.
• Jairo Andrés Correa & John J. García, 2013, "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10670, Feb.
• Andrés Ramírez Hassan & Javier Pantoja Robayo, 2013, "Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10931, Nov.
• Mauricio Lopera C. & Favi�n Gonz�lez & Charle Augusto Londo�o, 2013, "Efectos de la política monetaria sobre la valoración de activos en el mercado accionario colombiano (2004-2012)," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 22, pages 179-196.
• Juan Benjamín Duarte Duarte & Zulay Yesenia Ram�rez Le�n & Katherine Julieth Sierra Su�rez, 2013, "Evaluación del efecto tamano de empresa en los mercados bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT.
• Peter Broer & Jürgen Antony, 2013, "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 260, Dec.
• Agnieszka Kapecka, 2013, "Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 107-126.
• Anna Czapkiewicz & Artur Machno, 2013, "Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 145-162.
• Joanna Olbrys, 2013, "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 33-50.
• Malgorzata Doman & Ryszard Doman, 2013, "The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 5-32.
• Milda Maria Burzala, 2013, "Determination of the Time of Contagion in Capital Markets Based on the Switching Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 69-86.
• Kilian, Lutz & Lee, Thomas K, 2013, "Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories," CEPR Discussion Papers, Centre for Economic Policy Research, number 9297, Jan.
• Ranciere, Romain & Catão, Luís & Fostel, Ana, 2013, "Fiscal Discoveries and Sudden Decouplings," CEPR Discussion Papers, Centre for Economic Policy Research, number 9368, Feb.
• Garicano, Luis & Santos, Tano & Fernández-Villaverde, Jesús, 2013, "Political Credit Cycles: The Case of the Euro Zone," CEPR Discussion Papers, Centre for Economic Policy Research, number 9404, Mar.
• Obstfeld, Maurice, 2013, "Finance at Center Stage: Some Lessons of the Euro Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 9415, Apr.
• Acharya, Viral & Steffen, Sascha, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 9432, Apr.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers, Centre for Economic Policy Research, number 9484, May.
• Sørensen, Bent E & Kalemli-Ozcan, Sebnem & Luttini, Emiliano, 2013, "Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns," CEPR Discussion Papers, Centre for Economic Policy Research, number 9541, Jul.
• Obstfeld, Maurice, 2013, "On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability," CEPR Discussion Papers, Centre for Economic Policy Research, number 9563, Jul.
• Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing, 2013, "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," CEPR Discussion Papers, Centre for Economic Policy Research, number 9572, Jul.
• Baldursson, Fridrik Mar & Portes, Richard, 2013, "Gambling for resurrection in Iceland: the rise and fall of the banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 9664, Sep.
• Ventura, Jaume & Broner, Fernando & Martín, Alberto & Erce, Aitor, 2013, "Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 9761, Nov.
• Reinhart, Carmen & Tashiro, Takeshi, 2013, "Crowding Out Redefined: The Role of Reserve Accumulation," CEPR Discussion Papers, Centre for Economic Policy Research, number 9764, Nov.
• Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013, "Carry," CEPR Discussion Papers, Centre for Economic Policy Research, number 9771, Dec.
• Ramadorai, Tarun & Badarinza, Cristian, 2013, "Home Away From Home? Safe Haven Effects and London House Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 9786, Dec.