Research classified by Journal of Economic Literature (JEL) codes

2013

• 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 and 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, C.E.P.R. Discussion Papers, number 9297, Jan.
• Rancière, Romain & Catão, Luís & Fostel, Ana, 2013, "Fiscal Discoveries and Sudden Decouplings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9368, Feb.
• Garicano, Luis & Santos, Tano & Fernández-Villaverde, Jesús, 2013, "Political Credit Cycles: The Case of the Euro Zone," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9404, Mar.
• Obstfeld, Maurice, 2013, "Finance at Center Stage: Some Lessons of the Euro Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9415, Apr.
• Acharya, Viral & Steffen, Sascha, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9432, Apr.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9484, May.
• Sørensen, Bent E & Kalemli-Özcan, Sebnem & Luttini, Emiliano, 2013, "Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9541, Jul.
• Obstfeld, Maurice, 2013, "On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, 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, C.E.P.R. Discussion Papers, number 9572, Jul.
• Baldursson, Fridrik Mar & Portes, Richard, 2013, "Gambling for resurrection in Iceland: the rise and fall of the banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, 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, C.E.P.R. Discussion Papers, number 9761, Nov.
• Reinhart, Carmen & Tashiro, Takeshi, 2013, "Crowding Out Redefined: The Role of Reserve Accumulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9764, Nov.
• Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013, "Carry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9771, Dec.
• Martín-Barragán, Belén & Ramos, Sofía B. & Veiga, Helena, 2013, "Correlations between oil and stock markets : a wavelet-based approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws130504, Mar.
• Erica R. PEREGO & Wessel N. VERMEULEN, 2013, "Macroeconomic determinants of European stock and government bond correlations: A tale of two regions," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013013, May.
• David LE BRIS, 2013, "Why did French Savers buy Foreign Assets before 1914? A Decomposition of the Benefits from Diversification," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2013033, Sep.
• Marta Gómez-Puig, 2013, "Crisis de la deuda soberana y apalancamiento en la zona euro: un intento de cuantificación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 36, issue 101, pages 67-83, Agosto.
• Bouri, Elie I., 2013, "Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices," Journal of Wine Economics, Cambridge University Press, volume 8, issue 1, pages 49-68, May.
• Babecký, Jan & Komárek, Luboš & Komárková, Zlatuše, 2013, "Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue , pages 16-34, February.
• Ana Fostel & John Geanakoplos, 2013, "Reviewing the Leverage Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1918, Sep.
• Avouyi-Dovi, Sanvi (ed.), 2013, "Les crises économiques et financières et les facteurs favorisant leur occurrence," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12416.
• Le Fol, Gaëlle (ed.), 2013, "Illiquidité, contagion et risque systémique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13236.
• Granger, Thierry (ed.), 2013, "La prise des risques financiers : une approche macro-économique du rôle des marchés," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13269.
• Raynouard, Arnaud (ed.), 2013, "Fonds souverains : aspects juridiques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13660.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "TARGET Balances - An Anchor of Stability," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 3, issue 11/12, pages 3-11.
• Jörg Rocholl, 2013, "Eigentum und Haftung zusammenbringen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 2, pages 149-156, DOI: 10.3790/vjh.82.2.149.
• Dorothea Schäfer & Brigitte Young, 2013, "Globale Finanzmarktregulierung und Verbraucherschutz," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 4, pages 45-56, DOI: 10.3790/vjh.82.4.45.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "Liquiditätsmanagement des Eurosystems im Zeichen der Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 44, pages 3-17.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "Target-Salden - ein Anker der Stabilität," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 44, pages 19-28.
• 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," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1289.
• Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2013, "Exchange Rate Uncertainty and International Portfolio Flows," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1296.
• Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013, "Oil Prices, Exchange Rates and Asset Prices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1302.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 166.
• Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2013, "Why Has Japan's Massive Government Debt Not Wreaked Havoc (Yet)?," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0888, Oct.
• Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2013, "Why Has Japan's Massive Government Debt Not Wreaked Havoc (Yet)?," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0888r, Oct, revised Jan 2014.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-11.
• Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-6.
• A. Craig Burnside & Jeremy J. Graveline, 2013, "Exchange Rate Determination, Risk Sharing and the Asset Market View," Working Papers, Duke University, Department of Economics, number 13-1.
• Edward Tower & Heehyun Lim, 2013, "Enhanced Versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI Powershares," Working Papers, Duke University, Department of Economics, number 13-15.
• Robert N. McCauley, 2013, "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," Finance Working Papers, East Asian Bureau of Economic Research, number 23390, Jan.
• Robert N. McCauley, 2013, "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23390, Jan.
• Muzaffarjon Ahunov & Leo Van Hove & Marc Jegers, 2013, "Selection and hidden bias in cross-border bank acquisitions: Ukraine’s takeover wave," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 162, Oct.
• Thimann, Christian, 2009, "Global roles of currencies," Working Paper Series, European Central Bank, number 1031, Mar.
• Popov, Alexander & Roosenboom, Peter, 2009, "Does private equity investment spur innovation? Evidence from Europe," Working Paper Series, European Central Bank, number 1063, Jun.
• Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta, 2009, "EMU and European government bond market integration," Working Paper Series, European Central Bank, number 1079, Aug.
• Andersson, Magnus & Alexopoulou, Ioana & Georgescu, Oana-Maria, 2009, "An empirical study on the decoupling movements between corporate bond and CDS spreads," Working Paper Series, European Central Bank, number 1085, Aug.
• Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2009, "Volatility spillovers and contagion from mature to emerging stock markets," Working Paper Series, European Central Bank, number 1113, Nov.
• Ejsing, Jacob & Lemke, Wolfgang, 2009, "The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09," Working Paper Series, European Central Bank, number 1127, Dec.
• Schuknecht, Ludger & von Hagen, Jürgen & Wolswijk, Guido, 2010, "Government bond risk premiums in the EU revisited: the impact of the financial crisis," Working Paper Series, European Central Bank, number 1152, Feb.
• Petrasek, Lubomir, 2010, "Multimarket trading and the cost of debt: evidence from global bonds," Working Paper Series, European Central Bank, number 1212, Jun.
• Ongena, Steven & Popov, Alexander, 2010, "Interbank market integration, loan rates, and firm leverage," Working Paper Series, European Central Bank, number 1252, Oct.
• Martins, Manuel M.F. & Afonso, António, 2010, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series, European Central Bank, number 1276, Dec.
• Habib, Maurizio Michael & Stracca, Livio, 2011, "Getting beyond carry trade: what makes a safe haven currency?," Working Paper Series, European Central Bank, number 1288, Jan.
• Afonso, António & Slavík, Michal & Baxa, Jaromír, 2011, "Fiscal developments and financial stress: a threshold VAR analysis," Working Paper Series, European Central Bank, number 1319, Apr.
• Afonso, António & Gomes, Pedro & Furceri, Davide, 2011, "Sovereign credit ratings and financial markets linkages: application to European data," Working Paper Series, European Central Bank, number 1347, Jun.
• di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011, "Stock market firm-level information and real economic activity," Working Paper Series, European Central Bank, number 1366, Aug.
• Popov, Alexander, 2011, "Output growth and fluctuation: the role of financial openness," Working Paper Series, European Central Bank, number 1368, Aug.
• Vansteenkiste, Isabel, 2011, "What is driving oil futures prices? Fundamentals versus speculation," Working Paper Series, European Central Bank, number 1371, Aug.
• Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011, "Global crises and equity market contagion," Working Paper Series, European Central Bank, number 1381, Sep.
• Manganelli, Simone & Altunbas, Yener & Marqués-Ibáñez, David, 2011, "Bank risk during the financial crisis: do business models matter?," Working Paper Series, European Central Bank, number 1394, Nov.
• De Santis, Roberto A., 2012, "The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal," Working Paper Series, European Central Bank, number 1419, Feb.
• Ehrmann, Michael & Jansen, David-Jan, 2012, "The pitch rather than the pit: investor inattention during FIFA world cup matches," Working Paper Series, European Central Bank, number 1424, Feb.
• Pukthuanthong, Kuntara & Roll, Richard, 2012, "Internationally correlated jumps," Working Paper Series, European Central Bank, number 1436, May.
• Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007-? financial crisis," Working Paper Series, European Central Bank, number 1437, May.
• Schmitz, Martin, 2012, "Financial markets and international risk sharing in emerging market economics," Working Paper Series, European Central Bank, number 1451, Jul.
• Beirne, John & Gieck, Jana, 2012, "Interdependence and contagion in global asset markets," Working Paper Series, European Central Bank, number 1480, Oct.
• Castrén, Olli & Rancan, Michela, 2013, "Macro-networks: an application to the euro area financial accounts," Working Paper Series, European Central Bank, number 1510, Feb.