Research classified by Journal of Economic Literature (JEL) codes

2013

• Matteo Maggiori, 2013, "Financial Intermediation, International Risk Sharing, and Reserve Currencies," Working Paper, Harvard University OpenScholar, number 181796, Jan.
• Alejandro Islas Camargo & Tania P. Sanabria Flores & Francisco Lopez Herrera, 2013, "Integracion de los mercados financieros de Europa. El impacto de la crisis soberana de Grecia," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 10, issue 2, pages 7-34, Julio – D.
• Guadalupe Hernandez Carmen & Humberto Rios Bolivar, 2013, "Estructura financiera optima, en la industria de los alimentos, que cotiza en la Bolsa Mexicana de Valores," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 10, issue 2, pages 77-97, Julio – D.
• Alexandre Dmitriev & Ivan Roberts, 2013, "International Business Cycles with Complete Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-08, Jun.
• Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio, 2013, "Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?," Working Papers, Banco Central de Reserva del Perú, number 2013-002, Jan.
• Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013, "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers, Society for Economic Dynamics, number 1146.
• Anna Lipinska & Bianca De Paoli, 2013, "Capital Controls: a Normative Analysis," 2013 Meeting Papers, Society for Economic Dynamics, number 861.
• Eliza-Olivia Lungu, 2013, "Connections between Frontier Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 16, issue 48, pages 121-140, June.
• Silvo Dajcman, 2013, "Dependence between Croatian and European stock markets – A copula GARCH approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 31, issue 2, pages 209-232.
• Paolo Manasse & Luca Zavalloni, 2013, "Sovereign Contagion in Europe: Evidence from the CDS Market," Working Paper series, Rimini Centre for Economic Analysis, number 08_13, Jan.
• Stelios D. Bekiros, 2013, "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series, Rimini Centre for Economic Analysis, number 21_13, Apr.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," Working Paper series, Rimini Centre for Economic Analysis, number 59_13, Nov.
• Cyn-Young Park, 2013, "Asian Capital Market Integration: Theory and Evidence," ADB Economics Working Paper Series, Asian Development Bank, number 351, Jul.
• Cyn-Young Park & Rogelio V. Mercado, Jr., 2013, "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series, Asian Development Bank, number 356, Jul.
• Robert N. McCauley, 2013, "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," ADBI Working Papers, Asian Development Bank Institute, number 405, Jan.
• Iwan J. Azis, 2013, "The People's Republic of China's Financial Policy and Regional Cooperation in the Midst of Global Headwinds," Working Papers on Regional Economic Integration, Asian Development Bank, number 114, Jun.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting daily and monthly exchange rates with machine learning techniques," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2013, Mar.
• Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013, "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2013, Nov.
• Abdulnasser Hatemi-J & Julio Sarmiento-Sabogal, 2013, "An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 1, pages 57-67.
• Ivan D. Trofimov, 2013, "Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 1, pages 87-112.
• Jac C. Heckelman, 2013, "Cross–country convergence of financial reforms," European Economic Letters, European Economics Letters Group, volume 2, issue 1, pages 20-23.
• Jun Nagayasu, 2013, "Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 412-440.
• Aviral Kumar Tiwari & Arif Billah Dar & Niyati Bhanja & Aasif Shah, 2013, "Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 28, pages 441-456.
• Carlos Dorantes, 2013, "The Relevance of Using Accounting Fundamentals in the Mexican Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 00, pages 1-10.
• Daniel Nolle, 2013, "Foreign-owned Banks: (way) Underestimated - and Volatile - Participants in the U.S. Banking Market," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 1, pages 43-57.
• Blake LeBaron, 2013, "Estimating the Probability of a Lost Decade for U.S. and Global Equity," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 2, pages 37-46.
• Robert McCauley, 2013, "Risk-On/Risk-Off, Capital Flows, Leverage and Safe Assets," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 2, pages 145-154.
• Ilie MIHAI & Alina GORGAN, 2013, "Supervision Of Financial Markets," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 4, issue 3, pages 9-20.
• Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang, 2013, "Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 205-217, December.
• M. Fr Mmel & X. Han & F. Van Gysegem, 2013, "News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/848, Aug.
• J. W.B. Bos & M. Fr Mmel & M. Lamers, 2013, "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/850, Sep.
• Messiha, Jean & Teulon, Frédéric, 2013, "Le plan de sauvetage de Chypre : frein ou accélérateur du risque systémique en Europe ?," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 13.
• Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri, 2013, "Movements and co-movements across the European asset classes: portfolio allocations and policy implications," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.
• Robert Faff & Sirimon Treepongkaruna, 2013, "A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 333-352, August, DOI: 10.1177/0312896212443691.
• Thomas O’Connor, 2011, "Financial Development, Internationalisation and Firm Value," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 21-71, April, DOI: 10.1177/097265271101000102.
• Ebru ÇaÄŸlayan, 2011, "The Impact of Stock Index Futures on the Turkish Spot Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 73-91, April, DOI: 10.1177/097265271101000103.
• Paulo Ferreira, 2011, "Monetary Integration in the European Union," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 93-120, April, DOI: 10.1177/097265271101000104.
• Christopher Balding, 2011, "CDS Pricing and Elections in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 121-173, August, DOI: 10.1177/097265271101000201.
• S. Maheswaran & G. Balasubramanian & C.A. Yoonus, 2011, "Post-colonial Finance," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 175-196, August, DOI: 10.1177/097265271101000202.
• Javed Iqbal, 2012, "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 61-91, April, DOI: 10.1177/097265271101100103.
• Hamish D. Anderson & Christopher B. Malone & Ben R. Marshall, 2012, "Time Diversification in Developed and Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 2, pages 115-144, August, DOI: 10.1177/0972652712454512.
• Canela Miguel-Angel & Pedreira Eduardo, 2012, "Modelling Dependence in Latin American Markets Using Copula Functions," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 3, pages 231-270, December, DOI: 10.1177/0972652712466493.
• Aimao Zhang, 2012, "An Examination of the Effects of Corruption on Financial Market Volatility," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 3, pages 301-322, December, DOI: 10.1177/0972652712466501.
• Chris Grose, 2013, "Diversification Opportunities through Fixed-income Managed Funds in Eastern Europe," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 1-29, April, DOI: 10.1177/0972652712473395.
• Christos Floros & Yong Tan, 2013, "Moon Phases, Mood and Stock Market Returns," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 1, pages 107-127, April, DOI: 10.1177/0972652712473405.
• Bassam Fattouh & Lutz Kilian & Lavan Mahadeva, 2013, "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, , volume 34, issue 3, pages 7-33, July, DOI: 10.5547/01956574.34.3.2.
• Jan Babecký & LuboÅ¡ Komárek & ZlatuÅ¡e Komárková, 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 1, pages 16-34, February.
• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2013, "Does Uncovered Interest Rate Parity Hold After All?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 57, Mar.
• Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 345, Oct.
• 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.
• Aitor Erce & Jaume Ventura & Alberto Martin & Fernando Broner, 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 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, Centre for Economic Policy Research, number 9297, Jan.
• Rancière, 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-Özcan, 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.