Research classified by Journal of Economic Literature (JEL) codes

2013

• Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013, "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 12, issue 2, pages 155-170, December.
• C. A. Goodhart & M. U. Peiris & D. P. Tsomocos, 2013, "Global Imbalances and Taxing Capital Flows," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 13-44, June.
• Maurice Obstfeld, 2013, "On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-08, Sep.
• Maurice Obstfeld, 2013, "On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 31, pages 25-38, November.
• Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers, International Monetary Fund, number 2013/038, Feb.
• Mr. Luis Catão & Mr. Gian M Milesi-Ferretti, 2013, "External Liabilities and Crises," IMF Working Papers, International Monetary Fund, number 2013/113, May.
• Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Ms. Natalia Melgar, 2013, "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers, International Monetary Fund, number 2013/156, Jul.
• Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013, "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 1, pages 53-74, Enero-Jun.
• Francisco Javier Reyes Zárate & Edgar Ortiz, 2013, "Modelos VaR-GARCH y Portafolios de Inversión Trinacionales en los Mercados Accionarios del TLCAN," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 129-155, Julio-Dic.
• George GEORGESCU, 2013, "Volatility Of International Financial Markets And Public Debt Sustainability," Romanian Journal of Economics, Institute of National Economy, volume 37, issue 2(46), pages 135-152, December.
• Diana MURESAN & Monica Ioana POP SILAGHI, 2013, "Turnover And Market Value In Capital Markets In The European Union," Romanian Journal of Economics, Institute of National Economy, volume 37, issue 2(46), pages 80-90, December.
• Marc Joëts, 2013, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," Working Papers, Department of Research, Ipag Business School, number 2013-31, Jan.
• Pilar Abad & Helena Chuliá, 2013, "“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201325, Dec, revised Dec 2013.
• Mariya Gubareva & Maria Rosa Borges, 2013, "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/15, Jul.
• Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013, "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/23, Dec.
• Viorica Chirila, 2013, "Analysis Of The Returns And Volatility Of The Environmental Stock Leaders," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 3, pages 359-377, September.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013, "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, volume 9, issue 3, pages 519-541, August, DOI: 10.1007/s10436-012-0199-9.
• Sunil Kumar, 2013, "Banking reforms and the evolution of cost efficiency in Indian public sector banks," Economic Change and Restructuring, Springer, volume 46, issue 2, pages 143-182, May, DOI: 10.1007/s10644-012-9121-8.
• Jing Wang & Xiaoneng Zhu, 2013, "The reaction of international stock markets to Federal Reserve policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 1-30, March, DOI: 10.1007/s11408-012-0204-3.
• Stephan Kessler & Bernd Scherer, 2013, "Momentum and macroeconomic state variables," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 335-363, December, DOI: 10.1007/s11408-013-0215-8.
• Dimitrios Kyriazis & Chris Christou, 2013, "A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 131-151, May, DOI: 10.1007/s11294-013-9402-7.
• Jinghan Cai & Hossein Kazemi & Jibao He & Weili Zhai, 2013, "Weekend Effect and Short Sales: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 209-211, May, DOI: 10.1007/s11294-013-9398-z.
• Hossein Kazemi, 2013, "Using Bloomberg to Teach Economics," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 311-312, August, DOI: 10.1007/s11294-013-9403-6.
• Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2013, "Central bank communication and correlation between financial markets: Canada and the United States," International Economics and Economic Policy, Springer, volume 10, issue 2, pages 277-296, June, DOI: 10.1007/s10368-012-0211-x.
• José Soares da Fonseca, 2013, "Innovations in return transmission and performance comparison between the five biggest Euro area stock markets," International Economics and Economic Policy, Springer, volume 10, issue 3, pages 393-404, September, DOI: 10.1007/s10368-013-0239-6.
• Mohamed Ayadi & Hatem Ben-Ameur & Skander Lazrak & Yue Wang, 2013, "Canadian Investors and the Discount on Closed-End Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 1, pages 69-98, February, DOI: 10.1007/s10693-011-0125-8.
• Seung Han & William Moore & Yoon Shin & Seongbaek Yi, 2013, "Unsolicited Versus Solicited: Credit Ratings and Bond Yields," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 3, pages 293-319, June, DOI: 10.1007/s10693-012-0137-z.
• Patrick Roy, 2013, "Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?," Journal of Financial Services Research, Springer;Western Finance Association, volume 44, issue 1, pages 53-86, August, DOI: 10.1007/s10693-012-0149-8.
• Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk, 2013, "Is foreign-bank efficiency in financial centers driven by home or host country characteristics?," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 367-385, December, DOI: 10.1007/s11123-012-0294-y.
• Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
• Liang Peng & Rainer Schulz, 2013, "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 2, pages 310-340, August, DOI: 10.1007/s11146-011-9357-5.
• Costas Siriopoulos & Athanasios Fassas, 2013, "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, volume 16, issue 3, pages 233-266, October, DOI: 10.1007/s11147-012-9085-x.
• A. Malliaris & Mary Malliaris, 2013, "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 1-14, January, DOI: 10.1007/s11156-011-0265-9.
• Valentina Galvani & Stuart Landon, 2013, "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 135-154, January, DOI: 10.1007/s11156-011-0267-7.
• Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013, "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 155-170, January, DOI: 10.1007/s11156-012-0284-1.
• Yow-Jen Jou & Chih-Wei Wang & Wan-Chien Chiu, 2013, "Is the realized volatility good for option pricing during the recent financial crisis?," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 171-188, January, DOI: 10.1007/s11156-012-0285-0.
• Ephraim Clark & Konstantinos Kassimatis, 2013, "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 251-271, February, DOI: 10.1007/s11156-012-0277-0.
• Chiuling Lu & Yiuman Tse & Michael Williams, 2013, "Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 293-318, February, DOI: 10.1007/s11156-012-0274-3.
• Elena Skouratova & John Wald, 2013, "How crosslisting affects merger and acquisition activity," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 319-339, February, DOI: 10.1007/s11156-012-0279-y.
• Paul Chiou & Cheng-Few Lee, 2013, "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 341-381, February, DOI: 10.1007/s11156-011-0257-9.
• Bartosz Gębka & Michail Karoglou, 2013, "Is there life in the old dogs yet? Making break-tests work on financial contagion," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 3, pages 485-507, April, DOI: 10.1007/s11156-012-0278-z.
• Lin Guo & Liang Tang & Shiawee Yang, 2013, "Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 385-416, August, DOI: 10.1007/s11156-012-0313-0.
• Edward Chow & Chung-Wen Hung & Christine Liu & Cheng-Yi Shiu, 2013, "Expiration day effects and market manipulation: evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 441-462, October, DOI: 10.1007/s11156-012-0314-z.
• Ding Du & Pin Ng & Xiaobing Zhao, 2013, "Measuring currency exposure with quantile regression," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 549-566, October, DOI: 10.1007/s11156-012-0322-z.
• Erik Canton & Isabel Grilo & Josefa Monteagudo & Peter Zwan, 2013, "Perceived credit constraints in the European Union," Small Business Economics, Springer, volume 41, issue 3, pages 701-715, October, DOI: 10.1007/s11187-012-9451-y.
• J. Ford & D. Kelsey & W. Pang, 2013, "Information and ambiguity: herd and contrarian behaviour in financial markets," Theory and Decision, Springer, volume 75, issue 1, pages 1-15, July, DOI: 10.1007/s11238-012-9334-3.
• Ion Gr. Ionescu, 2013, "Management of Financial and Banking Risk," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 2, pages 102-106, June.
• Raul Sorin Fantana, 2013, "Intellectual Monopoly in Public Auction," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 2, pages 149-152, June.
• Banu Simmons-Sueer, 2013, "Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 13-328, Jan, DOI: 10.3929/ethz-a-007611520.
• Chia-Lin Chang & David E Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 842, Jan.
• Saurabh Ghosh & Stefan Reitz, 2013, "Capital Flows, Financial Asset Prices and Real Financial Market Exchange Rate: A Case Study for an Emerging Market, India," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 158-171.
• Lu Yang & Shigeyuki Hamori, 2013, "Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 278-290.
• Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova, 2013, "Sovereign Risk and Asset and Liability Management—Conceptual Issues," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 330-355.
• Hassan B. Ghassan & Hassan R. Alhajhoj & Mohammed Kbiri Alaoui, 2013, "The impacts of International Financial Crisis on Saudi Arabia Economy: Evidence from Asymmetric SVAR modelling," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 390-406.
• Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2013, "Further evidence on the determinants of regional stock market integration in Latin America," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 3, pages 397-413, December.
• Cruces, Juan J. & Trebesch, Christoph, 2013, "Sovereign defaults: The price of haircuts," Munich Reprints in Economics, University of Munich, Department of Economics, number 20036.
• Böninghausen, Benjamin & Zabel, Michael, 2013, "Credit Ratings and Cross-Border Bond Market Spillovers," Discussion Papers in Economics, University of Munich, Department of Economics, number 21075, Sep.
• Nipun Agarwal, 2013, "Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 1-14, December.
• Ching-Mei Chu, 2013, "Investigating smooth breaks in real exchange rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 20-28, December.
• Ruchika Gahlota, 2013, "Capturing volatility and its spillover in South Asian countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 46-60, December.
• Erica Perego & Wessel N. Vermeulen, 2013, "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-08.
• Maltritz Dominik, 2013, "A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001," Review of Economics, De Gruyter, volume 64, issue 1, pages 29-50, April, DOI: 10.1515/roe-2013-0103.
• Thomas Flavin & Thomas O'Connor, 2013, "The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n235-13.pdf.
• Francis Breedon & Angelo Ranaldo, 2013, "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 953-965, August.
• Nathan Foley-Fisher & Bernardo Guimaraes, 2013, "U.S. Real Interest Rates and Default Risk in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 967-975, August.
• Mohammad R. Jahan-Parvar & Xuan Liu & Philip Rothman, 2013, "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1117-1146, September.
• Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas, 2013, "Oil Prices and Emerging Market Exchange Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S1, pages 21-36, January.
• M.Fatih Oztek & Nadir Ocal, 2013, "Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1302, Feb, revised Feb 2013.
• Hasan Cömert & Selman Çolak, 2013, "Gelişmekte Olan Ülkelerdeki Kriz Sırası ve Sonrasındaki Trendleri Açıklamakta "Güvenli Liman Faktörü" ve Finansal Şokların Boyutunun Önemi: Türkiye Örneği," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1309, Jul, revised Jul 2013.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013, "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 1-47, March - J.
• Dimitris Kenourgios & Dimitrios Dimitriou & Apostolos Christopoulos, 2013, "Asset Markets Contagion During the Global Financial Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 49-76, March - J.
• Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling, 2013, "Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 165-200, September.
• Wenjuan Xie, 2013, "Do Investors See Through Accounting Profitability and Recognize Efficiency? Evidence from Chinese Listed Companies," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 243-293, September.
• Piotr Gurgul & Robert Syrek, 2013, "Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 11, issue 4 (Winter, pages 353-373.
• Silvia Marchesi & Valeria Prato, 2013, "The cost of defaults: the impact of haircuts on economic growth," Working Papers, University of Milano-Bicocca, Department of Economics, number 265, Dec, revised Dec 2013.
• Szilárd Erhart & Imre Ligeti & Zoltán Molnár, 2013, "Reasons for the LIBOR review and its effects on international interbank reference rate quotations," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 8, issue 1, pages 23-34, January.
• Dániel Horváth & Zsolt Kuti & Imre Ligeti, 2013, "Is the CDS spread still a reliable risk indicator? The impact of the European regulation on uncovered CDS positions on market developments in the Central and Eastern European region," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 8, issue 2, pages 31-42, May.
• Zalán Kocsis, 2013, "Global, Regional and Country-Specific Components of Financial Market Indicators: An Extraction Method and Applications," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2013/3.
• Stefano Cosma & Elisabetta Gualandri, 2013, "The sovereign debt crisis: the impact on the intermediation model of Italian banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0042, Oct.
• Shin-ichi Fukuda & Mariko Tanaka, 2013, "Financial Crises and Risk Premiums in International Interbank Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 1, pages 117-138, January.
• Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013, "Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2013.
• Martin Širůček, 2013, "Impact of money supply on stock bubbles," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 61, issue 7, pages 2835-2842, DOI: 10.11118/actaun201361072835.
• Weihong HUANG & Zhenxi CHEN, 2013, "Propagation of Financial Crises: A Heterogenous Agents Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1309, Sep.
• Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador, 2013, "Aplicación de bicorrelación cruzada al rendimiento diario del precio del café," Contaduría y Administración, Accounting and Management, volume 58, issue 1, pages 117-129, enero-mar.
• Kristjanpoller Rodríguez Werner, 2013, "Anomalías en la autocorrelación de rendimientos y la importancia de los periodos de no transacción en mercados latinoamericanos," Contaduría y Administración, Accounting and Management, volume 58, issue 1, pages 37-62, enero-mar.
• Michał Adam, 2013, "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, Narodowy Bank Polski, volume 44, issue 6, pages 571-604.
• Michał Adam & Piotr Bańbuła & Michał Markun, 2013, "Dependence and contagion between asset prices in Poland and abroad. A copula approach," NBP Working Papers, Narodowy Bank Polski, number 169.
• Maurice Obstfeld, 2013, "The International Monetary System: Living with Asymmetry," NBER Chapters, National Bureau of Economic Research, Inc, "Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century".
• Markus K. Brunnermeier & Yuliy Sannikov, 2013, "International Credit Flows and Pecuniary Externalities," NBER Chapters, National Bureau of Economic Research, Inc, "Lessons from the Financial Crisis for Monetary Policy".
• James J. Choi & Li Jin & Hongjun Yan, 2013, "Informed Trading and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 18680, Jan.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," NBER Working Papers, National Bureau of Economic Research, Inc, number 18706, Jan.
• Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2013, "Measuring Sovereign Contagion in Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 18741, Jan.
• Martin Lettau & Matteo Maggiori & Michael Weber, 2013, "Conditional Risk Premia in Currency Markets and Other Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 18844, Feb.
• Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2013, "On Returns Differentials," NBER Working Papers, National Bureau of Economic Research, Inc, number 18866, Mar.
• Jesus Fernandez-Villaverde & Luis Garicano & Tano Santos, 2013, "Political Credit Cycles: The Case of the Euro Zone," NBER Working Papers, National Bureau of Economic Research, Inc, number 18899, Mar.
• Viral V. Acharya & Sascha Steffen, 2013, "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19039, May.
• René M. Stulz & Dimitrios Vagias & Mathijs A. van Dijk, 2013, "Do Firms Issue more equity when markets are more liquid?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19229, Jul.
• Pierre-Olivier Gourinchas & Hélène Rey, 2013, "External Adjustment, Global Imbalances and Valuation Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 19240, Jul.
• Charles Engel, 2013, "Exchange Rates and Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19336, Aug.
• Robert Ready & Nikolai Roussanov & Colin Ward, 2013, "Commodity Trade and the Carry Trade: a Tale of Two Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 19371, Aug.
• Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2013, "Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 19516, Oct.
• Linda S. Goldberg & Christian Grisse, 2013, "Time Variation in Asset Price Responses to Macro Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 19523, Oct.
• Charles Y. Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2013, "Why Has Japan's Massive Government Debt Not Wreaked Havoc (Yet)?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19596, Oct.
• Carmen M. Reinhart & Takeshi Tashiro, 2013, "Crowding Out Redefined: The Role of Reserve Accumulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19652, Nov.
• Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2013, "Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 19676, Nov.
• Christian R. Proaño & Christian Schoder & Willi Semmler, 2013, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers, New School for Social Research, Department of Economics, number 1304, Oct.
• Cooper, Ian & Sercu, Piet & Vanpée, Rosanne, 2013, "The Equity Home Bias Puzzle: A Survey," Foundations and Trends(R) in Finance, now publishers, volume 7, issue 4, pages 289-416, December, DOI: 10.1561/0500000039.
• Simona Moagar-Poladian & Iulia Monica Oehler-Sincai, 2013, "Fdi In The Eec-10: A Comparative Analysis," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 1, issue 1, pages 19-36, May.
• Iulia Monica Oehler-Sincai, 2013, "Financial Contagion Reloaded: The Case Of Cyprus," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 1, issue 1, pages 66-74, May.
• Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
• Lyubomir Mirchev, 2013, "Network-centric organization of supervisory and regulatory processes in the banking system of the European Union," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 100-109, April.
• Silvia Trifonova & Mihail Konchev, 2013, "Estimation of the impact of the USD/EUR exchange rate on the gross foreign exchange reserves� dynamics in Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 27-41, December.
• Georg Inderst & Raffaele Della Croce, 2013, "Pension Fund Investment in Infrastructure: A Comparison Between Australia and Canada," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 32, Jul, DOI: 10.1787/5k43f5dv3mhf-en.
• Christopher Kaminker & Osamu Kawanishi & Fiona Stewart & Ben Caldecott & Nicholas Howarth, 2013, "Institutional Investors and Green Infrastructure Investments: Selected Case Studies," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 35, Oct, DOI: 10.1787/5k3xr8k6jb0n-en.
• Raffaele Della Croce & Juan Yermo, 2013, "Institutional Investors and Infrastructure Financing," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 36, Nov, DOI: 10.1787/5k3wh99xgc33-en.
• Adrian Blundell-Wignall & Paul Atkinson & Caroline Roulet, 2014, "Bank business models and the separation issue," OECD Journal: Financial Market Trends, OECD Publishing, volume 2013, issue 2, pages 69-91, DOI: 10.1787/fmt-2013-5jzb2rhk9b6j.
• Adrian Blundell-Wignall & Paul Atkinson & Caroline Roulet, 2014, "Bank business models and the Basel system: Complexity and interconnectedness," OECD Journal: Financial Market Trends, OECD Publishing, volume 2013, issue 2, pages 43-68, DOI: 10.1787/fmt-2013-5jzb2rhkd65b.
• Adrian Blundell-Wignall & Caroline Roulet, 2013, "Long-term investment, the cost of capital and the dividend and buyback puzzle," OECD Journal: Financial Market Trends, OECD Publishing, volume 2013, issue 1, pages 39-52, DOI: 10.1787/fmt-2013-5k41z8t05l8s.
• Luca Fornaro, 2013, "International Debt Deleveraging," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 182, Jun.
• Muresan Diana, 2013, "The Patterns Of Eu Stock Markets. Is There A Sign Of Convergence?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1250-1265, July.
• Mukhopadhyay Debasis & Karmakar Asim Kumar, 2013, "Global Financial Meltdown And The Indian Economy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 310-330, December.
• Trenca Ioan & Petria Nicolae & Dezsi Eva, 2013, "An Inquiry Into Contagion Transmission And Spillover Effects In Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 472-482, December.
• Andrei Anghel & Tudor Cristiana, 2013, "Investors' Dividend Preference On The Romanian Equity Market: A Cross-Sectional Empirical Investigation," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 61-69, December.
• Urban Bacher & Kai L. Stober, 2013, "Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 9, pages 481-492.
• Vadym Volosovych, 2013, "Learning about Financial Market Integration from Principal Components Analysis," CESifo Economic Studies, CESifo Group, volume 59, issue 2, pages 360-391, June.
• Maria Kasch & Massimiliano Caporin, 2013, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 706-742, September.
• Alexander Dyck & Karl V. Lins & Lukasz Pomorski, 2013, "Does Active Management Pay? New International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 2, pages 200-228.
• Miguel A. Ferreira & Aneel Keswani & António F. Miguel & Sofia B. Ramos, 2013, "The Determinants of Mutual Fund Performance: A Cross-Country Study," Review of Finance, European Finance Association, volume 17, issue 2, pages 483-525.
• Ralph De Haas & Neeltje Van Horen, 2013, "Running for the Exit? International Bank Lending During a Financial Crisis," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 1, pages 244-285.
• Gilbert Cette & Marielle de Jong, 2013, "Market-implied inflation and growth rates adversely affected by the Brent," Journal of Asset Management, Palgrave Macmillan, volume 14, issue 3, pages 133-139, June, DOI: 10.1057/jam.2013.10.
• David Hou Author-Name: David Skeie, 2013, "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.
• Y Ito & S Managi & A Matsuda, 2013, "Performances of socially responsible investment and environmentally friendly funds," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 64, issue 11, pages 1583-1594, November.
• Michaela M. Kiermeier, 2013, "Essay on Wavelet analysis and the European term structure of interest rates," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 18-26, December.
• Nargiza Alimukhamedova, 2013, "Contribution of microfinance to economic growth: Transmission channel and the ways to test it," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 4, pages 27-43, December.
• Fetiniuc Valentina & Luchian Ivan, 2013, "Modern Features of Financial Globalization," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 117-128.
• Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2013, "Why has Japan’s Massive Government Debt Not Wreaked Havoc (Yet)?," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201310, Oct.
• Cesar Rufino, 2013, "Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 57-82, June.
• Slawomir Ireneusz Bukowski, 2013, "The Degree of the Polish and Slovak equity market integration with the euro area equity market," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 115/2013, Jan.
• Ghassan, Hassan Belkacem & Alhajhoj, Hassan R. & Kbiri, Mohammed A., 2013, "The impacts of the International Financial Crisis on Saudi Arabia's Economy: Evidence from Asymmetric SVAR modelling," MPRA Paper, University Library of Munich, Germany, number 122987, Jun, revised 26 Sep 2013.
• Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013, "Sectoral equity returns and portfolio diversification opportunities across the GCC region," MPRA Paper, University Library of Munich, Germany, number 43687, Jan.
• Siregar, Reza, 2013, "Globalized Banking Sectors: Features and Policy Implications amidst Global Uncertainties," MPRA Paper, University Library of Munich, Germany, number 43709, Jan.
• Baumöhl, Eduard, 2013, "Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach," MPRA Paper, University Library of Munich, Germany, number 43834, Jan.
• Zawadzki, Krystian, 2013, "The impact of mega sports events on the stock markets," MPRA Paper, University Library of Munich, Germany, number 44467, Feb.
• Sun, David & Tsai, Shih-Chuan, 2013, "Diversifying Risks in Bond Portfolios: A Cross-border Approach," MPRA Paper, University Library of Munich, Germany, number 44767, Dec, revised 09 Jan 2014.
• Lee, Chin & Law, Chee-Hong, 2013, "The Effects of Trade Openness on Malaysian Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 45185.
• Costas, Antón & Lago-Peñas, Santiago, 2013, "La crisis de la deuda, el euro y la construcción política europea: reflexiones desde la economía
  [The debt crisis, the Euro and the European political integration: Reflections from the economy]," MPRA Paper, University Library of Munich, Germany, number 45563, Jan.
• P., Srinivasan & M., Kalaivani, 2013, "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper, University Library of Munich, Germany, number 45871, Apr.
• Georgescu, George, 2013, "România în perioada post-criză: investiţiile străine directe şi efecte asupra echilibrului financiar extern
  [Romania in post-crisis period: foreign direct investments and effects on external financial balance]," MPRA Paper, University Library of Munich, Germany, number 46531, Mar.
• Dumitriu, Ramona & Stefanescu, Razvan, 2013, "DOW effects in returns and in volatility of stock markets during quiet and turbulent times," MPRA Paper, University Library of Munich, Germany, number 47218, Feb, revised 02 Apr 2013.
• Böninghausen, Benjamin & Zabel, Michael, 2013, "Credit Ratings and Cross-Border Bond Market Spillovers," MPRA Paper, University Library of Munich, Germany, number 47390, Jun.
• Omer, Muhammad & de Haan, Jakob & Scholtens, Bert, 2013, "Does Uncovered Interest rate Parity Hold After All?," MPRA Paper, University Library of Munich, Germany, number 47572, Jun.
• Hearn, Bruce, 2013, "Size and liquidity effects in Nigeria: an industrial sector study," MPRA Paper, University Library of Munich, Germany, number 47975, Jan.
• Siddiqi, Hammad, 2013, "Analogy Making, Option Prices, and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 48862, Jul.
• Fulli-Lemaire, Nicolas, 2013, "A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies," MPRA Paper, University Library of Munich, Germany, number 49072, Aug.
• Bunčák, Tomáš, 2013, "Jump Processes in Exchange Rates Modeling," MPRA Paper, University Library of Munich, Germany, number 49882, Sep.
• Baumohl, Eduard & Lyocsa, Stefan, 2013, "Volatility and dynamic conditional correlations of European emerging stock markets," MPRA Paper, University Library of Munich, Germany, number 49898, Sep.
• Morgan, Horatio M., 2013, "The Political Economy of Trade-Financial Liberalization and Financial Underdevelopment: A perspective from China," MPRA Paper, University Library of Munich, Germany, number 50031, May.
• Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2013, "The global financial crisis: An analysis of the spillover effects on African stock markets," MPRA Paper, University Library of Munich, Germany, number 50473, Oct.
• Mishra, Anil V & Ratti, Ronald A, 2013, "Taxation of Domestic Dividend Income and Foreign Investment Holdings," MPRA Paper, University Library of Munich, Germany, number 50601, Oct.
• Georgescu, George, 2013, "Echilibrul financiar global şi riscul suveran în perioada post-criză
  [The Global Financial Balance and Post-Crisis Sovereign Risk]," MPRA Paper, University Library of Munich, Germany, number 50772, Aug.
• Datta, Rajib & Chowdhury, Tasnim & Mohajan, Haradhan, 2013, "Reassess of capital structure theories," MPRA Paper, University Library of Munich, Germany, number 51165, Jun, revised 10 Jul 2013.
• Mishra, Anil, 2013, "Measures of Equity Home Bias Puzzle," MPRA Paper, University Library of Munich, Germany, number 51223, Nov.
• Chouliaras, Andreas & Grammatikos, Theoharry, 2013, "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51335, Oct.
• Alves, Paulo, 2013, "The Fama French Model or the capital asset pricing model: international evidence," MPRA Paper, University Library of Munich, Germany, number 51434, revised 2013.
• Sirucek, Martin, 2013, "Impact of money supply on stock bubbles," MPRA Paper, University Library of Munich, Germany, number 51476, Oct.
• Chiny, Faycal, 2013, "La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais
  [Modeling the interactions between correlations and volatilities of the Moroccan, French, American and Japa," MPRA Paper, University Library of Munich, Germany, number 51537, Nov.
• Chiny, Faycal, 2013, "La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais
  [Modeling interactions between correlation coefficients and volatilities on the Moroccan," MPRA Paper, University Library of Munich, Germany, number 51561, Nov, revised 18 Nov 2013.
• Sambracos, Evangelos & Maniati, Marina, 2013, "Shipping Market Financing: Special Features and the Impact of Basel III," MPRA Paper, University Library of Munich, Germany, number 51573, Oct.
• Ogundipe, Adeyemi & Ogundipe, Oluwatomisin, 2013, "Oil Price and Exchange Rate Volatility in Nigeria," MPRA Paper, University Library of Munich, Germany, number 51668, Nov.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities," MPRA Paper, University Library of Munich, Germany, number 51741, Nov.
• Ana, Maria-Irina & Chitu, Lucia Mihaela & Adriana, Stefania Adriana, 2013, "Criza Datoriilor Suverane Și Contagiunea Pe Piețele Financiare: Cazul Crizei Financiare Din Islanda
  [Sovereign debt crisis and contagion on the financial markets]," MPRA Paper, University Library of Munich, Germany, number 51801, Apr.
• Mina, Wasseem, 2013, "Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties," MPRA Paper, University Library of Munich, Germany, number 51811, Aug.
• Girardi, Daniele, 2013, "Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics," MPRA Paper, University Library of Munich, Germany, number 52043, Oct, revised 16 Nov 2013.
• Ludwig, Alexander, 2013, "Sovereign risk contagion in the Eurozone: a time-varying coefficient approach," MPRA Paper, University Library of Munich, Germany, number 52340, Dec.