Research classified by Journal of Economic Literature (JEL) codes

2013

• Sirucek, Martin, 2013, "Cenové bubliny na dluhopisových trzích USA a Japonska
  [Price bubbles on US and Japanese bond market]," MPRA Paper, University Library of Munich, Germany, number 53063, Sep, revised Oct 2013.
• Makaew, Tanakorn & Maksimovic, Vojislav, 2013, "Industry Shocks, Operating Risk, and Corporate Financial Policies around the World," MPRA Paper, University Library of Munich, Germany, number 53366, Jun.
• El GHINI, Ahmed & SAIDI, Youssef, 2013, "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper, University Library of Munich, Germany, number 53392, Dec.
• Shaikh, Salman, 2013, "Determinants of Islamic Banking Growth in Pakistan," MPRA Paper, University Library of Munich, Germany, number 53798, Mar.
• Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013, "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper, University Library of Munich, Germany, number 54185, Jul, revised 15 Jul 2013.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2013, "اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج
  [Test of Clustering Volatility of TASI index using Rolling Autocorrelation]," MPRA Paper, University Library of Munich, Germany, number 54630, revised 2013.
• Tomić, Bojan, 2013, "The application of the capital asset pricing model on the Croatian capital market," MPRA Paper, University Library of Munich, Germany, number 55764, revised 2013.
• Boukef Jlassi, Nabila & Hamdi, Helmi, 2013, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," MPRA Paper, University Library of Munich, Germany, number 55779, revised 2014.
• Cheteni, Priviledge, 2013, "Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa," MPRA Paper, University Library of Munich, Germany, number 56369, Dec.
• Asongu, Simplice, 2013, "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper, University Library of Munich, Germany, number 56803, Jan.
• Dewandaru, Ginanjar & Alaoui, Abdelkader & Masih, A. Mansur M. & Alhabshi, Syed Othman, 2013, "Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 56980, Jun.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis," MPRA Paper, University Library of Munich, Germany, number 58308, Nov.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis," MPRA Paper, University Library of Munich, Germany, number 58313, Dec.
• Karkowska, Renata, 2013, "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," MPRA Paper, University Library of Munich, Germany, number 58802, Oct.
• Mynhardt, H. R. & Plastun, Alex, 2013, "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper, University Library of Munich, Germany, number 58941.
• Masih, Mansur & Majid, Hamdan Abdul, 2013, "The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications," MPRA Paper, University Library of Munich, Germany, number 58946, Aug.
• Leon, Jorge & Vega, Melissa, 2013, "What is driving the Capital Inflows to Costa Rica? Risk Premium and Interest Rate Differentials," MPRA Paper, University Library of Munich, Germany, number 59215, Nov.
• Ayub, Aishaton & Masih, Mansur, 2013, "The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach," MPRA Paper, University Library of Munich, Germany, number 59618, Aug.
• Naseri, Marjan & Masih, Mansur, 2013, "Causality between Malaysian Islamic Stock Market and Macroeconomic Variables," MPRA Paper, University Library of Munich, Germany, number 60247, Aug.
• Mohamad, Sharifah Fairuz Syed & Masih, Mansur, 2013, "Gold price movements in selected currencies: wavelet approach," MPRA Paper, University Library of Munich, Germany, number 62347, Aug.
• Mohamad, Sharifah Fairuz Syed & Masih, Mansur, 2013, "An application of MGARCH-DCC analysis on selected currencies in terms of gold Price," MPRA Paper, University Library of Munich, Germany, number 62349, Aug.
• shafaai, Shafizal & Masih, Mansur, 2013, "Stock market and crude oil relationship: A wavelet analysis," MPRA Paper, University Library of Munich, Germany, number 62363, Aug.
• Sirucek, Martin, 2013, "Vliv peněžní nabídky na akciové bubliny v Japonsku
  [The impact of money supply on japanesee stock bubbles]," MPRA Paper, University Library of Munich, Germany, number 62817, revised 2013.
• Šoba, Oldřich & Širůček, Martin & Havíř, Tomáš, 2013, "Závislost cen akcií ropných společností na ceně ropy
  [The dependence of oil company's stock price on oil price]," MPRA Paper, University Library of Munich, Germany, number 62899, revised 2013.
• Muteba Mwamba, John & Mhlanga, Isaah, 2013, "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper, University Library of Munich, Germany, number 64387, Aug.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors," MPRA Paper, University Library of Munich, Germany, number 67968, Nov.
• Okur, Mustafa & Cevik, Emrah Ismail, 2013, "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper, University Library of Munich, Germany, number 71477, revised 2013.
• Urbina, Jilber, 2013, "A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion," MPRA Paper, University Library of Munich, Germany, number 75579, Sep, revised 13 Dec 2016.
• Trofimov, Ivan D., 2013, "Nonparametric approach to portfolio diversification: the case of Australian equity market," MPRA Paper, University Library of Munich, Germany, number 79562.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper, University Library of Munich, Germany, number 80433.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 Volatility Using Ultra-high Frequency Data," MPRA Paper, University Library of Munich, Germany, number 80445.
• Julian, Inchauspe & Helen, Cabalu, 2013, "What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals," MPRA Paper, University Library of Munich, Germany, number 93049, Sep.
• ABDELLAOUI, Okba & AZZAOUI, OMAR, 2013, "ظاهرة التكتلات الاقتصادية وإشكالية الأزمات الرأسمالية دراسة تحليلية لأثر التكتلات كقوة ممانعة وكمعبر للتدويل
  [The correlation between economic blocs and economic crises]," MPRA Paper, University Library of Munich, Germany, number 96599, Sep.
• Naďa Blahová, 2013, "About Draft on Financial Transaction Tax
  [Nad návrhem daně z finančních transakcí]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2013, issue 4, pages 45-54, DOI: 10.18267/j.cfuc.351.
• Silvo Dajčman, 2013, "Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 1, pages 28-49, DOI: 10.18267/j.pep.439.
• Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2013, "Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises," Working Papers, Princeton University. Economics Department., number 2013-4, Oct.
• Agata Kliber, 2013, "Influence of the Greek Crisis on the Risk Perception of European Economies," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 2, pages 125-161, June.
• Mario Tonveronachi, 2013, "De-globalising bank regulation," PSL Quarterly Review, Economia civile, volume 66, issue 267, pages 371-385.
• 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 Dajčman, 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.
• 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.
• Ehrmann, Michael & D'Agostino, Antonello, 2013, "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series, European Central Bank, number 1520, Mar.
• Degryse, Hans & Elahi, Muhammad Ather & Penas, María Fabiana, 2013, "Determinants of banking system fragility: a regional perspective," Working Paper Series, European Central Bank, number 1567, Jul.
• Buss, Adrian, 2013, "Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets," Working Paper Series, European Central Bank, number 1578, Aug.
• Scheicher, Martin & Peltonen, Tuomas A. & Vuillemey, Guillaume, 2013, "The network structure of the CDS market and its determinants," Working Paper Series, European Central Bank, number 1583, Aug.
• Fernandes, Nuno & Giannetti, Mariassunta, 2013, "On the fortunes of stock exchanges and their reversals: evidence from foreign listings," Working Paper Series, European Central Bank, number 1585, Sep.
• Peltonen, Tuomas A. & Vuillemey, Guillaume, 2013, "Disentangling the bond-CDS nexus: a stress test model of the CDS market," Working Paper Series, European Central Bank, number 1599, Oct.
• Stracca, Livio & Habib, Maurizio Michael, 2013, "Foreign investors and risk shocks: seeking a safe haven or running for the exit?," Working Paper Series, European Central Bank, number 1609, Nov.
• Fratzscher, Marcel & Beirne, John, 2013, "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Working Paper Series, European Central Bank, number 1625, Dec.
• Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M., 2013, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-09, Aug.
• Stulz, Rene M. & Vagias, Dimitrios & Van Dijk, Mathijs A., 2013, "Do Firms Issue More Equity When Markets Are More Liquid?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-10, Jul.
• Valenzuela, Patricio, 2013, "Rollover Risk and Corporate Bond Spreads," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-10.
• Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S., 2013, "Large Capital Infusions, Investor Reactions, and the Return and Risk-Performance of Financial Institutions over the Business Cycle," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-16, May.
• Fischer, Ronald & Valenzuela, Patricio, 2013, "Financial Openness, Market Structure and Private Credit: An Empirical Investigation," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-26.
• Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard, 2013, "Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 1, pages 214-228.
• Mohammad R. Safarzadeh & Fatemeh Ibrahimi Nazarian & Ana Kristel C. Molina, 2013, "Efficiency of Currency Asset Classes," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 544-558.
• Samih Antoine Azar & Loucine Basmajian, 2013, "Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 294-304.
• Chang-Yi Hsu & Jean Yu & Shiow-Ying Wen, 2013, "The Analysts' Forecast of IPO Firms during the Global Financial Crisis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 673-682.
• Kamal A. El-Wassal, 2013, "The Development of Stock Markets: In Search of a Theory," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 606-624.
• Najeb M.H. Masoud, 2013, "The Impact of Stock Market Performance upon Economic Growth," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 4, pages 788-798.
• Andre Assis de Salles, 2013, "An Investigation of Some Hedging Strategies for Crude Oil Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 1, pages 51-59.
• Ronald Fischer & Patricio Valenzuela, 2013, "Financial Openness, Market Structure and Private Credit: An Empirical Investigation," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 297.
• Patricio Valenzuela, 2013, "Rollover risk and corporate bond spreads," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 300.
• Nathan Foley-Fisher & Eoin McLaughlin, 2013, "Irish Land Bonds: 1891-1938," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 239, Dec.
• McLaughlin, Eoin & Foley-Fisher, Nathan, 2013, "Irish Land Bonds: 1891-1938," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-109.
• Gajewski, Jean-François & Quéré, Bertrand ¨P., 2013, "A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 1-25, DOI: 10.1016/j.intacc.2013.01.004.
• Chiu, Tzu-Ting & Lee, Yen-Jung, 2013, "Foreign Private Issuers' Application of IFRS Around the Elimination of the 20-F Reconciliation Requirement," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 54-83, DOI: 10.1016/j.intacc.2013.01.006.
• Bhattacharyay, Biswa Nath, 2013, "Determinants of bond market development in Asia," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 124-137, DOI: 10.1016/j.asieco.2012.11.002.
• Taha, Roshaiza & Colombage, Sisira R.N. & Maslyuk, Svetlana & Nanthakumar, Loganathan, 2013, "Does financial system activity affect tax revenue in Malaysia? Bounds testing and causality approach," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 147-157, DOI: 10.1016/j.asieco.2012.11.001.
• Cheung, Adrian (Wai Kong) & Roca, Eduardo, 2013, "The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 51-65, DOI: 10.1016/j.asieco.2012.08.002.
• Gu, Lulu & Reed, W. Robert, 2013, "Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 28-40, DOI: 10.1016/j.asieco.2013.04.009.
• Bentes, Sonia R. & Menezes, Rui, 2013, "On the predictability of realized volatility using feasible GLS," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 58-66, DOI: 10.1016/j.asieco.2013.08.002.
• Krishnan, R. & Mishra, Vinod, 2013, "Intraday liquidity patterns in Indian stock market," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 99-114, DOI: 10.1016/j.asieco.2013.05.005.
• Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan, 2013, "Determinants and price discovery of China sovereign credit default swaps," China Economic Review, Elsevier, volume 24, issue C, pages 1-15, DOI: 10.1016/j.chieco.2012.09.003.
• Lin, Hui Ling & Pukthuanthong, Kuntara & Walker, Thomas John, 2013, "An international look at the lawsuit avoidance hypothesis of IPO underpricing," Journal of Corporate Finance, Elsevier, volume 19, issue C, pages 56-77, DOI: 10.1016/j.jcorpfin.2012.10.003.
• Xiao, Gang, 2013, "Legal shareholder protection and corporate R&D investment," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 240-266, DOI: 10.1016/j.jcorpfin.2013.08.009.
• Demir, Firat, 2013, "Growth under exchange rate volatility: Does access to foreign or domestic equity markets matter?," Journal of Development Economics, Elsevier, volume 100, issue 1, pages 74-88, DOI: 10.1016/j.jdeveco.2012.08.001.
• Dick, Christian D. & Menkhoff, Lukas, 2013, "Exchange rate expectations of chartists and fundamentalists," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1362-1383, DOI: 10.1016/j.jedc.2013.03.006.
• Ahmed, Abdullahi D., 2013, "Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment," Economic Modelling, Elsevier, volume 30, issue C, pages 261-273, DOI: 10.1016/j.econmod.2012.09.019.
• Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013, "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, volume 30, issue C, pages 595-601, DOI: 10.1016/j.econmod.2012.10.001.
• Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013, "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, volume 30, issue C, pages 754-769, DOI: 10.1016/j.econmod.2012.10.005.
• Gatfaoui, Hayette, 2013, "Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets," Economic Modelling, Elsevier, volume 30, issue C, pages 776-791, DOI: 10.1016/j.econmod.2012.09.043.
• Qiu, Junfeng & Zhang, Yongli, 2013, "Convertible bonds with resettable conversion prices," Economic Modelling, Elsevier, volume 31, issue C, pages 198-205, DOI: 10.1016/j.econmod.2012.11.058.
• Akarim, Yasemin Deniz & Sevim, Serafettin, 2013, "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, volume 31, issue C, pages 453-459, DOI: 10.1016/j.econmod.2012.11.028.
• El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013, "Market structure and the cost of capital," Economic Modelling, Elsevier, volume 31, issue C, pages 664-671, DOI: 10.1016/j.econmod.2013.01.004.
• Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard, 2013, "Endogenous current account balances in a world CGE model with international financial assets," Economic Modelling, Elsevier, volume 32, issue C, pages 146-160, DOI: 10.1016/j.econmod.2013.01.046.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013, "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, volume 32, issue C, pages 42-57, DOI: 10.1016/j.econmod.2012.12.028.
• Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013, "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, volume 33, issue C, pages 209-225, DOI: 10.1016/j.econmod.2013.04.009.
• Gjika, Dritan & Horváth, Roman, 2013, "Stock market comovements in Central Europe: Evidence from the asymmetric DCC model," Economic Modelling, Elsevier, volume 33, issue C, pages 55-64, DOI: 10.1016/j.econmod.2013.03.015.
• Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013, "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, volume 33, issue C, pages 552-559, DOI: 10.1016/j.econmod.2013.04.049.
• de Mendonça, Helder Ferreira & Galvão, Délio José Cordeiro & Loures, Renato Falci Villela, 2013, "Credit and bank opaqueness: How to avoid financial crises?," Economic Modelling, Elsevier, volume 33, issue C, pages 605-612, DOI: 10.1016/j.econmod.2013.05.001.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• de Truchis, Gilles, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Economic Modelling, Elsevier, volume 34, issue C, pages 98-105, DOI: 10.1016/j.econmod.2012.12.011.
• Dias, José G. & Ramos, Sofia B., 2013, "A core–periphery framework in stock markets of the euro zone," Economic Modelling, Elsevier, volume 35, issue C, pages 320-329, DOI: 10.1016/j.econmod.2013.07.013.
• Hwang, Eugene & Min, Hong-Ghi & Kim, Bong-Han & Kim, Hyeongwoo, 2013, "Determinants of stock market comovements among US and emerging economies during the US financial crisis," Economic Modelling, Elsevier, volume 35, issue C, pages 338-348, DOI: 10.1016/j.econmod.2013.07.021.
• Dmitriev, Alexandre & Roberts, Ivan, 2013, "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, volume 35, issue C, pages 689-700, DOI: 10.1016/j.econmod.2013.08.027.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Beckmann, Joscha, 2013, "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 176-190, DOI: 10.1016/j.najef.2012.07.005.
• Benbouzid, Nadia & Mallick, Sushanta, 2013, "Determinants of bank credit default swap spreads: The role of the housing sector," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 243-259, DOI: 10.1016/j.najef.2012.10.004.
• Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.
• Gonzalez-Perez, Maria T. & Guerrero, David E., 2013, "Day-of-the-week effect on the VIX. A parsimonious representation," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 243-260, DOI: 10.1016/j.najef.2012.06.003.
• Ulibarri, Carlos A., 2013, "Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 60-69, DOI: 10.1016/j.najef.2013.01.003.
• Lahrech, Abdelmounaim & Sylwester, Kevin, 2013, "The impact of NAFTA on North American stock market linkages," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 94-108, DOI: 10.1016/j.najef.2013.04.001.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013, "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 119-144, DOI: 10.1016/j.najef.2013.08.002.
• Lee, Hsiu-Chuan & Chang, Shu-Lien, 2013, "Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 197-216, DOI: 10.1016/j.najef.2013.10.001.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013, "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 217-226, DOI: 10.1016/j.najef.2013.02.001.
• Chang, Chia-Lin & Della Chang, Jui-Chuan & Huang, Yi-Wei, 2013, "Dynamic price integration in the global gold market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 227-235, DOI: 10.1016/j.najef.2013.02.002.
• Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao, 2013, "The dynamic interactions among the stock, bond and insurance markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 28-52, DOI: 10.1016/j.najef.2013.04.003.
• Pelizzon, Loriana & Sartore, Domenico, 2013, "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 565-585, DOI: 10.1016/j.najef.2013.02.022.
• Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu, 2013, "Information transmission between sovereign debt CDS and other financial factors – The case of Latin America," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 586-601, DOI: 10.1016/j.najef.2013.02.023.
• Wang, Xue & Yao, Lee J. & Fang, Victor, 2013, "Stock prices and the location of trade: Evidence from China-backed ADRs," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 677-688, DOI: 10.1016/j.najef.2013.05.002.
• Zhang, Bing & Li, Xindan & Yu, Honghai, 2013, "Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 725-738, DOI: 10.1016/j.najef.2013.05.003.
• Śmiech, Sławomir & Papież, Monika, 2013, "Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market," Economics Letters, Elsevier, volume 118, issue 1, pages 199-202, DOI: 10.1016/j.econlet.2012.10.010.
• Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart, 2013, "Understanding and predicting bank rating transitions using optimal survival analysis models," Economics Letters, Elsevier, volume 119, issue 3, pages 280-283, DOI: 10.1016/j.econlet.2013.02.033.
• Ahrend, Rudiger & Goujard, Antoine, 2013, "Foreign bank presence: Helping or hurting when financial contagion strikes?," Economics Letters, Elsevier, volume 120, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2013.04.044.
• Fischer, Ronald & Valenzuela, Patricio, 2013, "Financial openness, market structure and private credit: An empirical investigation," Economics Letters, Elsevier, volume 121, issue 3, pages 478-481, DOI: 10.1016/j.econlet.2013.10.009.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2013, "Stock exchange mergers and return co-movement: A flexible dynamic component correlations model," Economics Letters, Elsevier, volume 121, issue 3, pages 511-515, DOI: 10.1016/j.econlet.2013.10.001.
• Ogata, Hiroaki, 2013, "Estimation for multivariate stable distributions with generalized empirical likelihood," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 248-254, DOI: 10.1016/j.jeconom.2012.08.017.
• Horvath, Roman & Petrovski, Dragan, 2013, "International stock market integration: Central and South Eastern Europe compared," Economic Systems, Elsevier, volume 37, issue 1, pages 81-91, DOI: 10.1016/j.ecosys.2012.07.004.
• Lo Prete, Anna, 2013, "Sharing risk within and across countries: the role of labor market institutions," Economic Systems, Elsevier, volume 37, issue 3, pages 449-461, DOI: 10.1016/j.ecosys.2013.02.002.
• Galstyan, Vahagn & Lane, Philip R., 2013, "Bilateral portfolio dynamics during the global financial crisis," European Economic Review, Elsevier, volume 57, issue C, pages 63-74, DOI: 10.1016/j.euroecorev.2012.10.002.
• Spronk, Richard & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Carry trade and foreign exchange rate puzzles," European Economic Review, Elsevier, volume 60, issue C, pages 17-31, DOI: 10.1016/j.euroecorev.2013.01.007.
• Kinnunen, Jyri, 2013, "Dynamic return predictability in the Russian stock market," Emerging Markets Review, Elsevier, volume 15, issue C, pages 107-121, DOI: 10.1016/j.ememar.2012.12.001.
• Chen, Jiandong & Cumming, Douglas & Hou, Wenxuan & Lee, Edward, 2013, "Executive integrity, audit opinion, and fraud in Chinese listed firms," Emerging Markets Review, Elsevier, volume 15, issue C, pages 72-91, DOI: 10.1016/j.ememar.2012.12.003.
• Imisiker, Serkan & Tas, Bedri Kamil Onur, 2013, "Which firms are more prone to stock market manipulation?," Emerging Markets Review, Elsevier, volume 16, issue C, pages 119-130, DOI: 10.1016/j.ememar.2013.04.003.
• Blitz, David & Pang, Juan & van Vliet, Pim, 2013, "The volatility effect in emerging markets," Emerging Markets Review, Elsevier, volume 16, issue C, pages 31-45, DOI: 10.1016/j.ememar.2013.02.004.
• Cakici, Nusret & Fabozzi, Frank J. & Tan, Sinan, 2013, "Size, value, and momentum in emerging market stock returns," Emerging Markets Review, Elsevier, volume 16, issue C, pages 46-65, DOI: 10.1016/j.ememar.2013.03.001.
• Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013, "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 1-13, DOI: 10.1016/j.ememar.2013.07.002.
• Pungulescu, Crina, 2013, "Measuring financial market integration in the European Union: EU15 vs. New Member States," Emerging Markets Review, Elsevier, volume 17, issue C, pages 106-124, DOI: 10.1016/j.ememar.2013.08.006.
• Ağca, Şenay & De Nicolò, Gianni & Detragiache, Enrica, 2013, "Banking sector reforms and corporate leverage in emerging markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 125-149, DOI: 10.1016/j.ememar.2013.08.003.
• Garay, Urbi & González, Maximiliano & Guzmán, Alexander & Trujillo, María Andrea, 2013, "Internet-based corporate disclosure and market value: Evidence from Latin America," Emerging Markets Review, Elsevier, volume 17, issue C, pages 150-168, DOI: 10.1016/j.ememar.2013.09.002.
• Jaramillo, Laura & Weber, Anke, 2013, "Bond yields in emerging economies: It matters what state you are in," Emerging Markets Review, Elsevier, volume 17, issue C, pages 169-185, DOI: 10.1016/j.ememar.2013.09.003.
• Ben Rejeb, Aymen & Boughrara, Adel, 2013, "Financial liberalization and stock markets efficiency: New evidence from emerging economies," Emerging Markets Review, Elsevier, volume 17, issue C, pages 186-208, DOI: 10.1016/j.ememar.2013.09.001.
• Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas, 2013, "Credit cycle dependent spread determinants in emerging sovereign debt markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 209-223, DOI: 10.1016/j.ememar.2013.03.002.
• Broto, Carmen, 2013, "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, volume 17, issue C, pages 224-240, DOI: 10.1016/j.ememar.2013.03.003.
• Piljak, Vanja, 2013, "Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 29-43, DOI: 10.1016/j.ememar.2013.08.001.
• Huang, Biqing & Wald, John & Martell, Rodolfo, 2013, "Financial market liberalization and the pricing of idiosyncratic risk," Emerging Markets Review, Elsevier, volume 17, issue C, pages 44-59, DOI: 10.1016/j.ememar.2013.08.005.