Research classified by Journal of Economic Literature (JEL) codes

2017

• Samit Paul & Madhusudan Karmakar, 2017, "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 4, pages 247-283, December.
• Marcell Béli & Kata Váradi, 2017, "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 16, issue 2, pages 119-147.
• Antoine Kornprobst, 2017, "Winning Investment Strategies Based on Financial Crisis Indicators," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17039, Sep.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2017, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/17.
• Jiti Gao & Kai Xia, 2017, "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/17.
• Biqing Cai & Jiti Gao, 2017, "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/17.
• Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017, "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/17.
• Oscar De la Torre Torres & Mª Isabel Martínez Torre Enciso, 2017, "Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 222-238, Enero-Mar.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluación del efecto de la psicología del inversionista en un mercado bursátil artificial mediante su grado de eficiencia," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1345-1360, Octubre-D.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluation of the effect of investor psychology on an artificial stock market through its degree of efficiency," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1361-1376, Octubre-D.
• Marcin Flotyński, 2017, "Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices – quantitative analysis for the euro area," NBP Working Papers, Narodowy Bank Polski, number 274.
• Gustavo S. Cortes & Marc D. Weidenmier, 2017, "Stock Volatility and the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 23554, Jun.
• William N. Goetzmann & Dasol Kim, 2017, "Negative Bubbles: What Happens After a Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 23830, Sep.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017, "Predicting Relative Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23886, Sep.
• Igor ENICOV, 2017, "Applying Petri Nets Extensions To Modeling Commercial Bank Activity," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1-2, pages 90-94.
• Júlio Lobão, 2017, "O efeito de smart money nos fundos de investimento: o caso português [The smart money effect in mutual funds: the Portuguese case]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 1, pages 241-270, January-A.
• Abdinardo Moreira Barreto de Oliveira & Joséte Florencio dos Santos, 2017, "Previsões de razões ótimas de hedge para a manga exportada brasileira [Forecasting of optimal hedge ratios for the Brazilian exported mango]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 3, pages 671-703, September.
• Bekiros, Stelios & Loukeris, Nikolaos & Eleftheriadis, Iordanis, 2017, "Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach," Review of Behavioral Economics, now publishers, volume 4, issue 2, pages 83-106, September, DOI: 10.1561/105.00000060.
• Hom Nath Gaire, 2017, "Stock Index, Interest Rate and Gold Price of Nepal: Cointegration and Causality Analysis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 2, pages 15-30, October.
• Emil Asenov, 2017, "Model for Insurance Fraud Risk Assessment and Prevention," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 47-59, December.
• Mark Paddrik & H. Peyton Young, 2017, "How Safe are Central Counterparties in Derivatives Markets?," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-06, Nov.
• Igor Enicov & Emilian Gutuleac, 2017, "Modeling Activities Of Commercial Bank Through Petri Nets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 325-334, July.
• Xiao, Tim, 2017, "A New Model for Pricing Collateralized Financial Derivatives," SocArXiv, Center for Open Science, number fvdzh, Jul, DOI: 10.31219/osf.io/fvdzh.
• Xun Gong & Chunmei Lin & Remco C. J. Zwinkels, 2017, "Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 36-61.
• João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos, 2017, "Combining Multivariate Volatility Forecasts: An Economic-Based Approach," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 247-285.
• Caio Almeida & Kym Ardison & René Garcia & Jose Vicente, 2017, "Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 333-376.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2017, "Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 377-387.
• Caio Almeida & Kym Ardison & René Garcia & Jose Vicente, 2017, "Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 418-426.
• Caio Almeida & Kym Ardison & René Garcia & Jose Vicente, 2017, "Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 504-504.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2017, "Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 505-505.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.
• Egon A. Kalotay & Edward I. Altman, 2017, "Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses," Review of Finance, European Finance Association, volume 21, issue 1, pages 433-463.
• Michael S. O’Doherty & N. E. Savin & Ashish Tiwari, 2017, "Hedge Fund Replication: A Model Combination Approach," Review of Finance, European Finance Association, volume 21, issue 4, pages 1767-1804.
• H Peyton Young & Mark Paddrik & Sriram Rajan, 2017, "Contagion in the CDS Market," Economics Series Working Papers, University of Oxford, Department of Economics, number 821, Jan.
• H Peyton Young & Mark Paddrik, 2017, "How Safe are Central Counterparties in Derivatives Markets?," Economics Series Working Papers, University of Oxford, Department of Economics, number 826, Jun.
• Tascón, María T. & Castaño, Francisco J., 2017, "Selection of Variables in Small Business Failure Analysis: Mean Selection vs. Median Selection || Selección de variables en el análisis de fracaso de empresas pequeñas: selección de medias frente a se," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 54-88, Diciembre.
• Austin Shelton, 2017, "The value of stop-loss, stop-gain strategies in dynamic asset allocation," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 124-143, March, DOI: 10.1057/s41260-016-0010-y.
• Rania Jammazi & Duc Khuong Nguyen, 2017, "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 68, issue 11, pages 1352-1362, November, DOI: 10.1057/s41274-016-0133-z.
• Casper Agaton, 2017, "Coal, Renewable, or Nuclear? A Real Options Approach to Energy Investments in the Philippines," International Journal of Sustainable Energy and Environmental Research, Conscientia Beam, volume 6, issue 2, pages 50-62.
• Gonçalo Faria & Fabio Verona, 2017, "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1702, Nov.
• Ganna Gridina, 2017, "Фінансовий Лізинг: Проблеми Та Перспективи Розвитку В Україні
  [Financial Leasing: Problems and Prospects of Development in Ukraine]," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, volume 3, issue 9(26), pages 3019-3025, September, DOI: 10.22178/pos.26-2.
• S, Suresh Kumar & V, Joseph James & S R, Shehnaz, 2017, "The Dual Index Model That Astutely Augurs Stock Prices Using Sectoral Indices – An Empirical Evaluation of Securities That Are Not Constituents of India's Premier Stock Exchange Index Namely BSE-Sense," MPRA Paper, University Library of Munich, Germany, number 109030, Jul, revised 16 Sep 2017.
• S, Suresh Kumar & V, Joseph James & S R, Shehnaz, 2017, "The dual index model - Empirical proof of an astute model that augurs stock prices across assorted sectors," MPRA Paper, University Library of Munich, Germany, number 109031, Jan, revised Feb 2017.
• CHIKHI, Mohamed, 2017, "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
  [Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper, University Library of Munich, Germany, number 76691, revised 2017.
• Alexandre, Michel & Antônio Silva Brito, Giovani & Cotrim Martins, Theo, 2017, "Default contagion among credit modalities: evidence from Brazilian data," MPRA Paper, University Library of Munich, Germany, number 76859, Feb.
• Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017, "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper, University Library of Munich, Germany, number 77147, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017, "Investment in capital markets," MPRA Paper, University Library of Munich, Germany, number 77414, Mar.
• Egorova, Yana, 2017, "Инвестирование Денежных Средств В Условиях Экономического Кризиса В 2017 Году," MPRA Paper, University Library of Munich, Germany, number 77648, Mar.
• Jamalludin, Nadia, 2017, "Risk and Performance of SapuraKencana Petroleum Berhad," MPRA Paper, University Library of Munich, Germany, number 78422, Apr.
• Jamalludin, Nadia, 2017, "Risk and Performance of SapuraKencana Petroleum Berhad," MPRA Paper, University Library of Munich, Germany, number 78423, Apr.
• Sofi, Farah Nuramalina, 2017, "The Relationship of RHB Bank Berhad’s Profitability with Leverage and Size (Total Asset)," MPRA Paper, University Library of Munich, Germany, number 78499, Mar.
• Senarathne, Chamil W & Jayasinghe, Prabhath, 2017, "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper, University Library of Munich, Germany, number 78771, Mar, revised 04 Apr 2017.
• FERROUHI, El Mehdi, 2017, "Determinants of bank deposits in Morocco," MPRA Paper, University Library of Munich, Germany, number 79075, Apr.
• Quaas, Georg, 2017, "Irrungen und Wirrungen im Umfeld der Geldtheorie: Wohin einseitige Darstellungen der Zentralbanken führen
  [Aberrations and confusions of the theory of money: Where ambiguous formulations lead to]," MPRA Paper, University Library of Munich, Germany, number 79735, Jun.
• Bukvić, Rajko & Pavlović, Radica & Gajić, Aleksandar, 2017, "Static and Dynamic Indicators in the Analysis of Internal Sources of Companies’ Investments Financing," MPRA Paper, University Library of Munich, Germany, number 79810, revised 2017.
• Parker, Edgar, 2017, "The Entropic Linkage between Equity and Bond Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 80036, Jun.
• Lindblad, Annika, 2017, "Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility," MPRA Paper, University Library of Munich, Germany, number 80266, Jul.
• Bell, Peter, 2017, "Example of a Rising NPV Profile for a Mining Project," MPRA Paper, University Library of Munich, Germany, number 81353, Sep.
• Pönkä, Harri, 2017, "Sentiment and sign predictability of stock returns," MPRA Paper, University Library of Munich, Germany, number 81861, Oct.
• Jin, Xin & Maheu, John M & Yang, Qiao, 2017, "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 81920, Oct.
• Agaton, Casper, 2017, "Real Options Analysis of Renewable Energy Investment Scenarios in the Philippines," MPRA Paper, University Library of Munich, Germany, number 83478, Dec.
• Agaton, Casper, 2017, "Coal, Renewable, or Nuclear? A Real Options Approach to Energy Investments in the Philippines," MPRA Paper, University Library of Munich, Germany, number 83798, Dec.
• Nguyen, Duc Khuong & Walther, Thomas, 2017, "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper, University Library of Munich, Germany, number 84464, May, revised Jan 2018.
• Xiao, Tim, 2017, "A New Model for Pricing Collateralized Financial Derivatives," MPRA Paper, University Library of Munich, Germany, number 87088, Jul.
• Olkhov, Victor, 2017, "Quantitative Description of Financial Transactions and Risks," MPRA Paper, University Library of Munich, Germany, number 87316.
• Ekong, Christopher N. & Onye, Kenneth U., 2017, "Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria," MPRA Paper, University Library of Munich, Germany, number 88309.
• Ayanda Sikhosana & Goodness C. Aye, 2017, "Asymmetric Volatility Effects between the Real Exchange Rate and Stock Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201721, Mar.
• Petr Makovsky, 2017, "The Value of the Firm in Dependence on Technological Shocks – the Czech Republic Case," ACTA VSFS, University of Finance and Administration, volume 11, issue 1, pages 45-60.
• Petr Houdek & Petr Koblovský & Jan Plaček & Luboš Smrčka, 2017, "Causality Illusion and Overconfidence in Predicting (Quasi)Stochastic Financial Events
  [Iluze kauzality a nadměrná důvěra ve schopnost predikce (kvazi)náhodných finančních událostí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2017, issue 1, pages 51-63, DOI: 10.18267/j.aop.568.
• Ján Malega & Roman Horváth, 2017, "Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 3, pages 257-268, DOI: 10.18267/j.pep.608.
• Voraprapa Nakavachara & Nuarpear Lekfuangfu, 2017, "Predicting the Present Revisited: The Case of Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 70, Oct.
• Leslie G. Manison & Savvakis C. Savvides, 2017, "Neglect Private Debt at the Economy’s Peril: Applying Balance Sheet Recession Analysis to the Post Bail-in Cyprus Economy," Development Discussion Papers, JDI Executive Programs, number 2017-06, Jun.
• Savvakis C. Savvides, 2017, "Private debt is the problem: Why the economic recovery of Cyprus remains an elusive and distant dream," Development Discussion Papers, JDI Executive Programs, number 2017-17.
• Savvakis C. Savvides, 2017, "Private debt is the problem: Why the economic recovery of Cyprus remains an elusive and distant dream," Development Discussion Papers, JDI Executive Programs, number 2017-17.
• Alain Kabundi & Asi Mbelu, 2017, "Estimating a timevarying financial conditions index for South Africa," Working Papers, South African Reserve Bank, number 8008, Sep.
• Christian Wagner & Ian Martin, 2017, "What Is the Expected Return on a Stock?," 2017 Meeting Papers, Society for Economic Dynamics, number 146.
• Francesco Bianchi, 2017, "Monetary Policy and Asset Valuation," 2017 Meeting Papers, Society for Economic Dynamics, number 500.
• Andreea Costea, 2017, "A Quantitative Approach to Credit Risk Management in the Underwriting Process for the Retail Portfolio," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 157-186, March.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
• Atanu Saha & Alex Rinaudo, 2017, "Downside Risk Protection of Retirement Assets: A New Approach," Journal of Financial Transformation, Capco Institute, volume 45, pages 111-120.
• Andrew Freeman & Iordanis Karagiannidis & D. Sykes Wilford, 2017, "The Power of “Negative Beta”: Why Every Portfolio Should Include Private Equity," Journal of Financial Transformation, Capco Institute, volume 45, pages 101-110.
• Emil Mihalina & Ivan Krivicic & Tihomir Antunovic, 2017, "Winter Saeculum," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 1, pages 39-52.
• Nicu MARCU & Carmen Elena DOBROTA & Raluca ANTONEAC (CALIN), 2017, "An Investigation of the Day-of-the-week Effect in Conditional Variance at the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 124-134, June.
• Doojin RYU & Hyein SHIM, 2017, "Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 45-61, June.
• Krzysztof DRACHAL, 2017, "Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 37-53, September.
• Dan Gabriel ANGHEL, 2017, "Intraday Market Efficiency for a Typical Central and Eastern European Stock Market: The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-109, September.
• Nanthakumar LOGANATHAN & Suraya ISMAIL & Dalia STREIMIKIENE & Asan Ali Golam HASSAN & Edmundas Kazimieras ZAVADSKAS & Abbas MARDANI, 2017, "Tax Reform, Inflation, Financial Development And Economic Growth In Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 152-165, December.
• Andrey Kudryavtsev & Shosh Shahrabani & Yaniv Azoulay, 2017, "Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better," Bulletin of Applied Economics, Risk Market Journals, volume 4, issue 1, pages 13-33.
• Priviledge Cheteni, 2017, "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 6, pages 237-245, DOI: 10.22610/jebs.v8i6(J).1497.
• Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Gyorgy BODO, 2017, "Theoretical Aspects Of The Role Of Information In The Process Of Decisions/Risks Modeling," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 102-111, June.
• Florin Paul Costel LILEA & Andreea – Ioana MARINESCU, 2017, "Macroeconomic Forecast Models – Concepts And Theoretical Notions," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 118-123, June.
• Davide De Gaetano, 2017, "Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0219, May.
• Davide De Gaetano, 2017, "A Bootstrap Bias Correction Of Long Run Fourth Order Moment Estimation In The Cusum Of Squares Test," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0220, Jul.
• Amandha Ganegoda & John Evans, 2017, "The Australian retirement lottery: A system failure," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 3-31, February, DOI: 10.1177/0312896214554267.
• Argel S. Masa & John Francis T. Diaz, 2017, "Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 1, pages 23-53, February, DOI: 10.1177/0973801016676012.
• Thushari N. Vidanage & Fabrizio Carmignani & Tarlok Singh, 2017, "Predictability of Return Volatility Across Different Emerging Capital Markets: Evidence from Asia," South Asian Journal of Macroeconomics and Public Finance, , volume 6, issue 2, pages 157-177, December, DOI: 10.1177/2277978717727172.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017, "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 37, issue 1, May.
• Simone Kruse & Thomas Tischer & Timo Wittig, 2017, "A New Empirical Investigation Of The Platinum Spot Returns," Journal of Smart Economic Growth, , volume 2, issue 2, pages 141-148, September.
• GÜNE? TOPÇU & Ahmet Burak Emel & Tu?çe Özbey Gürkan, 2017, "Early Warning Modeling For Financial Failure: Borsa Istanbul Case," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808259, Oct.
• Macías Villalba, Gloria Inés, 2017, "Pérdidas inesperadas por riesgo operativo en una entidad financiera con Teoría de Cópulas / Unexpected Losses for Operational Risk in a Financial Institution with Copula Theory," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 2, pages 237-268, julio-dic.
• Michał Chojnowski & Piotr Dybka, 2017, "Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 1-21, June, DOI: 10.33119/ERFIN.2017.2.1.1.
• Hubert Wisniewski, 2017, "Panelowa weryfikacja wplywu zmiennych makroekonomicznych na indeksy gieldowe," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 162-177.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A001, Jan.
• Boryana Bogdanova & Bozhidar Nedev, 2017, "Changes in Temporal Patterns of the Momentum Effect in Times of Turmoil: Evidence from the Bulgarian Stock," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-11, Dec, revised Dec 2017.
• David Haab & Thomas Nitschka, 2017, "Predicting returns on asset markets of a small, open economy and the influence of global risks," Working Papers, Swiss National Bank, number 2017-14.
• Dimitrios Lyridis & Nikolaos Manos & Panayotis Zacharioudakis & Athanassios Pappas & Aristidis Mavris, 2017, "Measuring Tanker Market Future Risk with the use of FORESIM," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 1, pages 38-53, January-M.
• Umit Bulut, 2017, "Financial Conditions Index as a Leading Indicator of Business Cycles in Turkey," Contributions to Economics, Springer, in: Ümit Hacioğlu & Hasan Dinçer, "Global Financial Crisis and Its Ramifications on Capital Markets", DOI: 10.1007/978-3-319-47021-4_17.
• Harri Pönkä, 2017, "Predicting the direction of US stock markets using industry returns," Empirical Economics, Springer, volume 52, issue 4, pages 1451-1480, June, DOI: 10.1007/s00181-016-1098-0.
• Hanxiong Zhang & Robert Hudson & Hugh Metcalf & Viktor Manahov, 2017, "Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models," Empirical Economics, Springer, volume 53, issue 2, pages 617-640, September, DOI: 10.1007/s00181-016-1127-z.
• Fabian Lutzenberger & Benedikt Gleich & Herbert G. Mayer & Christian Stepanek & Andreas W. Rathgeber, 2017, "Metals: resources or financial assets? A multivariate cross-sectional analysis," Empirical Economics, Springer, volume 53, issue 3, pages 927-958, November, DOI: 10.1007/s00181-016-1162-9.
• Hakan Er & Adnan Hushmat, 2017, "The application of technical trading rules developed from spot market prices on futures market prices using CAPM," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 313-353, December, DOI: 10.1007/s40821-016-0056-2.
• Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2017, "Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 3, issue 3, pages 343-366, November, DOI: 10.1007/s40797-017-0052-4.
• Amit K. Sinha & Philip A. Horvath & Robert C. Scott, 2017, "The real miss-specification in the forward rate premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 463-473, July, DOI: 10.1007/s12197-016-9363-9.
• Beatriz Vaz de Melo Mendes & Victor Bello Accioly, 2017, "Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 631-658, October, DOI: 10.1007/s12197-017-9386-x.
• Alexandru Mandes & Peter Winker, 2017, "Complexity and model comparison in agent based modeling of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 3, pages 469-506, October, DOI: 10.1007/s11403-016-0173-0.
• Parthajit Kayal & S. Maheswaran, 2017, "Is USD-INR Really an Excessively Volatile Currency Pair?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 2, pages 329-342, June, DOI: 10.1007/s40953-016-0054-3.
• Dirk Becherer & Klebert Kentia, 2017, "Hedging under generalized good-deal bounds and model uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 86, issue 1, pages 171-214, August, DOI: 10.1007/s00186-017-0588-y.
• Simone Farinelli & Luisa Tibiletti, 2017, "Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets," Operations Research Proceedings, Springer, in: Karl Franz Dörner & Ivana Ljubic & Georg Pflug & Gernot Tragler, "Operations Research Proceedings 2015", DOI: 10.1007/978-3-319-42902-1_85.
• Wali Ullah, 2017, "Term structure forecasting in affine framework with time-varying volatility," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 453-483, August, DOI: 10.1007/s10260-017-0378-y.
• Glenn Otto & Nigel Stapledon, 2017, "How Predictable? Rent Growth and Returns in Sydney and Melbourne Housing Markets," Discussion Papers, School of Economics, The University of New South Wales, number 2017-01, Jan.
• Filip Žikeš & Jozef Baruník & Nikhil Shenai, 2017, "Modeling and forecasting persistent financial durations," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 10, pages 1081-1110, November, DOI: 10.1080/07474938.2014.977057.
• Manabu Asai & Michael McAleer, 2017, "The impact of jumps and leverage in forecasting covolatility," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 638-650, October, DOI: 10.1080/07474938.2017.1307326.
• G. Demos & D. Sornette, 2017, "Birth or burst of financial bubbles: which one is easier to diagnose?," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 5, pages 657-675, May, DOI: 10.1080/14697688.2016.1231417.
• V. Filimonov & G. Demos & D. Sornette, 2017, "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 8, pages 1167-1186, August, DOI: 10.1080/14697688.2016.1276298.
• J. Daniel AromÍ, 2017, "Conventional Views and Asset Prices: What to Expect After Times of Extreme Opinions?," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 1, pages 49-73, May, DOI: 10.1016/S1514-0326(17)30003-X.
• Gila-Gourgoura, E. & Nikolaidou, E., 2017, "Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Spanish Banking System," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 10, issue 1, pages 60-71, March.
• Philip Stork & Luiz Felix & Roman Kraussl, 2017, "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-002/IV, Jan, revised 26 Jan 2018.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2017, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-013/III, Jan.
• Manabu Asai & Michael McAleer, 2017, "Forecasting the Volatility of Nikkei 225 Futures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-017/III, Jan.
• Manabu Asai & Michael McAleer, 2017, "Forecasting the volatility of Nikkei 225 futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-07, Jan.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017, "A Justification of Conditional Confidence Intervals," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 023, Oct, DOI: 10.26481/umagsb.2017023.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• ŞENOL, Zekai & KARACA, Süleyman Serdar, 2017, "The Effect Of Enterprise Risk Management On Firm Performance: A Case Study On Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 2, pages 6-30.
• Kabaivanov Stanimir & Markovska Veneta, 2017, "Modelling Environment Changes for Pricing Weather Derivatives," Scientific Annals of Economics and Business, Sciendo, volume 64, issue 4, pages 423-430, December, DOI: 10.1515/saeb-2017-0031.
• Chlebus Marcin, 2017, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Central European Economic Journal, Sciendo, volume 3, issue 50, pages 01-25, December, DOI: 10.1515/ceej-2017-0014.
• Gurgul Henryk & Machno Artur, 2017, "Trade Pattern on Warsaw Stock Exchange and Prediction of Number of Trades," Statistics in Transition New Series, Statistics Poland, volume 18, issue 1, pages 91-114, March, DOI: 10.21307/stattrans-2016-059.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Exploiting Spillovers to Forecast Crashes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 8, pages 936-955, December.
• Manabu Asai & Michael McAleer, 2017, "Forecasting the volatility of Nikkei 225 futures," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 11, pages 1141-1152, November.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 119.
• Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017, "The Renminbi central parity: An empirical investigation," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 7/2017.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Kunze, Frederik, 2017, "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 326.
• Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Implied volatility sentiment: A tale of two tails," CFS Working Paper Series, Center for Financial Studies (CFS), number 565.
• Reimers, Benjamin, 2017, "Momentumeffekt: Eine empirische Analyse der DAXsector Indizes des deutschen Prime Standards," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 01/2017.
• Schlütter, Sebastian, 2017, "Scenario-based capital requirements for the interest rate risk of insurance companies," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 28/17.
• Han, Liyan & Xu, Yang & Yin, Libo, 2017, "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2017-37.
• Schasfoort, Joeri & Stockermans, Christopher, 2017, "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2017-63.
• Demary, Markus, 2017, "IW Financial Expert Survey: 2. Quartal 2017," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 12/2017.
• Demary, Markus, 2017, "IW Financial Expert Survey: 3. Quartal 2017," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 22/2017.
• Demary, Markus, 2017, "IW Financial Expert Survey: 4. Quartal 2017," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 31/2017.
• Schmidt, Reinhard H., 2017, "Microfinance - once and today," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 48.
• Khalifa, Ahmed & Caporin, Massimiliano & Costola, Michele & Hammoudeh, Shawkat, 2017, "Systemic risk for financial institutions of major petroleum-based economies: The role of oil," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 172, revised 2017, DOI: 10.2139/ssrn.2985352.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017, "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-012.
• Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017, "Adaptive weights clustering of research papers," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-013.

2016

• Pavel Kapinos & Oscar A. Mitnik, 2016, "A Top-down Approach to Stress-testing Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 49, issue 2, pages 229-264, June, DOI: 10.1007/s10693-015-0228-8.
• Alexis Flageollet & Hamza Bahaji, 2016, "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, volume 27, issue 5, pages 851-870, November, DOI: 10.1007/s11079-016-9404-1.
• Dimitris Andriosopoulos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016, "Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 387-416, February, DOI: 10.1007/s11156-014-0473-1.
• R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016, "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 645-671, October, DOI: 10.1007/s11156-015-0516-2.
• Havran, Dániel & Váradi, Kata, 2016, "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete
  [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of O," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 966-992, DOI: 10.18414/KSZ.2016.9.966.
• Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, KSP Journals, volume 3, issue 1, pages 160-169, March.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016, "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, KSP Journals, volume 3, issue 2, pages 303-326, June.
• Pantelis Promponas & David Alan Peel, 2016, "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers, Lancaster University Management School, Economics Department, number 144439514.
• Maria Luisa Saavedra García & Gabriela Espíndola Armenta, 2016, "El uso de la planeación financiera en las PYME de TI de México," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 8, pages 15-32, July-Dece, DOI: -.
• Mateo Velásquez Giraldo & Diego Restrepo Tobón, 2016, "Affine Term Structure Models: Forecasting the Yield Curve for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 53-90, Julio - D, DOI: 10.17533/udea.le.n85a02.
• Nusrat Jahan & John J. Cheh & Il-woon Kim, 2016, "A comparison of Graham and Piotroski investment models using accounting information and efficacy measurement," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 43-54, February.
• Davallou, Maryam & Sadrynia, Mostafa, 2016, "The Impact of Asymmetric Risk on Expected Return," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 1, pages 1-13, January.
• Frantisek Darena & Jonas Petrovsky & Jan Zizka & Jan Prichystal, 2016, "Analyzing the correlation between online texts and stock price movements at micro-level using machine learning," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2016-67, Dec.
• Ender Demir & Ka Wai Terence Fung & Zhou Lu, 2016, "Capital Asset Pricing Model and Stochastic Volatility: A Case Study of India," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 1, pages 52-65, January, DOI: 10.1080/1540496X.2015.1062302.
• Raymond Leh Bin Ling & Jeng Yuan Chia, 2016, "Portfolio Diversification Strategy in the Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, volume 24, issue 1, pages 38-67.
• Massimiliano Kaucic & Roberto Daris, 2016, "Prospect Theory Based Portfolio Optimization Problem with Imprecise Forecasts," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 14, issue 4 (Winter, pages 359-384.
• Gergely Patrik Balla & Tamás Ilyés, 2016, "Liquidity Needs And Liquidity Costs Of An Instant Payment System," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/124.
• Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli, 2016, "A note on normalization schemes:The case of generalized forecast error variance decompositions," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0092, Aug.
• Zeineb Affes & Rania Hentati-Kaffel, 2016, "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16026, Mar.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016, "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16045, Jun.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16046, May.
• Julián Pareja Vasseur & Carolina Cadavid Pérez, 2016, "Pharmaceutical patents valuation through real options: Certainty equivalents and utility function," Contaduría y Administración, Accounting and Management, volume 61, issue 4, pages 794-814, Octubre-D.
• Joel M. David & Ina Simonovska, 2016, "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2015".
• Philip Brookins & Jennifer Brown & Dmitry Ryvkin, 2016, "Peer Information and Risk-taking under Competitive and Non-competitive Pay Schemes," NBER Working Papers, National Bureau of Economic Research, Inc, number 22486, Aug.
• Gonzalo Cortazar & Cristobal Millard & Hector Ortega & Eduardo S. Schwartz, 2016, "Commodity Price Forecasts, Futures Prices and Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22991, Dec.
• Igor Živko & Mile BoÅ¡njak, 2016, "A novel approach to modeling price volatility of sovereign debt instruments – the example of the Croatian government’s debt-based instruments," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 2, pages 13-20, December.
• Ivan LUCHIAN & George BALAN, 2016, "Financial Mechanisms Of Financial Crises," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 82-87.
• Daniel, Kent & Titman, Sheridan, 2016, "Another Look at Market Responses to Tangible and Intangible Information," Critical Finance Review, now publishers, volume 5, issue 1, pages 165-175, May, DOI: 10.1561/104.00000031.
• Mark Paddrik & Sriram Rajan & H. Peyton Young, 2016, "Contagion in the CDS Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-12, Dec.
• Anqi Liu & Mark Paddrik & Steve Yang & Xingjia Zhang, 2016, "Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-14, Dec.
• Filip Žikeš & Jozef Baruník, 2016, "Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 1, pages 185-226.
• Angelica CucÅŸa (Stratulat), 2016, "Risk Modeling Approaches in Terms of Volatility Banking Transactions," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 455-460, February.
• Aurora Murgea & Milena-Jana Schank, 2016, "Why do Goals Matter? Sport Events and Capital Market Returns," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 577-582, February.