Research classified by Journal of Economic Literature (JEL) codes

2015

• Khan, Dr. Muhammad Irfan & Syed, Muhammad Salman, 2015, "Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 72647, Jan, revised Jul 2015.
• Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015, "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper, University Library of Munich, Germany, number 74573, revised 2016.
• Ahelegbey, Daniel Felix, 2015, "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper, University Library of Munich, Germany, number 92634, May, revised 25 Apr 2016.
• Asandului, Mircea & Lupu, Dan & Mursa, Gabriel Claudiu & Muşetescu, Radu, 2015, "Dynamic relations between CDS and stock markets in Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 95506, Dec.
• Stelios Bekiros & Rangan Gupta, 2015, "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201505, Feb.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers, University of Pretoria, Department of Economics, number 201508, Feb.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201570, Oct.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
• Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015, "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201582, Nov.
• Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 2015, "The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant," Working Papers, University of Pretoria, Department of Economics, number 201586, Nov.
• Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
• Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015, "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers, University of Pretoria, Department of Economics, number 201596, Dec.
• Igor Paholok, 2015, "Credit Value Adjustment and Economic Motivation to Trade on PXE," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 3, pages 245-259, DOI: 10.18267/j.pep.517.
• Dana Cíchová Králová, 2015, "Využití modelu BGM při řízení úrokového rizika v českém prostředí v období po finanční krizi
  [Aplication of the BGM Model for Interest Rate Risk Management in the Czech Environment after Financial ," Politická ekonomie, Prague University of Economics and Business, volume 2015, issue 6, pages 714-740, DOI: 10.18267/j.polek.1023.
• Maciej Kostrzewski, 2015, "Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 1, pages 43-70, March.
• Sylvia Sarantopoulou-Chiourea & George Skiadopoulos, 2015, "A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers, Queen Mary University of London, School of Economics and Finance, number 741, Mar.
• Stan Hurn & Peter C B Phillips & Shuping Shi, 2015, "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series, National Centre for Econometric Research, number 107, Aug.
• Alexandra Heath & Gerard Kelly & Mark Manning, 2015, "Central Counterparty Loss Allocation and Transmission of Financial Stress," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-02, Mar.
• Alexis Akira Toda & Kieran Walsh, 2015, "Asset Pricing and the One Percent," 2015 Meeting Papers, Society for Economic Dynamics, number 858.
• Mihai Cristian Dinică & Erica Cristina (Balea) Dinică, 2015, "Testing the Weak-Form Market Eficiency of the Euronext Wheat," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 25-38, March.
• Eleftherios I. Thalassinos & Erginbay Ugurlu & Yusuf Muratoglu, 2015, "Comparison of Forecasting Volatility in the Czech Republic Stock Market," Applied Economics and Finance, Redfame publishing, volume 2, issue 1, pages 11-18, February.
• Petr Parshakov, 2015, "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 57-66.
• Myagmarsuren Boldbaatar & Choong Lyol Lee, 2015, "Financial Accessibility and Economic Growth," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 2, pages 143-166, DOI: 10.11644/KIEP.JEAI.2015.19.2.294.
• Thorvald Grung Moe, 2015, "Shadow banking: policy challenges for central banks," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 31-42.
• Ángel León & Manuel Moreno, 2015, "Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers," QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory, number 15-3, Mar.
• IONESCU Luminiţa & BUHUR Sami, 2015, "The Fiscal And Financial Control Reform In Romania And Turkey: A Comparative Study," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 6, issue 2, pages 27-34.
• Sinisa Bogdan & Suzana Baresa & Zoran Ivanovic, 2015, "ESTIMATING RISK ON THE CAPITAL MARKET WITH VaR METHOD," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 1, pages 165-175.
• Ralf Peter Wüstermann, 2015, "A risk-adequate valuation of Brazilian companies using the example of Arezzo Indústria e Comércio S.A," Journal of Interdisciplinary Economic Research, Allensbach Hochschule, issue 2, pages 30-39.
• Mine AKSOY & Veysel ULUSOY, 2015, "Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-128, March.
• Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015, "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 152-165, September.
• Ana-Maria CALOMFIR (METESCU), 2015, "A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 18, issue 2, pages 285-292, December.
• Dana Sisea & Emilia Stoica & Sandra Teodorescu, 2015, "Evolution of the Main Banking Sector Risks in Romania in the Last Decade," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 1, pages 23-46, March.
• Meriem Rjiba & Michail Tsagris & Hedi Mhalla, 2015, "Bootstrap for Value at Risk Prediction," International Journal of Empirical Finance, Research Academy of Social Sciences, volume 4, issue 6, pages 362-371.
• Zhanglong Wang & Kent Wang & Zheyao Pan, 2015, "Conditional equity risk premia and realized variance jump risk," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 295-317, May, DOI: 10.1177/0312896214526602.
• Vipul Kumar Singh, 2015, "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 258-289, December, DOI: 10.1177/0972652714567997.
• Казакова К.А. & Князев А.Г. & Лепёхин О.А., 2015, "Оптимальный размер банковского резерва: прогноз просроченной кредитной задолженности с использованием копулярных моделей. Optimum volume of bank reserve: forecasting of overdue credit indebtedness usi," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 15, issue 4, pages 59-76.
• Amaia Jone BETZUEN à LVAREZ & Amancio BETZUEN ZALBIDEGOITIA, 2015, "La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 24, issue 2, pages 45-54.
• Simona Adascalitei, 2015, "The importance of High Frequency Data on the Financial Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503637, Jun.
• Hernández Ángeles, Ignacio F. & Francisco-López Herrera & Luis Fernando Hoyos Reyes, 2015, "Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime./ Analysis of the leverage effect on the IPC ret," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 43-64, enero-jun.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Bucio Pacheco, Christian, 2015, "Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 65-94, enero-jun.
• Krzysztof Drachal, 2015, "Review Of Garch Model Applicability In View Of Some Recent Research," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 2 (July), pages 191-200.
• Abderrazak Dhaoui & Mohammed Aydi & Raja Ouled Ahmed Ben Ali, 2015, "Revisiting Empirical Linkages Between Direction Of Canadian Stock Price Index Movement And Oil Supply And Demand Stocks: Artificial Neural Networks And Support Vector Machines Approaches," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 319-344.
• Eduardo Astorino & Fernando Chague, Bruno Cara Giovannetti, Marcos Eugênio da Silva, 2015, "Variance Premium and Implied Volatility in a Low-Liquidity Option Market," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_08, May.
• Alexandros M. Goulielmos, 2015, "The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 65, issue 1-2, pages 67-86, January-M.
• Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015, "Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns," Computational Statistics, Springer, volume 30, issue 3, pages 821-843, September, DOI: 10.1007/s00180-014-0543-9.
• Lilia Karnizova & Hashmat Khan, 2015, "The stock market and the consumer confidence channel: evidence from Canada," Empirical Economics, Springer, volume 49, issue 2, pages 551-573, September, DOI: 10.1007/s00181-014-0873-z.
• Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015, "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 1-22, January, DOI: 10.1007/s12197-012-9234-y.
• Yuri Biondi & Pierpaolo Giannoccolo, 2015, "Share price formation, market exuberance and financial stability under alternative accounting regimes," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 10, issue 2, pages 333-362, October, DOI: 10.1007/s11403-014-0131-7.
• Jairo Fúquene & Marta Álvarez & Luis Raúl Pericchi, 2015, "A robust Bayesian dynamic linear model for Latin-American economic time series: “the Mexico and Puerto Rico cases”," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-17, December, DOI: 10.1007/s40503-015-0020-z.
• Andrew Blake & Garreth Rule & Ole Rummel, 2015, "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-21, December, DOI: 10.1007/s40503-015-0017-7.
• James A. Ohlson & Seil Kim, 2015, "Linear valuation without OLS: the Theil-Sen estimation approach," Review of Accounting Studies, Springer, volume 20, issue 1, pages 395-435, March, DOI: 10.1007/s11142-014-9300-0.
• Michael S. Drake & James N. Myers & Linda A. Myers & Michael D. Stuart, 2015, "Short sellers and the informativeness of stock prices with respect to future earnings," Review of Accounting Studies, Springer, volume 20, issue 2, pages 747-774, June, DOI: 10.1007/s11142-014-9313-8.
• Nico Katzke & Chris Garbers, 2015, "Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?," Working Papers, Stellenbosch University, Department of Economics, number 06/2015.
• Keshab Bhattarai, 2015, "Financial deepening and economic growth," Applied Economics, Taylor & Francis Journals, volume 47, issue 11, pages 1133-1150, March, DOI: 10.1080/00036846.2014.993130.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015, "Socially responsible and conventional investment funds: performance comparison and the global financial crisis," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2541-2562, May, DOI: 10.1080/00036846.2014.1000517.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2015, "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 32-55, February, DOI: 10.1080/07474938.2014.944467.
• Evangelos C. Charalambakis, 2015, "On the Prediction of Corporate Financial Distress in the Light of the Financial Crisis: Empirical Evidence from Greek Listed Firms," International Journal of the Economics of Business, Taylor & Francis Journals, volume 22, issue 3, pages 407-428, November, DOI: 10.1080/13571516.2015.1020131.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015, "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 393-402, July, DOI: 10.1080/07350015.2014.955174.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-018/III, Feb.
• Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-026/III, Feb.
• Bert de Bruijn & Philip Hans Franses, 2015, "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-032/III, Mar.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-056/III, May.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Exploiting Spillovers to forecast Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-118/III, Oct.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-02, Feb.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-16, Nov.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015, "Risk-Return Trade-Off for European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246967.
• Buncic, Daniel & Gisler, Katja I. M., 2015, "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1508, Mar.
• Buncic, Daniel & Tischhauser, Martin, 2015, "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1522, Oct.
• Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2015, "Market Sentiment and Paradigm Shifts," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 356, Mar.
• Federico Maglione, 2015, "Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:05.
• Daniel Felix Ahelegbey, 2015, "The Econometrics of Networks: A Review," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:13.
• Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
• CĂLIN, Adrian Cantemir, 2015, "Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 53-66.
• POPOVICI, Oana Cristina, 2015, "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 67-79.
• Dittmann Iwona, 2015, "Scenario Analysis In The Calculation Of Investment Efficiency–The Problem Of Formulating Assumptions," Real Estate Management and Valuation, Sciendo, volume 23, issue 3, pages 54-64, September, DOI: 10.1515/remav-2015-0025.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• Peter Reinhard Hansen & Allan Timmermann, 2015, "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, volume 83, issue , pages 2485-2505, November.
• Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2015, "Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 263-290, March.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015, "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 529-550, June.
• Thomas Q. Pedersen, 2015, "Predictable Return Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 2, pages 114-132, March.
• Philipp Hartmann, 2015, "Real Estate Markets and Macroprudential Policy in Europe," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S1, pages 69-80, March, DOI: 10.1111/jmcb.12192.
• Dominik Vuletić, 2015, "Next Global Crisis: Greatest Recession in the History of Capitalism is at the Doorstep," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1509, Oct.
• Mario Situm, 2015, "The Relevance of Trend Variables for the Prediction of Corporate Crises and Insolvencies," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 18, issue 1, pages 17-49, May.
• Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2015, "The credit quality channel: Modeling contagion in the interbank market," Discussion Papers, Deutsche Bundesbank, number 38/2015.
• Hoffmann, Steffen, 2015, "Die steueroptimale Anlegerstrategie bei Wertpapieren und die zugehörige Grenzpreisbestimmung," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 660.
• Hoffmann, Steffen, 2015, "Renditesteigerung durch Steuerstundungseffekte bei Kuponanleihen und Nullkuponanleihen," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 661.
• Korn, Olaf & Kuntz, Laura-Chloé, 2015, "Low-beta investment strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 29.
• Kraicova, Lucie & Barunik, Jozef, 2015, "Estimation of long memory in volatility using wavelets," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 33.
• Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015, "Modeling and forecasting persistent financial durations," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 36.
• Deaves, Richard & Lei, Jin & Schroeder, Michael, 2015, "Forecaster overconfidence and market survey performance," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 40.
• Deaves, Richard & Lei, Jin & Schröder, Michael, 2015, "Forecaster overconfidence and market survey performance," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 218.
• Schmallowsky, Katrin, 2015, "Unternehmensbewertung mit Monte-Carlo-Simulationen," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 02/2015.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1947 [rev.].
• Baetje, Fabian & Menkhoff, Lukas, 2015, "Equity premium prediction: Are economic and technical indicators instable?," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1987.
• Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth, 2015, "Distillation of news flow into analysis of stock reactions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-005.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015, "Factorisable sparse tail event curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-034.
• Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2015, "Copula-based factor model for credit risk analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-042.
• Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2015, "lCARE: Localizing conditional autoregressive expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-052.
• Conrad, Christian & Schienle, Melanie, 2015, "Misspecification Testing in GARCH-MIDAS Models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112919.
• Baetje, Fabian & Menkhoff, Lukas, 2015, "Equity premium prediction: Are economic and technical indicators instable?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113079.
• Deaves, Richard & Lei, Jin & Schröder, Michael, 2015, "Forecaster overconfidence and market survey performance," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-029.
• Deni Memic, 2015, "Assessing Credit Default using Logistic Regression and Multiple Discriminant Analysis: Empirical Evidence from Bosnia and Herzegovina," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 13, issue 1, pages 128-153.
• Florian Schaffner, 2015, "Predicting US bank failures with internet search volume data," ECON - Working Papers, Department of Economics - University of Zurich, number 214, Dec.

2014

• Maximilian Brauers & Matthias Thomas & Joachim Zietz, 2014, "Are There Rational Bubbles in REITs? New Evidence from a Complex Systems Approach," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 2, pages 165-184, August, DOI: 10.1007/s11146-013-9420-5.
• Pengguo Wang, 2014, "On the relevance of earnings components in valuation and forecasting," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 399-413, April, DOI: 10.1007/s11156-013-0347-y.
• Sorin Claudiu Radu, 2014, "Testing the Market Model – A Case Study of Fondul Proprietatea (FP)," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 126-131, March.
• Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014, "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-24, Dec.
• Alina Kvietkauskienė, 2014, "Real Time Investments with Adequate Portfolio Theory," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 2, issue 4, pages 85-100.
• Eþref Savaþ BAÞÇI & Öznur SAKINÇ, 2014, "Determinants of Bank Profitability in Turkey: An Empirical Analysis on Types of Banking from 2002 to 2012," Journal of Social and Administrative Sciences, KSP Journals, volume 1, issue 1, pages 3-8, December.
• Marielle Brunette & Arnaud Dragicevic & Jonathan Lenglet & Alexandra Niedzwiedz & Vincent Badeau & Jean-Luc Dupouey, 2014, "Portfolio management of mixed-species forests," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2014-09, Aug, revised Aug 2014.
• Ömer Akgöbek & Emre Yakut, 2014, "Efficiency measurement in Turkish manufacturing sector using Data Envelopment Analysis (DEA) and Artificial Neural Networks (ANN)," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 3, pages 35-45, June.
• Joocheol Kim & Eunhwan Kim, 2014, "An Empirical Analysis on Credit Risk Models and its Application," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 4, pages 14-27, August.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2014, "Testing for Leverage Effects in the Returns of US Equities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14022r, Feb, revised Jan 2017.
• Bertrand K Hassani, 2014, "Risk Appetite in Practice: Vulgaris Mathematica," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14037, Apr.
• Cottarelli, Carlo & Gerson, Philip & Senhadji, Abdelhak (ed.), 2014, "Post-crisis Fiscal Policy," MIT Press Books, The MIT Press, number 0262027186, edition 1, ISBN: ARRAY(0x6b16a070), December.
• Oliver D. Bunn & Robert J. Shiller, 2014, "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," NBER Working Papers, National Bureau of Economic Research, Inc, number 20370, Aug.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014, "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20651, Oct.
• Benjamin Golez & Peter Koudijs, 2014, "Four Centuries of Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 20814, Dec.
• Cociuba Mihail Ioan & Zapodeanu Daniela & Kulcsar Edina, 2014, "Backtesting Value At Risk Models In The Presence Of Structural Break On The Romanian And Hungarian Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 802-812, July.
• Batrancea Ioan & Andone Diana & Csegedi sandor & Gaban Lucian, 2014, "Modalities Of Financial Structure Analysis In Romanian Entities In The Post Crisis Era," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 813-819, July.
• Ciumas Cristina & Chis Diana-Maria, 2014, "Pricing And Assessing Unit-Linked Insurance Contracts With Investment Guarantees," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 864-873, July.
• Maris Angela & Andone Diana & Csegedi Sandor & Gaban Lucian, 2014, "Aggregate Rating Model In The Tourism Industry," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 959-965, July.
• Droj Laurentiu, 2014, "Financial Indicators For The Romanian Companies Between Eligibility And Bankability Of Eu Financed Projects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 332-341, December.
• Ai Deng, 2014, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150.
• Mark Hallam & Jose Olmo, 2014, "Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 408-432.
• Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014, "Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty," Review of Finance, European Finance Association, volume 18, issue 1, pages 219-269.
• Kevin Sheppard & Wen Xu, 2014, "Factor High-Frequency Based Volatility (HEAVY) Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 710, May.
• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014, "Multi-jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0185, Sep.
• Marina Pando & Melissa Villanueva, 2014, "¿Logra el modelo de Heston captar la dinámica de la volatilidad en los mercados de opciones sobre divisas mejor que el modelo de Garman y Kohlhagen? Un análisis para opciones sobre USD/EUR y PEN/USD," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 10, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Pawel Antonowicz, 2014, "The analysis of ranges of variability of selected ratios from a group of assets productivity ratios three years before the declaration of bankruptcy by companies in Poland," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 3, pages 202-213, October.
• Sebastian Majewski, 2014, "Modelling of football companies' rates of return according to sport results and bookmakers' expectations on the example of serie A," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 3, pages 214-222, October.
• Magdalena Mosionek-Schweda, 2014, "The Use Of Discriminant Analysis To Predict The Bankruptcy Of Companies Listed On The Newconnect Market," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 3, pages 87-105, September, DOI: 10.12775/EQUIL.2014.019.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Demiralay, Sercan & Ulusoy, Veysel, 2014, "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper, University Library of Munich, Germany, number 53229, Jan.
• Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "Exchange Rate Predictability in a Changing World," MPRA Paper, University Library of Munich, Germany, number 53684, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper, University Library of Munich, Germany, number 53769, Feb.
• Grajales Correa, Carlos Alexander & Pérez Ramírez, Fredy Ocaris & Venegas-Martínez, Francisco, 2014, "Análisis comparativo de modelos para estimar la distribución de la volatilidad de series financieras de rendimientos
  [A Comparative Analysis of Models for Estimating the Volatility Distribution of ," MPRA Paper, University Library of Munich, Germany, number 54845, Mar.
• Sever, Can, 2014, "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper, University Library of Munich, Germany, number 55602, Apr.
• Fung, Ka Wai Terence & Demir, Ender & Zhou, Lu, 2014, "Capital Asset Pricing Model and Stochastic Volatility: A Case study of India," MPRA Paper, University Library of Munich, Germany, number 56180.
• Yu, Eric Jinsan, 2014, "Predictive Power of Aggregate Short Interest," MPRA Paper, University Library of Munich, Germany, number 56259, May.
• Kakorina, Ekaterina, 2014, "Forecasting conditional volatility on the RIN market using MS GARCH model," MPRA Paper, University Library of Munich, Germany, number 56704, Jul.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014, "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper, University Library of Munich, Germany, number 56965, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Proietti, Tommaso, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper, University Library of Munich, Germany, number 57230, Jul.
• Ortiz-Arango, Francisco & Cabrera-Llanos, Agustín I. & Venegas-Martínez, Francisco, 2014, "Euro Exchange Rate Forecasting with Differential Neural Networks with an Extended Tracking Procedure," MPRA Paper, University Library of Munich, Germany, number 57720, Aug.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
• Estrada, Fernando, 2014, "Financial crisis in The Arcades Project of Walter Benjamin," MPRA Paper, University Library of Munich, Germany, number 58483.
• Gusev, Maxim & Kroujiline, Dimitri & Govorkov, Boris & Sharov, Sergey V. & Ushanov, Dmitry & Zhilyaev, Maxim, 2014, "Predictable markets? A news-driven model of the stock market," MPRA Paper, University Library of Munich, Germany, number 58831, Apr.
• Estrada, Fernando, 2014, "Rescate y costos del riesgo financiero
  [Rescue costs and financial risk]," MPRA Paper, University Library of Munich, Germany, number 58848.
• Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014, "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper, University Library of Munich, Germany, number 58942.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Jin, Xin & Maheu, John M, 2014, "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 60102, Nov.
• Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Raza, Naveed & Ali, Sajid, 2014, "On the Bank Stocks Return and Volatility: Tale of a South Asian Economy," MPRA Paper, University Library of Munich, Germany, number 60155, Nov.
• Sinchugova, Regina, 2014, "Акции С Наибольшей Доходностью
  [Stocks with highest yield]," MPRA Paper, University Library of Munich, Germany, number 60902.
• Pönkä, Harri, 2014, "Predicting the direction of US stock markets using industry returns," MPRA Paper, University Library of Munich, Germany, number 62942, Feb.
• Emara, Noha, 2014, "Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study South Africa & U.S. -," MPRA Paper, University Library of Munich, Germany, number 68684.
• Emara, Noha, 2014, "Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -," MPRA Paper, University Library of Munich, Germany, number 68686.
• FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2014, "Savings Determinants of Moroccan banks: A cointegration modeling approach," MPRA Paper, University Library of Munich, Germany, number 76371, Nov.
• BEKHALED, Aicha & DADENE, Abdelghani & CHIKHI, Mohamed, 2014, "اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011
  [Testing the Predictability of Casablanca Stock Exchange Returns (2007-2011)]," MPRA Paper, University Library of Munich, Germany, number 76629, revised 2014.
• Toda, Alexis Akira & Walsh, Kieran James, 2014, "The Equity Premium and the One Percent," MPRA Paper, University Library of Munich, Germany, number 79009, Mar, revised 28 Feb 2017.
• Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper, University Library of Munich, Germany, number 80431.
• Lupu, Dan & Asandului, Mircea, 2014, "Considerations on the relantionship between exchange rates and stock markets in Eastern Europe in time of crisis," MPRA Paper, University Library of Munich, Germany, number 95507, Sep.
• Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers, University of Pretoria, Department of Economics, number 201422, May.
• Paresh K. Narayan & Rangan Gupta, 2014, "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers, University of Pretoria, Department of Economics, number 201446, Aug.
• Sasson Bar-Yosef & Itzhak Venezia, 2014, "An Experimental Study of Overconfidence in Accounting Numbers Predictions," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 1, pages 78-89.
• Eirini Konstantinidi & George Skiadopoulos, 2014, "How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 732, Oct.
• Vincent Lacoste & Pierre Six, 2014, "A Partial Equilibrium Model of the Convenience Yield Risk Premium of Storable Commodities," Bankers, Markets & Investors, ESKA Publishing, issue 130, pages 24-40, May-June.
• Gadi Barlevy & Fernando Alvarez, 2014, "Mandatory Disclosure and Financial Contagion," 2014 Meeting Papers, Society for Economic Dynamics, number 115.
• Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014, "The Origins of Stock Market Fluctuations," 2014 Meeting Papers, Society for Economic Dynamics, number 542.
• Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014, "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series, Rimini Centre for Economic Analysis, number 02_14, Feb.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014, "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series, Rimini Centre for Economic Analysis, number 04_14, Feb.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Paper series, Rimini Centre for Economic Analysis, number 06_14, Feb.
• Xin Jin & John M. Maheu, 2014, "Bayesian Semiparametric Modeling of Realized Covariance Matrices," Working Paper series, Rimini Centre for Economic Analysis, number 34_14, Nov.
• Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014, "Economic gains of realized volatility in the Brazilian stock market," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 624, May.
• Valeriya Lakshina, 2014, "Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 61-78.
• Ahmet Bostancı & Turhan Korkmaz, 2014, "Comparison of Value at Risk Calculation Models in Terms of Banks’ Capital Adequacy Ratio," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 3, pages 15-41.
• Neilan Soylu & Turhan Korkmaz & Emrah İsmail Çevik, 2014, "The Impact of Central Bank Interest Rate Releases on Financial Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 4, pages 89-118.
• Raisul Islam, 2014, "A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 187-212, DOI: 10.11644/KIEP.JEAI.2014.18.2.280.
• Rogelio Maldonado & Natalia Zapata & Javier Pantoja, 2014, "Dynamic estimation of an interest rate structure in Colombia. Empirical analysis using the Kalman filter," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 19, issue 37, pages 70-77.
• Iulian Viorel Brasoveanu & Florin Dobre & Laura Brad, 2014, "Increasing Financial Audit Quality Using A New Model To Estimate Financial Performance," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-107, October.
• Radu Lupu, 2014, "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 49-64, December.
• Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014, "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141115, Nov.
• Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni, 2014, "Maximum entropy estimator for the predictability of energy commodity market time series," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0192, Jul.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014, "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper, Tor Vergata University, CEIS, number 310, Feb, revised 18 Feb 2014.
• Tommaso Proietti, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper, Tor Vergata University, CEIS, number 319, Jul, revised 30 Jul 2014.
• Elie Bouri & Georges Azzi, 2014, "On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 279-304, December, DOI: 10.1177/0972652714552041.
• Maxime Bonelli & Daniel Mantilla-Garcia, 2014, "Should a skeptical portfolio insurer use an optimal or a risk-based multiplier?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0802327, Oct.
• Nils Wittmann & Eppinger Marcus, 2014, "Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0900012, Dec.