Research classified by Journal of Economic Literature (JEL) codes

2014

• 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 Financial Returns Series]," 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.
• Lidan Grossmass, 2014, "Obtaining and Predicting the Bounds of Realized Correlations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 150, issue III, pages 191-226, September.
• Rendón De la Torre, Stephanie, 2014, "Aplicación de análisis multifractal de exponentes de Hölder en mercados financieros mexicanos : índice accionario IPC y tipo de cambio USD/MXN / A Multifractal Analysis Application of Hölder Exponents in Mexican Financial Markets: Mexican Stock Index," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 2, pages 191-208, julio-dic.
• A. Malliaris & Mary Malliaris, 2014, "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 339-353, June, DOI: 10.1007/s10100-013-0298-3.
• Manuel Hernandez & Maximo Torero, 2014, "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, volume 46, issue 3, pages 1057-1079, May, DOI: 10.1007/s00181-013-0703-8.
• Masato Ubukata & Toshiaki Watanabe, 2014, "Market variance risk premiums in Japan for asset predictability," Empirical Economics, Springer, volume 47, issue 1, pages 169-198, August, DOI: 10.1007/s00181-013-0741-2.
• Yanhui Chen & Kin Lai & Jiangze Du, 2014, "Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 2, pages 113-132, December, DOI: 10.1007/s40822-015-0013-x.
• Seokchin Kim & Cheolho Park & Youngjun Yun, 2014, "Hedging with mini gold futures: evidence from Korea," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 2, pages 163-176, December, DOI: 10.1007/s40822-014-0012-3.
• Huifang Yin & Huai Zhang, 2014, "Tournaments of financial analysts," Review of Accounting Studies, Springer, volume 19, issue 2, pages 573-605, June, DOI: 10.1007/s11142-013-9255-6.
• Nerissa C. Brown & Theodore E. Christensen, 2014, "The quality of street cash flow from operations," Review of Accounting Studies, Springer, volume 19, issue 2, pages 913-954, June, DOI: 10.1007/s11142-014-9276-9.
• Lyudmila G. Egorova, 2014, "Agent-Based Models of Stock Exchange: Analysis via Computational Simulation," Springer Optimization and Its Applications, Springer, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias, "Network Models in Economics and Finance", DOI: 10.1007/978-3-319-09683-4_8.
• Markus Haavio & Caterina Mendicino & Maria Teresa Punzi, 2014, "Financial and economic downturns in OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 6, pages 407-412, April, DOI: 10.1080/13504851.2013.864025.
• Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-037/III, Mar.
• Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-039/III, Mar.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014, "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-067/III, Jun.
• Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014, "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-090/III, Jul.
• Elias Einiö, 2014, "R&D Subsidies and Company Performance: Evidence from Geographic Variation in Government Funding Based on the ERDF Population-Density Rule," The Review of Economics and Statistics, MIT Press, volume 96, issue 4, pages 710-728, October.
• Slavko Vukic & Danijel Knezevic, 2014, "The Impact Of Demographic Changes On The Pension System Financing Sustainability In The Federation Of Bosnia And Herzegovina," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 12, issue 1, pages 43-54.
• Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-05, Mar.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.
• Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López, 2014, "Linking the problems of estimating and allocating unconditional capital," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-13, Jun.
• Martin Lettau & Sydney C. Ludvigson, 2014, "Shocks and Crashes," NBER Macroeconomics Annual, University of Chicago Press, volume 28, issue 1, pages 293-354, DOI: 10.1086/674605.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 201404, Sep.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers, University of California at Riverside, Department of Economics, number 201405, Sep.
• Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Realized Volatility Using Subsample Averaging," Working Papers, University of California at Riverside, Department of Economics, number 201410, Sep.
• Buncic, Daniel & Moretto, Carlo, 2014, "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1430, Sep.
• Buncic, Daniel & Piras, Gion Donat, 2014, "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1436, Dec, revised Oct 2015.
• Anamaria CIOBANU, 2014, "Figures that Matter in Cash Flows Forecast," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 9, issue 1, pages 94-108.
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014, "A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:22.
• Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
• LUPU, Radu & CALIN, Adrian Cantemir, 2014, "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 2, pages 69-79.
• Mikhail Stolbov, 2014, "How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 3, pages 331-348.
• Miśkiewicz-Nawrocka Monika, 2014, "The Application of Random Noise Reduction By Nearest Neighbor Method To Forecasting of Economic Time Series," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 96-108, July, DOI: 10.2478/foli-2013-0020.
• Florian Mueller, 2014, "Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-02.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-26.
• Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014, "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 693-712, August.
• Helmut Herwartz & Konstantin A. Kholodilin, 2014, "In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 15-31, January.
• MÁrcio Poletti Laurini & Luiz Koodi Hotta, 2014, "Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 3, pages 214-230, April.
• Marc S. Paolella, 2014, "Fast Methods For Large-Scale Non-Elliptical Portfolio Optimization," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-32, DOI: 10.1142/S2010495214400016.
• Bi-Juan Chang & Jow-Ran Chang & Mao-Wei Hung, 2014, "Searching For Landmines In Equity Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-24, DOI: 10.1142/S2010495214400041.
• A. Saichev & D. Sornette, 2014, "A simple microstructure return model explaining microstructure noise and Epps effects," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 06, pages 1-36, DOI: 10.1142/S0129183114500120.
• Steven Kou & Xianhua Peng, 2014, "Expected shortfall or median shortfall," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-6, DOI: 10.1142/S234576861450007X.
• Kablau, Anke & Weiß, Matthias, 2014, "Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilität der deutschen Lebensversicherer aus?," Discussion Papers, Deutsche Bundesbank, number 27/2014.
• Kablau, Anke & Weiß, Matthias, 2014, "How is the low-interest-rate environment affecting the solvency of German life insurers?," Discussion Papers, Deutsche Bundesbank, number 27/2014e.
• Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-07.
• Bizer, Kilian & Meub, Lukas & Proeger, Till & Spiwoks, Markus, 2014, "Strategic coordination in forecasting: An experimental study," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 195.
• Kempf, Alexander & Korn, Olaf & Saßning, Sven, 2014, "Portfolio optimization using forward-looking information," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-10 [rev.].
• Brinkmann, Felix & Kempf, Alexander & Korn, Olaf, 2014, "Forward-looking measures of higher-order dependencies with an application to portfolio selection," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-08 [rev.].
• Brinkmann, Felix & Korn, Olaf, 2014, "Risk-adjusted option-implied moments," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-07.
• Bosman, Ronald & Kräussl, Roman & van Galen, Thomas, 2014, "Emotions-at-risk: An experimental investigation into emotions, option prices and risk perception," CFS Working Paper Series, Center for Financial Studies (CFS), number 495.
• Başçi, Eşref Savaş & Memiş, Fatih, 2014, "A Comparion of the Performances of Type A Mutual Funds Before and After 2008 Global Economic Crisis in Turkey," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 3-8, DOI: 10.1453/jsas.v1i1.117.
• Kohn, Wolfgang, 2014, "Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 93096, Mar.
• Kohn, Wolfgang, 2014, "Last Success Problem: Decision Rule and Application," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 97215.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014, "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 11.
• Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
• Žikeš, Filip & Baruník, Jozef, 2014, "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 20.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014, "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 26.
• Berdin, Elia & Gründl, Helmut, 2014, "The effects of a low interest rate environment on life insurers," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 15/14.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014, "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1947.
• Berdin, Elia & Gründl, Helmut, 2015, "The effects of a low interest rate environment on life insurers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 65, revised 2015, DOI: 10.2139/ssrn.2517197.
• Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014, "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-035.
• Benschopa, Thijs & López Cabreraa, Brenda, 2014, "Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-050.
• Marko Milojević & Ivica Terzić, 2014, "Modeling Market Risk In Frontier Equity Markets—Evidence From Serbia," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 126-133, July, DOI: 10.12955/cbup.v2.455.
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• Monge, Juan J. & Ribera, Luis A. & Jifon, John L. & Silva, Jorge A. da & Richardson, James W., 2014, "Economics and Uncertainty of Lignocellulosic Biofuel Production from Energy Cane and Sweet Sorghum in South Texas," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 46, issue 4, pages 1-28, November, DOI: 10.22004/ag.econ.189142.
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• Monge, Juan J. & Ribera, Luis A. & Jifon, John L. & da Silva, Jorge A. & Richardson, James W., 2014, "Economics and Uncertainty of Lignocellulosic Biofuel Production from Energy Cane and Sweet Sorghum in South Texas," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 46, issue 4, pages 457-485, November.
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