Research classified by Journal of Economic Literature (JEL) codes

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• Jeko Milev, 2023, "Defined Contribution Pension Schemes in Central and Eastern European (CEE) Countries – Current Issues And Future Perspectives," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 1, pages 70-78, June.
• Muhammad Ramadhani Sanjaya & Deddy Priatmodjo Koesrindartoto, 2023, "Evaluating Current Stage of Equity Crowdfunding Adoption in Indonesia: An Exploratory Study," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 2, pages 173-187, December.
• Lindiwe Ngcobo & Joseph Chisasa & Mantepu Tshepo MaseTshaba, 2024, "The asymmetric effect of stokvel on banking sector liquidity: Evidence from a nonlinear ARDL approaches," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 1, pages 86-98, May.
• David Blake & John Cotter & Kevin Dowd, 2011, "Financial Risks and the Pension Protection Fund: Can it Survive Them?," Papers, arXiv.org, number 1103.5978, Mar.
• Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann, 2021, "COVID-19 Crisis: Lessons Learned for Future Policy Research," Discussion Papers, Bank of Canada, number 2021-2, Feb, DOI: 10.34989/sdp-2021-2.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Liquidity risks at Canadian life insurance companies," Staff Analytical Notes, Bank of Canada, number 2024-7, Apr, DOI: 10.34989/san-2024-7.
• Marco Fanari & Enrico Bernardini & Elisabetta Cecchet & Francesco Columba & Johnny Di Giampaolo & Gabriele Fraboni & Donatella La Licata & Simone Letta & Gianluca Mango & Gabriele Fraboni, 2025, "Stewardship Policies. A Survey of the Main Issues," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 65, Oct.
• Fernando Tenjo G. & Enrique López E. & Nancy Zamudio, 2006, "Determinantes de la estructura de capital de las empresas colombianas (1996-2002)," Borradores de Economia, Banco de la Republica de Colombia, number 380, Mar, DOI: 10.32468/be.380.
• Diego Jara, 2006, "Modelo de la Regulación de las AFP en Colombia y su Impacto en el Portafolio de los Fondos de Pensiones," Borradores de Economia, Banco de la Republica de Colombia, number 416, Nov, DOI: 10.32468/be.416.
• Dieo Jara, 2006, "Propuestas Dirigidas A Mejorar La Eficiencia De Los Fondos De Pensiones," Borradores de Economia, Banco de la Republica de Colombia, number 423, Dec, DOI: 10.32468/be.423.
• José E.Gómez González & Nicholas M. Kiefer, 2007, "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia, Banco de la Republica de Colombia, number 448, Jul, DOI: 10.32468/be.448.
• Jose E. Gómez & Paola Morales & Fernando Pineda & nzamudgo@banrep.gov.co, 2007, "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia, Banco de la Republica de Colombia, number 478, Dec, DOI: 10.32468/be.478.
• Alejandro Reveiz & Carlos León, 2008, "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 506, Apr, DOI: 10.32468/be.506.
• Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008, "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 507, Apr, DOI: 10.32468/be.507.
• Alejandro Reveiz & Carlos León, 2008, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia, Banco de la Republica de Colombia, number 520, Jun, DOI: 10.32468/be.520.
• Carlos Leon & Juan Mario Laserna, 2008, "Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," Borradores de Economia, Banco de la Republica de Colombia, number 523, Aug, DOI: 10.32468/be.523.
• Dairo Estrada & Angela González Arbelaéz & Javier Gutiérrez Rueda, 2008, "The Effects of Diversification on Banks’ Expected Returns," Borradores de Economia, Banco de la Republica de Colombia, number 524, Aug, DOI: 10.32468/be.524.
• Martha R. López & Juan D. Prada & Norberto Rodríguez N., 2008, "Financial Accelerator Mechanism in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 525, Aug, DOI: 10.32468/be.525.
• Juan Manuel Julio, 2009, "Principal-Agent Problem with Minimum Performance Insurance," Borradores de Economia, Banco de la Republica de Colombia, number 546, Jan, DOI: 10.32468/be.546.
• Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009, "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 553, Mar, DOI: 10.32468/be.553.
• Mauricio Arias & Juan Carlos Mendoza, 2009, "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 044, Sep, DOI: 10.32468/tef.44.
• Esteban Gómez & Juan Carlos Mendoza & Nancy Zamudio Gómez, 2012, "CrashMetrics: An Application for Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 069, Mar, DOI: 10.32468/tef.69.
• Louisa Chen & Koji Takahashi, 2024, "The road to net zero: a fund flow investigation," BIS Working Papers, Bank for International Settlements, number 1220, Oct.
• Matteo Aquilina & Sean Foley & Leonardo Gambacorta & William Krekel, 2024, "Decentralised dealers? examining liquidity provision in decentralised exchanges," BIS Working Papers, Bank for International Settlements, number 1227, Nov.
• Giulio Cornelli & Jon Frost & Jonathan Warren & Clair Yang & Carolina Velásquez, 2024, "Retail fast payment systems as a catalyst for digital finance," BIS Working Papers, Bank for International Settlements, number 1228, Nov.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," BIS Working Papers, Bank for International Settlements, number 1233, Dec.
• Bernardus F Nazar Van Doornik & Armando Gomes & David Schoenherr & Janis Skrastins, 2024, "Savings-and-credit contracts," BIS Working Papers, Bank for International Settlements, number 1236, Dec.
• Kakuho Furukawa & Hibiki Ichiue & Yugo Kimura & Noriyuki Shiraki, , "Too-big-to-fail Reforms and Systemic Risk," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-1.
• Rajna GIBSON & Songtao WANG, 2008, "Hedge fund alphas: do they reflect managerial skills or mere compensation for liquidity risk bearing?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-37, Oct.
• Shengsui HU & Yannick MALEVERGNE & Didier SORNETTE, 2009, "Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-04, Jan.
• Alain CHANEY & Martin HOESLI, 2010, "The Interest Rate Sensitivity of Real Estate," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-13, Feb, revised Feb 2010.
• Richard B. EVANS & Rüdiger FAHLENBRACH, 2011, "Institutional Investors and Mutual Fund Governance: Evidence from Retail – Institutional Fund Twins," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-31, Aug.
• Harald HAU & Sandy LAI, 2011, "The Role of Equity Funds in the Financial Crisis Propagation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-35, Sep.
• Itzhak Ben-David & Francesco A. Franzoni & Augustin Landier & Rabih Moussawi, 2011, "Do Hedge Funds Manipulate Stock Prices?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-53, Nov.
• Andreas D. Huesler & Yannick Malevergne & Didier Sornette, 2012, "Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-01, Feb.
• Martin Hoesli & Eva Liljeblom & Anders Löflund, 2012, "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-22, May.
• Harald Hau & Sam Langfield & David Marques-Ibanez, 2012, "Bank Ratings: What Determines Their Quality?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-31, Sep.
• Dario Cestau & Richard C. Green & Norman Schürhoff, 2012, "Tax-Subsidized Underpricing: Issuers and Underwriters in the Market for Build America Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-32, Oct.
• Rajna Gibson & Songtao Wang, 2012, "Market Belief Risk and the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-37, Nov.
• Semyon MALAMUD & Evgeny PETROV, 2014, "Portfolio Delegation and Market Efficiency," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-09, Feb.
• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014, "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-42, Jun, revised Dec 2014.
• Eric JONDEAU & Michael ROCKINGER, 2014, "Optimal Long-Term Allocation with Pension Fund Liabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-58, Oct.

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• Dvorak Tomas, 2012, "Timing of Retirement Plan Contributions and Investment Returns: The Case of Defined Benefit versus Defined Contribution," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 12, issue 1, pages 1-26, May, DOI: 10.1515/1935-1682.3110.
• Friedberg Leora & Webb Anthony, 2007, "Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 7, issue 1, pages 1-33, July, DOI: 10.2202/1935-1682.1785.
• Matallin-Saez Juan Carlos, 2008, "The Dynamics of Mutual Funds and Market Timing Measurement," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-37, December, DOI: 10.2202/1558-3708.1498.
• Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang, 2016, "Intraday market making with overnight inventory costs," Staff Reports, Federal Reserve Bank of New York, number 799, Oct.
• Marta Lachowska & Alexandre Mas & Stephen A. Woodbury, 2019, "Sources of Displaced Workers’ Long-Term Earnings Losses," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 631, Oct.
• Chung-Yi Tse & Yujing Xu, 2021, "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 39, pages 220-257, January, DOI: 10.1016/j.red.2020.07.003.
• Iñaki Aldasoro & Perry Mehrling & Daniel H. Neilson, None, "On par: a money view of stablecoins," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• J.A. Bikker & D.W.G.A Broeders & J. de Dreu, 2007, "Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing," Working Papers, Utrecht School of Economics, number 07-27.
• J.A. Bikker, 2008, "Sizing up performance measures in the financial services sector," Working Papers, Utrecht School of Economics, number 08-36, Dec.
• J. de Dreu & J.A. Bikker, 2009, "Pension fund sophistication and investment policy," Working Papers, Utrecht School of Economics, number 09-13, May.
• J.A. Bikker & D.W.G.A Broeders & D. A. Hollanders & E. H.M. Ponds, 2009, "Pension funds’ asset allocation and participant age: a test of the life-cycle model," Working Papers, Utrecht School of Economics, number 09-25, Sep.
• J.A. Bikker & O.W. Steenbeek & F. Torracchi, 2010, "The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison," Working Papers, Utrecht School of Economics, number 10-15.
• J. Gorter & J.A. Bikker, 2011, "Investment risk taking by institutional investors," Working Papers, Utrecht School of Economics, number 11-11.
• J.A. Bikker & T. Knaap & W.E. Romp, 2011, "Real Pension Rights as a Control Mechanism for Pension Fund Solvency," Working Papers, Utrecht School of Economics, number 11-15.
• L. Spierdijk & J.A. Bikker, 2012, "Mean Reversion in Stock Prices: Implications for Long-Term Investors," Working Papers, Utrecht School of Economics, number 12-07.