Research classified by Journal of Economic Literature (JEL) codes

• Tarzijan Jorge Antonio, 2007, "Capital Structure and Entry Deterrence with Multiple Incumbents," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 7, issue 1, pages 1-18, May, DOI: 10.2202/1935-1682.1590.
• Weiss Andrew & Nikitin Georgiy A, 2004, "Foreign Portfolio Investment Improves Performance: Evidence from the Czech Republic," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 4, issue 1, pages 1-49, June, DOI: 10.2202/1538-0653.1205.
• San Vicente Portes Luis & Ozenbas Deniz, 2009, "On Balance Sheets, Idiosyncratic Risk and Aggregate Volatility," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-27, February, DOI: 10.2202/1935-1690.1622.
• Cadenillas Abel & Clark Steven P, 2007, "Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model," The B.E. Journal of Theoretical Economics, De Gruyter, volume 7, issue 1, pages 1-34, September, DOI: 10.2202/1935-1704.1264.
• Che Yeon-Koo, 2002, "Joint Liability and Peer Monitoring under Group Lending," The B.E. Journal of Theoretical Economics, De Gruyter, volume 2, issue 1, pages 1-28, July, DOI: 10.2202/1534-5971.1016.
• Faure-Grimaud Antoine & Laffont Jean-Jacques & Martimort David, 2003, "Risk Averse Supervisors and the Efficiency of Collusion," The B.E. Journal of Theoretical Economics, De Gruyter, volume 2, issue 1, pages 1-32, January, DOI: 10.2202/1534-5971.1055.
• Lensink Robert & Pham Thi Thu Tra, 2006, "On the Signalling Role of Debt Maturity," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-32, December, DOI: 10.2202/1534-598X.1286.
• Engelen Peter-Jan & van Essen Marc, 2008, "Underpricing of IPOs and Legal Frameworks Around the World," Review of Law & Economics, De Gruyter, volume 4, issue 1, pages 419-441, December, DOI: 10.2202/1555-5879.1238.
• Falk Bräuning & J. Christina Wang, 2020, "The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage," Current Policy Perspectives, Federal Reserve Bank of Boston, number 87795, Apr.
• Nicola Branzoli & Fulvia Fringuellotti, 2020, "The Effect of Bank Monitoring on Loan Repayment," Staff Reports, Federal Reserve Bank of New York, number 923, May.
• Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi, None, "Development and validation of credit scoring models," Journal of Credit Risk, Journal of Credit Risk.
• Stein-Erik Fleten & Espen BrÃ¥then & Sigurd-Erik Nissen-Meyer, None, "Evaluation of static hedging strategies for hydropower producers in the Nordic market," Journal of Energy Markets, Journal of Energy Markets.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, None, "Modeling conditional correlations for risk diversification in crude oil markets," Journal of Energy Markets, Journal of Energy Markets.
• Marco Migueis, None, "Forward-looking and incentive-compatible operational risk capital framework," Journal of Operational Risk, Journal of Operational Risk.
• Filippo Curti & Marco Migueis & Robert Stewart, None, "Benchmarking operational risk stress testing models," Journal of Operational Risk, Journal of Operational Risk.
• Filippo Curti & Marco Migueis, None, "The information value of past losses in operational risk," Journal of Operational Risk, Journal of Operational Risk.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, None, "Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall," Journal of Risk, Journal of Risk.
• Philipp Sibbertsen & Gerhard Stahl & Corinna Luedtke, None, "Measuring model risk," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Mateusz BuczyÅ„ski & Marcin Chlebus, None, "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Robert T. Cox & Robert S. Steigerwald, None, "A CCP is a CCP is a CCP," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
• Victor Olkhov, None, "The econophysics of asset prices, returns and multiple expectations," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• Neshitoy Anatoly Semenovich, 2008, "Финансово-Кредитная Политика России На Современном Этапе: Императивы Перемен
  [The financial and credit policy in Russia at present is: the imperatives of change]," Working papers, Institute of Economics, number a:pne197:n:4, Dec.
• J.E.O. Renaud, 2004, "The Determination of Optimal Value of the Firm in the Short and Long Run by Fine Tuning the Debt Ratio and Payout Ratio under the New Dutch Income Tax Code," Working Papers, Utrecht School of Economics, number 04-07, Jan.
• J. Gorter & J.A. Bikker, 2011, "Investment risk taking by institutional investors," Working Papers, Utrecht School of Economics, number 11-11.