Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Banking & Finance / Elsevier


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.030.096666240.366451003030.050.04
19910.110.0966132430.3376411913040.060.04
19920.10.0964196360.1881113213020.030.04
19930.120.171267470.18110713015060.080.05
19940.130.1164331690.2189113518030.050.05
19950.210.2814122490.610201352814.3150.190.08
19960.340.24874993940.7914171455024110.130.1
19970.460.3715706091.0713221687824.4150.210.11
19980.40.29816515120.7918631586319190.230.11
19990.740.34957467180.96137015211315200.210.15
20000.790.42808268531.0317901761395.8340.430.16
20010.910.449792310481.14183817516010.6510.530.17
20020.990.45114103713291.2821481771768.5380.330.2
20031.060.47115115215241.3213742112237.2370.320.2
20040.790.53137128918301.42230822918213.2790.580.22
20050.870.56137142619831.39219125222010.9910.660.23
20061.230.55172159821261.3322392743379.5830.480.22
20070.980.47199179721201.18198430930414.8600.30.19
20081.010.5224202126161.29221537137518.1520.230.21
20091.350.51218223936061.61191542357342.91450.670.21
20101.640.47252249138411.54173644272355.71460.580.17
20111.640.55264275545481.65122547077248.41390.530.22
20121.410.67255301047281.5760851672921.51170.460.26
20131.430.92384339460411.7833251974421.81450.380.34
20140.530.68155354929680.842663933816.6180.120.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:


YearTitleCited
1997Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947.

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390
2001How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911.

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334
1998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673.

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317
1999The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Berger, Allen ; Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194.

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223
2002Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471.

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201
1997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; De Young, Robert ; DeYoung, Robert . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

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196
2005Bank performance, efficiency and ownership in transition countries. (2005). HASAN, IFTEKHAR ; Bonin, John P. ; Wachtel, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53.

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189
1995The role of capital in financial institutions. (1995). Berger, Allen ; Szego, Giorgio P. ; Herring, Richard J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430.

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185
1998The importance of relationships to the availability of credit. (1998). Cole, Rebel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977.

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182
1993Resolving the scale efficiency puzzle in banking. (1993). McManus, Douglas ; McAllister, Patrick H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405.

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180
2000A comparative anatomy of credit risk models. (2000). Gordy, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149.

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172
1998Is relationship lending special? Evidence from credit-file data in Germany. (1998). Krahnen, Jan ; Elsas, Ralf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316.

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167
2001The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167.

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161
2004Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442.

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153
2000Stability of rating transitions. (2000). Varotto, Simone ; Perraudin, William ; Nickell, Pamela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227.

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152
2002Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Bikker, Jacob ; Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214.

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151
2006Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603.

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150
1980A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344.

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148
1993The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Berger, Allen ; Timme, Stephen G. ; Hunter, William C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249.

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147
1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11.

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144
1996A study of bank efficiency taking into account risk-preferences. (1996). Mester, Loretta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045.

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143
2000A comparative analysis of current credit risk models. (2000). Galai, Dan ; Mark, Robert ; Crouhy, Michel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117.

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140
2002On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503.

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135
2004The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). White, Alan ; Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811.

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135
1993Bank efficiency derived from the profit function. (1993). Berger, Allen ; Humphrey, David B. ; Hancock, Diana . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347.

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135
2000Competition, contestability and market structure in European banking sectors on the eve of EMU. (2000). DE BANDT, OLIVIER ; Davis, E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066.

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134
1998Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Ferri, Giovanni ; Angelini, Paolo ; Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954.

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134
1998Lending relationships in Germany - Empirical evidence from survey data. (1998). Harhoff, Dietmar ; Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353.

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134
2006A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966.

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132
2004Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281.

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129
2002Ratings migration and the business cycle, with application to credit portfolio stress testing. (2002). Schuermann, Til ; Diebold, Francis ; Kronimus, Andre ; Schagen, Christian ; Bangia, Anil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474.

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128
1994Competitive conditions in european banking. (1994). Thornton, John ; Molyneux, Philip ; Lloyd-Williams, D. M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459.

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121
1992The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald ; Dahl, Drew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457.

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119
2002Costs of banking system instability: Some empirical evidence. (2002). Reis, Ricardo ; Hoggarth, Glenn ; Saporta, Victoria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855.

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116
1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis. (1990). Olsen, Richard ; Dacorogna, Michel ; Morgenegg, Claude ; Muller, Ulrich A. ; Pictet, Olivier V. ; Schwarz, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:14:y:1990:i:6:p:1189-1208.

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116
1995Bank regulation and the credit crunch. (1995). Rosengren, Eric ; Peek, Joe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692.

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114
2002Analyzing rating transitions and rating drift with continuous observations. (2002). Lando, David ; Skodeberg, Torben M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:423-444.

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114
2005Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81.

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114
1979A continuous time approach to the pricing of bonds. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:3:y:1979:i:2:p:133-155.

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114
1998Small business lending and the changing structure of the banking industry1. (1998). Weston, James P. ; Strahan, Philip E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:821-845.

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114
1989Capital regulation and bank risk-taking: A note. (1989). Furlong, Frederick T. ; Keeley, Michael C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891.

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113
1991Bank commercial loan markets and the role of market structure: evidence from surveys of commercial lending. (1991). Hannan, Timothy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:15:y:1991:i:1:p:133-149.

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112
1999Building an incentive-compatible safety net. (1999). Calomiris, Charles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:10:p:1499-1519.

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111
2006Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952.

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110
2009Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130.

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109
2002Bank concentration and retail interest rates. (2002). Gropp, Reint ; Corvoisier, Sandrine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2155-2189.

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105
1991Capital controls and bank risk. (1991). Pyle, David ; Gennotte, Gerard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:15:y:1991:i:4-5:p:805-824.

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103
1999Do capital adequacy requirements reduce risks in banking?. (1999). Blum, Jurg. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:5:p:755-771.

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102
2006The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161.

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100
2003The fiscal cost implications of an accommodating approach to banking crises. (2003). Honohan, Patrick ; Klingebiel, Daniela . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:27:y:2003:i:8:p:1539-1560.

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99

Citing documents used to compute impact factor 338:


YearTitleSee
2014[Citation Analysis]
2014[Citation Analysis]
2014An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Sharma, Susan ; Narayan, Paresh Kumar ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08.

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[Citation Analysis]
2014What expenditure does Anglosphere foreign borrowing fund?. (2014). Narayan, Seema ; Makin, Anthony. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:63-78.

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[Citation Analysis]
2014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Sharma, Susan ; Narayan, Paresh Kumar ; Thuraisamy, Kannan Sivananthan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:167-177.

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[Citation Analysis]
2014Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending. (2014). Bellucci, Andrea ; Giombini, Germana ; Favaretto, Ilario . In: IAW Discussion Papers. RePEc:iaw:iawdip:104.

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[Citation Analysis]
2014Locus of Control and Savings. (2014). Sinning, Mathias ; Cobb-Clark, Deborah ; Kassenboehmer, Sonja C. ; SonjaC. Kassenboehmer, . In: Discussion Papers Series. RePEc:qld:uq2004:498.

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[Citation Analysis]
2014Determinants of saving in Poland: Are they different than in other OECD countries?. (2014). Kolasa, Aleksandra ; Liberda, Barbara . In: Working Papers. RePEc:war:wpaper:2014-13.

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[Citation Analysis]
2014The Economic Importance of Financial Literacy: Theory and Evidence. (2014). Mitchell, Olivia ; Lusardi, Annamaria . In: Journal of Economic Literature. RePEc:aea:jeclit:v:52:y:2014:i:1:p:5-44.

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[Citation Analysis]
2014Financial Knowledge and 401(k) Investment Performance. (2014). Mitchell, Olivia ; Clark, Robert L. ; Lusardi, Annamaria . In: NBER Working Papers. RePEc:nbr:nberwo:20137.

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[Citation Analysis]
2014Eficiencia financiera en los portafolios de inversión de las AFP en el Perú: Un enfoque robusto de Multifondos. (2014). Mendoza Yllanes, Rodrigo. In: Working Papers. RePEc:rbp:wpaper:2014-005.

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[Citation Analysis]
2014A jackknife-type estimator for portfolio revision. (2014). ROLAND FÜSS, ; Trubenbach, Fabian ; Miebs, Felix ; Fuss, Roland . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:14-28.

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[Citation Analysis]
2014Risk aggregation with dependence uncertainty. (2014). Bernard, Carole ; Wang, Ruodu ; Jiang, Xiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108.

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[Citation Analysis]
2014Extreme-quantile tracking for financial time series. (2014). Chavez-Demoulin, V. ; Sardy, S. ; Embrechts, P.. In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:44-52.

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[Citation Analysis]
2014An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial Crisis. (2014). O'Brien, James M. ; Szerszen, Pawel J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-21.

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[Citation Analysis]
2014MIKROFINANČNÍ REVOLUCE: AKTUÁLNÍ KONTROVERZE A VÝZVY. (2014). Janda, Karel ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:54098.

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[Citation Analysis]
2014[Citation Analysis]
2014Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization. (2014). Sinha, Pankaj ; Agnihotri, Shalini . In: MPRA Paper. RePEc:pra:mprapa:56307.

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[Citation Analysis]
2014Energy regulation in China: Objective selection, potential assessment and responsibility sharing by partial frontier analysis. (2014). Tasawar, H. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Alsaedi, A.. In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:292-302.

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[Citation Analysis]
2014Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana ; Vranceanu, Radu . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-14003.

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[Citation Analysis]
2014Optimal Return in a Model of Bank Small-business Financing. (2014). Vranceanu, Radu ; Peia, Oana . In: Post-Print. RePEc:hal:journl:hal-00952641.

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[Citation Analysis]
2014Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis. (2014). Yamamoto, Shugo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:88-103.

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[Citation Analysis]
2014The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24.

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[Citation Analysis]
2014Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john. In: Working Papers. RePEc:ucd:wpaper:201402.

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[Citation Analysis]
2014Sovereign and bank CDS spreads: two sides of the same coin?. (2014). Avino, Davide ; Cotter, John . In: MPRA Paper. RePEc:pra:mprapa:55208.

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[Citation Analysis]
2014Anatomy of a Bail-In. (2014). Conlon, Thomas ; Cotter, John . In: Papers. RePEc:arx:papers:1403.7628.

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[Citation Analysis]
2014The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo ; van Ewijk, Saskia . In: DNB Working Papers. RePEc:dnb:dnbwpp:425.

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[Citation Analysis]
2014The CCCTB option: An experimental study. (2014). Keser, Claudia ; Oestreicher, Andreas ; Kimpel, Gerrit . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:199.

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[Citation Analysis]
2014[Citation Analysis]
2014GLOBALIZATION AND TOP INCOME SHARES. (2014). Ma, Lin . In: Working Papers. RePEc:cen:wpaper:14-07.

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[Citation Analysis]
2014Does gold offer a better protection against losses in sovereign debt bonds than other metals?. (2014). Gounopoulos, Dimitrios ; Agyei-Ampomah, Sam ; Mazouz, Khelifa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:507-521.

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[Citation Analysis]
2014The international business cycle and gold-price fluctuations. (2014). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:292-305.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Delegated Portfolio Management under Ambiguity Aversion. (2014). fabretti, annalisa ; Herzel, Stefano ; Pinar, Mustafa C.. In: CEIS Research Paper. RePEc:rtv:ceisrp:304.

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[Citation Analysis]
2014The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). Apergis, Nicholas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:61-73.

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[Citation Analysis]
2014Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:208-223.

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[Citation Analysis]
2014On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Sghaier, Nadia ; Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2014-094.

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[Citation Analysis]
2014On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Sghaier, Nadia ; Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2014-281.

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[Citation Analysis]
2014Taxing Banks: An Evaluation of the German Bank Levy. (2014). Buch, Claudia M. ; Tonzer, Lena ; Hilberg, Bjorn . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4704.

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2014Government spending shocks, sovereign risk and the exchange rate regime. (2014). Lukkezen, Jasper ; Bonam, Dennis . In: CPB Discussion Paper. RePEc:cpb:discus:263.

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2014Bank bonds: Size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:454.

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2014Sovereign Debt Crises. (2014). CORREA, RICARDO ; SAPRIZA, HORACIO . In: International Finance Discussion Papers. RePEc:fip:fedgif:1104.

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2014The Financing of Innovative SMEs: a multicriteria credit rating model. (2014). Angilella, Silvia ; Mazzu, Sebastiano . In: Papers. RePEc:arx:papers:1308.0889.

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2014Impact of ethical behavior on syndicated loan rates. (2014). Tribó, Josep ; Kim, Moshe ; Surroca, Jordi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:122-144.

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2014Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Sibbertsen, Philipp ; Basse, Tobias ; Wegener, Christoph . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118.

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2014An analysis of risk-taking behavior for public defined benefit pension plans. (2014). Zhang, Ting ; Mohan, Nancy . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:403-419.

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2014Household Risk Taking after the Financial Crisis. (2014). Ziegelmeyer, Michael ; Necker, Sarah . In: BCL working papers. RePEc:bcl:bclwop:bclwp085.

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2014Household Risk Taking after the Financial Crisis. (2014). Ziegelmeyer, Michael ; Necker, Sarah . In: MEA discussion paper series. RePEc:mea:meawpa:14279.

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2014How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?. (2014). Bergheim, Ralf ; Michael W. M. Roos, ; Ernstberger, Jurgen . In: Ruhr Economic Papers. RePEc:rwi:repape:0487.

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2014Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-35.

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2014Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis. (2014). Fidrmuc, Jarko ; Crespo Cuaresma, Jesus ; Hake, Mariya . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:1:p:26-42.

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2014Foreign currency borrowing and knowledge about exchange rate risk. (2014). Stix, Helmut ; Beckmann, Elisabeth . In: Working Papers. RePEc:onb:oenbwp:188.

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2014Regulation versus taxation. (2014). Passarelli, Francesco ; Alesina, Alberto . In: Journal of Public Economics. RePEc:eee:pubeco:v:110:y:2014:i:c:p:147-156.

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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273.

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2014Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors. (2014). Bernardi, Mauro ; Petrella, L.. In: Papers. RePEc:arx:papers:1401.6408.

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2014Measuring and testing for the systemically important financial institutions. (2014). Ferrari, Stijn ; Castro, Carlos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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2014“Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201403.

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2014“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, . In: IREA Working Papers. RePEc:ira:wpaper:201407.

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2014An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201404.

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2014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201403.

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2014The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

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2014Does too much finance harm economic growth?. (2014). Singh, Nirvikar ; Law, Siong Hook. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:36-44.

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2014Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia. (2014). Teulon, Frédéric ; GUESMI, Khaled. In: Working Papers. RePEc:ipg:wpaper:2014-096.

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2014Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:408-416.

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2014[Citation Analysis]
2014The determinants of the volatility of returns on cross-border asset holdings. (2014). Balli, Faruk ; Basher, Syed ; Rana, Faisal . In: CAMA Working Papers. RePEc:een:camaaa:2014-01.

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2014Determinants of risk sharing through remittances: cross-country evidence. (2014). Balli, Faruk ; Rana, Faisal . In: CAMA Working Papers. RePEc:een:camaaa:2014-12.

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2014Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Nguyen, Duc Khuong ; Reboredo, Juan Carlos ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-159.

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2014Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

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2014Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis. (2014). Mayordomo, Sergio ; Pea, Juan Ignacio ; Rodriguez-Moreno, Maria . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:171-192.

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2014[Citation Analysis]
2014The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Pastor, Lubos ; Kelly, Bryan ; Veronesi, Pietro . In: NBER Working Papers. RePEc:nbr:nberwo:19812.

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2014Financial development and barriers to the cross-border diffusion of financial innovation. (2014). Ang, James ; Kumar, Sanjesh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:43-56.

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2014Export price adjustments under financial constraints.. (2014). Tomasi, Chiara ; Tamagni, Federico ; Secchi, Angelo. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:13057r.

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2014The Role of Foreign Banks in Monetary Policy Transmission: Evidence from Asia during the Crisis of 2008-9. (2014). Wu, Ji ; Jeon, Bang. In: Working Papers. RePEc:hkm:wpaper:012014.

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2014Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Efthyvoulou, Georgios ; Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27.

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2014The impact of foreign banks on monetary policy transmission during the global financial crisis of 2008-2009: Evidence from Korea. (2014). Wu, Ji ; Jeon, Bang ; Lim, Hosung . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2014_007.

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2014Earnings baths by bank CEOs during turnovers. (2014). Schertler, Andrea ; Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven . In: Discussion Papers. RePEc:zbw:bubdps:052014.

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2014Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). Teulon, Frédéric ; Ftiti, Zied ; chaouachi, slim. In: Working Papers. RePEc:ipg:wpaper:2014-147.

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2014[Citation Analysis]
2014Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector. (2014). Havranek, Tomas ; Fiala, Tomas . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1069.

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2014Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimares, Rodrigo . In: Bank of England working papers. RePEc:boe:boeewp:0489.

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2014Loss given default for leasing: Parametric and nonparametric estimations. (2014). Hartmann-Wendels, Thomas ; Tows, Eugen ; Miller, Patrick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:364-375.

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2014The Evolution of Bank Boards of Directors in New York, 1840–1950. (2014). Bodenhorn, Howard ; White, Eugene N.. In: NBER Chapters. RePEc:nbr:nberch:13135.

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2014The Evolution of Bank Boards of Directors in New York, 1840-1950. (2014). White, Eugene ; Bodenhorn, Howard . In: NBER Working Papers. RePEc:nbr:nberwo:20078.

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2014[Citation Analysis]
2014[Citation Analysis]
2014The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Fernandez-Rodriguez, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33.

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2014.

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2014A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing. (2014). Fujii, Masaaki . In: Papers. RePEc:arx:papers:1405.0378.

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2014Evaluación de impactos ambientales y sociales del negocio de banca comercial en Europa durante el periodo 2006-2010/Assessment of Social and Environmental Impacts Originated in Europe during the Peri. (2014). OLIT, BEATRIZ FERNaNDEZ ; DE LA CUESTA GONZaLEZ, MARTA, . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:32_2_5.

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2014Der Einfluss von Steuern auf Corporate Social Responsibility-Instrumente: Dargestellt am Beispiel von Spenden. (2014). Weber, Stefan . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:159.

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2014[Citation Analysis]
2014One Currency, Two Markets: The Renminbis Growing Influence in Asia-Pacific. (2014). He, Dong ; Cheng, Xiaoqiang ; Shu, Chang . In: Working Papers. RePEc:hkm:wpaper:102014.

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2014[Citation Analysis]
2014Commonality in hedge fund returns: driving factors and implications. (2014). Klaus, Benjamin ; Bussiere, Matthieu ; Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141658.

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2014Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Melo, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:810.

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2014Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125.

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2014Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011142.

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2014Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity. (2014). Yang, Nathan ; Sudhir, K.. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1941.

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2014Two EGARCH models and one fat tail. (2014). Caivano, Michele ; Harvey, Andrew . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_954_14.

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2014On the robustness of location estimators in models of firm growth under heavy-tailedness. (2014). Ibragimov, Rustam . In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:25-33.

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2014Safer ratios, riskier portfolios: Banks׳ response to government aid. (2014). DUCHIN, RAN ; SOSYURA, DENIS . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:1-28.

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2014Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). Gresnigt, Francine ; Franses, Philip Hans ; Kole, Erik . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140067.

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2014Does money buy credit? Firm-level evidence on bribery and bank debt. (2014). Weill, Laurent ; Kochanova, Anna ; Fungáčová, Zuzana. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_004.

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2014[Citation Analysis]
2014Cultures impact on institutional investors trading frequency. (2014). Beracha, Eli ; Skiba, Hilla ; Fedenia, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:34-47.

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2014A spatial–temporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:42:y:2014:i:2:p:304-327.

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2014Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America. (2014). Williams, Jonathan ; Goddard, John ; Molyneux, Philip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:130-142.

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2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA. (2014). Tabak, Benjamin ; Cajueiro, Daniel ; Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:346.

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2014Usefulness of Financial Soundness Indicators for risk assessment: The case of EU member countries. (2014). Parrado-Martinez, Purificacion ; Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Parta . In: Working Papers. RePEc:pab:fiecac:14.01.

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2014Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295.

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2014Review of renewable energy investment and financing in China: Status, mode, issues and countermeasures. (2014). Ming, Zeng ; Lilin, Peng ; Yulong, Li ; Ximei, Liu . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:31:y:2014:i:c:p:23-37.

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2014Preemption, leverage, and financing constraints. (2014). Nishihara, Michi ; Shibata, Takashi . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:2:p:75-89.

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2014Bank competition and financial stability in Asia Pacific. (2014). Fu, Xiaoqing ; Molyneux, Philip ; Lin, Yongjia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:64-77.

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2014Do Interest Groups Unduly Influence Bank Regulation?. (2014). Barth, James R. ; Prabha, Apanard Penny ; Lu, Wenling . In: CESifo DICE Report. RePEc:ces:ifodic:v:11:y:2014:i:4:p:19-25.

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2014Financial Regulation and the Grabbing Hand. (2014). Buck, Florian . In: CESifo DICE Report. RePEc:ces:ifodic:v:11:y:2014:i:4:p:03-13.

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2014Politically connected firms in Poland and their access to bank financing. (2014). Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar ; Kozlowski, Lukasz . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002.

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2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis. (2014). Mora-Valencia, Andrés ; Del Brio, Esther B. ; Perote, Javier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:330-343.

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2014Banking stress test effects on returns and risks. (2014). Neretina, Ekaterina ; de Haan, Jakob ; Sahin, Cenkhan . In: DNB Working Papers. RePEc:dnb:dnbwpp:419.

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2014Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model. (2014). Boortz, Christopher ; Nautz, Dieter ; Jurkatis, Simon ; Kremer, Stephanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-029.

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2014Why do firms (not) hedge? — Novel evidence on cultural influence. (2014). Lievenbruck, Martin ; Schmid, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:92-106.

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2014The Differential Effects of Law, Culture and Political Risk on Fees, Performance and Risk-Taking Behavior of Islamic and Conventional Funds. (2014). Mehri, Meryem . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13099.

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2014Cash management and payment choices: A simulation model with international comparisons. (2014). Hernández, Lola ; bouhdaoui, yassine ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Arango, Carlos . In: Discussion Papers. RePEc:zbw:bubdps:042014.

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2014Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data. (2014). Huynh, Kim ; Stix, Helmut ; Schuh, Scott ; Schmidt, Tobias ; Kosse, Anneke ; Bounie, David ; Bagnall, John . In: Working Papers. RePEc:bca:bocawp:14-20.

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2014[Citation Analysis]
2014Banking efficiency in Brazil. (2014). Barros, Carlos Pestana ; Wanke, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:54-65.

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2014Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. (2014). Matousek, Roman ; Managi, Shunsuke ; Fujii, Hidemichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:41-50.

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2014Are the Bailouts of Wall Street Complements or Substitutes?. (2014). Wilson, Linus ; Prejean, Stephanie ; Wu, Yan . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:1:p:21-38.

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2014Bank Leverage, Financial Fragility and Prudential Regulation. (2014). Nasica, Eric ; CARTAPANIS, Andre ; Bruno, Olivier. In: GREDEG Working Papers. RePEc:gre:wpaper:2014-12.

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2014Value versus growth in IPOs: New evidence from Finland. (2014). Vähämaa, Sami ; Hahl, Teemu ; aijo, Janne ; Vahamaa, Sami . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:17-31.

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2014Bank Failures and the Source of Strength Doctrine. (2014). Brei, Michael ; Bouvatier, Vincent ; Yang, Xi. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-15.

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2014[Citation Analysis]
2014The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Rouatbi, Wael ; Boubaker, Sabri ; Cellier, Alexis . In: Working Papers. RePEc:ipg:wpaper:2014-186.

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2014The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Boubaker, Sabri ; Rouatbi, Wael ; Cellier, Alexis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:226-246.

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2014“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201402.

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2014[Citation Analysis]
2014[Citation Analysis]
2014IMPACT OF FINANCIAL CRISIS ON BANKING EFFICIENCY: EVIDENCE FROM ROMANIA. (2014). POPOVICI, Mihi-Cosmin M.. In: SEA - Practical Application of Science. RePEc:cmj:seapas:y:2014:i:3:p:451-456.

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2014Unexpected tails in risk measurement: Some international evidence. (2014). Tolikas, Konstantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:476-493.

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2014Topics in Fiscal Policy: Evidence from a Representative Survey of the German Population. (2014). Uhl, Matthias ; Neumeier, Florian ; Hayo, Bernd . In: MAGKS Papers on Economics. RePEc:mar:magkse:201412.

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2014Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants. (2014). Neuenkirch, Matthias ; Hayo, Bernd. In: Research Papers in Economics. RePEc:trr:wpaper:201401.

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2014Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants. (2014). Neuenkirch, Matthias ; Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:201404.

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2014The market microstructure of the European climate exchange. (2014). Otsubo, Yoichi ; Mizrach, Bruce. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116.

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2014[Citation Analysis]
2014Long-run and short-run determinants of sovereign bond yields in advanced economies. (2014). Poghosyan, Tigran. In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:1:p:100-114.

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2014[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Bank Leverage, Financial Fragility and Prudential Regulation. (2014). Nasica, Eric ; CARTAPANIS, Andre ; Bruno, Olivier. In: GREDEG Working Papers. RePEc:gre:wpaper:2014-12.

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2014[Citation Analysis]
2014Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Efthyvoulou, Georgios ; Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27.

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2014The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection. (2014). Pennathur, Anita ; Vishwasrao, Sharmila . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:232-246.

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2014The Role of Accrual Decomposition in Increasing the Information Value. (2014). Heirany, Forough ; Nazemizadeh, Manije ; Moeinadin, Mahmoud . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:4:y:2014:i:1:p:309-318.

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2014The role of accruals quality in the access to bank debt. (2014). Garcia-Teruel, Pedro J. ; Sanchez-Ballesta, Juan Pedro ; Martinez-Solano, Pedro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:186-193.

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2014Preemption, leverage, and financing constraints. (2014). Nishihara, Michi ; Shibata, Takashi . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:2:p:75-89.

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2014Board of directors’ composition and financing choices. (2014). Alves, Paulo ; Francisco, Paulo ; Couto, Eduardo . In: MPRA Paper. RePEc:pra:mprapa:52973.

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2014SOX, corporate transparency, and the cost of debt. (2014). Andrade, Sandro C. ; Hood, Frederick M. ; Bernile, Gennaro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:145-165.

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2014Multifractality and value-at-risk forecasting of exchange rates. (2014). Batten, Jonathan ; Wagner, Niklas ; Kinateder, Harald . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:71-81.

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2014Almost marginal conditional stochastic dominance. (2014). Huang, Rachel ; Wang, Christine W. ; DENUIT, Michel M. ; Tzeng, Larry Y.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:57-66.

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2014Quality of PIN estimates and the PIN-return relationship. (2014). Yan, Yuxing ; Zhang, Shaojun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:137-149.

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2014What we do and do not know about convertible bond financing. (2014). Veld, Chris ; Dutordoir, Marie ; Seward, James ; Lewis, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20.

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2014Anatomy of a Bail-In. (2014). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201405.

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2014Anatomy of a Bail-In. (2014). Conlon, Thomas ; Cotter, John . In: Papers. RePEc:arx:papers:1403.7628.

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2014A theory of mandatory convertibles. (2014). Nandy, Debarshi ; Chemmanur, Thomas ; Jiao, Jie ; Yan, An. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:352-370.

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2014Do Oil Prices Predict Economic Growth? New Global Evidence. (2014). Sharma, Susan ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_09.

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2014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Poon, Wai-Ching ; Narayan, Paresh Kumar ; Westerlund, Joakim . In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:137-146.

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2014What expenditure does Anglosphere foreign borrowing fund?. (2014). Narayan, Seema ; Makin, Anthony. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:63-78.

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2014Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109.

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2014Applied Econometrics and a Decade of Energy Economics Research. (2014). Smyth, Russell ; Narayan, Paresh . In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21.

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2014Performance Effects of Appointing Other Firms Executive Directors to Corporate Boards: An Analysis of UK Firms. (2014). Talavera, Oleksandr ; Муравьев, Александр ; Muravyev, Alexander ; Weir, Charlie . In: IZA Discussion Papers. RePEc:iza:izadps:dp7962.

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2014[Citation Analysis]
2014The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis. (2014). Fiordelisi, Franco ; Ricci, Ornella ; Galloppo, Giuseppe . In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:49-61.

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2014Does trade credit play a signalling role? Some evidence from SMEs microdata. (2014). Agostino, Maria Rosaria ; Trivieri, Francesco . In: Small Business Economics. RePEc:kap:sbusec:v:42:y:2014:i:1:p:131-151.

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2014New evidence on turn-of-the-month effects. (2014). Sharma, Susan ; Narayan, Paresh Kumar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:92-108.

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2014Long-term U.S. infrastructure returns and portfolio selection. (2014). Drew, Michael ; Bornholt, Graham ; Bianchi, Robert J. ; Howard, Michael F.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:314-325.

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2014Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests. (2014). Smidkova, Katerina ; Horvath, Roman ; Franta, Michal ; Baruník, Jozef. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2014:q:1:a:5.

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2014The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?. (2014). Nitschka, Thomas. In: Working Papers. RePEc:snb:snbwpa:2014-01.

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2014Oil shocks, stock market prices, and the U.S. dividend yield decomposition. (2014). Chortareas, Georgios ; Noikokyris, Emmanouil . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:639-649.

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2014Speculative Asset Prices. (2014). Shiller, Robert J.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517.

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2014Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand. (2014). Vithessonthi, Chaiporn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:170-194.

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2014Returns to scale at large banks in the US: A random coefficient stochastic frontier approach. (2014). Zhang, Xiaohui ; Feng, Guohua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:135-145.

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2014Measuring performance improvement of Taiwanese commercial banks under uncertainty. (2014). Kao, Chiang ; Liu, Shiang-Tai . In: European Journal of Operational Research. RePEc:eee:ejores:v:235:y:2014:i:3:p:755-764.

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2014The double-edged sword of CEO/chairperson duality in corporatized state-owned firms: evidence from top management turnover in China. (2014). Firth, Michael ; Yang, Yong ; Wong, Sonia . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:1:p:207-244.

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2014Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Nguyen, Duc Khuong ; Reboredo, Juan Carlos ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-159.

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2014Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe. (2014). Szafarz, Ariane ; Bernal, Oscar ; Herinckx, Astrid . In: International Review of Law and Economics. RePEc:eee:irlaec:v:37:y:2014:i:c:p:244-256.

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2014Investor sentiment and return predictability of disagreement. (2014). Kim, Jun Sik ; Seo, Sung Won ; Ryu, Doojin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178.

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2014Financial flexibility, corporate investment and performance: evidence from financial crises. (2014). Florackis, Chris ; Arslan-Ayaydin, ozgur ; Ozkan, Aydin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:211-250.

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2014Foreign Exchange Risk and the Predictability of Carry Trade Returns. (2014). Tsiakas, Ilias ; Sarno, Lucio ; Cenedese, Gino . In: Working Paper Series. RePEc:rim:rimwps:02_14.

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2014Foreign exchange risk and the predictability of carry trade returns. (2014). Tsiakas, Ilias ; Sarno, Lucio ; Cenedese, Gino . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:302-313.

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2014Competition, premature trading and excess volatility. (2014). Deb, Pragyan ; Liu, Zijun ; Koo, Bonsoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:178-193.

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2014Dynamic capital structure and political patronage: The case of Malaysia. (2014). Williams, Jonathan ; Shah, Mohamed ; Girma, Sourafel ; Ebrahim, M. Shahid. In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:117-128.

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2014Corporate payout policy in dual-class firms. (2014). Wu, Qun ; Liu, Mark H. ; Jordan, Bradford D.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:1-19.

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2014Cojumps in stock prices: Empirical evidence. (2014). Shackleton, Mark ; Gilder, Dudley ; Taylor, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459.

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2014[Citation Analysis]
2014Measuring bank competition in China: A comparison of new versus conventional approaches applied to loan markets. (2014). Van Leuvensteijn, Michiel ; van Rixtel, Adrian ; Xu, Bing . In: Banco de España Working Papers. RePEc:bde:wpaper:1404.

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2014Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America. (2014). Williams, Jonathan ; Goddard, John ; Molyneux, Philip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:130-142.

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2014Foreign ownership and market power in banking: Evidence from a world sample. (2014). Kokas, Sotirios ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:53957.

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2014Foreign ownership and market power in banking: Evidence from a world sample. (2014). Kokas, Sotirios ; Delis, Manthos. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:03-2014.

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2014The interest rate spreads in the Czech Republic: Different loans, different determinants?. (2014). Horvath, Roman ; Hlaváček, Michal ; Hainz, Christa ; Hlavaek, Michal . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:1:p:43-54.

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2014Can spanned term structure factors drive stochastic yield volatility?. (2014). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03.

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2014Cyclicity in the French PropertyLiability Insurance Industry - New Findings over the Recent Period. (2014). Bruneau, Catherine ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:201406.

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2014Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). Teulon, Frédéric ; GUESMI, Khaled ; Moisseron, Jean-Yves . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:204-212.

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2014Australia’s integration into the ASEAN- 5 Region. (2014). Teulon, Frédéric ; GUESMI, Khaled ; Lahiani, Amine . In: Working Papers. RePEc:ipg:wpaper:2014-207.

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2014Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk. (2014). Teulon, Frédéric ; Guesmi, Khaled ; Moisseron, Jean-Yves . In: Working Papers. RePEc:ipg:wpaper:2014-293.

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2014[Citation Analysis]
2014[Citation Analysis]
2014Bank earnings forecasts, risk and the crisis. (2014). Anolli, Mario ; Molyneux, Philip ; Beccalli, Elena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:309-335.

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2014Economic freedom and the stability of stock prices: A cross-country analysis. (2014). Thomas, Diana ; Brough, Tyler J. ; Blau, Benjamin M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:182-196.

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2014Politically connected firms in Poland and their access to bank financing. (2014). Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar ; Kozlowski, Lukasz . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002.

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2014Disciplinary tools and bank risk exposure. (2014). Seth, Rama ; faff, robert ; Mohanty, Sunil ; Haq, Mamiza . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:37-64.

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2014Systemic risk and bank consolidation: International evidence. (2014). Neumann, Sascha ; Bostandzic, Denefa ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181.

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2014Survey on the Viewpoints of Credit Beneficiaries Qua Consumers  in Order to increase Banking Accountability. (2014). Ilie, Dragos ; Ungureanu, Laura . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:1:y:2014:i:35:p:138.

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2014The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry. (2014). Eckles, David L. ; Miller, Steve M. ; Hoyt, Robert E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:247-261.

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2014Efficiency decomposition for general multi-stage systems in data envelopment analysis. (2014). Kao, Chiang . In: European Journal of Operational Research. RePEc:eee:ejores:v:232:y:2014:i:1:p:117-124.

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2014Multi-period efficiency and Malmquist productivity index in two-stage production systems. (2014). Kao, Chiang ; Hwang, Shiuh-Nan . In: European Journal of Operational Research. RePEc:eee:ejores:v:232:y:2014:i:3:p:512-521.

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2014On the Measurement of Economic Tail Risk. (2014). Kou, Steven ; Peng, Xianhua . In: Papers. RePEc:arx:papers:1401.4787.

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2014[Citation Analysis]
2014[Citation Analysis]
2014Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:68-86.

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2014Convertible Debt and Shareholder Incentives. (2014). Dorion, Christian ; Jeanneret, Alexandre ; Grass, Gunnar ; Franois, Pascal . In: Cahiers de recherche. RePEc:lvl:lacicr:1403.

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2014In- and out-of-the-money convertible bond calls: Signaling or price pressure?. (2014). Zebedee, Allan A. ; Bechmann, Ken L. ; Lunde, Asger . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:135-148.

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2014Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Veld, Chris ; Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157.

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2014Convertible debt and shareholder incentives. (2014). Dorion, Christian ; Jeanneret, Alexandre ; Grass, Gunnar ; Franois, Pascal . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:38-56.

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2014More than meets the eye: Convertible bond issuers concurrent transactions. (2014). Zhao, Bo ; Henderson, Brian J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:57-79.

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2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-082.

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2014What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-081.

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2014What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: NIPE Working Papers. RePEc:nip:nipewp:04/2014.

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2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat. In: NIPE Working Papers. RePEc:nip:nipewp:05/2014.

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2014Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan C.. In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234.

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2014The market microstructure of the European climate exchange. (2014). Otsubo, Yoichi ; Mizrach, Bruce. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116.

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2014Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Antonakakis, Nikolaos ; Kizys, Renatas . In: MPRA Paper. RePEc:pra:mprapa:53876.

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2014Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach. (2014). Karoglou, Michail ; Yfanti, Stavroula ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros ; Ali, Faek Menla . In: Papers. RePEc:arx:papers:1403.7179.

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2014An agent-based computational model for Chinas stock market and stock index futures market. (2014). Zhang, Wei ; Zhou, Wei-Xing ; Xu, Hai-Chuan ; Xiong, Xiong . In: Papers. RePEc:arx:papers:1404.1052.

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2014The timeline of trading frictions in the European carbon market. (2014). Medina, Vicente ; Pascual, Roberto ; Pardo, Angel . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394.

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2014Catalysts for price discovery in the European Union Emissions Trading System. (2014). Schultz, Emma ; Swieringa, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:112-122.

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2014Distribution of stock ratings and analyst recommendation revision. (2014). Su, Yi-Ru ; Lo, Huai-Chun ; Chan, Chia-Ying . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:273-286.

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2014[Citation Analysis]
2014Family firms and R&D behavior – New evidence from a large-scale survey. (2014). Kaserer, Christoph ; Ampenberger, Markus ; Achleitner, Ann-Kristin ; Schmid, Thomas . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:1:p:233-244.

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2014Bank lending and capital. (2014). Hebbink, Gerbert ; Slingenberg, Jan Willem ; Kruidhof, Mark . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1203.

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2014The informational efficiency of bonds and stocks: The role of institutional sized bond trades. (2014). Tsai, Hui-Ju . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:34-45.

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2014The role of demographics in small business loan pricing. (2014). Neuberger, Doris ; Rathke-Doppner, Solvig . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:134.

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2014Collateral requirements of SMEs: The evidence from less-developed countries. (2014). Hanedar, Elmas Yaldz ; Bazzana, Flavio ; Broccardo, Eleonora . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:106-121.

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2014Portfolio optimization in an upside potential and downside risk framework. (2014). Cumova, Denisa ; Nawrocki, David . In: Journal of Economics and Business. RePEc:eee:jebusi:v:71:y:2014:i:c:p:68-89.

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2014Forward-looking reaction to bank regulation. (2014). Herrala, Risto. In: Working Paper Series. RePEc:ecb:ecbwps:20141645.

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2014Structural Disposal and Cyclical Adjustment: Non-performing Loans, Structural Transition, and Regulatory Reform in Japan, 1997-2011. (2014). Nakabayashi, Masaki ; KAWASHIMA, Toshiki . In: ISS Discussion Paper Series (series F). RePEc:itk:issdps:f167.

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2014Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries. (2014). Maghyereh, Aktham I. ; Awartani, Basel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:126-147.

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2014Loan quality determinants: evaluating the contribution of bank-specific variables, macroeconomic factors and firm level information. (2014). Belaid, Faial . In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2014.

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2014Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality. (2014). Turk Ariss, Rima ; Love, Inessa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:158-181.

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2014Credit Risk Determinants for the Bulgarian Banking System. (2014). Nikolaidou, Eftychia ; Vogiazas, Sofoklis . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:1:p:87-102.

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2014Corporate dividend policy in Thailand: Theory and evidence. (2014). Thanatawee, Yordying ; Fairchild, Richard ; Guney, Yilmaz . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:129-151.

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2014Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance. (2014). Isakov, Dusan ; Weisskopf, Jean-Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:1-16.

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2014Studying the Effective Factors of Investors Sensitivity towards Performance and Price of Investment Funds in Tehran Stock Exchange. (2014). Zareei, Alireza ; Siahboumi, Davoud Gholami . In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:4:y:2014:i:4:p:259-269.

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2014The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Rouatbi, Wael ; Boubaker, Sabri ; Cellier, Alexis . In: Working Papers. RePEc:ipg:wpaper:2014-186.

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2014The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Boubaker, Sabri ; Rouatbi, Wael ; Cellier, Alexis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:226-246.

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2014Determinants of US financial fragility conditions. (2014). Bagliano, Fabio ; Morana, Claudio . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:377-392.

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2014House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, orjan . In: Working Paper. RePEc:bno:worpap:2014_05.

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2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand. (2014). Yang, Lu ; Hamori, Shigeyuki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:145-155.

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2014Institutional Reform and Depositors Portfolio Choice - Evidence from Censored Quantile Regressions. (2014). Berlemann, Michael ; Luik, Marc-Andre . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4782.

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2014Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios. (2014). Onali, Enrico ; Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus . In: Discussion Papers. RePEc:zbw:bubdps:072014.

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2014On the robustness of persistence in mutual fund performance. (2014). Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos . In: Working Papers. RePEc:jau:wpaper:2014/01.

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2014Individual Investor Activity and Performance. (2014). Dahlquist, Magnus ; Soderlind, Paul ; Martinez, Jose Vincente . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:08.

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2014Cultures impact on institutional investors trading frequency. (2014). Beracha, Eli ; Skiba, Hilla ; Fedenia, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:34-47.

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2014Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Gungor, Sermin ; Sierra, Jesus . In: Working Papers. RePEc:bca:bocawp:14-3.

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2014Determinants of equity pension plan flows. (2014). Carmen Pilar Marti Ballester, . In: Estudios de Economia. RePEc:udc:esteco:v:41:y:2014:i:1:p:125-148.

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2014Overcoming limits of arbitrage: Theory and evidence. (2014). Hombert, Johan ; Thesmar, David . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44.

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2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

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2014Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624.

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2014Does revenue momentum drive or ride earnings or price momentum?. (2014). Chen, Hong-Yi ; Lee, Cheng-few ; Hsin, Chin-Wen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:166-185.

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2014Why are rights offers in Hong Kong so different?. (2014). Lee, Chin-Chong ; Sinnakkannu, Jothee ; POON, Wai-Ching . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:176-197.

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2014Do Business Groups Help or Hinder Technological Progress in Emerging Markets? Evidence from India. (2014). Bhaumik, Sumon ; Zhou, Ying . In: IZA Discussion Papers. RePEc:iza:izadps:dp7885.

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2014Do business groups help or hinder technological progress in emerging markets? Evidence from India. (2014). Bhaumik, Sumon ; Zhou, Ying . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1066.

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2014Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix. (2014). Avagyan, Vahe ; Nogales, Francisco J. ; Alonso, Andres M.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141208.

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2014A jackknife-type estimator for portfolio revision. (2014). ROLAND FÜSS, ; Trubenbach, Fabian ; Miebs, Felix ; Fuss, Roland . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:14-28.

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2014THE FUNDAMENTAL PRIVATIZATION THEOREM: IDEOLOGY, EVOLUTION, PRACTICE. (2014). Radygin, Alexander ; Entov, Revold. In: Working Papers. RePEc:gai:wpaper:0087.

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2014News Cohesiveness: an Indicator of Systemic Risk in Financial Markets. (2014). Mozetivc, Igor ; Novak, Petra Kralj ; Antulov-Fantulin, Nino ; Pivskorec, Matija ; vSmuc, Tomislav ; Vodenska, Irena ; Grvcar, Miha . In: Papers. RePEc:arx:papers:1402.3483.

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2014Investor attention, index performance, and return predictability. (2014). Vozlyublennaia, Nadia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:17-35.

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2014Media Influences on Social Outcomes: The Impact of MTV’s 16 and Pregnant on Teen Childbearing. (2014). Levine, Phillip ; Kearney, Melissa S.. In: NBER Working Papers. RePEc:nbr:nberwo:19795.

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2014Investor Following and Volatility: A GARCH Approach. (2014). Teulon, Frédéric ; AOUADI, AMAL ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-286.

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2014.

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2014[Citation Analysis]
2014Earnings baths by bank CEOs during turnovers. (2014). Schertler, Andrea ; Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven . In: Discussion Papers. RePEc:zbw:bubdps:052014.

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2014The rise and fall of multinational enterprises in Vietnam: survival analysis using census data during 2000-2011. (2014). Yamada, Hiroyuki ; Vu, Tien ; Otsuki, Tsunehiro . In: OSIPP Discussion Paper. RePEc:osp:wpaper:14e001.

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2014Institutional environment, human capital, and firm growth: Evidence from Vietnam. (2014). Gries, Thomas ; van Dung, Ha. In: Working Papers CIE. RePEc:pdn:ciepap:83.

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2014How has the international harmonization of financial reporting standards affected merger premiums within the European Union?. (2014). Alsharairi, Malek ; Bozos, Konstantinos ; Ratnaike, Yasanji C.. In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:48-60.

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2014The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20149.

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2014The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24.

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2014Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john. In: Working Papers. RePEc:ucd:wpaper:201402.

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2014Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Sibbertsen, Philipp ; Basse, Tobias ; Wegener, Christoph . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118.

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2014Sovereign and bank CDS spreads: two sides of the same coin?. (2014). Avino, Davide ; Cotter, John . In: MPRA Paper. RePEc:pra:mprapa:55208.

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2014The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Alter, Adrian ; Beyer, Andreas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:134-153.

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2014[Citation Analysis]
2014Does gold offer a better protection against losses in sovereign debt bonds than other metals?. (2014). Gounopoulos, Dimitrios ; Agyei-Ampomah, Sam ; Mazouz, Khelifa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:507-521.

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2014[Citation Analysis]
2014Money to fill the gap? Local financial development and energy intensity in Europe and Central Asia. (2014). Bagayev, Igor ; Najman, Boris . In: MPRA Paper. RePEc:pra:mprapa:55193.

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2014Pay Attention or Pay Extra: Evidence on the Compensation of Investors for the Implicit Credit Risk of Structured Products. (2014). Arnold, Marc ; Wagner, Alexander ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:06.

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2014[Citation Analysis]
2014[Citation Analysis]
2014Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements. (2014). Mauck, Nathan ; Krieger, Kevin ; Vasquez, Joseph . In: MPRA Paper. RePEc:pra:mprapa:52959.

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2014Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Yoon, Seong-Min ; Hammoudeh, Shawkat ; Mensi, Walid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119.

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2014How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:343-354.

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2014News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector. (2014). Bhanot, Karan ; Williams, Michael ; Hunter, Delroy ; Burns, Natasha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:51-63.

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2014Liquidity crisis, relationship lending and corporate finance. (2014). Dewally, Michael ; Shao, Yingying . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:223-239.

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2014Measuring and testing for the systemically important financial institutions. (2014). Ferrari, Stijn ; Castro, Carlos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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2014Interest rate risk propagation: Evidence from the credit crunch. (2014). Liu, Chih-Liang ; Yang, Hsin-Feng ; Chou, Ray Yeutien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264.

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2014[Citation Analysis]
2014[Citation Analysis]
2014Does Regular Economic News from Emerging Countries Move Markets? Evidence from Chinese Macro Announcements. (2014). Kurov, Alexander ; Wolfe, Marketa ; Baum, Christopher ; Halova, Marketa W.. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:834.

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2014Volatility spillovers and macroeconomic announcements evidence from crude oil markets. (2014). Lahiani, Amine ; GUESMI, Khaled ; Belgacem, Aymen ; Creti, Anna . In: Working Papers. RePEc:ipg:wpaper:2014-050.

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2014Quantification of the high level of endogeneity and of structural regime shifts in commodity markets. (2014). Maystre, Nicolas ; Bicchetti, David ; Filimonov, Vladimir ; Sornette, Didier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:174-192.

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2014On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom . In: Working Papers. RePEc:hal:wpaper:hal-00980125.

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2014Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books. (2014). Baptista, Alexandre ; Alexander, Gordon J. ; Yan, Shu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:107-130.

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2014Should hedge funds be cautious reporting high returns?. (2014). Auer, Benjamin R.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:195-201.

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2014Unveiling the embedded coherence in divergent performance rankings. (2014). Bosch-Badia, Maria Teresa ; Tarrazon-Rodon, Maria-Antonia ; MONTLLOR-SERRATS, Joan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:154-165.

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2014基于非径向BML-DEA模型的中国地区工业环境绩效测度. (2014). Tang, Liwei ; Zhang, Yongjun ; Hu, Zongyi . In: MPRA Paper. RePEc:pra:mprapa:55380.

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2014Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. (2014). Matousek, Roman ; Managi, Shunsuke ; Fujii, Hidemichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:41-50.

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2014Efficiency measures of the Chinese commercial banking system using an additive two-stage DEA. (2014). Wang, Ke ; Liu, Ying-Nan ; Wu, Jie ; Huang, Wei . In: Omega. RePEc:eee:jomega:v:44:y:2014:i:c:p:5-20.

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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351.

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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004.

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2014[Citation Analysis]
2014Why do firms (not) hedge? — Novel evidence on cultural influence. (2014). Lievenbruck, Martin ; Schmid, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:92-106.

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2014The behavioral foundations of corporate dividend policy a cross-country analysis. (2014). Breuer, Wolfgang ; Soypak, Can K. ; Rieger, Oliver M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:247-265.

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2014National cultural effects on leverage decisions: Evidence from emerging-market ADRs. (2014). Wang, Daphne ; Esqueda, Omar A.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:152-177.

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2014The impact of culture on market timing in capital structure choices. (2014). Arosa, Clara Maria Verduch, ; Schuhmann, Peter W. ; Richie, Nivine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:178-192.

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2014Cross-national differences in access to finance: Influence of culture and institutional environments. (2014). Aggarwal, Raj ; Goodell, John W.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:193-211.

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2014Cash holdings and business group membership. (2014). Dewaelheyns, Nico ; Locorotondo, Rosy ; Van Hulle, Cynthia . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:3:p:316-323.

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2014Volatility spreads and earnings announcement returns. (2014). Atilgan, Yigit . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:205-215.

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2014[Citation Analysis]
2014Estimating and using GARCH models with VIX data for option valuation. (2014). Lin, Binghuan ; Kanniainen, Juho ; Yang, Hanxue . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:200-211.

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2014Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). Gresnigt, Francine ; Franses, Philip Hans ; Kole, Erik . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140067.

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2014Extreme-quantile tracking for financial time series. (2014). Chavez-Demoulin, V. ; Sardy, S. ; Embrechts, P.. In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:44-52.

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2014Technological Change, Financial Innovation, and Diffusion in Banking. (2014). Frame, Scott W. ; White, Lawrence J.. In: Working Papers. RePEc:ste:nystbu:14-02.

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2014Securitization, competition and monitoring. (2014). Ahn, Jung-Hyun ; Breton, Regis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:195-210.

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2014What factors drive systemic risk during international financial crises?. (2014). Neumann, Sascha ; Bostandzic, Denefa ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96.

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2014Riskiness-minimizing spot-futures hedge ratio. (2014). Chen, Yi-Ting ; Tzeng, Larry Y. ; Ho, Keng-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:154-164.

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2014Existence and computation of the Aumann–Serrano index of riskiness and its extension. (2014). Schulze, Klaas . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:219-224.

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Cites in year: CiY


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2014Finding informed traders in futures and their inderlying assets in intraday trading. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1402.6583.

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2014Detecting informed activities in European-style option tradings. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1403.3294.

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2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks. (2014). Tabak, Benjamin ; Cajueiro, Daniel ; Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:350.

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2014Bank Insolvency Risk and Z-Score Measures: A Refinement. (2014). Strobel, Frank. In: Discussion Papers. RePEc:bir:birmec:14-06.

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2014Financial structure and growth. (2014). Yang, Jing ; Gambacorta, Leonardo ; Tsatsaronis, Kostas . In: BIS Quarterly Review. RePEc:bis:bisqtr:1403e.

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2014The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo ; van Ewijk, Saskia . In: DNB Working Papers. RePEc:dnb:dnbwpp:425.

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2014The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24.

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2014The timeline of trading frictions in the European carbon market. (2014). Medina, Vicente ; Pascual, Roberto ; Pardo, Angel . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394.

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2014What factors drive systemic risk during international financial crises?. (2014). Neumann, Sascha ; Bostandzic, Denefa ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96.

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2014Catalysts for price discovery in the European Union Emissions Trading System. (2014). Schultz, Emma ; Swieringa, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:112-122.

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2014Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan. (2014). Hirata, Hideaki ; Ono, Arito ; Hasumi, Ryo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:371-380.

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2014SME Financing in Japan during the Global Financial Crisis: Evidence from Firm Surveys. (2014). Uesugi, Iichiro ; Ono, Arito . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:6.

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2014Do Banks Lend Less in Uncertain Times?. (2014). Sindermann, Friedrich ; Scharler, Johann ; Raunig, Burkhard . In: Working Papers. RePEc:inn:wpaper:2014-06.

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2014Commodity Price Correlation and Time varying Hedge Ratios. (2014). GUESMI, Khaled ; Lahiani, Amine . In: Working Papers. RePEc:ipg:wpaper:2014-142.

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2014Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk. (2014). Duygun, Meryem ; Tortosa-Ausina, Emili ; Shaban, Mohamed ; Ozturk, Huseyin . In: Working Papers. RePEc:jau:wpaper:2014/10.

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2014[Citation Analysis]
2014[Citation Analysis]
2014Risk Measurement and risk modelling using applications of Vine Copulas. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1409.

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Recent citations received in: 2013


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2013Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; Le Pen, Yannick . In: AMSE Working Papers. RePEc:aim:wpaimx:1301.

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2013FINANCIAL CRISIS AND BANK PROFITABILITY – THE CASE OF ROMANIA. (2013). Driga, Imola. In: Annals of University of Craiova - Economic Sciences Series. RePEc:aio:aucsse:v:1:y:2013:i:41:p:34-45.

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2013Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea . In: Papers. RePEc:arx:papers:1306.2834.

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2013Asset Allocation under the Basel Accord Risk Measures. (2013). Wen, Zaiwen ; Bai, Xiaodi ; Sun, Xiaoling ; Liu, Xin ; Peng, Xianhua . In: Papers. RePEc:arx:papers:1308.1321.

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2013There is a VaR beyond usual approximations. (2013). Kratz, Marie . In: Papers. RePEc:arx:papers:1311.0270.

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2013Asymptotic distribution of the Markowitz portfolio. (2013). Pav, Steven E.. In: Papers. RePEc:arx:papers:1312.0557.

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2013What is the best risk measure in practice? A comparison of standard measures. (2013). Tasche, Dirk ; Emmer, Susanne ; Kratz, Marie . In: Papers. RePEc:arx:papers:1312.1645.

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2013The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai . In: Working Papers. RePEc:awi:wpaper:0552.

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2013Cash Management and Payment Choices: A Simulation Model with International Comparisons. (2013). Hernández, Lola ; bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David . In: Working Papers. RePEc:bca:bocawp:13-53.

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2013Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_906_13.

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2013Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, . In: BIS Papers chapters. RePEc:bis:bisbpc:72-12.

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2013Structural bank regulation initiatives: approaches and implications. (2013). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:412.

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2013The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). ap Gwilym, Owain ; Alsakka, Rasha ; Williams, Gwion . In: Working Papers. RePEc:bng:wpaper:13007.

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2013[Citation Analysis]
2013Trading Puzzle, Puzzling Trade. (2013). Erdem, Orhan ; Arık, Evren ; Arik, Evren ; Yuksel, Serkan . In: Working Paper. RePEc:bor:wpaper:1305.

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2013Taxation and corporate debt: are banks any different?. (2013). de Mooij, Ruud ; Heckemeyer, Jost . In: Working Papers. RePEc:btx:wpaper:1306.

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2013Two EGARCH models and one fat tail. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326.

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2013The Organization of Bank Affiliates; A Theoretical Perspective on Risk and Efficiency. (2013). luciano, elisa ; Wihlborg, Clas . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:322.

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2013Credit Constraints and FDI Spillovers in China. (2013). Riaño, Alejandro ; Milner, Chris ; Agarwal, Natasha ; Riao, Alejandro . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4313.

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2013Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?. (2013). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2013-02.

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2013El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). Ana Maria Iregui B., ; Carmen Cecilia Delgado R., ; Maria Teresa Ramirez G., ; Melo, Luis Fernando . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011106.

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2013Was there a « Greenspan Conundrum » in the Euro area?. (2013). LAME, GILDAS. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-10.

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2013French Firms in the face of the 2008/2009 crisis. (2013). P.-Y. CABANNES, ; SICSIC, M. ; LELARGE, C. ; DUBOIS, Y. ; COTTET, V.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-13.

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2013Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector. (2013). Veiga, Helena ; Galan, Jorge ; Wiper, Michael P.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws131918.

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2013Parameter uncertainty in multiperiod portfolio optimization with transaction costs. (2013). Utrera, Alberto Martin ; DeMiguel, Victor ; de Miguel, Victor ; Nogales, Francisco J.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws132119.

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2013Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; Le Pen, Yannick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/11382.

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2013Finance and Growth for Microenterprises: Evidence from Rural China. (2013). Beck, Thorsten ; Beck, T. H. L., ; Yang, R. ; Lu, L.. In: Discussion Paper. RePEc:dgr:kubcen:2013053.

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2013Government Spending Shocks, Sovereign Risk and the Exchange Rate Regime. (2013). Bonam, Dennis ; Lukkezen, Jasper . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130212.

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2013Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model. (2013). Boortz, Christopher ; Nautz, Dieter ; Kremer, Stephanie ; Jurkatis, Simon . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1336.

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2013Capital Controls and Macroprudential Measures: What Are They Good For?. (2013). Fratzscher, Marcel ; Forbes, Kristin ; Straub, Roland . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1343.

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2013Regional inflation and financial dollarisation. (2013). De Haas, Ralph ; Brown, Martin ; Sokolov, Vladimir . In: Working Papers. RePEc:ebd:wpaper:163.

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2013There is a VaR Beyond Usual Approximations. (2013). Kratz, Marie . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-13017.

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2013Booms and systemic banking crises. (2013). Smets, Frank ; Collard, Fabrice ; Boissay, Frederic . In: Working Paper Series. RePEc:ecb:ecbwps:20131514.

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2013Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Oprica, Silviu . In: Working Paper Series. RePEc:ecb:ecbwps:20131597.

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2013Comparative Analysis of Profitability Determinants of Domestic and Foreign Islamic Banks in Malaysia. (2013). Embaya, Abdelhakim ; Muda, Muhamad ; Shaharuddin, Amir . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-1.

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2013Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings. (2013). Valenzuela, Patricio ; Borensztein, Eduardo ; Cowan, Kevin . In: Documentos de Trabajo. RePEc:edj:ceauch:299.

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2013Institutions and the long-run impact of early development. (2013). Ang, James. In: Journal of Development Economics. RePEc:eee:deveco:v:105:y:2013:i:c:p:1-18.

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2013One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:35-44.

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2013A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions. (2013). Chen, Rongda ; Yu, Lean . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:796-804.

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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Lau, Chi Keung ; Demir, Ender ; Bilgin, Mehmet ; Lau, Chi Keung Marco, . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:1-13.

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2013Filtering and forecasting commodity futures prices under an HMM framework. (2013). Date, Paresh ; Tenyakov, Anton ; Mamon, Rogemar . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:1001-1013.

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2013What is the best practice for benchmark regulation of electricity distribution? Comparison of DEA, SFA and StoNED methods. (2013). Saastamoinen, Antti ; Kuosmanen, Timo ; Sipilainen, Timo . In: Energy Policy. RePEc:eee:enepol:v:61:y:2013:i:c:p:740-750.

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2013Market concentration, risk-taking, and bank performance: Evidence from emerging economies. (2013). Zhang, Jianhua ; Wang, Peng ; Qu, Baozhi ; Jiang, Chunxia . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:149-157.

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2013Drivers of technical trend-following rules profitability in world stock markets. (2013). Ulku, Numan ; Prodan, Eugeniu . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:214-229.

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2013Do long-short speculators destabilize commodity futures markets?. (2013). Brooks, Chris ; Miffre, Joelle . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:230-240.

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2013Sudden stops: Are global and local investors alike?. (2013). Kubota, Megumi ; Calderon, Cesar. In: Journal of International Economics. RePEc:eee:inecon:v:89:y:2013:i:1:p:122-142.

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2013Global banks and crisis transmission. (2013). Perri, Fabrizio ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem. In: Journal of International Economics. RePEc:eee:inecon:v:89:y:2013:i:2:p:495-510.

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2013Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. (2013). Puccetti, Giovanni ; Wang, Ruodu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:821-828.

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2013Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity. (2013). Durante, Fabrizio ; Sempi, Carlo ; Sanchez, Juan Fernandez . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:897-905.

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2013Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets. (2013). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Bori, Darja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:163-180.

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2013Institutional industry herding: Intentional or spurious?. (2013). Gavriilidis, Konstantinos ; Ferreira, Mario Pedro Leite, ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:192-214.

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2013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald ; Kang, Wensheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

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2013On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal. (2013). Chen, Haojun ; Maher, Daniela . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:177-201.

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2013Monetary policy and the banking sector in Turkey. (2013). Matousek, Roman ; Akinci, Dervis Ahmet ; Stewart, Chris ; Radi, Nemanja . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:269-285.

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2013Beta risk and price synchronicity of bank acquirers’ common stock following merger announcements. (2013). Bozos, Konstantinos ; Song, Wei ; Koutmos, Dimitrios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:47-58.

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2013Federal Reserve financial crisis lending programs and bank stock returns. (2013). Griffiths, Mark D. ; Cyree, Ken B. ; Winters, Drew B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3819-3829.

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2013Information asymmetry and international strategic alliances. (2013). Yawson, Alfred ; Owen, Sian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3890-3903.

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2013Bank liquidity, the maturity ladder, and regulation. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3930-3950.

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2013Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings. (2013). Valenzuela, Patricio ; Borensztein, Eduardo ; Cowan, Kevin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4014-4024.

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2013The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading. (2013). Yamada, Takeshi ; Sankaraguruswamy, Srinivasan ; Shen, Jianfeng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4134-4143.

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2013The intraday impact of company responses to exchange queries. (2013). Drienko, Jozef ; Sault, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4810-4819.

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2013Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks. (2013). Jin, Justin Yiqiang ; Lobo, Gerald J. ; Kanagaretnam, Kiridaran . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4879-4892.

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2013Front-running of mutual fund fire-sales. (2013). Verbeek, Marno ; Dyakov, Teodor . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4931-4942.

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2013Robust portfolio choice with uncertainty about jump and diffusion risk. (2013). Branger, Nicole ; Larsen, Linda Sandris . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5036-5047.

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2013Did capital infusions enhance bank recovery from the great recession?. (2013). Liu, Wei ; Fraser, Donald R. ; Tippens, Kyle T. ; Kolari, James W.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5048-5061.

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2013The impact of diverse measures of default risk on UK stock returns. (2013). Chen, Jie ; Hill, Paula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5118-5131.

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2013On the predictability of stock prices: A case for high and low prices. (2013). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146.

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2013IPO underwriting and subsequent lending. (2013). Chen, Hsuan-Chi ; Weng, Pei-Shih ; Ho, Keng-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5208-5219.

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2013The information content of Eonia swap rates before and during the financial crisis. (2013). Torro, Hipolit ; Hernandis, Lucia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5316-5328.

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2013Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. (2013). Weber, Enzo ; Ulku, Numan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2733-2749.

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2013Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation. (2013). Baltzer, Markus ; Walter, Andreas ; Stolper, Oscar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2823-2835.

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2013Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes. (2013). Tchana Tchana, Fulbert ; Guidara, Alaa ; Soumare, Issouf ; Lai, Van Son . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:9:p:3373-3387.

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2013Sukuk vs. conventional bonds: A stock market perspective. (2013). Weill, Laurent ; Turk Ariss, Rima ; Godlewski, Christophe ; Turk-Ariss, Rima . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:41:y:2013:i:3:p:745-761.

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2013Internal financial constraints and firm productivity in China: Do liquidity and export behavior make a difference?. (2013). Guariglia, Alessandra ; Chen, Minjia . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:41:y:2013:i:4:p:1123-1140.

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2013Mitigating financial fragility with Continuous Workout Mortgages. (2013). Wojakowski, Rafal ; Shackleton, Mark ; Ebrahim, M. Shahid ; Shiller, Robert J.. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:85:y:2013:i:c:p:269-285.

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2013Do we need big banks? Evidence on performance, strategy and market discipline. (2013). Huizinga, Harry ; Demirguc-Kunt, Asli ; Bertay, Ata ; Demirgu-Kunt, Asli . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:22:y:2013:i:4:p:532-558.

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2013What drives corporate default risk premia? Evidence from the CDS market. (2013). Diaz, Antonio ; Serrano, Pedro ; Groba, Jonatan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:529-563.

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2013Analyst coverage, optimism, and stock price crash risk: Evidence from China. (2013). Xu, Nianhang ; Yi, Zhihong ; Chan, Kam C. ; Jiang, Xuanyu . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:25:y:2013:i:c:p:217-239.

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2013Bank competition and financial stability: A comparison of commercial banks and mutual savings banks in Korea. (2013). Jeon, Jin Q. ; Lim, Kwang Kyu . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:25:y:2013:i:c:p:253-272.

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2013How long can austerity persist? The factors that sustain fiscal consolidations. (2013). Lodge, David ; Rodriguez-Vives, Marta . In: European Journal of Government and Economics. RePEc:egr:ejge00:v:2:i:1:p:5-24.

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2013Taiwan second financial restructuring and commercial bank productivity growth: M&As impact. (2013). Hsiao, Hsing-Chin ; Lin, Mei-Hwa . In: Review of Accounting and Finance. RePEc:eme:rafpps:v:12:y:2013:i:4:p:327-350.

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2013The systemic risk of European banks during the financial and sovereign debt crises. (2013). Zhou, Hao ; Black, Lamont ; Huang, Xin ; CORREA, RICARDO . In: International Finance Discussion Papers. RePEc:fip:fedgif:1083.

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2013Does commonality in illiquidity matter to investors?. (2013). Anderson, Richard ; Nilsson, Birger ; Binner, Jane M. ; Hagstromer, Bjorn . In: Working Papers. RePEc:fip:fedlwp:2013-020.

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2013Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis. (2013). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris . In: Working Papers. RePEc:gla:glaewp:2013_13.

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2013There is a VaR Beyond Usual Approximations. (2013). Kratz, Marie . In: Post-Print. RePEc:hal:journl:hal-00880258.

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2013What Is the Best Risk Measure in Practice? A Comparison of Standard Measures. (2013). Emmer, Suzanne ; Tasche, Dirk ; Kratz, Marie . In: Post-Print. RePEc:hal:journl:hal-00921283.

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2013A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert . In: Working Papers. RePEc:hal:wpaper:halshs-00746272.

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2013Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; Le Pen, Yannick . In: Working Papers. RePEc:hal:wpaper:halshs-00793724.

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2013Bank leverage, financial fragility and prudential regulation. (2013). Bruno, Olivier ; Nasica, Eric ; Cartapanis, Andre . In: Working Papers. RePEc:hal:wpaper:halshs-00853701.

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2013Macro determinants of U.S. stock market risk premia in bull and bear markets. (2013). Menkhoff, Lukas ; Baetje, Fabian . In: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover. RePEc:han:dpaper:dp-520.

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2013Do Social Networks Prevent or Promote Bank Runs?. (2013). Rosa-García, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos ; Rosa-Garcia, Alfonso . In: IEHAS Discussion Papers. RePEc:has:discpr:1344.

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2013Tweets, Google Trends and Sovereign Spreads in the GIIPS. (2013). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:78.

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2013How bank competition influence liquidity creation. (2013). Weill, Laurent ; Seidler, Jakub ; Horvath, Roman. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2013_016.

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2013Rejection Probabilities for a Battery of Unit-Root Tests. (2013). Maican, Florin ; Sweeney, Richard J.. In: Working Papers in Economics. RePEc:hhs:gunwpe:0568.

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2013Does Commonality in Illiquidity Matter to Investors?. (2013). Anderson, Richard ; Nilsson, Birger ; Binner, Jane M. ; Hagstromer, Bjorn . In: Working Papers. RePEc:hhs:lunewp:2013_024.

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2013Herding in financial markets: Bridging the gap between theory and evidence. (2013). Nautz, Dieter ; Jurkatis, Simon ; Boortz, Christopher ; Kremer, Stephanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-036.

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2013The Organization of Bank Affiliates; A Theoretical Perspective on Risk and Efficiency. (2013). luciano, elisa ; Wihlborg, Clas . In: ICER Working Papers. RePEc:icr:wpicer:06-2013.

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2013The value of reputational capital and risk in banking and finance. (2013). Walter, Ingo . In: International Journal of Banking, Accounting and Finance. RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:205-219.

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2013The Safety of Cash and Debit Cards: A Study on the Perception and Behavior of Dutch Consumers. (2013). Kosse, Anneke. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2013:q:4:a:3.

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2013Taxation and Corporate Debt: Are Banks any Different?. (2013). de Mooij, Ruud ; Heckemeyer, Jost . In: IMF Working Papers. RePEc:imf:imfwpa:13/221.

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2012The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Osterrieder, Daniela ; Schotman, Peter C.. In: CREATES Research Papers. RePEc:aah:create:2012-35.

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2012Information Acquisition in Competitive Markets: An Application to the US Mortgage Market. (2012). Wagman, Liad ; Taylor, Curtis R. ; Burke, Jeremy M.. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:4:y:2012:i:4:p:65-106.

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2012Financial Advice. (2012). Inderst, Roman ; Ottaviani, Marco . In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:2:p:494-512.

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2012Econometric Estimations of the Services and Financial Sector Impact on Economic Growth Variations in Times of Crisis. (2012). . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:14:y:2012:i:special_no_6:p:621-634.

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2012Option Price Estimations and Speculative Trading In Knowledge Society. (2012). TURCOANE, Ovidiu . In: Informatica Economica. RePEc:aes:infoec:v:16:y:2012:i:4:p:131-141.

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2012Information Demand and Agriculture Commodity Prices. (2012). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia. In: 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria. RePEc:ags:iefi12:144973.

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2012Smooth Nonparametric Bernstein Vine Copulas. (2012). Weiss, Gregor ; Scheffer, Marcus . In: Papers. RePEc:arx:papers:1210.2043.

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2012Consumer Interest Rates and Retail Mutual Fund Flows. (2012). Sierra, Jesus . In: Working Papers. RePEc:bca:bocawp:12-39.

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2012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

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2012The safety and soundness effects of bank M&As in the EU: does prudential regulation have any impact?. (2012). Wall, Larry ; Hagendorff, Jens ; Nieto, Maria J.. In: Banco de España Working Papers. RePEc:bde:wpaper:1236.

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2012The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). Schliephake, Eva ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923.

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2012Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-23.

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2012Robust Portfolio Allocation with Systematic Risk Contribution Restrictions. (2012). gourieroux, christian ; Jay, Emmanuelle ; Darolles, Serge . In: Working Papers. RePEc:crs:wpaper:2012-35.

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2012Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. (2012). Ioannidou, Vasso ; Beck, Thorsten ; Beck, T. H. L., ; Schfer, L.. In: Discussion Paper. RePEc:dgr:kubcen:2012055.

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2012Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies. (2012). Thuraisamy, Kannan ; Sharma, Susan. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_02.

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2012Agency Problem II and Convergence in CEO Pay. (2012). Doucouliagos, Chris ; Haman, Janto ; Graham, Michael . In: Economics Series. RePEc:dkn:econwp:eco_2012_5.

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2012The impact of macro news and central bank communication on emerging European forex markets. (2012). Kočenda, Evžen ; Égert, Balázs ; egert, Balazs ; Koenda, Even . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20.

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2012More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138.

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2012Does ownership concentration improve M&A outcomes in emerging markets?. (2012). Bhaumik, Sumon ; Selarka, Ekta . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:717-726.

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2012Hierarchical information and the rate of information diffusion. (2012). Gencay, Ramazan ; Genay, Ramazan ; Xue, Yi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:9:p:1372-1401.

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2012Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

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2012Robust risk management. (2012). Fertis, Apostolos ; Baes, Michel ; Luthi, Hans-Jakob . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:3:p:663-672.

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2012Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183.

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2012The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; French, Joseph J.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477.

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2012Crisis, internal governance mechanisms and pension fund performance: Evidence from Poland. (2012). Kowalewski, Oskar ; Jackowicz, Krzysztof . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:493-515.

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2012Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625.

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2012The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818.

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2012Determinants of systematic financial risk exposures of airlines in North America, Europe and Asia. (2012). Hooy, Chee-Wooi ; Lee, Chyn-Hwa . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:24:y:2012:i:c:p:31-35.

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2012Reprint of Investors’ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2729-2741.

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2012Momentum, contrarian, and the January seasonality. (2012). Yao, Yaqiong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2757-2769.

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2012Intraday technical analysis of individual stocks on the Tokyo Stock Exchange. (2012). Yamamoto, Ryuichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3033-3047.

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2012Estimating the cost of capital with basis assets. (2012). Brown, Stephen ; Lajbcygier, Paul ; Wong, Woon Weng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3071-3079.

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2012Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London. (2012). Fukuda, Shin-ichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3185-3196.

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2012Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights. (2012). Sushka, Marie E. ; Bauguess, Scott W. ; Slovin, Myron B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1244-1253.

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2012Characteristic-based mean-variance portfolio choice. (2012). Hjalmarsson, Erik ; Manchev, Petar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1392-1401.

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2012Countercyclical contingent capital. (2012). Barucci, Emilio ; Del Viva, Luca . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1688-1709.

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2012Granularity adjustment for mark-to-market credit risk models. (2012). Gordy, Michael ; Marrone, James . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1896-1910.

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2012The week-of-the-year effect: Evidence from around the globe. (2012). Yagil, Joseph ; Levy, Tamir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1963-1974.

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2012Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109.

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2012Are corporate bond market returns predictable?. (2012). Wu, Chunchi ; Hong, Yongmiao ; Lin, Hai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2216-2232.

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2012Are mutual fund fees excessive?. (2012). Adams, John C. ; Nishikawa, Takeshi ; Mansi, Sattar A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2245-2259.

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2012Political connection and leverage: Some Malaysian evidence. (2012). Gul, Ferdinand A. ; Bliss, Mark A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2344-2350.

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2012Downside risk of international stock returns. (2012). Galsband, Victoria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2379-2388.

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2012Real options and earnings-based bonus compensation. (2012). Huang, Hongming ; Shih, Pai-Ta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2389-2402.

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2012An international CAPM for partially integrated markets: Theory and empirical evidence. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, ; Pukthuanthong, Kuntara . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2473-2493.

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2012Bank profitability during recessions. (2012). Oordt, Maarten ; Hoeberichts, Marco ; de Haan, Leo ; Bolt, Wilko ; Swank, Job ; van Oordt, Maarten R. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2552-2564.

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2012What do bank acquirers want? Evidence from worldwide bank M&A targets. (2012). Pozzolo, Alberto ; Caiazza, Stefano ; Clare, Andrew . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2641-2659.

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2012Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M.. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451.

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2012No contagion, only globalization and flight to quality. (2012). Szafarz, Ariane ; Chapelle, Ariane ; Briere, Marie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1729-1744.

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2012Real option valuation of abandoned farmland. (2012). Nishihara, Michi . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:4:p:188-192.

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2012An improvement to Kogut and Singh measure of cultural distance considering the relationship among different dimensions of culture. (2012). Kandogan, Yener . In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:196-203.

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2012Forecasting Bank Leverage. (2012). Shaffer, Sherrill ; Hambusch, Gerhard. In: CAMA Working Papers. RePEc:een:camaaa:2012-56.

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2012Impact of cash holdings and ownership concentration on firm valuation: Empirical evidence from Australia. (2012). Ameer, Rashid. In: Review of Accounting and Finance. RePEc:eme:rafpps:v:11:y:2012:i:4:p:448-467.

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2012The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective. (2012). MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2012.28.

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2012The safety and soundness effects of bank M&A in the EU. (2012). Wall, Larry ; Hagendorff, Jens ; Nieto, Maria J.. In: Working Paper. RePEc:fip:fedawp:2012-13.

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2012Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S.. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:12-10.

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2012Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S.. In: Staff Reports. RePEc:fip:fednsr:582.

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2012The performance of non-owner-occupied mortgages during the housing crisis. (2012). Robinson, Breck . In: Economic Quarterly. RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:v.98no.2.

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2012The performance of non-owner-occupied mortgages during the housing crisis. (2012). . In: Economic Quarterly. RePEc:fip:fedreq:y:2012:i:2q:p:111-138:n:vol.98no.2.

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2012Measuring systemic funding liquidity risk in the Russian banking system. (2012). Andrievskaya, Irina . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_012.

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2012Credit conditions and firm investment: Evidence from the MENA region. (2012). Turk Ariss, Rima ; Herrala, Risto. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_029.

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2012Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012.

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2012An Equilibrium Model of Credit Rating Agencies. (2012). Vigier, Adrien ; Natvik, Gisle ; Holden, Steinar ; Natvig, Gisle James . In: Memorandum. RePEc:hhs:osloec:2013_001.

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2012Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value. (2012). Hyde, Stuart ; Guidolin, Massimo. In: Working Papers. RePEc:igi:igierp:455.

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2012Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Working Papers. RePEc:igi:igierp:464.

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2012Culture and capital structure in small and medium sized firms. (2012). lucey, brian ; Kearney, Colm ; Ciaran Mac an Bhaird, ; MacAnBhaird, Ciaran . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp419.

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2012Systemic Risk and Asymmetric Responses in the Financial Industry. (2012). Moreno, Antonio ; Valderrama, Laura ; Lpez-Espinosa, Germn ; Rubia, Antonio . In: IMF Working Papers. RePEc:imf:imfwpa:12/152.

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2012Rolling over EUAs and CERs. (2012). Tornero, angel Pardo ; Martinez, Vicente Medina ; Carchano, Oscar . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2012-15.

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2012Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599.

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2012Does Rigidity of Prices Hide Collusion?. (2012). Perdiguero, Jordi ; Jiménez González, Juan ; Jimenez, Juan . In: Review of Industrial Organization. RePEc:kap:revind:v:41:y:2012:i:3:p:223-248.

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2012Creditor Rights, Country Governance, and Corporate Cash Holdings. (2012). Seifert, Bruce ; Faleye, Olubunmi ; Gonenc, Halit . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1214.

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2012Foreign activity of Russian banks:reconsidering multinational banking theory. (2012). Gorshkov, Victor . In: KIER Working Papers. RePEc:kyo:wpaper:830.

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2012The Effects of Efficiency and TFP Growth on Nitrogen and Sulphur Emissions in Europe: A Multistage Spatial Analysis. (2012). Sickles, Robin ; Glass, Anthony J. ; Kenjegalieva, Karligash . In: Discussion Paper Series. RePEc:lbo:lbowps:2012_11.

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2012Collateral Requirements of SMEs:The Evidence from Less–Developed Countries. (2012). Broccardo, Eleonora ; Bazzana, Flavio ; Hanedar, Elmas Yaldiz . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12111.

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2012Money Doctors. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W.. In: NBER Working Papers. RePEc:nbr:nberwo:18174.

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2012Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. (2012). Castro, Vitor. In: NIPE Working Papers. RePEc:nip:nipewp:11/2012.

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2012The effects of external financing costs on investment timing and sizing decisions. (2012). Futagami, Koichi ; Hori, Takeo ; Shibata, Takashi ; Maebayashi, Noritaka ; Nishihara, Michi . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1207.

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2012Changing Banking Relationships and Client Firm Performance: Evidence for Japan from the 1990s. (2012). Tsuruta, Daisuke . In: MPRA Paper. RePEc:pra:mprapa:35895.

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2012Foreign banks and foreign currency lending in emerging Europe. (2012). De Haas, Ralph ; Brown, Martin. In: MPRA Paper. RePEc:pra:mprapa:36323.

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2012Market risk of developed and developing countries during the global financial crisis. (2012). Köksal, Bülent ; Koksal, Bulent ; Orhan, Mehmet . In: MPRA Paper. RePEc:pra:mprapa:37523.

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2012Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.. (2012). Lopez, Claude ; Delatte, Anne-Laure. In: MPRA Paper. RePEc:pra:mprapa:39860.

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2012The Attenuation of Idiosyncratic Risk under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market. (2012). Lim, Kai Jie Shawn ; Chia, Rui Ming Daryl ; Chia, Rui Ming Daryl, ; Lim, Kai Jie Shawn, . In: MPRA Paper. RePEc:pra:mprapa:41455.

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2012Private manufacturing SMEs survival and growth in Vietnam: The role of export participation. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42489.

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2012A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate. (2012). Muto, Ichiro. In: MPRA Paper. RePEc:pra:mprapa:43220.

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2012Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490.

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2012Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach. (2012). Zhang, Zhichao ; Xie, Li ; Chau, Frankie . In: MPRA Paper. RePEc:pra:mprapa:43654.

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2012Is the Magnitude of Household Debt in Barbados a Concern?. (2012). Moore, Winston ; Jackman, Mahalia ; Carter, Justin . In: MPRA Paper. RePEc:pra:mprapa:47791.

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2012Industry Specific Shocks and Non-Performing Loans in Barbados. (2012). Jackman, Mahalia ; Belgrave, Anton ; Guy, Kester . In: The Review of Finance and Banking. RePEc:rfb:journl:v:04:y:2012:i:2:p:123-133.

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2012Modeling the effects of Geographical Expansion Strategies on the Italian Minor Banks’ Efficiency. (2012). Brighi, Paola ; Bernini, Cristina . In: Working Paper Series. RePEc:rim:rimwps:72_12.

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2012The impact of market power of Russian banks on their credit risk tolerance: A panel study. (2012). Mamonov, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0197.

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2012Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/828.

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2012Using Internet Data to Account for Special Events in Economic Forecasting. (2012). Vosen, Simeon ; Schmidt, Torsten. In: Ruhr Economic Papers. RePEc:rwi:repape:0382.

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2012SEEKING THE DIVERSIFICATION BENEFITS WITH FOREIGN EQUITIES AND COMMODITIES – THE CASE OF POLISH INVESTOR. (2012). Kurach, Radosław. In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:3:p:26-36.

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2012THE USE OF A VALUE AT RISK MEASURE FOR THE ANALYSIS OF BANK INTEREST MARGINS. (2012). Gemzik-Salwach, Agata . In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:4:p:15-29.

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2012Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2012). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2012-05.

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2012Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe. (2012). Szafarz, Ariane ; Herinckx, Astrid . In: Working Papers CEB. RePEc:sol:wpaper:2013/107635.

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2012Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications. (2012). Artikis, Constantinos T.. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:62:y:2012:i:3-4:p:7-15.

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2012Reputation as an Entry Barrier in the Credit Rating Industry. (2012). Jeon, Doh-Shin ; Lovo, Stefano . In: TSE Working Papers. RePEc:tse:wpaper:24582.

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2012Determinants of US financial fragility conditions. (2012). MORANA, CLAUDIO ; Bagliano, Fabio. In: Working papers. RePEc:tur:wpapnw:011.

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2012Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Mayordomo, Sergio ; Arce, Oscar. In: Faculty Working Papers. RePEc:una:unccee:wp2512.

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2011Collaterals, Bank Monitoring and Performance: the Case of Newly Established Wine Farmers. (2011). Cadot, Julien . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:103414.

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2011Do Low Interest Rates Sow the Seeds of Financial Crises?. (2011). Ueberfeldt, Alexander ; Shukayev, Malik ; Cociuba, Simona. In: Working Papers. RePEc:bca:bocawp:11-31.

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2011Bank Efficiency and Default in Brazil: Causality Tests. (2011). Tabak, Benjamin ; Cajueiro, Daniel ; Craveiro, Giovana L.. In: Working Papers Series. RePEc:bcb:wpaper:253.

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2011Housing, consumption and monetary policy: how different are the U.S. and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_807_11.

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2011The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2011). Idier, Julien ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:339.

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2011Rescue packages and bank lending. (2011). von Peter, Goetz ; Gambacorta, Leonardo ; Brei, Michael. In: BIS Working Papers. RePEc:bis:biswps:357.

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2011Asset price volatility and government revenue. (2011). Tagkalakis, Athanasios. In: Working Papers. RePEc:bog:wpaper:133.

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2011Collateral and its Substitutes in Emerging Markets Lending. (2011). Neuberger, Doris ; Menkhoff, Lukas ; Rungruxsirivorn, Ornsiri . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3585.

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2011Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB. (2011). Gil, Ester Gras ; Hernandez, Salvador Marin ; Renart, Marcos Anton . In: CIRIEC-España, revista de economía pública, social y cooperativa. RePEc:cic:revcir:y:2011:i:73:p:99-126.

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2011The “Forward Premium Puzzle” and the Sovereign Default Risk. (2011). Mignon, Valérie ; Coudert, Virginie. In: Working Papers. RePEc:cii:cepidt:2011-17.

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2011Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058.

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2011Of Religion and Redemption: Evidence from Default on Islamic Loans. (2011). Ongena, Steven ; Farooq, Moazzam ; Baele, Lieven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8504.

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2011The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets. (2011). Chakravarty, Sugato ; Rutherford, Leann G.. In: Working Papers. RePEc:csr:wpaper:1011.

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2011Multiscale Analysis of the Liquidity Effect. (2011). Michis, Antonis . In: Working Papers. RePEc:cyb:wpaper:2011-5.

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2011Do jumps help in forecasting the density of returns?. (2011). Ielpo, Florian ; Chevallier, Julien ; Sevi, Benoit . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/6805.

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2011Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2011). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Discussion Paper. RePEc:dgr:kubcen:2011099.

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2011How Does Personal Bankruptcy Law Affect Start-ups?. (2011). Penas, María ; Cerqueiro, G. M.. In: Discussion Paper. RePEc:dgr:kubcen:2011106.

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2011Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110125.

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2011Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011125.

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2011Financial Integration and Macroeconomic Stability: What Role for Large Banks?. (2011). Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1178.

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2011The January and turn-of-the-month effect on firm returns and return volatility. (2011). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_01.

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2011Investment and oil price volatility. (2011). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_14.

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2011The simple econometrics of tail dependence. (2011). Zhou, Chen ; Oordt, Maarten ; Maarten R. C. van Oordt, . In: DNB Working Papers. RePEc:dnb:dnbwpp:296.

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2011Interchange fees in card payments. (2011). Borestam, Ann ; Schmiedel, Heiko . In: Occasional Paper Series. RePEc:ecb:ecbops:20110131.

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2011Who invests in home equity to exempt wealth from bankruptcy?. (2011). Laeven, Luc ; Huizinga, Harry ; Gropp, Reint ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20111337.

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2011CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Hagendorff, Jens ; Vallascas, Francesco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095.

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2011Currency equivalent monetary aggregates as leading indicators of inflation. (2011). Ramachandran, M ; Paul, Sunil. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2041-2048.

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2011The effects of the subprime crisis on the Latin American financial markets: An empirical assessment. (2011). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; Dufrénot, Gilles ; Dufrenot, Gilles . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:5:p:2342-2357.

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2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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2011Performance and characteristics of acquiring firms in the Chinese stock markets. (2011). Young, Martin ; Chi, Jing ; Sun, Qian . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:152-170.

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2011On the performance of emerging market equity mutual funds. (2011). Huij, Joop ; Post, Thierry . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:3:p:238-249.

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2011A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

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2011Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527.

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2011The return impact of realized and expected idiosyncratic volatility. (2011). Smedema, Adam R. ; Peterson, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558.

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2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis. (2011). Aggarwal, Raj ; Mougoue, Mbodja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2690-2703.

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2011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746.

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2011Ownership structure and tax-friendly dividends. (2011). Henry, Darren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2747-2760.

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2011Nominal and true cost of loan collateral. (2011). Niinimaki, J. -P., ; Niinimaki, J.-P., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2782-2790.

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2011Volatility transmission in emerging European foreign exchange markets. (2011). Kočenda, Evžen ; Bubak, Vit ; Zikes, Filip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841.

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2011The persistence of bank profit. (2011). Wilson, John ; Molyneux, Philip ; Goddard, John ; Liu, Hong ; Wilson, John O. S., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2881-2890.

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2011Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. (2011). Eichler, Stefan ; Herrera, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930.

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2011Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041.

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2011A cyclical model of exchange rate volatility. (2011). Stoja, Evarist ; Harris, Richard ; Harris, Richard D. F., ; Yilmaz, Fatih . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:3055-3064.

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2011Analyzing the impact of credit migration in a portfolio setting. (2011). Levy, Amnon ; Wang, Yashan ; Tsaig, Yaakov . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3145-3157.

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2011Macroeconomic risk and the cross-section of stock returns. (2011). Min, Byoung-Kyu ; Kim, Tong Suk ; Kang, Jangkoo ; Lee, Changjun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3158-3173.

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2011The impact of management and board ownership on profitability in banks with different strategies. (2011). Westman, Hanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3300-3318.

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2011Conditional beta pricing models: A nonparametric approach. (2011). Orbe, Susan ; Gil-Bazo, Javier ; Ferreira, Eva . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3362-3382.

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2011Institutional trading and share returns. (2011). Foster, Frederick ; Looi, Adrian ; Gallagher, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3383-3399.

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2011Tax avoidance, cost of debt and shareholder activism: Evidence from Korea. (2011). Lim, Youngdeok . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:2:p:456-470.

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2011Information disclosure in credit markets when banks costs are endogenous. (2011). Van Tassel, Eric . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:2:p:490-497.

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2011The global financial crisis and the evolution of markets, institutions and regulation. (2011). Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:3:p:502-511.

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2011Rethinking the liquidity puzzle: Application of a new measure of the economic money stock. (2011). Keating, John ; Kelly, Logan ; Barnett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:768-774.

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2011Interest rates and bank risk-taking. (2011). Kouretas, Georgios ; Delis, Manthos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:840-855.

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2011Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets. (2011). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:856-875.

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2011Information verifiability, bank organization, bank competition and bank-borrower relationships. (2011). Udell, Gregory ; Uchida, Hirofumi ; Watanabe, Wako ; Kano, Masaji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:935-954.

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2011The pricing and performance of leveraged exchange-traded funds. (2011). Charupat, Narat ; Miu, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:966-977.

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2011Market structure and the pass-through of the federal funds rate. (2011). Amel, Dean F. ; Adams, Robert M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1087-1096.

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2011Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. (2011). Mistrulli, Paolo Emilio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1114-1127.

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2011The diversification effects of volatility-related assets. (2011). Chen, Hsuan-Chi ; Chung, San-Lin ; Ho, Keng-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1179-1189.

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2011Revisiting the expectations hypothesis of the term structure of interest rates. (2011). Harris, Richard ; Bulkley, George ; Nawosah, Vivekanand ; Harris, Richard D. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1202-1212.

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2011The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns. (2011). Subrahmanyam, Avanidhar ; faff, robert ; Akhtar, Shumi ; Oliver, Barry . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1239-1249.

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2011The rise of risk-based pricing of mortgage interest rates in Italy. (2011). Magri, Silvia ; Pico, Raffaella . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1277-1290.

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2011Efficiency and risk in European banking. (2011). Molyneux, Philip ; Marqués Ibañez, David ; Fiordelisi, Franco ; Marques-Ibanez, David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326.

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2011Asset market linkages: Evidence from financial, commodity and real estate assets. (2011). Brooks, Robert ; Chan, Kam Fong ; Gray, Stephen ; Treepongkaruna, Sirimon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426.

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2011Bank size and risk-taking under Basel II. (2011). Schnabel, Isabel ; Hakenes, Hendrik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1436-1449.

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2011Ownership, control, and pyramids in Spanish commercial banks. (2011). Santamaria, Marcos ; Azofra, Valentin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1464-1476.

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2011Price determinants of Aboriginal art, and its role as an alternative asset class. (2011). Coleman, Les ; Taylor, Dominic . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1519-1529.

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2011Do ESOPs enhance firm performance? Evidence from Chinas reform experiment. (2011). Zhu, Hongquan ; Zhou, Xianming ; Ning, Xiangdong ; Meng, Rujing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1541-1551.

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2011On the characteristics and performance of long-short, market-neutral and bear mutual funds. (2011). Badrinath, S. G. ; Gubellini, S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:7:p:1762-1776.

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2011Recovering copulas from limited information and an application to asset allocation. (2011). Chu, Ba. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:7:p:1824-1842.

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2011Measuring and explaining the volatility of capital flows to emerging countries. (2011). Erce, Aitor ; Díaz-Cassou, Javier ; Broto, Carmen ; Diaz-Cassou, Javier . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:1941-1953.

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2011Dependence structure and extreme comovements in international equity and bond markets. (2011). Garcia, René ; Tsafack, Georges . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970.

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2011A test of the different implications of the overconfidence and disposition hypotheses. (2011). Chou, Robin K. ; Wang, Yun-Yi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2037-2046.

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2011The comovement of option listed stocks. (2011). Mazouz, Khelifa ; Agyei-Ampomah, Sam . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2056-2069.

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2011Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives. (2011). Liao, Hsien-Hsing ; Chen, Yan-Shing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2084-2098.

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2011Securitization and the balance sheet channel of monetary transmission. (2011). Hepp, Ralf ; Aysun, Uluc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2111-2122.

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2011Analyst characteristics, timing of forecast revisions, and analyst forecasting ability. (2011). Lobo, Gerald J. ; Kim, Yongtae ; Song, Minsup . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2158-2168.

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2011How do lending relationships affect access to credit and loan conditions in microlending?. (2011). Guttler, Andre ; Behr, Patrick ; Entzian, Annekathrin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2169-2178.

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2011Liquidity and asset pricing: Evidence from the Hong Kong stock market. (2011). Tam, Lewis ; Lam, Keith S. K., ; Tam, Lewis H. K., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2217-2230.

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2011Momentum or contrarian investment strategies: Evidence from Dutch institutional investors. (2011). Kakes, Jan ; de Haan, Leo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251.

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2011The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks. (2011). Autore, Don M. ; Kovacs, Tunde ; Billingsley, Randall S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2252-2266.

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2011Determinants of start-up firm external financing worldwide. (2011). Nofsinger, John R. ; Wang, Weicheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2282-2294.

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2011Sufficient conditions for expected utility to imply drawdown-based performance rankings. (2011). Eling, Martin ; Schuhmacher, Frank . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2311-2318.

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2011Home country bias: Does domestic experience help investors enter foreign markets?. (2011). santos, joao ; Mendes, Victor ; Abreu, Margarida ; Santos, João A. C., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2330-2340.

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2011Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX. (2011). Poon, Ser-Huang ; Tawn, Jonathan ; Hilal, Sawsan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387.

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2011Does corporate social responsibility affect the cost of capital?. (2011). Mishra, Dev ; Kwok, Chuck C. Y., ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406.

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2011Implications of bank ownership for the credit channel of monetary policy transmission: Evidence from India. (2011). Kutan, Ali ; Bhaumik, Sumon ; Dang, Vinh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2418-2428.

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2011Have community banks reduced home foreclosure rates?. (2011). Fogel, Kathy ; Yeager, Tim ; Kali, Raja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2498-2509.

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2011Nonlinearity in the financial development–income inequality nexus. (2011). Lin, Shu-Chin ; Kim, Dong-Hyeon . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:39:y:2011:i:3:p:310-325.

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2011Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America. (2011). Olivero, Maria ; Jeon, Bang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:6:p:1034-1054.

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2011Fiscal adjustments and asset price changes. (2011). Tagkalakis, Athanasios. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:33:y:2011:i:2:p:206-223.

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2011Time-Varying Beta Estimators in the Mexican Emerging Market. (2011). Zarraga, Ainhoa ; Orbe, Susan ; Alonso, Ainhoa Zarraga ; Mandaluniz, Susan Orbe ; Domenech, Belen Nieto . In: BILTOKI. RePEc:ehu:biltok:5283.

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2011The asymmetric relationship between corporate environmental responsibility and earnings management: Evidence from the United States. (2011). Heltzer, Wendy . In: Managerial Auditing Journal. RePEc:eme:majpps:v:26:y:2011:i:1:p:65-88.

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2011The Value of Accounting. (2011). Peek, E.. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:32937.

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2011Macroeconomic Stability, Financial Stability, and Monetary Policy Rules. (2011). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Luiz A. Pereira da Silva, . In: Working Papers. RePEc:fdi:wpaper:598.

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2011Macroeconomic Stability, Financial Stability, and Monetary Policy Rules. (2011). Pereira da Silva, Luiz Awazu ; Agenor, Pierre-Richard ; Luiz A. Pereira da Silva, . In: Working Papers. RePEc:fdi:wpaper:599.

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2011Financial market equilibria with heterogeneous agents: CAPM and market segmentation.. (2011). Del Vigna, Matteo . In: Working Papers - Mathematical Economics. RePEc:flo:wpaper:2011-08.

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2011Financial Constraints and Exports: An Analysis of Portuguese Firms During the European Monetary Integration. (2011). Silva, Filipe ; Carreira, Carlos. In: Notas Económicas. RePEc:gmf:journl:y:2011:i:34:p:35-56.

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2011Financial constraints and exports: An analysis of Portuguese firms during the European monetary integration. (2011). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2011-13.

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2011How Does Fiscal Policy React to Wealth Composition and Asset Prices?. (2011). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: GEMF Working Papers. RePEc:gmf:wpaper:2011-18.

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