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Journal of Banking & Finance / Elsevier


1.68

Impact Factor

1.94

5-Years IF

97

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.030.10.076666260.3978110032391668 (8.7%)30.050.04
19910.130.090.0966132530.48921191523922115 (12.9%)40.060.04
19920.10.10.0964196400.210561321327624129 (12.2%)20.030.04
19930.140.110.0971267540.213781301829628162 (11.8%)70.10.05
19940.180.120.1564331850.2611081352432047125 (11.3%)50.080.05
19950.240.190.3814122820.6812841353333198151 (11.8%)170.210.07
19960.370.220.52874994120.83178914554346181185 (10.3%)110.130.09
19970.470.270.67715706281.1174216879367247192 (11%)150.210.09
19980.460.270.58816515530.85240115873374216216 (9%)210.260.1
19990.840.310.77957468021.081731152127384294185 (10.7%)210.220.13
20000.880.40.9808269421.142361176155415375262 (11.1%)390.490.15
20010.940.419792311031.22400175164414416258 (10.8%)520.540.15
20021.030.421.2114103713941.343053177183424508286 (9.4%)390.340.18
20031.130.441.28115115216351.421867211239467600179 (9.6%)380.330.18
20040.850.491.3137128919431.513330229195501652353 (10.6%)850.620.2
20050.90.531.35137142620781.463200252228543733367 (11.5%)950.690.21
20061.360.511.5172159823461.473433274374600898464 (13.5%)830.480.2
20071.070.441.32199179723481.313147309330675890533 (16.9%)680.340.18
20081.10.471.35224202128771.4236143714077601027713 (19.7%)570.250.2
20091.430.471.78218223938831.7333764236038691550770 (22.8%)1520.70.19
20101.780.441.75252249143421.7434514427879501662645 (18.7%)1560.620.16
20111.810.511.82264275551591.87281947085310651934375 (13.3%)1580.60.2
20121.580.561.76255301054971.83192751681411572036227 (11.8%)1410.550.21
20131.680.662.04384339471062.09202551987112132474175 (8.6%)1740.450.23
20141.490.671.97295368977082.0911536399531373270378 (6.8%)1400.470.22
20151.680.821.94294398377191.9445067911441450281620 (4.4%)1250.430.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


#YearTitleCited
11997Inside 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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527
21998The 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.

Full description at Econpapers || Download paper

467
32001How 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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408
42002Conditional 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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343
51997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; Deyoung, Robert ; De Young, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

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284
61999The 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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284
72005Bank 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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272
82004Stock 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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265
92006Bank 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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247
101998The 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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231
111995The 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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225
121980A 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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222
132001The 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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220
142006A 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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217
152002On 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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216
162002Competition, 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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212
171993Resolving 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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212
181998Is 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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211
192000A 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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209
202004Factors 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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207
211977An 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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201
222009Bank 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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194
232010Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898.

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186
242004The 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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185
252000Stability 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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182
261998Lending 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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180
272005Cost 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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176
282000A 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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175
291996A 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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174
301998Availability 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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173
311992The 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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173
321993The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Berger, Allen ; Hunter, William C. ; Timme, Stephen G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249.

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171
331993Bank 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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166
342000Competition, 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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165
352007Bank ownership and performance. Does politics matter?. (2007). Yanez Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241.

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161
362006The 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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160
372005International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767.

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160
382006Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943.

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160
392002Ratings 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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157
402006Foreign 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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155
411994Competitive 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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153
422002Costs of banking system instability: Some empirical evidence. (2002). Saporta, Victoria ; Reis, Ricardo ; Hoggarth, Glenn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855.

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152
432008Bank income structure and risk: An empirical analysis of European banks. (2008). TARAZI, Amine ; NYS, Emmanuelle ; Lepetit, Laetitia ; Rous, Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467.

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147
442002Analyzing 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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144
451995Bank 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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143
462005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. (2005). Wu, Eliza ; Kim, Suk-Joong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:10:p:2475-2502.

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143
471989Capital 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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142
481990Statistical 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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140
491998Venture capital financing, moral hazard, and learning. (1998). Hege, Ulrich ; Bergemann, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:703-735.

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138
501999Building 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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137

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
11998The 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.

Full description at Econpapers || Download paper

129
22002Conditional 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.

Full description at Econpapers || Download paper

129
32010Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898.

Full description at Econpapers || Download paper

124
42004Stock 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.

Full description at Econpapers || Download paper

97
52006Bank 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.

Full description at Econpapers || Download paper

95
61997Inside 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.

Full description at Econpapers || Download paper

94
71997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; Deyoung, Robert ; De Young, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

Full description at Econpapers || Download paper

93
82006Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943.

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87
92011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141.

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78
102002On 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.

Full description at Econpapers || Download paper

77
112006A 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.

Full description at Econpapers || Download paper

76
122009Bank 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.

Full description at Econpapers || Download paper

74
132005International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767.

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68
142011Does 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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68
152010On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775.

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67
162011New evidence on oil price and firm returns. (2011). Sharma, Susan ; Narayan, Paresh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262.

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67
172008Bank income structure and risk: An empirical analysis of European banks. (2008). TARAZI, Amine ; NYS, Emmanuelle ; Lepetit, Laetitia ; Rous, Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467.

Full description at Econpapers || Download paper

64
182004Factors 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.

Full description at Econpapers || Download paper

63
192007Ownership structure, risk and performance in the European banking industry. (2007). Sironi, Andrea ; Iannotta, Giuliano ; Nocera, Giacomo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:7:p:2127-2149.

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63
202006The 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.

Full description at Econpapers || Download paper

63
212007Bank ownership and performance. Does politics matter?. (2007). Yanez Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241.

Full description at Econpapers || Download paper

61
222009A framework for assessing the systemic risk of major financial institutions. (2009). Zhou, Hao ; Zhu, Haibin ; Huang, Xin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2036-2049.

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60
232001How 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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59
242012Credit spread interdependencies of European states and banks during the financial crisis. (2012). Schüler, Yves ; Alter, Adrian ; Schuler, Yves S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3444-3468.

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59
252005Bank 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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59
262013Islamic vs. conventional banking: Business model, efficiency and stability. (2013). merrouche, ouarda ; Demirguc-Kunt, Asli ; Beck, Thorsten ; Demirgu-Kunt, Asli . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:2:p:433-447.

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58
272008Socially responsible investments: Institutional aspects, performance, and investor behavior. (2008). Zhang, Chendi ; ter Horst, Jenke ; Renneboog, Luc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1723-1742.

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58
282011Assessing 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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56
291977An 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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56
302010Loan growth and riskiness of banks. (2010). Weber, Martin ; Foos, Daniel ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2929-2940.

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55
312004The 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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53
322013An analysis of commodity markets: What gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3878-3889.

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53
331980A 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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53
342004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements. (2004). Weber, Martin ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2813-2843.

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52
352010An empirical analysis of herd behavior in global stock markets. (2010). Chiang, Thomas ; Zheng, Dazhi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1911-1921.

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52
361992The 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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50
372012Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos ; Louzis, Dimitrios ; Metaxas, Vasilios L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027.

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50
382005Cost 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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50
392000An examination of herd behavior in equity markets: An international perspective. (2000). Khorana, Ajay ; Cheng, Joseph W. ; Chang, Eric C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:10:p:1651-1679.

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48
402001The 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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48
412011Should investors include commodities in their portfolios after all? New evidence. (2011). Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2606-2626.

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48
422002Information sharing, lending and defaults: Cross-country evidence. (2002). Pagano, Marco ; Jappelli, Tullio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:10:p:2017-2045.

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46
432013Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676.

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46
441989Concentration and other determinants of bank profitability in Europe, North America and Australia. (1989). Bourke, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:1:p:65-79.

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46
452011Asset 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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45
462011Efficiency and risk in European banking. (2011). Molyneux, Philip ; Marques-Ibanez, David ; Fiordelisi, Franco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326.

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45
471992Determinants of European bank profitability: A note. (1992). Thornton, John ; Molyneux, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:6:p:1173-1178.

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44
482013Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809.

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44
492006Foreign 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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44
502014The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198.

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Citing documents used to compute impact factor 1144:


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2015The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1007_15.

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2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15030.

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2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:547.

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2015Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy. (2015). Mezzanotti, Filippo ; Lenzu, Simone ; Bottero, Margherita . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1032_15.

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2015Bank Capital, Liquid Reserves, and Insolvency Risk. (2015). Morellec, Erwan ; Hugonnier, Julien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10378.

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2015The dynamics of the leverage cycle. (2015). Aymanns, Christoph ; Farmer, Doyne J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:155-179.

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2015Overlapping portfolios, contagion, and financial stability. (2015). Rockmore, Daniel ; Foti, Nick ; Caccioli, Fabio ; Farmer, Doyne J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:51:y:2015:i:c:p:50-63.

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2015The impact of systemic and illiquidity risk on financing with risky collateral. (2015). Pirino, Davide ; Lillo, Fabrizio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:180-202.

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2015Too interconnected to fail: A survey of the interbank networks literature. (2015). . In: SAFE Working Paper Series. RePEc:zbw:safewp:91.

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2015DebtRank: A microscopic foundation for shock propagation. (2015). Caccioli, Fabio ; Battiston, Stefano ; Bardoscia, Marco ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1504.01857.

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2015Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2015). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1509.00607.

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2015Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton . In: Economics Series Working Papers. RePEc:oxf:wpaper:764.

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2015Do investors trade too much? A laboratory experiment. (2015). Massaro, Domenico ; Hommes, Cars ; Challet, Damien ; Bouchaud, Jean-Philippe ; da Gama, Joao . In: Papers. RePEc:arx:papers:1512.03743.

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2015Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Thorp, Susan ; Dungey, Mardi ; Milunovich, George ; Yang, Minxian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79.

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2015Optimal versus realized bank credit risk and monetary policy. (2015). Karavias, Yiannis ; Delis, Manthos. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:13-30.

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2015BUSINESS MODELS AND THEIR IMPACT ON BANK PERFORMANCE: A LONG-TERM PERSPECTIVE. (2015). Vander Vennet, Rudi ; Mergaerts, Frederik. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/908.

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2015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

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2015European economic and monetary union sovereign debt markets. (2015). Rostom, Ahmed ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7149.

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2015Determinants of the Government Bond Yield in Spain: A Loanable Funds Model. (2015). Hsing, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:3:p:342-350:d:53466.

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2015Interest rate convergence in the EMS prior to European Monetary Union. (2015). Kruse, Robinson ; Frömmel, Michael ; Frommel, Michael . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:6:p:990-1004.

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2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches. (2015). Siegert, Caspar ; Willison, Matthew . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0032.

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2015A note on minimum riskiness hedge ratio. (2015). Ehsani, Sina ; Lien, Donald . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:11-17.

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2015Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets. (2015). Gao, Yan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:438:y:2015:i:c:p:293-307.

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2015Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China. (2015). Luo, Yan ; Wang, Yizhi ; Ren, Jinjuan . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:390-412.

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2015Deleveraging, short sale constraints and market crash. (2015). Wu, Liang ; Fu, Zhiming ; Zhang, Lei . In: Papers. RePEc:arx:papers:1511.03777.

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2015Consolidation and systemic risk in the international insurance industry. (2015). Muhlnickel, Janina ; Weiß, Gregor N. F., . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:187-202.

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2015Is there a competition-stability trade-off in European banking?. (2015). Lucotte, Yannick ; Leroy, Aurélien. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:19.

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2015The impact of speculation on precious metals futures markets. (2015). Bosch, David ; Pradkhan, Elina . In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:118-134.

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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

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2015Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-01238706.

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2015Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Bessler, Wolfgang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

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2015Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

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2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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2015The influence of investor identity and contract terms on firm value: Evidence from PIPEs. (2015). Billett, Matthew T ; Floros, Ioannis V ; Elkamhi, Redouane . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:564-589.

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2015Accounting Information Quality and Government Guaranteed Loans: Evidence from Japanese SMEs. (2015). Kim, Hyonok ; Yukihiro, YASUDA . In: Discussion papers. RePEc:eti:dpaper:15138.

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2015SOVEREIGN DEBT SUSTAINABILITY IN ADVANCED ECONOMIES. (2015). Rochet, Jean ; Collard, Fabrice ; Habib, Michel . In: Journal of the European Economic Association. RePEc:bla:jeurec:v:13:y:2015:i:3:p:381-420.

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2015Sovereign credit ratings in the European Union: A model-based fiscal analysis. (2015). Polito, Vito ; Wickens, Michael . In: European Economic Review. RePEc:eee:eecrev:v:78:y:2015:i:c:p:220-247.

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2015Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26.

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2015Local financial development and the trade credit policy of Italian SMEs. (2015). La Rocca, Maurizio ; Deloof, Marc . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:4:p:905-924.

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2015Allocation of shares to foreign and domestic investors: Firm and ownership characteristics in Swedish IPOs. (2015). Abrahamson, Martin ; De Ridder, Adri . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:52-65.

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2015What Determines Post-IPO Market Performance: Evidence From Turkish IPOs.. (2015). Sekreter, Ahmet ; Macit, Fatih ; Simsek, Esra ; Ada, Selver Seda . In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:4:y:2015:i:2:p:73-79.

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2015An analysis of loan loss provisioning behaviour in Vietnamese banking. (2015). Simper, Richard ; Hall, Maximilian ; Dadoukis, Aristeidis ; Nguyen, Linh . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:69-75.

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2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Borradores de Economia. RePEc:bdr:borrec:894.

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2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: BORRADORES DE ECONOMIA. RePEc:col:000094:013254.

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2015The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Discussion Paper. RePEc:tiu:tiucen:f7a73cdb-55a2-40d3-936f-72db9ffb8fa8.

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2015Informed trading in parallel bond markets. (2015). Paiardini, Paola. In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:103-121.

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2015Commodity prices and BRIC and G3 liquidity: A SFAVEC approach. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:18-33.

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2015What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:241.

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2015A comparison of implied and realized volatility in the Nordic power forward market. (2015). Molnár, Peter ; Haugom, Erik ; Westgaard, Sjur ; Molnar, Peter ; Birkelund, Ole Henrik ; Opdal, Martin . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:288-294.

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2015High and low or close to close prices? Evidence from the multifractal volatility. (2015). Ma, Feng ; Liu, Zhichao ; Long, Yujia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:427:y:2015:i:c:p:50-61.

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2015Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77.

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2015Asymmetric shocks in a currency union: The role of central bank collateral policy.. (2015). Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:554.

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2015Revisiting exchange-rate exposure through a microeconomic approach: French manufacturing firms profits and the euro. (2015). Mouradian, Florence . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15237.

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2015Drivers of customer satisfaction with public transport services. (2015). Mouwen, Arnoud . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:78:y:2015:i:c:p:1-20.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; Eickmeier, Sandra ; von Borstel, Julia . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2015/03.

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2015Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products. (2015). Lešanovská, Jitka ; Iršová, Zuzana ; Havranek, Tomas. In: Working Papers IES. RePEc:fau:wpaper:wp2015_24.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: CAMA Working Papers. RePEc:een:camaaa:2015-15.

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2015Modelling the time-variation in euro area lending spreads. (2015). Funke, Michael ; Blagov, Boris ; Moessner, Richhild . In: BIS Working Papers. RePEc:bis:biswps:526.

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2015Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products. (2015). Iršová, Zuzana ; Havranek, Tomas ; Lesanovska, Jitka . In: Working Papers. RePEc:cnb:wpaper:2015/09.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113035.

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2015Longevity assets and pre-retirement consumption/portfolio decisions. (2015). Menoncin, Francesco ; Regis, Luca . In: Working Papers. RePEc:ial:wpaper:2/2015.

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2015Optimal annuity portfolio under inflation risk. (2015). Konicz, Agnieszka ; Weissensteiner, Alex ; Pisinger, David . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:461-488.

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2015Banks and Payday Lenders: Friends or Foes?. (2015). Barth, James ; Jahera, John ; Hilliard, Jitka . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:2:p:139-153.

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2015The effect of payday lending restrictions on liquor sales. (2015). Gibbs, Christopher ; Cuffe, Harold E. In: Working Paper Series. RePEc:vuw:vuwecf:4713.

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2015Banks and Payday Lenders: Friends or Foes?. (2015). Jahera, John ; Hilliard, Jitka ; Barth, James . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:2:p:139-153:10.1007/s11294-015-9518-z.

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2015La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles dsge ?. (2015). Dehmej, Salim ; Couppey-Soubeyran, Jézabel ; Carre, Emmanuel . In: Revue économique. RePEc:cai:recosp:reco_663_0541.

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2015La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien . In: Revue économique. RePEc:cai:recosp:reco_663_0481.

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2015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis. (2015). Proaño, Christian ; Proao, Christian R. ; Strohsal, Till ; Wolters, Jurgen . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-021.

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2015Eurozone Imbalances: Measuring the Contribution of Expenditure Switching and Expenditure Volumes 1990-2013. (2015). Schröder, Enno ; Schroder, Enno . In: Working Papers. RePEc:new:wpaper:1508.

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2015How Do Financial Cycles Interact? Evidence from the US and the UK. (2015). Proaño, Christian ; Proao, Christian R. ; Strohsal, Till ; Wolters, Jurgen . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-024.

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2015Characterizing the financial cycle: Evidence from a frequency domain analysis. (2015). Strohsal, Till ; Wolters, Jurgen ; Proao, Christian R. In: Discussion Papers. RePEc:zbw:bubdps:222015.

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2015Explaining and forecasting bank loans. Good times and crisis (in french). (2015). Levieuge, G. In: Working papers. RePEc:bfr:banfra:566.

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2015High Liquidity Creation and Bank Failures. (2015). Weill, Laurent ; Turk Ariss, Rima ; Fungáčová, Zuzana ; Fungacova, Zuzana . In: IMF Working Papers. RePEc:imf:imfwpa:15/103.

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2015In search for appropriate lower bound.Zero lower bound vs. positive lower bound under discretion and commitment. (2015). Rzońca, Andrzej ; Ciżkowicz, Piotr ; Torj, Andrzej ; Rzoca, Andrzej ; Cikowicz, Piotr . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:215.

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2015Unconventional monetary policy and money demand. (2015). Dreger, Christian ; Wolters, Jurgen . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:40-54.

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2015Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?. (2015). Mehrotra, Aaron ; Kim, Soyoung. In: BIS Working Papers. RePEc:bis:biswps:533.

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2015A note on debt and economic activity. (2015). Angeles, Luis . In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:67-69.

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2015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis. (2015). Wolters, Jurgen ; Strohsal, Till ; Proao, Christian R. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113143.

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2015Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy. (2015). Matějů, Jakub ; Kejak, Michal ; Mateju, Jakub . In: Working Papers. RePEc:cnb:wpaper:2015/16.

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2015The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej pro. (2015). Olszak, Małgorzata. In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:72-96.

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2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

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2015The information content of option-implied information for volatility forecasting with investor sentiment. (2015). Kim, Jun Sik ; Seo, Sung Won . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:106-120.

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2015Sentiment approach to underestimation and overestimation pricing model. (2015). Yang, Chunpeng ; Zhou, Liyun . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:280-288.

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2015The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). Delis, Manthos D ; Pasiouras, Fotios ; Hasan, Iftekhar ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201508181353.

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2015The Effect of Board Directors from Countries with Different Genetic Diversity Levels on Corporate Performance. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: MPRA Paper. RePEc:pra:mprapa:64905.

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2015Après le déluge: Institutions, the Global Financial Crisis, and Bank Profitability in Transition. (2015). Hartwell, Christopher. In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:497-524.

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2015The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). HASAN, IFTEKHAR ; Pasiouras, Fotios ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_014.

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2015Inflation targeting: Is IT to blame for banking system instability?. (2015). Tabak, Benjamin ; Fazio, Dimas ; Cajueiro, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:76-97.

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2015Market structure, institutional framework and bank efficiency in ASEAN 5. (2015). Chan, Sok-Gee ; Yong, Chen-Chen ; Zainir, Fauzi . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:84-112.

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2015The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_014.

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2015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Nakane, Marcio ; Ferreira, Leonardo Nogueira . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon45.

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2015Macroprudential rules and monetary policy when financial frictions matter. (2015). Zhang, Yahong ; Meh, Cesaire ; Bailliu, Jeannine . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:148-161.

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2015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Nakane, Marcio ; Ferreira, Leonardo Nogueira . In: Working Papers Series. RePEc:bcb:wpaper:407.

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2015Monetary and macroprudential policy with foreign currency loans. (2015). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: Working Paper Series. RePEc:ecb:ecbwps:20151783.

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2015Monetary and Macroprudential Policies under Fixed and Variable Interest Rates. (2015). Rubio, Margarita. In: Discussion Papers. RePEc:not:notcfc:15/10.

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2015The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macrofinancial stability?. (2015). Krug, Sebastian. In: Economics Working Papers. RePEc:zbw:cauewp:201508.

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2015Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times. (2015). Temesvary, Judit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:202-222.

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2015A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?. (2015). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: MPRA Paper. RePEc:pra:mprapa:65913.

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2015Tax vs. Regulation Policy and the Location of Financial Sector FDI. (2015). Merz, Julia ; Wamser, Georg ; Overesch, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5500.

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2015A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?. (2015). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: CFS Working Paper Series. RePEc:zbw:cfswop:511.

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2015The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:217-229.

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2015Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics. (2015). El-Masry, Ahmed ; Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; El-Mosallamy, Dalia . In: Working Papers. RePEc:jau:wpaper:2015/02.

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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

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2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Charles, Amelie ; Pop, Adrian ; Darne, Olivier . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

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2015Liquidity and Financial Stability Conventional versus Islamic Banks. (2015). Brahim, Mohamed Ali ; Ghenimi, Ameni . In: International Journal of Economics and Empirical Research (IJEER). RePEc:ijr:journl:v:3:y:2015:i:9:p:419-432.

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2015Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru České republiky v kontextu aplikace poměru likvidního krytí. (2015). Brna, Karel ; Blahova, Naa . In: Politická ekonomie. RePEc:prg:jnlpol:v:2015:y:2015:i:6:id:1021:p:768-713.

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2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15073.

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2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Post-Print. RePEc:hal:journl:halshs-01224523.

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2015Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. (2015). Hertrich, Markus. In: MPRA Paper. RePEc:pra:mprapa:67837.

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2015Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-09.

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2015A common jump factor stochastic volatility model. (2015). Laurini, Márcio ; Mauad, Roberto Baltieri . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10.

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2015Collective synchronization and high frequency systemic instabilities in financial markets. (2015). Lillo, Fabrizio ; Marmi, Stefano ; Treccani, Michele ; Calcagnile, Lucio Maria ; Bormetti, Giacomo . In: Papers. RePEc:arx:papers:1505.00704.

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2015COMFORT: A common market factor non-Gaussian returns model. (2015). Paolella, Marc S. ; Polak, Pawe . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:593-605.

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2015Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-17.

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2015The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements. (2015). Yao, Wenying. In: Working Papers. RePEc:tas:wpaper:22662.

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2015Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data. (2015). Fengler, Matthias ; Audrino, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:46-63.

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2015Investor attention to the Eurozone crisis and herding effects in national bank stock indexes. (2015). Peltomaki, Jarkko ; Vahamaa, Emilia . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:111-116.

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2015An Alternative way of predicting the putcome of the Scottish Independence Referendum: the information in the Ether. (2015). MacDonald, Ronald ; Mao, Xuxin . In: Working Papers. RePEc:gla:glaewp:2015_05.

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2015Retail investor attention and stock liquidity. (2015). Hou, Wenxuan ; Ding, Rong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:12-26.

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2015An Alternative way of Predicting the Outcome of the Scottish Independence Referendum: The Information in the Ether. (2015). Mao, Xuxin . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:677.

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2015Forecasting volatility with empirical similarity and Google Trends. (2015). Hamid, Alain ; Heiden, Moritz . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:62-81.

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2015Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market. (2015). Kokas, Sotirios ; Iosifidi, Maria. In: MPRA Paper. RePEc:pra:mprapa:61942.

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2015Bank competition, concentration and financial stability in the Turkish banking industry. (2015). Kasman, Saadet . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:502-517.

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2015Bank Competition and Financial Stability: Much Ado about Nothing?. (2015). Zigraiova, Diana ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2015/02.

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2015State-Aid, Stability and Competition in European Banking. (2015). Molyneux, Philip ; Mare, Davide Salvatore ; Fiordelisi, Franco. In: MPRA Paper. RePEc:pra:mprapa:67473.

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2015Competition, financial intermediation and riskiness of banks: Evidence from the Asia-Pacific region. (2015). TARAZI, Amine ; Soedarmono, Wahyoe. In: Working Papers. RePEc:hal:wpaper:hal-01114380.

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2015What do we know about the role of bank competition in Africa?. (2015). LEON, Florian. In: Working Papers. RePEc:hal:wpaper:halshs-01164864.

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2015Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market. (2015). Kokas, Sotirios ; Iosifidi, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s14-s21.

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2015How using derivatives affects bank stability in emerging countries? Evidence from the recent financial crisis. (2015). Keffala, Mohamed Rochdi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:75-87.

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2015A Network Analysis of Sectoral Accounts; Identifying Sectoral Interlinkages in G-4 Economies. (2015). de Almeida, Luiza Antoun . In: IMF Working Papers. RePEc:imf:imfwpa:15/111.

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2015Eurozone network “Connectedness” after fiscal year 2008. (2015). Cimini, Riccardo . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:160-166.

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2015Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151866.

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2015Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

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2015When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries. (2015). Stöhr, Tobias ; Sarno, Lucio ; Menkhoff, Lukas ; Fratzscher, Marcel ; Stohr, Tobias ; Goede, Oliver . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1518.

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2015A model for predicting Inactivity in the European Banking Sector. (2015). Lazarides, Themistokles . In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:8:y:2015:i:1:p:137-154.

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2015A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh.

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2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation. (2015). Hill, John ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0540.

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2015Determinants of euro-area bank lending margins: financial fragmentation and ECB policies. (2015). Migiakis, Petros ; Louri, Helen. In: Working Papers. RePEc:bog:wpaper:198.

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2015Fragmentation in the european retail deposit market and implications for loan availability in european member states. (2015). Wahrenburg, Mark ; Kaffenberger, Bijan . In: SAFE White Paper Series. RePEc:zbw:safewh:31.

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2015The Standard Portfolio Choice Problem in Germany. (2015). Weizsäcker, Georg ; Huck, Steffen ; Weizsacker, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5441.

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2015Investor happiness. (2015). Merkle, Christoph ; Davies, Greg B ; Egan, Daniel P. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:49:y:2015:i:c:p:167-186.

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2015Opening and closing price efficiency: Do financial markets need the call auction?. (2015). Ibikunle, Gbenga . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:208-227.

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2015Market movements and the excess cash theory. (2015). Asem, Ebenezer ; Alam, Shamsul . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:140-149.

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2015Die Debatte um die Einlagensicherung: Hintergründe und Perspektiven. (2015). Lambert, Claudia . In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:56de.

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2015Systemic risk of insurers around the globe. (2015). Weiß, Gregor N. F., ; Bierth, Christopher ; Irresberger, Felix . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:232-245.

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2015Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:311-329.

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2015Anatomy of international banking crises at the onset of the Great Recession. (2015). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:4:p:553-569.

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2015Deposit insurance around the world: A comprehensive analysis and database. (2015). Laeven, Luc ; Kane, Edward ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:155-183.

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2015Central bank independence, financial supervision structure and bank soundness: An empirical analysis around the crisis. (2015). Pasiouras, Fotios ; Doumpos, Michael ; Gaganis, Chrysovalantis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s69-s83.

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2015Corporate social responsibility and media coverage. (2015). Cahan, Steven F ; Nguyen, Nhut H ; Chen, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:409-422.

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2015Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

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2015Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147.

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2015The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2015.77.

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2015The role of outliers and oil price shocks on volatility of metal prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:139-150.

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2015Corporate governance, product market competition and dynamic capital structure. (2015). Chang, Ya-Kai ; Huang, Tai-Hsin ; Chou, Robin K. ; Chen, Yu-Lun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:44-55.

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2015Causality between credit depth and economic growth: Evidence from 24 OECD countries. (2015). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201505061169.

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2015A global house of debt effect? Mortgages and post-crisis recessions in fifty economies. (2015). Zhang, LU ; Bezemer, Dirk . In: Research Report. RePEc:gro:rugsom:15009-gem.

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2015Causality between credit depth and economic growth: Evidence from 24 OECD countries. (2015). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_015.

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2015Ownership, Analyst Coverage, and Stock Synchronicity in China. (2015). Johansson, Anders ; Feng, Xunan ; Hu, NA. In: Stockholm School of Economics Asia Working Paper Series. RePEc:hhs:hascer:2015-036.

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2015Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K. In: CFR Working Papers. RePEc:zbw:cfrwps:1513.

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2015Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:196-211.

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2015Shareholder activism of public pension funds: The political facet. (2015). Mao, Connie X ; Wang, Yong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:138-152.

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2015Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05.

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2015Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds?. (2015). Schopohl, Lisa ; Hoepner, Andreas . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-06.

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2015Defining the Government’s Debt and Deficit. (2015). Irwin, Timothy. In: IMF Working Papers. RePEc:imf:imfwpa:15/238.

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2015Stock market interdependence between China and the world: A multi-factor R-squared approach. (2015). He, Hongbo ; Ou, Jinghua ; Yao, Shujie ; Chen, Shou . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:125-129.

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2015Time-scale analysis of sovereign bonds market co-movement in the EU. (2015). Vacha, Lukas ; Smolik, Filip . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:44.

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2015Trade credit and ethnicity: Case of ethnic minority area in China. (2015). Yano, Go. In: China Economic Review. RePEc:eee:chieco:v:36:y:2015:i:c:p:236-260.

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2015Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability. (2015). Buncic, Daniel ; Piras, Gion Donat . In: Economics Working Paper Series. RePEc:usg:econwp:2014:36.

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2015Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2015:22.

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2015Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach. (2015). Vouldis, Angelos. In: Working Paper Series. RePEc:ecb:ecbwps:20151805.

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2015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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2015Systemic Risk Assessment in Low Income Countries; Balancing Financial Stability and Development. (2015). Marchettini, Daniela ; Maino, Rodolfo . In: IMF Working Papers. RePEc:imf:imfwpa:15/190.

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2015Variance swap with mean reversion, multifactor stochastic volatility and jumps. (2015). Pun, Chi Seng ; Wong, Hoi Ying ; Chung, Shing Fung . In: European Journal of Operational Research. RePEc:eee:ejores:v:245:y:2015:i:2:p:571-580.

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2015Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

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2015Subsidies, financial constraints and firm innovative activities in developing economies. (2015). Mateut, Simona. In: Discussion Papers. RePEc:not:notcfc:15/11.

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2015The optimal allocation of alternative collateral assets between different loans. (2015). Niinimaki, Juha-Pekka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:22-41.

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2015Family businesses in Eastern European countries: How informal payments affect exports. (2015). Bassetti, Thomas ; Lattanzi, Nicola ; Maso, Lorenzo Dal . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:6:y:2015:i:4:p:219-233.

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2015Pseudo-naïve approaches to investment performance measurement. (2015). Magni, Carlo Alberto. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15021.

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2015Emotional Intelligence and risk taking in investment decision-making. (2015). Rancan, Michela ; Agnoli, Sergio ; Pozzoli, Tiziana . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15107.

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2015‘It’s a trap!’ The degree of poverty persistence in Italy and Europe. (2015). Giarda, Elena ; Moroni, Gloria . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15109.

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2015Trends in Stock-Bond Correlations. (2015). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Harumi, Ohmi . In: Discussion papers. RePEc:eti:dpaper:15115.

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2015Interconnectedness of Financial Conglomerates. (2015). Hauton, Gael ; Heam, Jean-Cyprien . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:2:p:139-163:d:49931.

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2015Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iaki ; Alves, Ivan . In: SAFE Working Paper Series. RePEc:zbw:safewp:102.

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2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach. (2015). Tabak, Benjamin ; Silva, Thiago ; da Silva, Marcos Soares . In: Working Papers Series. RePEc:bcb:wpaper:401.

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2015From Organization to Activity in the US Collateralized Interbank Market. (2015). Oet, Mikhail ; Ong, Stephen J. In: Working Paper. RePEc:fip:fedcwp:1529.

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2015Assessing systemic risk using interbank exposures in the global banking system. (2015). Kanno, Masayasu . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:105-130.

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2015The network structure and systemic risk in the Japanese interbank market. (2015). Kanno, Masayasu . In: Japan and the World Economy. RePEc:eee:japwor:v:36:y:2015:i:c:p:102-112.

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2015Does central clearing reduce counterparty risk in realistic financial networks?. (2015). Zimmerman, Peter ; Garratt, Rodney. In: Staff Reports. RePEc:fip:fednsr:717.

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2015Emergence of a core-periphery structure in a simple dynamic model of the interbank market. (2015). Lux, Thomas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:52:y:2015:i:c:p:a11-a23.

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2015Contagion risk in the Czech financial system: A network analysis and simulation approach. (2015). Hausenblas, Václav ; Kubicova, Ivana ; Leanovska, Jitka . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:1:p:156-180.

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2015Bank bias in Europe: effects on systemic risk and growth. (2015). Pagano, Marco ; Langfield, Sam. In: Working Paper Series. RePEc:ecb:ecbwps:20151797.

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2015Bank Bias in Europe: Effects on Systemic Risk and Growth. (2015). Pagano, Marco ; Langfield, Sam. In: CSEF Working Papers. RePEc:sef:csefwp:408.

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2015Banking sector interconnectedness: what is it, how can we measure it and why does it matter?. (2015). Liu, Zijun ; Roth, Benedict ; Quiet, Stephanie . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0171.

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2015Dynamical macroprudential stress testing using network theory. (2015). Levy-Carciente, Sary ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:164-181.

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2015Network science: a useful tool in economics and finance. (2015). Kenett, Dror ; Havlin, Shlomo . In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:14:y:2015:i:2:p:155-167.

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2015Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iaki ; Alves, Ivan . In: SAFE Working Paper Series. RePEc:zbw:safewp:102r.

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2015Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. (2015). Aloui, Chaker ; ben Hamida, Hela ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135.

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2015An analysis of the dynamics of efficiency of mutual funds. (2015). Veiga, Helena ; Ramos, Sofia ; Galan, Jorge ; Galn, Jorge . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1517.

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2015Does competition affect truth-telling? An experiment with rating agencies. (2015). Rabanal, Jean Paul. In: Working Papers. RePEc:apc:wpaper:2015-048.

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2015Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context. (2015). Sosvilla-Rivero, Simon ; Chang, Chia-Lin ; Adame-Garcia, Victor M. ; Fernandez-Rodriguez, Fernando . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1507.

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2015Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

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2015Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

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2015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:18-23.

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2015Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

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2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

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2015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:80-93.

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2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371.

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2015FINANCIAL MARKET REACTION TO CHANGES IN THE VOLATILITIES OF CDS RETURNS. (2015). Meghisan, Georgeta-Madalina ; Musetescu, Radu Cristian ; Hurduzeu, Gheorghe . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:3:p:152-165.

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2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015External Shocks, Financial Volatility and Reserve Requirements in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:396.

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2015Sudden Floods, Macroprudential Regulation and Stability in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:203.

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2015Basel III leverage ratio requirement and the probability of bank runs. (2015). Dermine, jean. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:266-277.

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2015Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Eichfelder, Sebastian ; Lau, Mona . In: FEMM Working Papers. RePEc:mag:wpaper:150019.

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2015Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Eichfelder, Sebastian ; Lau, Mona . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:195.

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2015Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Lau, Mona ; Eichfelder, Sebastian . In: Discussion Papers. RePEc:zbw:fubsbe:201533.

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2015Use of Derivatives and Financial Stability in Turkish Banking Sector. (2015). Ta, Dilvin F ; Tutan, Ufuk . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2805197.

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2015Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61.

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2015Financial frictions and global spillovers. (2015). Metiu, Norbert ; Hilberg, Bjorn ; Grill, Michael . In: Discussion Papers. RePEc:zbw:bubdps:042015.

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2015Compensation contracts and fire sales. (2015). Gete, Pedro ; Gomez, Juan-Pedro . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:154-171.

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2015Financial regulation and IPOs: Evidence from the history of the Italian stock market. (2015). Cattaneo, Mattia ; Vismara, Silvio ; Meoli, Michele . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:116-131.

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2015IPOs, growth, and the impact of relaxing listing requirements. (2015). Yamada, Kazuo ; Takahashi, Hidenori . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:505-519.

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2015Changes in underwriters selection of comparable firms pre- and post-IPO: Same bank, same company, different peers. (2015). Vismara, Silvio ; Paleari, Stefano ; Signori, Andrea . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:235-250.

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2015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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2015Drivers of Systemic Risk: Do National and European Perspectives Differ?. (2015). Buch, Claudia ; Krause, Thomas ; Tonzer, Lena . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113103.

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2015Modeling and predicting the market volatility index: The case of VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20157.

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2015Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects. (2015). Wang, Xunxiao ; Xu, Weidong ; Wu, Chongfeng . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:609-619.

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2015Effects of the US stock market return and volatility on the VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201535.

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2015VIX forecasting and variance risk premium: A new GARCH approach. (2015). Liu, Qiang ; Qiao, Gaoxiu ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:314-322.

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2015Forecasting implied volatility indices worldwide: A new approach. (2015). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein . In: MPRA Paper. RePEc:pra:mprapa:72084.

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2015Firm crash risk, information environment, and speed of leverage adjustment. (2015). Yu, Jin ; An, Zhe . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:132-151.

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2015Social Accountability: What Does the Evidence Really Say?. (2015). Fox, Jonathan A.. In: World Development. RePEc:eee:wdevel:v:72:y:2015:i:c:p:346-361.

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2015Corporate social responsibility and social capital. (2015). Cox, James ; Jha, Anand . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:252-270.

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2015Firm Reputation and Cost of Debt Capital. (2015). Anginer, Deniz ; Yildizhan, Celim ; Warburton, Joseph A. ; Mansi, Sattar . In: MPRA Paper. RePEc:pra:mprapa:64965.

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2015A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation. (2015). Koo, Hyeng Keun ; Ahn, Seryoong ; Choi, Kyoung Jin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:9-22.

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2015Consumption growth, preference for smoothing, changes in expectations and risk premium. (2015). Wohar, Mark ; Sousa, Ricardo ; Rocha Armada, Manuel J., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:56:y:2015:i:c:p:80-97.

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2015Selectivity and Transparency in Social Banking: Evidence from Europe. (2015). Szafarz, Ariane ; CORNEE, Simon ; Kalmi, Panu . In: Working Papers CEB. RePEc:sol:wpaper:2013/221488.

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2015Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate. (2015). Ferri, Giovanni ; Leogrande, Angelo . In: Euricse Working Papers. RePEc:trn:utwpeu:1576.

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2015Contribution of macroeconomic factors to the prediction of small bank failures. (2015). Mare, Davide Salvatore. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:25-39.

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2015Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate. (2015). Ferri, Giovanni ; Leogrande, Angelo . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:108.

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2015Keeping up with the Joneses and optimal diversification. (2015). Levy, Moshe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:29-38.

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2015Comparison of monetary policy effects on lending channel in EMU and non-EMU countries: Evidence from period 1999-2012. (2015). Heryan, Tomas ; Palekova, Iveta ; Radi, Nemanja . In: Working Papers. RePEc:opa:wpaper:0003.

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2015The bank lending channel: An empirical analysis of EU accession countries from 2004-2013. (2015). Khosravi, Taha. In: MPRA Paper. RePEc:pra:mprapa:66795.

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2015Reserve requirements and the bank lending channel in China. (2015). Weill, Laurent ; Fungacova, Zuzana ; Nuutilainen, Riikka . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_026.

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2015The Impact of a Low Interest Rate Environment: Empirical Evidence from the Euro Area Bank Lending Survey. (2015). Khosravi, Taha. In: MPRA Paper. RePEc:pra:mprapa:67363.

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2015Testing the Global Banking Glut Hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp194.

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2015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

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2015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:128-151.

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2015New methodology for constructing real estate price indices applied to the Singapore residential market. (2015). Yu, Jun ; Phillips, Peter ; JunYu, ; PEter, ; Jiang, Liang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s121-s131.

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2015Board diversity and its effects on bank performance: An international analysis. (2015). Garcia-Meca, Emma ; Martinez-Ferrero, Jennifer ; Garcia-Sanchez, Isabel-Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:202-214.

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2015Does Social Performance Drives Corporate Governance Mechanism in MFIs? An Issue of Endogeneity. (2015). Nawaz, Ahmad ; Iqbal, Sana . In: MPRA Paper. RePEc:pra:mprapa:65312.

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2015Financial Performance And Corporate Governance In Microfinance: Who Drives Who? An Evidence From Asia.. (2015). Nawaz, Ahmad ; Iqbal, Sana . In: MPRA Paper. RePEc:pra:mprapa:65327.

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2015Women Leaders and Social Performance: Evidence from Financial Cooperatives in Senegal. (2015). Szafarz, Ariane ; Périlleux, Anaïs ; Perilleux, Anais . In: World Development. RePEc:eee:wdevel:v:74:y:2015:i:c:p:437-452.

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2015Determinants of the governance quality of microfinance institutions. (2015). TchakouteTchuigoua, Hubert . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:32-43.

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2015Women Leaders and Social Performance: Evidence from Financial Cooperatives in Senegal. (2015). Szafarz, Ariane ; Périlleux, Anaïs ; Perilleux, Anais A. In: Working Papers CEB. RePEc:sol:wpaper:2013/199950.

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2015Executive incentives and payout policy: Empirical evidence from Europe. (2015). de Cesari, Amedeo ; Ozkan, Neslihan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:70-91.

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2015The Effect of Intelligence on Financial Development: A Cross-Country Comparison. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/002.

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2015Genetic Distance and Cognitive Human Capital: A Cross-National Investigation. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/012.

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2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/018.

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2015Intelligence, Human Capital and HIV/AIDS: Fresh Exploration. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/027.

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2015The Effect of Intelligence on Financial Development: A Cross-Country Comparison. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67295.

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2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67855.

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2015Intelligence, Human Capital and HIV/AIDS: Fresh Exploration. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:68320.

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2015MA trading rules, herding behaviors, and stock market overreaction. (2015). Ni, Yensen ; Huang, Paoyu ; Liao, Yi-Ching . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:253-265.

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2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Hudson, Robert ; Gebka, Bartosz ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

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2015Do decoupled payments affect investment financing constraints? Evidence from Irish agriculture. (2015). O'Toole, Conor ; Otoole, Conor ; Hennessy, Thia . In: Food Policy. RePEc:eee:jfpoli:v:56:y:2015:i:c:p:67-75.

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2015Credit rationing and relationship lending. Does firm size matter?. (2015). Torluccio, Giuseppe ; Salotti, Valentina ; Monferra, Stefano ; Cenni, Stefano ; Sangiorgi, Marco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:249-265.

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2015Investment Efficiency, State-Owned Enterprises and Privatisation: Evidence from Vietnam in Transition. (2015). O'Toole, Conor ; Morgenroth, Edgar ; Ha, Thi Thu Thuy, . In: Papers. RePEc:esr:wpaper:wp498.

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2015Does bank competition alleviate credit constraints in developing countries?. (2015). LEON, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:130-142.

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2015Do Credit Constraints Affect SME Investment and Employment?. (2015). O'Toole, Conor ; Gerlach-Kristen, Petra ; O'Connell, Brian . In: The Economic and Social Review. RePEc:eso:journl:v:46:y:2015:i:1:p:51-86.

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2015No Lending Relationships and Liquidity Management of Small Businesses during a Financial Shock. (2015). Daisuke, TSURUTA . In: Discussion papers. RePEc:eti:dpaper:15051.

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2015The Transmission of Bank Funding to Corporate Loans: Deleveraging in Germany. (2015). Fidrmuc, Jarko ; Schreiber, Philipp ; Siddiqui, Martin . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:581-597.

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2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Matthews, Kent ; Degryse, Hans ; Zhao, Tianshu . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/5.

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2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Zhao, Tianshu ; Matthews, Kent ; Degryse, Hans. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/10.

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2015The Impact of Financial Factors on the Output Gap and Estimates of Potential Output Growth. (2015). Sotocinal, Noli ; Felipe, Jesus ; Bayudan-Dacuycuy, Connie. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0457.

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2015Finance and Inclusive Growth. (2015). Hoeller, Peter ; Denk, Oliver ; Cournède, Boris. In: OECD Economic Policy Papers. RePEc:oec:ecoaab:14-en.

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2015What type of finance matters for growth? Bayesian model averaging evidence. (2015). Hasan, Iftekhar ; Mares, Jan . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201508211364.

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2015The evolution of banking sectors in Central and Eastern Europe - the case of Pola. (2015). Tymoczko, Dobieslaw ; Wiesiolek, Piotr . In: BIS Papers chapters. RePEc:bis:bisbpc:83-18.

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2015Financial Development and Output Growth in Developing Asia and Latin America: A Comparative Sectoral Analysis. (2015). PARK, DONGHYUN ; Jinjarak, Yothin ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:20917.

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2015Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries. (2015). Ghosh, Sugata ; Fidrmuc, Jan ; Samargandi, Nahla . In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:66-81.

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2015Financing Productivity- and Innovation-Led Growth in Developing Asia: International Lessons and Policy Issues. (2015). Chopra, Ajai . In: Working Paper Series. RePEc:iie:wpaper:wp15-6.

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2015Causality between credit depth and economic growth: Evidence from 24 OECD countries. (2015). . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_015.

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2015Property rights and the stock market-growth nexus. (2015). Ibrahim, Mansor ; Ng, Adam ; Dewandaru, Ginanjar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:48-63.

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2015Too Much Finance or Statistical Illusion: A Comment. (2015). Panizza, Ugo ; Berkes, Enrico ; Arcand, Jean-Louis. In: IHEID Working Papers. RePEc:gii:giihei:heidwp12-2015.

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2015Too much finance?. (2015). Panizza, Ugo ; Berkes, Enrico ; Arcand, Jean-Louis ; U G O Panizza, . In: Journal of Economic Growth. RePEc:kap:jecgro:v:20:y:2015:i:2:p:105-148.

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2015Finance, growth and human development: An Islamic economic development perspective. (2015). Uddin, Md Akther ; Masih, Abul ; Akhter, MD. In: MPRA Paper. RePEc:pra:mprapa:65818.

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2015Bank market power, factor reallocation, and aggregate growth. (2015). Koetter, Michael ; Inklaar, Robert ; Noth, Felix . In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:31-44.

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2015Capital Controls and the Cost of Debt. (2015). Valenzuela, Patricio ; Schindler, Martin ; Andreasen, Eugenia. In: Working Papers. RePEc:ecl:upafin:15-02.

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2015.

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2015What type of finance matters for growth? Bayesian model averaging evidence. (2015). Mares, Jan ; HASAN, IFTEKHAR. In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_017.

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2015Explaining structural change towards and within the financial sector. (2015). Zhao, Yingnan ; Studer, Sabrina ; Falkinger, Josef. In: ECON - Working Papers. RePEc:zur:econwp:206.

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2015Heterogeneous Patterns of Financial Development:Implications for Asian Financial Integration. (2015). Singh, Nirvikar ; Bun, Linh . In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt8zv2r5ff.

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2015Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation. (2015). Neanidis, Kyriakos. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:215.

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2015The vanishing effect of finance on growth. (2015). Gründler, Klaus ; Grundler, Klaus . In: Discussion Paper Series. RePEc:zbw:wuewwb:133.

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2015Talent Allocation, Financial Intermediation and Growth: Evidence and Theory. (2015). Khabibulina, Liliya ; Hefti, Andreas . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113095.

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2015What type of finance matters for growth? Bayesian model averaging evidence. (2015). Horvath, Roman ; HASAN, IFTEKHAR ; Mares, Jan . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_017.

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2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

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2015The influence of Chinese and US financial markets on Asia-Pacific. (2015). Shu, Chang ; Wang, Honglin ; He, Dong . In: BIS Papers chapters. RePEc:bis:bisbpc:82-11.

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2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

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2015Volatility co-movements: A time-scale decomposition analysis. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:34-44.

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2015Commonality in Liquidity: What does the order book say?. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1523.

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2015Commonality in Liquidity: Effects of Monetary Policy and Macroeconomic Announcements. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1529.

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2015Efficiency dynamics in Indian banking: A conditional directional distance approach. (2015). Tzeremes, Nickolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:3:p:807-818.

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2015Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone. (2015). Rughoo, Aarti ; Matousek, Roman ; Sarantis, Nicholas ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:208-216.

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2015Dynamic total factor carbon emissions performance changes in the Chinese transportation industry. (2015). Zhang, Ning ; Wei, Xiao . In: Applied Energy. RePEc:eee:appene:v:146:y:2015:i:c:p:409-420.

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2015Energy-saving and emission-abatement potential of Chinese coal-fired power enterprise: A non-parametric analysis. (2015). WEI, Chu ; Löschel, Andreas ; Liu, Bing ; Loschel, Andreas . In: Energy Economics. RePEc:eee:eneeco:v:49:y:2015:i:c:p:33-43.

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2015Energy-saving and emission-abatement potential of Chinese coal-fired power enterprise: A non-parametric analysis. (2015). WEI, Chu ; Löschel, Andreas ; Loschel, Andreas ; Liu, Bing . In: CAWM Discussion Papers. RePEc:zbw:cawmdp:78.

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2015How scale and ownership are related to financial performance? A productivity analysis of the Chinese banking sector. (2015). Managi, Shunsuke ; Fujii, Hidemichi ; Barros, Carlos . In: Journal of Economic Structures. RePEc:spr:jecstr:v:4:y:2015:i:1:p:1-14:10.1186/s40008-015-0026-3.

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2015A deterministic parametric metafrontier Luenberger indicator for measuring environmentally-sensitive productivity growth: A Korean fossil-fuel power case. (2015). Zhang, Ning ; Wang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:88-98.

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2015A productivity analysis considering environmental pollution and diseases in China. (2015). Managi, Shunsuke ; Fujii, Hidemichi ; Cao, Huijuan . In: Journal of Economic Structures. RePEc:spr:jecstr:v:4:y:2015:i:1:p:1-19:10.1186/s40008-015-0012-9.

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2015Deleveraging and mortgage curtailment. (2015). Lee, Hong ; McCollum, Meagan N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:60-75.

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2015Stock market volatility: Identifying major drivers and the nature of their impact. (2015). Mittnik, Stefan ; Spindler, Martin ; Robinzonov, Nikolay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:1-14.

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2015Family firms credit rating, idiosyncratic risk, and earnings management. (2015). Shen, Cheng-An ; Lin, Yi-Mien . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:4:p:872-877.

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2015Pay-out policies in founding family firms. (2015). Isakov, Dusan ; Weisskopf, Jean-Philippe . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:330-344.

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2015Firm performance when ownership is very concentrated: Evidence from a semiparametric panel. (2015). Heinen, Andréas ; Hamadi, Malika . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:172-194.

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2015Family Firm Succession. (2015). Giménez, Eduardo ; Gimenez, Eduardo L ; Novo, Jose Antonio . In: Documentos de trabajo - Analise Economica. RePEc:edg:anecon:0058.

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2015Financial stress indices and financial crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:469.

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2015Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E. In: Discussion Paper. RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

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2015Financial Stress Indices and Financial Crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:383-406.

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2015Disentangling bipartite and core-periphery structure in financial networks. (2015). Barucca, Paolo ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1511.08830.

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2015Financial stability from a network perspective. (2015). Leon Rincon, C. E., . In: Other publications TiSEM. RePEc:tiu:tiutis:bb2e4e44-e842-45c6-a946-4ba7bdffb65c.

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2015Investor heterogeneity and commonality in stock return and liquidity. (2015). Pan, Deng ; Zhang, Bohui ; Wu, Fei ; Shi, Jing . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:458-473.

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2015How performance of risk-based strategies is modified by socially responsible investment universe?. (2015). Lapointe, Vincent ; BERTRAND, Philippe. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:175-190.

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2015Performance of European socially responsible funds during market crises: Evidence from France. (2015). Cortez, Maria Ceu ; Leite, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:132-141.

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2015Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Yamaguchi, Keiko ; Nakai, Miwa . In: Discussion Papers. RePEc:koe:wpaper:1530.

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2015Momentum strategies with stock index exchange-traded funds. (2015). Tse, Yiuman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:134-148.

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2015Social identification and investment decisions. (2015). Bauer, Rob ; Smeets, Paul . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:121-134.

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2015A comparison of Expected Shortfall estimation models. (2015). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:78:y:2015:i:c:p:14-47.

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2015The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2015). Leung, Charles ; Charles Ka Yui Leung, ; Gao, Yanmin ; Kaul, Mayank ; Chen, Dong ; Tsang, Desmond . In: ISER Discussion Paper. RePEc:dpr:wpaper:0920.

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2015Uncertainty and new apartment price setting: A real options approach. (2015). Shi, Song ; Zhang, Huan ; Tripe, David ; Yang, Zan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:574-591.

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2015Dynamic Factor Models for the Volatility Surface. (2015). van der Wel, Michel ; van Dijk, Dick ; Ozturk, Sait. In: CREATES Research Papers. RePEc:aah:create:2015-13.

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2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro . In: Working Papers. RePEc:igi:igierp:565.

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2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro . In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37.

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2015Multiple directorships and the performance of mergers & acquisitions. (2015). Lai, Jung-Ho ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:178-198.

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2015Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio . In: Review of Financial Economics. RePEc:eee:revfin:v:24:y:2015:i:c:p:18-35.

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2015Network linkages to predict bank distress. (2015). Peltonen, Tuomas ; Piloiu, Andreea ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151828.

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2015Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio . In: Working Paper Series. RePEc:ecb:ecbwps:20151758.

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2015Eurozone bank resolution and Bail-In - Intervention, triggers and writedowns. (2015). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201501.

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2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?. (2015). von Schweinitz, Gregor ; Sarlin, Peter. In: IWH Discussion Papers. RePEc:iwh:dispap:6-15.

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2015Ending over-lending: assessing systemic risk with debt to cash flow. (2015). Sarlin, Peter ; Ramsay, Bruce A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151769.

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2015Detect & Describe: Deep learning of bank stress in the news. (2015). Sarlin, Peter ; Ronnqvist, Samuel . In: Papers. RePEc:arx:papers:1507.07870.

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2015Evaluating the Information Value for Measures of Systemic Conditions. (2015). Sarlin, Peter ; Oet, Mikhail ; Dooley, John ; Ong, Stephen J ; Gramlich, Dieter . In: Working Paper. RePEc:fip:fedcwp:1513.

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2015Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire. (2015). Tadjeddine, Yamina ; Achouche, Mohamed ; Abbad, Hayet . In: EconomiX Working Papers. RePEc:drm:wpaper:2015-25.

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2015Modeling Systemic Risk with Correlated Stochastic Processes. (2015). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0110.

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2015Should we trust the Z-score? Evidence from the European Banking Industry. (2015). Poli, Federica ; Chiaramonte, Laura ; Croci, Ettore . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:111-131.

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2015Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System. (2015). von Schweinitz, Gregor ; Sarlin, Peter . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112964.

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2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?. (2015). von Schweinitz, Gregor ; Sarlin, Peter . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-6-15.

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2015Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Gupta, Rakesh ; Nurul, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:327-353.

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2015How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries. (2015). Ben Naceur, Sami ; Scopelliti, Alessandro ; Bennaceur, Sami ; Almarzoqi, Raja . In: IMF Working Papers. RePEc:imf:imfwpa:15/210.

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2015Are Islamic Banks More Resilient during Financial Panics?. (2015). Farooq, Moazzam ; Zaheer, Sajjad . In: IMF Working Papers. RePEc:imf:imfwpa:15/41.

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2015Systemic risk of Islamic Banks. (2015). Giudici, Paolo ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:103.

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2015Real Output Costs of Financial Crisis on CEE Countries. (2015). Corovei, Emilia-Ancuta . In: Knowledge Horizons - Economics. RePEc:khe:journl:v:7:y:2015:i:1:p:80-84.

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2015Placing Bank supervision in the Central Bank : implications for financial stability based on evidence from the global crisis. (2015). Pruteanu-Podpiera, Anca ; Melecký, Martin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7320.

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2015Economic Activity and Credit Market Linkages: New Evidence from Italy. (2015). Puopolo, Giovanni ; Morelli, P ; Dapice, V ; Chiorazzo, V. In: CSEF Working Papers. RePEc:sef:csefwp:413.

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2015The wages of social responsibility — where are they? A critical review of ESG investing. (2015). Halbritter, Gerhard ; Dorfleitner, Gregor . In: Review of Financial Economics. RePEc:eee:revfin:v:26:y:2015:i:c:p:25-35.

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2015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

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2015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. (2015). Ugolini, Andrea ; Reboredo, Juan C.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123.

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2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

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2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

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2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201510.

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2015Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:15-13.

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2015Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1479.

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2015Forecasting. (2015). Galuscak, Kamil ; Babecký, Jan ; Tonner, Jaromir ; Rusnak, Marek ; Polansky, Jiri ; Kopriva, Frantisek ; Humplova, Zuzana ; Holub, Tomas ; Hledik, Tibor ; Havrlant, David ; Bruha, Jan ; Brazdik, Frantisek . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb13/1.

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2015International Dependence and Contagion across Asset Classes: The Case of Poland. (2015). Adam, Michal ; Markun, Michal ; Banbula, Piotr . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:3:p:254-270.

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2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

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2015Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. (2015). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:1-13.

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2015Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Andrle, Michal ; Solmaz, Serhat ; Plasil, Miroslav ; Mateju, Jakub ; Filacek, Jan ; Claeys, Peter ; Bruha, Jan ; Baxa, Jaromir ; Kucharcukova, Oxana Babecka . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb13/2.

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2015Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10583.

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2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201508.

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2015Volatility spillovers in EMU sovereign bond markets. (2015). Fernandez-Rodriguez, Fernando ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:04-15.

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2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

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2015.

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2015Robustness of stable volatility strategies. (2015). Branger, Nicole ; Zieling, Daniel ; Mahayni, Antje . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:60:y:2015:i:c:p:134-151.

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2015Investor trading behavior, investor sentiment and asset prices. (2015). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:42-62.

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2015Asset pricing theory for two price economies. (2015). Madan, Dilip . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:1-35.

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2015Energy security, policy and technology in South East Europe: Presenting and applying an energy security index to Croatia. (2015). Franki, Vladimir ; Vikovi, Alfredo . In: Energy. RePEc:eee:energy:v:90:y:2015:i:p1:p:494-507.

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2015Insurance activities and systemic risk. (2015). Sottocornolay, Matteo ; Berdin, Elia . In: ICIR Working Paper Series. RePEc:zbw:icirwp:1915.

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2015Insurance activities and systemic risk. (2015). Berdin, Elia ; Sottocornola, Matteo . In: SAFE Working Paper Series. RePEc:zbw:safewp:121.

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2015To bail-out or to bail-in? Answers from an agent-based model. (2015). Farmer, Doyne J. ; Thurner, Stefan ; Poledna, Sebastian ; Klimek, Peter . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:144-154.

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2015The future of agent-based modelling.. (2015). Richiardi, Matteo. In: LABORatorio R. Revelli Working Papers Series. RePEc:cca:wplabo:141.

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2015The future of agent-based modelling.. (2015). Richiardi, Matteo. In: Economics Papers. RePEc:nuf:econwp:1506.

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2015A Third Wave in the Economics of Climate Change. (2015). Hepburn, Cameron ; Farmer, J ; Teytelboym, Alexander ; Mealy, Penny . In: Environmental & Resource Economics. RePEc:kap:enreec:v:62:y:2015:i:2:p:329-357.

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2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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2015Heterogeneity and Clustering of Defaults. (2015). Karlis, Alexandros ; Turner, Matthew ; Terovitis, Spyridon ; Galanis, Giorgos . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1083.

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2015Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Karlis, Alexandros ; Terovitis, Spyridon ; Turner, Matthew ; Galanis, Giorgos . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1084.

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2015Cash holdings and employee welfare. (2015). Ghaly, Mohamed ; Stathopoulos, Konstantinos ; Dang, Viet Anh . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:53-70.

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2015Institutional environment, firm ownership, and IPO first-day returns: Evidence from China. (2015). Li, Wei ; Wang, Steven Shuye ; Chen, Yibiao ; Tong, Wilson H. S., . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:150-168.

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2015Foreign exchange market intervention and price discovery. (2015). Chen, Yu-Lun . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:214-227.

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2015Small sample performance of indirect inference on DSGE models. (2015). Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. ; Le, Vo Phuong Mai, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10382.

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2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results. (2015). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/8.

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2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results. (2015). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10765.

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2015Small sample performance of indirect inference on DSGE models. (2015). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/2.

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2015A probability-based stress test of Federal Reserve assets and income. (2015). Rudebusch, Glenn ; Lopez, Jose. In: Journal of Monetary Economics. RePEc:eee:moneco:v:73:y:2015:i:c:p:26-43.

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2015A comparison of buy-side and sell-side analysts. (2015). Hobbs, Jeffrey ; Singh, Vivek . In: Review of Financial Economics. RePEc:eee:revfin:v:24:y:2015:i:c:p:42-51.

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2015Dynamic technical and allocative efficiencies in European banking. (2015). Tsionas, Mike ; Matousek, Roman ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:130-139.

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2015Bank risk behavior and connectedness in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:161-184.

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2015“Bank risk behavior and connectedness in EMU countries”. (2015). Sosvilla-Rivero, Simon ; Singh, Manish Kumar ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201517.

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2015Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1508.

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2015Model Risk in Financial Markets:From Financial Engineering to Risk Management. (2015). . In: World Scientific Books. RePEc:wsi:wsbook:9524.

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2015Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong. In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:64-75.

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2015Religiosity and Earnings Management: International Evidence from the Banking Industry. (2015). , KiridaranKanagaretnam ; Wang, Chong ; Lobo, Gerald . In: Journal of Business Ethics. RePEc:kap:jbuset:v:132:y:2015:i:2:p:277-296.

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2015When secured and unsecured creditors recover the same: The emblematic case of the Tunisian corporate bankruptcies. (2015). BLAZY, Régis ; Letaief, Aziza . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-08.

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2015Systemic risk in European sovereign debt markets: A CoVaR-copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:214-244.

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2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13359.

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2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

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2015Co-movements in commodity prices: Global, sectoral and commodity-specific factors. (2015). Yin, Libo ; Han, Liyan . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:96-100.

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2015A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion. (2015). Skiadopoulos, George ; Sarantopoulou-Chiourea, Sylvia . In: Working Papers. RePEc:qmw:qmwecw:wp741.

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2015Revisiting the relationship between exchange rates and fundamentals. (2015). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:1-22.

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2015Credit scoring and loan default. (2015). Sengupta, Rajdeep ; Bhardwaj, Geetesh . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-02.

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2015A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012. (2015). Gyourko, Joseph ; Ferreira, Fernando. In: NBER Working Papers. RePEc:nbr:nberwo:21261.

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2015Institutional Laws, and Mergers and Acquisitions in India: A Review/Recommendation. (2015). Reddy, Srinivasa K.. In: MPRA Paper. RePEc:pra:mprapa:63410.

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2015(How) has the market become more efficient?. (2015). Paeglis, Imants ; Bertone, Stephen ; Ravi, Rahul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:72-86.

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2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms. (2015). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:35-48.

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2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881.

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2015High frequency trading and end-of-day price dislocation. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:330-349.

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2015Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404.

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2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. (2015). Targino, Rodrigo ; Peters, Gareth W. ; Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:1410.1101.

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2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. (2015). Targino, Rodrigo ; Peters, Gareth W. ; Shevchenko, Pavel V.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:206-226.

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2015Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?. (2015). Koziol, Philipp ; Eckhardt, Meik ; Schell, Carmen . In: Discussion Papers. RePEc:zbw:bubdps:462015.

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2015Is carbon emissions trading profitable?. (2015). Narayan, Paresh ; Sharma, Susan Sunila . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:84-92.

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2015Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases. (2015). Huang, Chia-Wei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:405-417.

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2015The Role of Credit in Predicting US Recessions. (2015). Pönkä, Harri. In: CREATES Research Papers. RePEc:aah:create:2015-48.

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2015Forecasting U.S. Recessions with a Large Set of Predictors. (2015). Fornaro, Paolo. In: MPRA Paper. RePEc:pra:mprapa:62973.

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2015Is There an Asymmetric Impact of Housing on Output?. (2015). Lee, Tsung-Hsien Michael ; Chen, Wenjuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-020.

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2015International Sign Predictability of Stock Returns: The Role of the United States. (2015). Pönkä, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20.

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2015Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia. (2015). Pestova, Anna. In: HSE Working papers. RePEc:hig:wpaper:94/ec/2015.

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2015Valuation and analysis of contingent convertible securities with jump risk. (2015). Yang, Zhaojun ; Zhao, Zhiming . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:124-135.

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2015The Determinants of CoCo Bond Prices. (2015). Wolff, Christian ; Masror, Sara Abed ; Vermaelen, Theo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10996.

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2015Loan Loss Provision: Some Empirical Evidence for Italian Banks. (2015). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Alessi, Matteo ; Lopez, Juan Sergio . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1459.

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2015Loan loss provisions, accounting constraints, and bank ownership structure. (2015). Rose, Morgan ; Balla, Eliana . In: Journal of Economics and Business. RePEc:eee:jebusi:v:78:y:2015:i:c:p:92-117.

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2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722.

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2015Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

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2015ECB policy and Eurozone fragility: Was De Grauwe right?. (2015). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:168-185.

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2015Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Liao, Ting-Huei ; Lee, Yen-Hsien ; Huang, Ya-Ling . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

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2015EUROPEAN EQUITY MARKET RETURN, VOLATILITY AND LIQUIDITY SPILLOVER DYNAMICS DURING THE EUROZONE DEBT CRISIS. (2015). Dumitrescu, Sorin . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:2:p:30-50.

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2015Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets. (2015). Zheng, Xiao-Fen ; Fong, Tom . In: Working Papers. RePEc:hkm:wpaper:182015.

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2015Banks and Sovereign Risk: A Granular View. (2015). Ohls, Jana ; Koetter, Michael ; Buch, Claudia. In: IWH Discussion Papers. RePEc:iwh:dispap:12-15.

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2015“Sovereigns and banks in the euro area: a tale of two crises”. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201504.

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2015Banks and Sovereign Risk: A Granular View. (2015). Koetter, Michael ; Buch, Claudia ; Ohls, Jana . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-12-15.

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2015Neighborhood Racial Characteristics, Credit History, and Bankcard Credit in Indian Country. (2015). Grajzl, Peter ; Dimitrova-Grajzl, Valentina ; Williams, Michael ; Todd, Richard M ; Guse, Joseph A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5594.

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2015The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis. (2015). Olson, Eric ; Miller, Scott ; Yeager, Timothy J.. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:118-137.

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2015The price of liquidity: CD rates charged by money market funds. (2015). Winters, Drew B. ; Whitledge, Matthew D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:104-114.

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2015Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics. (2015). Hu, Jun ; Kanniainen, Juho . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:1-10.

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2015Option pricing under truncated Gram–Charlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97.

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2015Option Valuation with Observable Volatility and Jump Dynamics. (2015). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: Staff Working Papers. RePEc:bca:bocawp:15-39.

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2015Option valuation with observable volatility and jump dynamics. (2015). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s101-s120.

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2015The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Working Papers. RePEc:igi:igierp:562.

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2015EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR. (2015). Petria, Nicolae ; Emilia-Anuta, Ludusan ; Nicolae, Petria ; Ioan, Trenca . In: Revista Economica. RePEc:blg:reveco:v:67:y:2015:i:5:p:104-115.

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2015Board independence and firm performance in China. (2015). Miletkov, Mihail K. ; Wei, Zuobao ; Liu, YU ; Yang, Tina . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:223-244.

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2015Sharing a Director with a Peer. (2015). Schmid, Markus ; Horsch, Philipp ; Berg, Tatjana . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:07.

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2015Slow-burn spillover and fast and furious contagion: a study of international stock markets. (2015). Xu, Kuan ; Meng, Qingbin ; Wu, Lei . In: Quantitative Finance. RePEc:taf:quantf:v:15:y:2015:i:6:p:933-958.

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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20151856.

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2015European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8.

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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7.

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2015Banking across borders. (2015). Niepmann, Friederike. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:2:p:244-265.

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2015Liquidity and resolution of uncertainty in the European carbon futures market. (2015). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:89-102.

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2015Liquidity and resolution of uncertainty in the European carbon futures market. (2015). Kalaitzoglou, Iordanis Angelos ; Ibrahim, Boulis Maher . In: Post-Print. RePEc:hal:journl:hal-01107956.

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2015How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30.

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2015Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse. (2015). Dionne, Georges ; Zhou, Xiaozhou ; Pacurar, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:202-219.

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2015A simple and focused backtest of value at risk. (2015). Wied, Dominik ; Krämer, Walter ; Kramer, Walter . In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:29-31.

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2015Trading strategies with implied forward credit default swap spreads. (2015). Tunaru, Radu S ; Leccadito, Arturo ; Urga, Giovanni . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:361-375.

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2015Size, leverage, and risk-taking of financial institutions. (2015). Bhagat, Sanjai ; Lu, Jun ; Bolton, Brian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:520-537.

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2015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1511.

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2015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150090.

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2015Time-variation in the impact of news sentiment. (2015). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:40-50.

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2015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, AK. In: Econometric Institute Research Papers. RePEc:ems:eureir:78713.

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2015The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach. (2015). Zheng, Yao . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:128-142.

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2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee A ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

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2015A generalization of Yaari’s result on annuitization with optimal retirement. (2015). Park, Seyoung . In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:17-20.

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2015Decomposing euro area sovereign spreads: credit, liquidity and convenience. (2015). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1021_15.

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2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15073.

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2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Post-Print. RePEc:hal:journl:halshs-01224523.

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2015Informed trading in parallel bond markets. (2015). Paiardini, Paola. In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:103-121.

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2015The geographical network of bank organizations: issues and evidence for Italy. (2015). Zazzaro, Alberto ; Papi, Luca ; Sarno, Emma . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:105.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: CSEF Working Papers. RePEc:sef:csefwp:401.

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2015The Geographical Network of Bank Organizations: Issues and Evidence for Italy. (2015). Zazzaro, Alberto ; Papi, Luca ; Sarno, Emma . In: CSEF Working Papers. RePEc:sef:csefwp:403.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:106.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:21.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: IAW Discussion Papers. RePEc:iaw:iawdip:119.

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2015Dynamic portfolio selection with mispricing and model ambiguity. (2015). Law, Baron ; Li, Zhongfei ; Viens, Frederi ; Yi, Bo. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:37-75.

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2015Robust portfolio choice with derivative trading under stochastic volatility. (2015). Ferrando, Sebastian ; ESCOBAR, MARCOS ; Rubtsov, Alexey . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:142-157.

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2015Time-variations in commodity price jumps. (2015). Prokopczuk, Marcel ; Simen, Chardin Wese ; Diewald, Laszlo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:72-84.

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2015Valuation of commodity derivatives with an unobservable convenience yield. (2015). LAI, Anh ; Mellios, Constantin . In: Post-Print. RePEc:hal:journl:halshs-01183166.

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2015Electricity derivatives pricing with forward-looking information. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:58:y:2015:i:c:p:34-57.

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2015Sovereign default, enforcement and the private cost of capital. (2015). Andreasen, Eugenia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:411-427.

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2015Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

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2015The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

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2015The Home Bias in Sovereign Ratings. (2015). Fuchs, Andreas. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:179.

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2015External and Public Debt Crises. (2015). Wright, Mark ; Atkeson, Andrew ; Wright, Mark L. J., ; Arellano, Cristina . In: Staff Report. RePEc:fip:fedmsr:515.

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2015The Sovereign Effect on Bank Credit Ratings. (2015). Huang, Yu-Li . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:47:y:2015:i:3:p:341-379.

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2015External and Public Debt Crises. (2015). Wright, Mark ; Atkeson, Andrew ; Arellano, Cristina . In: Working Paper Series. RePEc:fip:fedhwp:wp-2015-05.

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2015External and Public Debt Crises. (2015). Wright, Mark ; Atkeson, Andrew ; Arellano, Cristina. In: NBER Working Papers. RePEc:nbr:nberwo:21456.

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2015Capital Controls and the Cost of Debt. (2015). Valenzuela, Patricio ; Schindler, Martin ; Andreasen, Eugenia. In: Working Papers. RePEc:ecl:upafin:15-02.

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2015Capital Markets and Sovereign Defaults: A Historical Perspective. (2015). Flores, Juan ; Zendejas, Juan Flores . In: Working Papers. RePEc:gnv:wpaper:unige:73325.

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2015Sovereign and corporate credit risk: Evidence from the Eurozone. (2015). Bedendo, Mascia ; Colla, Paolo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:34-52.

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2015The Financial Econometrics of Price Discovery and Predictability. (2015). Smyth, Russell ; Narayan, Seema . In: Monash Economics Working Papers. RePEc:mos:moswps:2015-06.

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2015Investor structure and the informational efficiency of commodity futures prices. (2015). Chen, Yu-Lun ; Chang, Ya-Kai . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:358-367.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015Asymptotic distribution of the Markowitz portfolio. (2015). Pav, Steven E.. In: Papers. RePEc:arx:papers:1312.0557.

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2015Large Scale Covariance Estimates for Portfolio Selection. (2015). Lautizi, Francesco . In: CEIS Research Paper. RePEc:rtv:ceisrp:353.

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2015The Greek equity market in European equity portfolios. (2015). VORTELINOS, DIMITRIOS. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:144-153.

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2015Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions. (2015). Mainik, Georg . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:141:y:2015:i:c:p:197-216.

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2015Extreme negative dependence and risk aggregation. (2015). Wang, Bin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:12-25.

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2015What is the best risk measure in practice? A comparison of standard measures. (2015). Tasche, Dirk ; Kratz, Marie ; Emmer, Susanne . In: Papers. RePEc:arx:papers:1312.1645.

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2015Signs of dependence and heavy tails in non-life insurance data. (2015). Alm, Jonas . In: Papers. RePEc:arx:papers:1501.00833.

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2015Assessing financial model risk. (2015). Scandolo, Giacomo ; Barrieu, Pauline . In: European Journal of Operational Research. RePEc:eee:ejores:v:242:y:2015:i:2:p:546-556.

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2015Subadditivity of Value-at-Risk for Bernoulli random variables. (2015). McNeil, Alexander J. ; Hofert, Marius . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:79-88.

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2015Reducing model risk via positive and negative dependence assumptions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria ; Ruschendorf, Ludger . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:17-26.

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2015Studying mixability with supermodular aggregating functions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:48-55.

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2015Conditional quantiles and tail dependence. (2015). Czado, Claudia ; Bernard, Carole . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:104-126.

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2015On aggregation sets and lower-convex sets. (2015). Wang, Ruodu ; Mao, Tiantian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:170-181.

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2015Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions. (2015). Mainik, Georg . In: Papers. RePEc:arx:papers:1508.02749.

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2015Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385.

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2015Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790.

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2015A new approach to assessing model risk in high dimensions. (2015). Bernard, Carole ; Vanduffel, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:166-178.

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2015Model Risk in Financial Markets:From Financial Engineering to Risk Management. (2015). . In: World Scientific Books. RePEc:wsi:wsbook:9524.

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2015Firm Value and Cross Listings: The Impact of Stock Market Prestige. (2015). Peristiani, Stavros ; Cetorelli, Nicola. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:150-180:d:47217.

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2015Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach. (2015). Masih, Abul ; Morad, Shahidah Nailul . In: MPRA Paper. RePEc:pra:mprapa:65237.

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2015Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis. (2015). Kuvikova, Gabriela . In: CERGE-EI Working Papers. RePEc:cer:papers:wp544.

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2015Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?. (2015). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE. In: Working Papers. RePEc:hal:wpaper:halshs-01128239.

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2015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. (2015). Ugolini, Andrea ; Reboredo, Juan C.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123.

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2015Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates. (2015). Siburg, Karl Friedrich ; Weiß, Gregor N. F., ; Stoimenov, Pavel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:129-140.

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2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

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2015Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse. (2015). Dionne, Georges ; Zhou, Xiaozhou ; Pacurar, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:202-219.

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2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios. (2015). Nguyen, Duc Khuong ; Bekiros, Stelios ; Hammoudeh, Shawkat ; Hernandez, Jose Arreola . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:1-11.

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2015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658.

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2015Do firm–bank ‘odd couples’ exacerbate credit rationing?. (2015). Murro, Pierluigi ; Ferri, Giovanni. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:2:p:231-251.

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2015The role of demographics in small business loan pricing. (2015). Neuberger, Doris ; Rathke-Doppner, Solvig . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:2:p:411-424.

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2015Accounting Information Quality and Government Guaranteed Loans: Evidence from Japanese SMEs. (2015). Kim, Hyonok ; Yukihiro, YASUDA . In: Discussion papers. RePEc:eti:dpaper:15138.

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2015Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1502.

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2015Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2015-01.

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2015Global Liquidity, Capital Inflows and House Prices in ASEAN Economies. (2015). MatthewS. Yiu, ; Sahminan, Sahminan . In: Working Papers. RePEc:hkm:wpaper:142015.

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2015Do exchange rate arrangements and capital controls influence international capital flows and housing prices in Asia?. (2015). Ohno, Sanae ; Shimizu, Junko . In: Journal of Asian Economics. RePEc:eee:asieco:v:39:y:2015:i:c:p:1-18.

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2015The macroeconomic effects of debt- and equity-based capital inflows. (2015). Davis, Jonathan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:81-95.

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2015CEO risk preferences and dividend policy decisions. (2015). Caliskan, Deren ; Doukas, John A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:18-42.

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2015Banking structure, marketization and small business development: Regional evidence from China. (2015). Hasan, Iftekhar ; Zhou, Mingming ; Wang, Haizhi . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201504131154.

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2015Banking structure, marketization and small business development: Regional evidence from China. (2015). HASAN, IFTEKHAR ; Wang, Haizhi ; Zhou, Mingming . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_011.

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2015Economic Rebalancing and Growth: the Japanese experience and China’s prospects. (2015). Fracasso, Andrea. In: DEM Discussion Papers. RePEc:trn:utwpem:2015/07.

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2015Does bank competition alleviate credit constraints in developing countries?. (2015). LEON, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:130-142.

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2015Analyzing the TFP Performance of Chinese Industrial Enterprises. (2015). Li, Kui. In: MPRA Paper. RePEc:pra:mprapa:67844.

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2015What do we know about the role of bank competition in Africa?. (2015). LEON, Florian. In: Working Papers. RePEc:hal:wpaper:halshs-01164864.

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2015Policy instruments to improve MSMEs access to external financing in developing countries: A survey. (2015). Houssa, Romain ; Reding, Paul . In: BeFinD Working Papers. RePEc:nam:befdwp:6.

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2015Banking structure, marketization and small business development: Regional evidence from China. (2015). HASAN, IFTEKHAR ; Zhou, Mingming ; Wang, Haizhi . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_011.

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2015Policy instruments to improve MSMEs access to external financing in developing countries: A survey. (2015). Dayé, Modeste ; Reding, Paul ; Houssa, Romain . In: BeFinD Working Papers. RePEc:nam:befdwp:0106.

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2015Banking structure and industrial growth: Evidence from China. (2015). Wu, Harry X ; Lin, Justin Y ; Sun, Xifang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:131-143.

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2015Stress-testing for portfolios of commodity futures. (2015). Paraschiv, Florentina ; Andrieș, Alin Marius ; Mudry, Pierre-Antoine . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:9-18.

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2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13359.

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2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

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2015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Nguyen, Duc Khuong . In: Working Paper. RePEc:bor:wpaper:1525.

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2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47.

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2015Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

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2015A global house of debt effect? Mortgages and post-crisis recessions in fifty economies. (2015). Zhang, LU ; Bezemer, Dirk . In: Research Report. RePEc:gro:rugsom:15009-gem.

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2015Empirical evidence on the currency carry trade, 1900–2012. (2015). Swinkels, Laurens ; Doskov, Nikolay . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:370-389.

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2015Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26.

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2015Cross-border mergers and acquisitions and default risk. (2015). Tourani-Rad, Alireza ; Krishnamurti, Chandrasekhar ; Koerniadi, Hardjo . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:336-348.

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2015Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad . In: Working Papers. RePEc:bgu:wpaper:1503.

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2015Analyst earnings forecast under complex corporate ownership in China. (2015). Wright, Brian ; Huang, Wei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:69-84.

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2015Does Anti-Diversification Pay? A One-Sided Matching Model of Microcredit. (2015). Klein, Thilo. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1521.

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2015Corporate Governance Structures and Financial Constraints in Multinational Enterprises – An Analysis in Selected European Transition Economies on the Basis of the IWH FDI Micro Database 2013 –. (2015). Gauselmann, Andrea ; Noth, Felix . In: IWH Discussion Papers. RePEc:iwh:dispap:3-15.

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2015Bank market power, factor reallocation, and aggregate growth. (2015). Koetter, Michael ; Inklaar, Robert ; Noth, Felix . In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:31-44.

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2015Cyclicality of SME lending and government involvement in banks. (2015). Foos, Daniel ; Norden, Lars ; Behr, Patrick . In: Discussion Papers. RePEc:zbw:bubdps:392015.

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2015The impact of private equity on firms innovation activity. (2015). wright, mike ; Stiebale, Joel ; Amess, Kevin. In: DICE Discussion Papers. RePEc:zbw:dicedp:184.

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2015The German banking system: Characteristics and challenges. (2015). Schmidt, Reinhard ; Behr, Patrick . In: SAFE White Paper Series. RePEc:zbw:safewh:32.

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2015Corporate Governance Structures and Financial Constraints in Multinational Enterprises – An Analysis in Selected European Transition Economies on the Basis of the IWH FDI Micro Database 2013 –. (2015). Noth, Felix ; Gauselmann, Andrea . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-3-15.

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2015Executive compensation, organizational performance, and governance quality in the absence of owners. (2015). Newton, Ashley N.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:195-222.

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2015Sharia compliant gold investment in Malaysia: Hedge or safe haven?. (2015). Lean, Hooi Hooi ; Bahari, Zakaria ; Ghazali, Mohd Fahmi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:192-204.

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2015Is there dependence and systemic risk between oil and renewable energy stock prices?. (2015). Reboredo, Juan C.. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:32-45.

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2015Systemic risk in European sovereign debt markets: A CoVaR-copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:214-244.

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2015Downside risks in EU carbon and fossil fuel markets. (2015). Reboredo, Juan C. ; Ugando, Mikel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:111:y:2015:i:c:p:17-35.

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2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Nguyen, Duc Khuong ; Reboredo, Juan C ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121.

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2015An analysis of dependence between Central and Eastern European stock markets. (2015). Tiwari, Aviral ; Albulescu, Claudiu ; Reboredo, Juan C. In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:474-490.

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2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. (2015). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:16-24.

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2015Gold bubbles: When are they most likely to occur?. (2015). Nian, Rui ; Chang, Hsu-Ling ; Zhao, Yanping ; Su, Chi-Wei . In: Japan and the World Economy. RePEc:eee:japwor:v:34-35:y:2015:i::p:17-23.

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2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

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2015State-dependent jump risks for American gold futures option pricing. (2015). Lian, Yu-Min ; Chen, Jun-Home . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:115-133.

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2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306.

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2015Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-01238706.

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2015Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

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2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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2015Global information distribution in the gold OTC markets. (2015). Wang, Jianxin ; Lee, Adrian. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:206-217.

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2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

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2015The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:309-326.

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2015Relative liquidity and future volatility. (2015). Rheinlander, Thorsten ; Valenzuela, Marcela ; Zer, Ilknur ; Fryzlewicz, Piotr . In: Journal of Financial Markets. RePEc:eee:finmar:v:24:y:2015:i:c:p:25-48.

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2015Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism. (2015). Chen, Shu-Heng ; Tseng, Yi-Heng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:241-272.

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2015Relative liquidity and future volatility. (2015). Rheinlander, Thorsten ; Fryzlewicz, Piotr ; Zer, Ilknur ; Valenzuela, Marcela . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:62181.

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2015The determinants of regulatory responses to risks from financial innovation: Survey evidence from G20. (2015). Ashton, john ; Diaz-Rainey, Ivan ; Whiting, Rosalind ; Genc, Murat ; Yap, Maz . In: Working Papers. RePEc:bng:wpaper:15001.

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2015Political power, economic freedom and Congress: Effects on bank performance. (2015). Gropper, Daniel M ; Park, Jung Chul ; Jahera, John S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:76-92.

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2015Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley. (2015). Ballestra, Luca Vincenzo ; Cecere, Liliana . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:45-55.

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2015Pricing and static hedging of American-style knock-in options on defaultable stocks. (2015). Vidal, Joo Pedro ; Dias, Jose Carlos ; Ruas, Joo Pedro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:343-360.

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2015How Collateral Laws Shape Lending and Sectoral Activity. (2015). Larrain, Mauricio ; Calomiris, Charles ; Sturgess, Jason ; Liberti, Jose . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:20.

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2015Mind the gap: The age dissimilarity between the chair and the CEO. (2015). Goergen, Marc ; Scholz, Meik ; Limbach, Peter . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:136-158.

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2015Investment Efficiency, State-Owned Enterprises and Privatisation: Evidence from Vietnam in Transition. (2015). O'Toole, Conor ; Morgenroth, Edgar ; Ha, Thi Thu Thuy, . In: Papers. RePEc:esr:wpaper:wp498.

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2015The real effects of credit constraints: evidence from discouraged borrowers in the euro area. (2015). Mulier, Klaas. In: Working Paper Series. RePEc:ecb:ecbwps:20151842.

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2015Discussion of The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence. (2015). . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2015-11.

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2015The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:217-229.

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2015Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone. (2015). Rughoo, Aarti ; Matousek, Roman ; Sarantis, Nicholas ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:208-216.

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2015The dynamic relationship between bank asset diversification and efficiency: Evidence from the Chinese banking sector. (2015). Zelenyuk, Valentin ; Worthington, Andrew ; Du, Kai. In: CEPA Working Papers Series. RePEc:qld:uqcepa:110.

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2015Can Islamic banking ever become Islamic?. (2015). Skully, Michael ; Brown, Kym ; Azmat, Saad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:253-272.

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2015Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

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2015Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Gupta, Rakesh ; Nurul, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:327-353.

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2015How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries. (2015). Ben Naceur, Sami ; Scopelliti, Alessandro ; Bennaceur, Sami ; Almarzoqi, Raja . In: IMF Working Papers. RePEc:imf:imfwpa:15/210.

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2015Business dynamics, efficiency, asset quality and stability: The case of financial intermediaries in Pakistan. (2015). Rahat, Birjees ; Mirza, Nawazish ; Reddy, Krishna . In: Economic Modelling. RePEc:eee:ecmode:v:46:y:2015:i:c:p:358-363.

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2015Predictability dynamics of Islamic and conventional equity markets. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Aras, Guler . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

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2015Are Islamic Banks More Resilient during Financial Panics?. (2015). Farooq, Moazzam ; Zaheer, Sajjad . In: IMF Working Papers. RePEc:imf:imfwpa:15/41.

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2015Will Islamic Banking make the World less risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability. (2015). van Wijnbergen, Sweder ; Farooq, Moazzam ; Zaheer, Sajjad . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150051.

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2015The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis. (2015). Masih, Abul ; Ibrahim, Mansor ; Daher, Hassan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:36-52.

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2015Systemic risk of Islamic Banks. (2015). Giudici, Paolo ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:103.

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2015Islamic banking: 40 years later, still interest-based? Evidence from Malaysia. (2015). Masih, Abul ; Gulzar, Rosana . In: MPRA Paper. RePEc:pra:mprapa:65840.

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2015An Overview of Islamic Finance. (2015). Turk Ariss, Rima ; Shahmoradi, Asghar ; Hussain, Mumtaz . In: IMF Working Papers. RePEc:imf:imfwpa:15/120.

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2015Liquidity and Financial Stability Conventional versus Islamic Banks. (2015). Brahim, Mohamed Ali ; Ghenimi, Ameni . In: International Journal of Economics and Empirical Research (IJEER). RePEc:ijr:journl:v:3:y:2015:i:9:p:419-432.

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2015How large are productivity differences between Islamic and Conventional Banks?. (2015). Prentice, David ; Ahmad, Wahida . In: Discussion Papers. RePEc:not:notcfc:15/09.

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2015Islamic Banks and Financial Stability: A Quantile Estimation. (2015). RAJHI, Wassim . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00867.

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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

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2015Monetary Operations and Islamic Banking in the GCC; Challenges and Options. (2015). Basu, Ritu ; Rodriguez, Sergio L ; Prasad, Ananthakrishnan . In: IMF Working Papers. RePEc:imf:imfwpa:15/234.

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2015Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks. (2015). Mollah, Sabur ; Zaman, Mahbub . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:418-435.

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2015Corporate social responsibility and media coverage. (2015). Cahan, Steven F ; Nguyen, Nhut H ; Chen, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:409-422.

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2015The value of Saints and the price of Sin. (2015). Koh, Szekee ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:56-72.

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2015Young family firms: Financing decisions and the willingness to dilute control. (2015). Pindado, Julio ; Martinez, Beatriz ; Keasey, Kevin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:47-63.

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2015Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

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2015Optimal versus realized bank credit risk and monetary policy. (2015). Karavias, Yiannis ; Delis, Manthos. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:13-30.

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2015Multifaceted Transactions, Incentives, and Organizational Form. (2015). Habib, Michel Antoine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10432.

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2015Foundation Owned Firms in Germany - a Field Experiment for Agency Theory. (2015). Franke, Gunter ; Draheim, Matthias . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113217.

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2015Productivity Drivers of Efficiency in Banking: Importance of Model Specifications. (2015). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:106.

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2015Diversified minimum-variance portfolios. (2015). Coqueret, Guillaume . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:2:p:221-241.

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2015Bank bailouts and competition - Did TARP distort competition among sound banks?. (2015). Koetter, Michael ; Noth, Felix . In: Working Paper Series. RePEc:ecb:ecbwps:20141804.

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2015Bank bailouts and competition - Did TARP distort competition among sound banks?. (2015). Koetter, Michael ; Noth, Felix . In: Working Paper Series. RePEc:ecb:ecbwps:20151804.

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2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

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2015Did saving Wall Street really save Main Street : the real effects of TARP on local economic conditions. (2015). Roman, Raluca ; Berger, Allen N. In: Research Working Paper. RePEc:fip:fedkrw:rwp15-13.

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2015Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy. (2015). Nolan, Charles ; Kontonikas, Alexandros ; Zekaite, Zivile . In: Working Papers. RePEc:gla:glaewp:2015_17.

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2015The impact of the ECBs conventional and unconventional monetary policies on stock markets. (2015). Unalmis, Deren ; de Haan, Jakob ; Haitsma, Reinder . In: DNB Working Papers. RePEc:dnb:dnbwpp:483.

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2015The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Working Papers. RePEc:igi:igierp:562.

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2015Analyst recommendations and volatility in a rising, falling, and crisis equity marketAuthor-Name: Corbet, Shaen. (2015). Corbet, Shaen ; Cummins, Mark ; Dowling, Michael . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:187-194.

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2015The impact of conventional and unconventional monetary policy on investor sentiment. (2015). Lutz, Chandler . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:89-105.

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2015All share price and inflation volatility in Nigeria. An application of the EGARCH model. (2015). Adedoyin, Lawal Isola ; Oloye, Martins I ; Awonusi, Frank . In: EuroEconomica. RePEc:dug:journl:y:2015:i:1:p:75-82.

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2015Global Financial Crisis, Ownership Change, and Corporate Governance Evolution: Firm-Level Evidence from Russia. (2015). Iwasaki, Ichiro. In: RRC Working Paper Series. RePEc:hit:rrcwps:52.

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2015Teaching teenagers in finance: Does it work?. (2015). Winter, Joachim ; Serra-Garcia, Marta ; Lührmann, Melanie ; Luhrmann, Melanie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:160-174.

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2015Foreign currency borrowing and knowledge about exchange rate risk. (2015). Stix, Helmut ; Beckmann, Elisabeth. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:112:y:2015:i:c:p:1-16.

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2015Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2015_13.

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2015Global Financial Crisis, Ownership Change, and Corporate Governance Evolution Firm-Level Evidence from Russia. (2015). Iwasaki, Ichiro. In: KIER Working Papers. RePEc:kyo:wpaper:925.

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2015Childhood Roots of Financial Literacy. (2015). Menkhoff, Lukas ; Kouwenberg, Roy ; Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1504.

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2015Education and the local equity bias around the world. (2015). Bose, Udichibarna ; Tsoukas, Serafeim . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:684.

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2015Financial literacy gaps of the Austrian population. (2015). Silgoner, Maria ; Weber, Rosa ; Greimel-Fuhrmann, Bettina . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2015:i:2:b:2.

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2015When Does the General Public Lose Trust in Banks?. (2015). Mosch, Robert ; Jansen, David-Jan ; Cruijsen, Carin. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:48:y:2015:i:2:p:127-141.

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2015Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:65-88.

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2015Childhood roots of financial literacy. (2015). Menkhoff, Lukas ; Kouwenberg, Roy ; Grohmann, Antonia. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:51:y:2015:i:c:p:114-133.

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2015Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong. In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:64-75.

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2015The Panzar–Rosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347.

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2015House prices and credit risk: Evidence from the United States. (2015). Kaffash, Sepideh ; Tajik, Mohammad ; Ghalia, Thaana ; Aliakbari, Saeideh . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:123-135.

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2015La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien . In: Revue économique. RePEc:cai:recosp:reco_663_0481.

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2015Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests. (2015). Apergis, Nicholas ; Ajmi, Ahdi Noomen. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:2:p:127-143.

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2015The costs and benefits of short sale disclosure. (2015). Yamada, Takeshi ; Huszar, Zsuzsa R. ; Duong, Truong X.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:124-139.

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2015The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks. (2015). Ghadhab, Imen ; Hellara, Slaheddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:126-145.

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2015(How) has the market become more efficient?. (2015). Paeglis, Imants ; Bertone, Stephen ; Ravi, Rahul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:72-86.

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2015Volatility forecast of country ETF: The sequential information arrival hypothesis. (2015). Lee, Chien-Chiang ; Tseng, Tseng-Chan ; Chen, Mei-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:228-234.

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2015Speculative trading in the gold market. (2015). Glover, Kristoffer ; Baur, Dirk G.. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:63-71.

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2015Captive Funds and Banks Capital. (2015). Arayssi, Mahmoud. In: MPRA Paper. RePEc:pra:mprapa:64912.

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2015Ownership structure, governance, and innovation. (2015). Murro, Pierluigi ; Minetti, Raoul ; Paiella, Monica . In: European Economic Review. RePEc:eee:eecrev:v:80:y:2015:i:c:p:165-193.

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2015Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Gunasekaran, Angappa ; Dubey, Rameshwar ; De, Anupam ; Chakrabarty, Anindya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

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2015Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404.

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2015On the Effect of Market Share Dispersion on New Firm Entry. (2015). Geronikolaou, George . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:3:p:287-298.

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2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal. (2015). Cole, Rebel ; Chernykh, Lucy . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:131-143.

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2015On the Effect of Market Share Dispersion on New Firm Entry. (2015). Geronikolaou, George. In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:3:p:287-298:10.1007/s11294-015-9533-0.

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2015A Note on Bank Capital Buffer, Portfolio Risk and Business Cycle. (2015). Kasman, Adnan ; BUSUN, Sine KONTBAY . In: Ege Academic Review. RePEc:ege:journl:v:15:y:2015:i:1:p:1-7.

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2015Capital and risk in commercial banking: A comparison of capital and risk-based capital ratios. (2015). Hogan, Thomas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:57:y:2015:i:c:p:32-45.

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2015Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

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2015Behavioral influences in non-ferrous metals prices. (2015). Cummins, Mark ; Dowling, Michael . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:9-22.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015Determinants of risk sharing through remittances. (2015). Balli, Faruk ; Rana, Faisal . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:107-116.

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2015The 2008 financial crisis: Stock market contagion and its determinants. (2015). Luchtenberg, Kimberly F. ; Vu, Quang Viet . In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:178-203.

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2015Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions. (2015). Schweikert, Karsten ; Maderitsch, Robert ; Kuck, Konstantin . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:114-118.

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2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian . In: Working Papers. RePEc:pre:wpaper:201592.

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2015Spillovers from the USA to stock markets in Asia: a quantile regression approach. (2015). Maderitsch, Robert . In: Applied Economics. RePEc:taf:applec:v:47:y:2015:i:44:p:4714-4727.

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2015IPOs, growth, and the impact of relaxing listing requirements. (2015). Yamada, Kazuo ; Takahashi, Hidenori . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:505-519.

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2015Venture capital financing and the financial distress risk of portfolio firms: How independent and bank-affiliated investors differ. (2015). Croce, Annalisa ; Ughetto, Elisa ; Dadda, Diego . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:1:p:189-206.

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2015Állami szerepvállalás a kelet-közép-európai kockázatitőke-piacon. (2015). Karsai, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1593.

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2015Are CEE states successful as venture capitalists?. (2015). Karsai, Judit. In: IEHAS Discussion Papers. RePEc:has:discpr:1539.

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2015Investment stage drifts and venture capital managerial incentives. (2015). Buzzacchi, Luigi ; Ughetto, Elisa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:118-128.

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2015Loan Loss Provisioning, Income Smoothing, Signaling, Capital Management and Procyclicality: Does IFRS Matter? Empirical Evidence from Nigeria. (2015). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:68350.

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2015Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:138-150.

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2015International Sign Predictability of Stock Returns: The Role of the United States. (2015). Pönkä, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20.

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2015Real oil prices and the international sign predictability of stock returns. (2015). Pönkä, Harri. In: MPRA Paper. RePEc:pra:mprapa:68330.

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2015Bank holding company performance, risk, and “busy” board of directors. (2015). Elyasiani, Elyas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:239-251.

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2015The Role of Corporate Culture in the Financial Industry. (2015). Barth, Andreas. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112922.

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2015Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets. (2015). Agudelo, Diego ; Villarraga, Edwin ; Giraldo, Santiago . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:149-161.

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2015The mispricing of socially ambiguous grey stocks. (2015). Zhang, Weina ; Jacob, Gabriel Henry ; Lam, Swee-Sum . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:81-89.

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2015Valuation effects of corporate social responsibility. (2015). Fatemi, Ali ; Tehranian, Hassan ; Fooladi, Iraj . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:182-192.

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2015The effect of managerial overconfidence on the market timing ability and post-buyback performance of open market repurchases. (2015). Chen, Anlin ; Lu, Cheng-Shou . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:234-251.

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2015Some defaults are deeper than others: Understanding long-term mortgage arrears. (2015). McCann, Fergal ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:05/rt/15.

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2015Aggregate Risk and Efficiency of Mutual Funds. (2015). Kucinskas, Simas . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150113.

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2015Nonlinear dynamic interrelationships between real activity and stock returns. (2015). Nyberg, Henri ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-36.

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2015Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204.

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2015Intertemporal risk–return relationships in bull and bear markets. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:308-325.

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2015Pricing currency derivatives under the benchmark approach. (2015). Platen, Eckhard ; Grasselli, Martino ; Baldeaux, Jan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:34-48.

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2015Quanto Implied Correlation in a Multi-Lévy Framework. (2015). Rayée, Grégory ; Ballota, Laura ; Rayee, Gregory ; Deelstra, Griselda . In: Working Papers ECARES. RePEc:eca:wpaper:2013/219174.

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2015Domestic and Multilateral Effects of Capital Controls in Emerging Markets. (2015). Pasricha, Gurnain ; Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:20822.

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2015Motivations for Capital Controls and Their Effectiveness. (2015). Shah, Ajay ; Pasricha, Gurnain ; Patnaik, Ila ; Pandey, Radhika . In: Staff Working Papers. RePEc:bca:bocawp:15-5.

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2015Capital Flow Management Measures: What Are They Good For?. (2015). Fratzscher, Marcel ; Forbes, Kristin ; Straub, Roland . In: NBER Working Papers. RePEc:nbr:nberwo:20860.

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2015FX interventions in Brazil: a synthetic control approach. (2015). Garcia, Marcio ; Chamon, Marcos ; de Souza, Laura Candido ; Marcio Gomes Pinto Garcia, . In: Textos para discussão. RePEc:rio:texdis:630.

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2015Capital Controls and Implications for Surveillance and coordination: Brazil and Latin America. (2015). Garcia, Marcio ; Marcio Gomes Pinto Garcia, . In: Textos para discussão. RePEc:rio:texdis:631.

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2015Varieties of Capital Flows: What Do We Know. (2015). Levy Yeyati, Eduardo ; Zuniga, Jimena . In: Working Paper Series. RePEc:ecl:harjfk:rwp15-025.

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2015Capital-flow management measures: What are they good for?. (2015). Fratzscher, Marcel ; Forbes, Kristin ; Straub, Roland . In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s76-s97.

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2015Comments on: Effectiveness of macroprudential and capital flow measures in Asia and the Pacific. (2015). Smith, Christie . In: BIS Papers chapters. RePEc:bis:bisbpc:82-14.

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2015Capital control and exchange rate volatility. (2015). Chen, Shikuan ; Chang, Ming-Jen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:167-177.

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2015Domestic and Multilateral Effects of Capital Controls in Emerging Markets. (2015). Pasricha, Gurnain ; Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin . In: Staff Working Papers. RePEc:bca:bocawp:15-37.

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2015Cross-border financial linkages - challenges for monetary policy and financial stability. (2015). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:82.

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2015Varieties of capital flows: What do we know. (2015). Levy Yeyati, Eduardo ; Zuiga, Jimena . In: Business School Working Papers. RePEc:udt:wpbsdt:2015-01.

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2015Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P.. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138.

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2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722.

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2015One currency, two markets: the renminbis growing influence in Asia-Pacific. (2015). Shu, Chang ; He, Dong ; Cheng, Xiaoqiang. In: China Economic Review. RePEc:eee:chieco:v:33:y:2015:i:c:p:163-178.

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2015Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy. (2015). Shu, Chang ; Funke, Michael ; Eraslan, Sercan ; Cheng, Xiaoqiang . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:245-262.

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2015DPB: Dynamic Panel Binary data models in Gretl. (2015). Pigini, Claudia ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:1.

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2015The Interrelated Dynamics of Multiple Borrowing and Over-indebtedness among Rural Households in Thailand and Vietnam. (2015). Chichaibelu, Bezawit ; Waibel, Hermann . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211463.

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2015A parametric alternative to the Hill estimator for heavy-tailed distributions. (2015). Kim, Joocheol ; Kim, Joseph H. T., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:60-71.

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2015A New Regression-Based Tail Index Estimator: An Application to Exchange Rates. (2015). Rodrigues, Paulo ; Nicolau, Jo o. In: Working Papers. RePEc:ptu:wpaper:w201514.

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2015Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares. (2015). Li, Shan ; Brockman, Paul ; Zurbruegg, Ralf . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:347-362.

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2015The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization. (2015). Kwok, Simon Sai Man ; Chan, Marc. In: Working Papers. RePEc:syd:wpaper:2015-19.

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2015Emergency Liquidity Facilities, Signalling and Funding Costs. (2015). Perez Saiz, Hector ; Gauthier, Celine ; Souissi, Moez ; Lehar, Alfred . In: Staff Working Papers. RePEc:bca:bocawp:15-44.

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2015Did the TARP Expand or Contract Bank Lending? A Numerical Simulation Using a Financial Accelerator Model. (2015). Takahashi, Yuki . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00740.

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2015On Zombie Banks and Recessions after Systemic Banking Crises. (2015). van Wijnbergen, Sweder ; Homar, Timotej. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10963.

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2015The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market. (2015). Wu, Deming . In: Journal of Financial Stability. RePEc:eee:finsta:v:21:y:2015:i:c:p:13-25.

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2015Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:123-139.

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2015Corruption and bank risk-taking: Evidence from emerging economies. (2015). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:122-148.

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2015Does Money Buy Credit? Firm-Level Evidence on Bribery and Bank Debt. (2015). Weill, Laurent ; Kochanova, Anna ; Fungáčová, Zuzana. In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:308-322.

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2015Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China. (2015). Tian, Gary Gang ; Pan, Xiaofei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:406-424.

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2015Local IPOs, local delistings, and the firm location premium. (2015). mengoli, stefano ; Carosi, Andrea ; BASCHIERI, GIULIA. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:67-83.

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2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

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2015The value of corporate financial flexibility in emerging countries. (2015). Yung, Kenneth ; JIAN, YI ; Li, Deqing Diane . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:25-41.

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2015Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3.

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2015Do your Rivals Enhance your Access to Credit? Theory and Evidence. (2015). Miniaci, Raffaele ; Fedele, Alessandro ; CERASI, VITTORIA. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps29.

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2015Intra-industry effects of negative stock price surprises. (2015). Madura, Jeff ; Martin, Anna . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:3:p:541-559.

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2015Product market competition and corporate investment: Evidence from China. (2015). Kim, Kenneth ; Zhu, Bing ; Nofsinger, John R ; Jiang, Fuxiu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:196-210.

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2015Governance mechanisms and downside risk. (2015). Wang, Li-Hsun ; Chen, Hsien-Ming ; Fung, Hung-Gay ; Lin, Chu-Hsiung . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:485-498.

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2015Competition and financial constraints: a two-sided story. (2015). bernini, michele ; Montagnoli, Alberto . In: Working Papers. RePEc:shf:wpaper:2015018.

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2015Institutional failure or market failure?. (2015). Marcelin, Isaac. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:266-280.

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2015Does Banking Market Power Matter on Financial (In)Stability? Evidence from the Banking Industry MENA Region. (2015). mensi, sami ; Labidi, Widede . In: MPRA Paper. RePEc:pra:mprapa:62190.

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2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

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2015Market structure, institutional framework and bank efficiency in ASEAN 5. (2015). Chan, Sok-Gee ; Yong, Chen-Chen ; Zainir, Fauzi . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:84-112.

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2015The impact of market structure and the business cycle on bank profitability: the role of foreign ownership. The case of Poland. (2015). Pawłowska, Małgorzata ; Pawowska, Magorzata . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:229.

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2015INTERNAL AND EXTERNAL DETERMINANTS OF COMMERCIAL BANKS PROFITABILITY: EMPIRICAL EVIDENCE FROM BULGARIA AND ROMANIA. (2015). ROMAN, Angela ; Firtescu, Bogdan ; Bogdan, Firtescu . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2015:i:1:p:896-904.

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2015Dividend Policy Changes in The Pre-, Mid-, and Post-Financial Crisis: Evidence from The Nigerian Stock Market. (2015). Woei-Chyuan, Wong . In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01102_103-126.

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2015Managerial Practices and Corporate Social Responsibility. (2015). Attig, Najah ; Cleary, Sean . In: Journal of Business Ethics. RePEc:kap:jbuset:v:131:y:2015:i:1:p:121-136.

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2015The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord. (2015). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s53-s68.

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2015Is volatility clustering of asset returns asymmetric?. (2015). Xu, Dinghai ; Ning, Cathy ; Wirjanto, Tony S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:62-76.

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2015Expansions for bivariate copulas. (2015). Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:77-84.

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2015The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market. (2015). Hao, Ying ; Weng, Pei-Shih ; Ho, Keng-Yu ; Chou, Robin K. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:24-42.

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2015Investment timing, debt structure, and financing constraints. (2015). Shibata, Takashi ; Nishihara, Michi . In: European Journal of Operational Research. RePEc:eee:ejores:v:241:y:2015:i:2:p:513-526.

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2015Investment-based financing constraints and debt renegotiation. (2015). Shibata, Takashi ; Nishihara, Michi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:79-92.

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2015Credit rationing and relationship lending. Does firm size matter?. (2015). Torluccio, Giuseppe ; Salotti, Valentina ; Monferra, Stefano ; Cenni, Stefano ; Sangiorgi, Marco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:249-265.

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2015No Lending Relationships and Liquidity Management of Small Businesses during a Financial Shock. (2015). Daisuke, TSURUTA . In: Discussion papers. RePEc:eti:dpaper:15051.

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2015The price of liquidity: CD rates charged by money market funds. (2015). Winters, Drew B. ; Whitledge, Matthew D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:104-114.

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2015Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times. (2015). Temesvary, Judit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:202-222.

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2015Asymmetric Information, Bank Lending and Implicit Contracts: Differences between Banks. (2015). Niinimaki, Juha-Pekka . In: Czech Economic Review. RePEc:fau:aucocz:au2015_074.

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2015Bank Ownership And Cost Efficiency In Russia, Revisited. (2015). Верников, Андрей. In: HSE Working papers. RePEc:hig:wpaper:46/fe/2015.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_022.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201508181357.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). Верников, Андрей. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_022.

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2015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Narayan, Paresh ; Sharma, Susan Sunila . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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2015An Assessment of TARP Assistance to Financial Institutions. (2015). Calomiris, Charles. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:29:y:2015:i:2:p:53-80.

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2015Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers. (2015). Moreno, Manuel ; Leon, Angel . In: QM&ET Working Papers. RePEc:ris:qmetal:2015_003.

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2015Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

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2015Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context. (2015). Sosvilla-Rivero, Simon ; Chang, Chia-Lin ; Adame-Garcia, Victor M. ; Fernandez-Rodriguez, Fernando . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1507.

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2015Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints. (2015). Kaucic, Massimiliano ; Daris, Roberto . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:390-419:d:55820.

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2015Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion. (2015). Brandtner, Mario ; Kursten, Wolfgang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:268-280.

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2015Market reactions to the ECBs Comprehensive Assessment. (2015). de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:463.

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2015A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh.

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2015How Did Markets React to Stress Tests?. (2015). Candelon, Bertrand ; Amadou N. R. Sy, . In: IMF Working Papers. RePEc:imf:imfwpa:15/75.

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2015Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?. (2015). Refait-Alexandre, Catherine ; Guillemin, Franois . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15008.

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2015Disclosure, banks CDS spreads and the European sovereign crisis. (2015). Refait-Alexandre, Catherine ; Guillemin, François. In: Working Papers. RePEc:crb:wpaper:2015-10.

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2015March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Working Papers. RePEc:qmw:qmwecw:wp771.

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2015March Madness in Wall Street; (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: IMF Working Papers. RePEc:imf:imfwpa:15/271.

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2015Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Economou, Fotini ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

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2015Do fund managers herd in frontier markets — and why?. (2015). Economou, Fotini ; Yordanov, Nikolay ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:76-87.

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2015Institutional herding in international markets. (2015). Skiba, Hilla ; Choi, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:246-259.

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2015Herding behavior in institutional investors: Evidence from China’s stock market. (2015). Zheng, Dazhi ; Zhu, Xiaowei ; Li, Huimin . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:59-76.

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2015Dynamic optimization of an investment portfolio on European stock markets using pair copulas. (2015). Atskanov, Isuf . In: Applied Econometrics. RePEc:ris:apltrx:0279.

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2015Uncertainty Avoiding Behavior and Cross-border Acquisitions. (2015). Akio, HOSHI ; Kazunori, SUZUKI ; Bremer, Marc ; Kotaro, INOUE . In: Discussion papers. RePEc:eti:dpaper:15033.

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2015The relationship among cultural dimensions, education expenditure, and PISA performance. (2015). French, Joseph ; Li, Wei-Xuan . In: International Journal of Educational Development. RePEc:eee:injoed:v:42:y:2015:i:c:p:25-34.

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2015The accrual anomaly in Europe: The role of accounting distortions. (2015). Tsiritakis, Emmanuel ; Papanastasopoulos, Georgios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:176-185.

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2015Reward-risk momentum strategies using classical tempered stable distribution. (2015). Mitov, Ivan ; Choi, Jae Hyung ; Kim, Young Shin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:194-213.

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2015State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125.

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2015A Lévy-driven rainfall model with applications to futures pricing. (2015). Veraart, Almut ; Noven, Ragnhild ; Gandy, Axel . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:4:p:403-432.

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2015The effect of excess lending on bank liquidity : Evidence from China. (2015). Chou, Hsiu-Hsia ; Chang, Yuan ; Chen, Ting-Hsuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:36:y:2015:i:c:p:54-68.

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2015BUSINESS MODELS AND THEIR IMPACT ON BANK PERFORMANCE: A LONG-TERM PERSPECTIVE. (2015). Vander Vennet, Rudi ; Mergaerts, Frederik. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/908.

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2015The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis. (2015). Drakos, Konstantinos ; Arvanitis, Petros. In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:4:y:2015:i:2:p:1-9.

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2015Mapping Heat in the U.S. Financial System. (2015). Warusawitharana, Missaka ; Lee, Seung Jung ; Kiley, Michael ; Aikman, David ; Palumbo, Michael G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-59.

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2015Do joint ventures and strategic alliances create value for bondholders?. (2015). Chen, Jun ; King, Tao-Hsien Dolly ; Wen, Min-Ming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:247-267.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201511251450.

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2015In love with the debit card but still married to cash. (2015). Jonker, Nicole ; Hernandez, Lola ; Cruijsen, Carin ; van der Cruijsen, Carin . In: DNB Working Papers. RePEc:dnb:dnbwpp:461.

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2015Changing payment patterns at point-of-sale: their drivers. (2015). Cruijsen, Carin ; van der Cruijsen, Carin ; Plooij, Mirjam . In: DNB Working Papers. RePEc:dnb:dnbwpp:471.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_022.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_022.

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2015The determinants of bank risks: Evidence from the recent financial crisis. (2015). Taylor, Nick ; Evans, K. P. ; Leung, W. S.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:277-293.

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2015How do bankruptcy systems perform in Eastern Europe?. (2015). BLAZY, Régis ; STEF, Nicolae . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-07.

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2015The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story. (2015). Brooks, Chris ; Godfrey, Chris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-07.

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2015The Spirit of Capitalism and the Equity Premium. (2015). Huang, Zhuo ; Ren, YU ; Zou, Yiheng ; Wang, Qin . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:wangzou.

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2015A general HJM framework for multiple yield curve modeling. (2015). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa . In: Papers. RePEc:arx:papers:1406.4301.

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2015Seasonal Stochastic Volatility and Correlation together with the Samuelson Effect in Commodity Futures Markets. (2015). Schneider, Lorenz ; Tavin, Bertrand . In: Papers. RePEc:arx:papers:1506.05911.

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2015Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models. (2015). Shiraya, Kenichiro ; Takahashi, Yakihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf980.

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2015Pricing Average and Spread Options on Commodities under Local-Stochastic Volatility with Jumps Models. (2015). Shiraya, Kenichiro ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf365.

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2015A lakossági devizahitelek átárazásának bumeránghatása. (2015). Radnai, Marton . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1532.

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2015Getting the Dog to Bark; Disclosing Fiscal Risks from the Financial Sector. (2015). Irwin, Timothy. In: IMF Working Papers. RePEc:imf:imfwpa:15/208.

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2015Financial institution credit assessment and implications for portfolio managers. (2015). Zhong, Ligang ; Purda, Lynnette ; Sonmez, Fatma . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:148-166.

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2015Finance and income inequality in OECD countries. (2015). Denk, Oliver ; Cournède, Boris. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1224-en.

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2015Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans. (2015). Tolo, Eero ; Viren, Matti ; Jokivuolle, Esa . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201512151482.

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2015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Anderson, Christopher ; Ahmed, Javed I. ; Zarutskie, Rebecca . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-24.

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2015Is there a too-big-to-fail discount in excess returns on German banks stocks?. (2015). Nitschka, Thomas. In: Working Papers. RePEc:snb:snbwpa:2015-08.

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2015Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5bnglqth5987gaq6dhju3psjn3.

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2015The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:221-236.

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2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches. (2015). Siegert, Caspar ; Willison, Matthew . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0032.

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2015Contingent Liabilities from Banks; How to Track Them?. (2015). Liao, Yin ; Arslanalp, Serkan . In: IMF Working Papers. RePEc:imf:imfwpa:15/255.

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2015Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans. (2015). Tolo, Eero ; Viren, Matti ; Jokivuolle, Esa . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_029.

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2015Stock-return volatility and daily equity trading by investor groups in Korea. (2015). Shackleton, Mark ; Umutlu, Mehmet . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:43-70.

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2015Foreign ownership and stock return volatility – Evidence from Vietnam. (2015). Vo, Xuan Vinh. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:101-109.

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2015Foreign ownership in emerging stock markets. (2015). Vo, Xuan Vinh ; Batten, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:15-24.

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2015The common drivers of default risk. (2015). Raupach, Peter ; Memmel, Christoph ; Gündüz, Yalin ; Gunduz, Yalin . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:232-247.

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2015Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?. (2015). Ongena, Steven ; von Westernhagen, Natalja ; Tumer-Alkan, Gunseli . In: Discussion Papers. RePEc:zbw:bubdps:092015.

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2015Taming the herd? Foreign banks, the Vienna Initiative and crisis transmission. (2015). De Haas, Ralph ; Tsankova, Teodora ; Pivovarsky, Alexander ; Korniyenko, Yevgeniya . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:3:p:325-355.

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2015Did Foreign Banks “Cut and Run” or Stay Committed to Emerging Europe During the Crises?. (2015). Bonin, John ; Louie, Dana . In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2015-003.

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2015Crisis, contagion and international policy spillovers under foreign ownership of banks. (2015). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: 2015 Meeting Papers. RePEc:red:sed015:595.

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2015Dynamic technical and allocative efficiencies in European banking. (2015). Tsionas, Mike ; Matousek, Roman ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:130-139.

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2015A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal C. In: MPRA Paper. RePEc:pra:mprapa:66490.

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2015Financial distress drivers in Brazilian banks: A dynamic slacks approach. (2015). Faria, Joao ; Barros, Carlos P. ; Wanke, Peter . In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:1:p:258-268.

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2015Dynamic effects in inefficiency: Evidence from the Colombian banking sector. (2015). Veiga, Helena ; Galan, Jorge ; Wiper, Michael P.. In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:2:p:562-571.

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2015Family firms credit rating, idiosyncratic risk, and earnings management. (2015). Shen, Cheng-An ; Lin, Yi-Mien . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:4:p:872-877.

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2015Contagion in the interbank market: Funding versus regulatory constraints. (2015). Georgescu, Oana-Maria . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:1-18.

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2015Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: LEM Papers Series. RePEc:ssa:lemwps:2015/33.

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2015Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1532.

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2015Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests. (2015). uki, Malia . In: Panoeconomicus. RePEc:voj:journl:v:62:y:2015:i:4:p:469-491.

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2015Quality of bank capital and bank lending behavior during the global financial crisis. (2015). Marinč, Matej ; Loncarski, Igor ; Lonarski, Igor ; Li, Shaofang ; Koak, Marko . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:168-183.

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2015The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183.

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2015Towards a Holistic Approach for Mutual Fund Performance Appraisal. (2015). BABALOS, VASSILIOS ; Doumpos, Michael ; Zopounidis, Constantin ; Philippas, Nikolaos . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:1:p:35-53.

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2015On luck versus skill when performance benchmarks are style-consistent. (2015). Agyei-Ampomah, Sam ; Thomas, Stephen ; Mason, Andrew ; Clare, Andrew . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:127-145.

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2015Gender, style diversity, and their effect on fund performance. (2015). Caporale, Guglielmo Maria ; BABALOS, VASSILIOS ; Philippas, Nikolaos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:57-74.

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2015Consumer Bankruptcy and Financial Health. (2015). Goldsmith-Pinkham, Paul ; Yang, Crystal ; Dobbie, Will . In: NBER Working Papers. RePEc:nbr:nberwo:21032.

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2015The effectiveness of insider trading regulations: The case of the Italian tender offers. (2015). Pattitoni, Pierpaolo ; Ferretti, Riccardo ; Salinas, Anna . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15309.

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2015Fragmentation in the European interbank market: Measures, determinants, and policy solutions. (2015). Mayordomo, Sergio ; Abascal, Maria ; Alonso, Tatiana ; Rodriguez-Moreno, Maria . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:1-12.

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2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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2015MA trading rules, herding behaviors, and stock market overreaction. (2015). Ni, Yensen ; Huang, Paoyu ; Liao, Yi-Ching . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:253-265.

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2015Regulation and Bankers Incentives. (2015). PONCE, Jorge ; Gomez, Fabiana . In: Documentos de trabajo. RePEc:bku:doctra:2015005.

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2015Efficiency of microfinance institutions in Sri Lanka: a two-stage double bootstrap DEA approach. (2015). Wijesiri, Mahinda ; Vigano, Laura ; Meoli, Michele . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:74-83.

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2015Regulations, profitability, and risk-adjusted returns of European insurers: An empirical investigation. (2015). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Liu, Liuling . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:55-77.

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2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Borradores de Economia. RePEc:bdr:borrec:894.

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2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: BORRADORES DE ECONOMIA. RePEc:col:000094:013254.

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2015What happened to profitability? Shocks, challenges and perspectives for euro area banks. (2015). Mevis, Dirk ; Cheng, Gong. In: MPRA Paper. RePEc:pra:mprapa:66150.

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2015The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Discussion Paper. RePEc:tiu:tiucen:f7a73cdb-55a2-40d3-936f-72db9ffb8fa8.

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2015Does Basel Compliance Matter for Bank Performance?. (2015). Ben Naceur, Sami ; Ayadi, Rym ; Quinn, Barry ; Casu, Barbara ; Bennaceur, Sami . In: IMF Working Papers. RePEc:imf:imfwpa:15/100.

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2015Regional bank efficiency and its effect on regional growth in normal and bad times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:586.

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2015Regional Bank Efficiency and its Effect on Regional Growth in “Normal” and “Bad” Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201507.

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2015What happened to profitability? Shocks, challenges and perspectives for euro area banks.. (2015). Cheng, Gong. In: Working Papers. RePEc:stm:wpaper:5.

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2015Central bank independence, financial supervision structure and bank soundness: An empirical analysis around the crisis. (2015). Pasiouras, Fotios ; Doumpos, Michael ; Gaganis, Chrysovalantis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s69-s83.

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2015Regulation and Bankers’ Incentives. (2015). PONCE, Jorge ; Gomez, Fabiana . In: Documentos de Trabajo (working papers). RePEc:ude:wpaper:0915.

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2015Banking Relationships, Managerial Ownership and Operational Performance: A Simultaneous Equations Approach in the Context of SMEs. (2015). Antonio Pedro Soares Pinto, ; Augusto, Mario Gomes . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:1:p:22-42.

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2015Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns. (2015). Wagner, Niklas ; Riedel, Christoph . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:53-64.

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2015Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Mirantes, Andres ; Poblacion, Javier ; Serna, Gregorio . In: Review of Derivatives Research. RePEc:kap:revdev:v:18:y:2015:i:1:p:75-93.

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2015Combining momentum with reversal in commodity futures. (2015). Bianchi, Robert J ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444.

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2015Do hedging and speculative pressures drive commodity prices, or the other way round?. (2015). Lehecka, Georg . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:2:p:575-603.

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2015Investigating the monetary policy of central banks with assessment indicators. (2015). Bluhm, Marcel . In: European Journal of Political Economy. RePEc:eee:poleco:v:38:y:2015:i:c:p:181-196.

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2015Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?. (2015). Neuenkirch, Matthias ; Hayo, Bernd. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:27-37.

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2015Central bank communication in the financial crisis: Evidence from a survey of financial market participants. (2015). Neuenkirch, Matthias ; Hayo, Bernd. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:166-181.

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2015Barrier style contracts under Lévy processes: An alternative approach. (2015). Fajardo, José. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:179-187.

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2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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2015Do CDS spreads move with commonality in liquidity?. (2015). Meine, Christian ; Weiss, Gregor ; Supper, Hendrik . In: Review of Derivatives Research. RePEc:kap:revdev:v:18:y:2015:i:3:p:225-261.

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2015Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. (2015). Hertrich, Markus. In: MPRA Paper. RePEc:pra:mprapa:67837.

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2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

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2015First to “Read” the News: News Analytics and Institutional Trading. (2015). von Beschwitz, Bastian ; Massa, Massimo ; Keim, Donald B. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10534.

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2015Time-variation in the impact of news sentiment. (2015). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:40-50.

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2015Asymmetric volatility response to news sentiment in gold futures. (2015). Smales, Lee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:161-172.

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2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee A ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

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2015Public news flow in intraday component models for trading activity and volatility. (2015). Clements, Adam ; Papalexiou, Vasilios ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2015_04.

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2015Macroeconomic effects on emerging-markets sovereign credit spreads. (2015). Clark, Ephraim ; Kassimatis, Konstantinos . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:1-13.

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2015Volatility spillovers in the European bank CDS market. (2015). Alemany, Aida ; Gonzalez-Urteaga, Ana ; Ballester, Laura . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:137-147.

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2015On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100.

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2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John. In: Discussion Papers. RePEc:not:notcdx:2015-13.

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2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John. In: Discussion Papers. RePEc:not:notcfc:15/03.

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2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John. In: Discussion Papers. RePEc:not:notecp:15/04.

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2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John . In: Discussion Papers. RePEc:not:notcdx:2015-15.

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2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Gathergood, John ; Weber, Joerg . In: Discussion Papers. RePEc:not:notcfc:15/07.

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2015Is Poor Financial Literacy a Barrier to Home Ownership?. (2015). Weber, Jörg ; Gathergood, John . In: Discussion Papers. RePEc:not:notcfc:15/16.

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2015Scale economies in pension fund investments: A dissection of investment costs across asset classes. (2015). Van Oord, Arco ; Broeders, Dirk ; Rijsbergen, David . In: DNB Working Papers. RePEc:dnb:dnbwpp:474.

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2015Shareholder activism of public pension funds: The political facet. (2015). Mao, Connie X ; Wang, Yong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:138-152.

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2015Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05.

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2015Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets. (2015). . In: Financial Theory and Practice. RePEc:ipf:finteo:v:39:y:2015:i:3:p:325-340.

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2015Institutional Investors, Risk/Performance and Corporate Governance. (2015). Chapple, Larelle ; Seamer, Michael ; Hutchinson, Marion . In: The International Journal of Accounting. RePEc:eee:accoun:v:50:y:2015:i:1:p:31-52.

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2015The effects of institutional ownership on the value and risk of diversified firms. (2015). Jory, Surendranath R. ; Ngo, Thanh N. ; Jafarinejad, Mohammad . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:207-219.

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2015Short interest and stock price crash risk. (2015). Callen, Jeffrey L ; Fang, Xiaohua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:181-194.

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2015Selling losers and keeping winners: How (savings) goal dynamics predict a reversal of the disposition effect. (2015). Aspara, Jaakko ; Hoffmann, Arvid . In: Marketing Letters. RePEc:kap:mktlet:v:26:y:2015:i:2:p:201-211.

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2015The disposition effect in team investment decisions: Experimental evidence. (2015). Rau, Holger A. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:256.

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2015No endowment effect when people transact secondhand goods over the Internet. (2015). Da Silva, Sergio ; Silveira, Eliza ; Matsushita, Raul . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00604.

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2015The disposition effect in team investment decisions: Experimental evidence. (2015). Rau, Holger A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:272-282.

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2015Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2015). Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2015Bank Mergers and Deposit Rate Rigidity. (2015). Dinger, Valeriya. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:47:y:2015:i:1:p:27-56.

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2015The Transmission of Bank Funding to Corporate Loans: Deleveraging in Germany. (2015). Fidrmuc, Jarko ; Schreiber, Philipp ; Siddiqui, Martin . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:581-597.

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2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation. (2015). Hill, John ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0540.

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2015Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308.

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2015Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436.

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2015Should we trust the Z-score? Evidence from the European Banking Industry. (2015). Poli, Federica ; Chiaramonte, Laura ; Croci, Ettore . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:111-131.

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2015Does Reserve Accumulation Crowd Out Investments?. (2015). Reinhart, Carmen ; Tashiro, Takeshi . In: Working Paper Series. RePEc:ecl:harjfk:rwp15-038.

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2015A behavioral experiment on inventory management with supply chain disruption. (2015). Sarkar, Sourish ; Kumar, Sanjay . In: International Journal of Production Economics. RePEc:eee:proeco:v:169:y:2015:i:c:p:169-178.

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2015The Impact of A - Day on Executive Pensions and Pay for Performance. (2015). Wright, Peter ; Gregory-Smith, Ian ; Morris, Damon ; Montagnoli, Alberto ; Main, Brian . In: Working Papers. RePEc:shf:wpaper:2015026.

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2015International cross-ownership of firms and strategic privatization policy. (2015). Cai, Dapeng ; Karasawa-Ohtashiro, Yukio . In: Journal of Economics. RePEc:kap:jeczfn:v:116:y:2015:i:1:p:39-62.

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2015The optimal allocation of alternative collateral assets between different loans. (2015). Niinimaki, Juha-Pekka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:22-41.

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2015Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61.

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2015Failed bank takeovers and financial stability. (2015). Gomez, Fabiana . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:45-58.

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2015Insolvency and contagion in the Brazilian interbank market. (2015). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Souza, Sergio R. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:431:y:2015:i:c:p:140-151.

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2015The impact of market power at bank level in risk-taking: The Brazilian case. (2015). Tabak, Benjamin ; da Silva Medeiros, Mauricio, ; Gomes, Guilherme M. R., . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:154-165.

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2015Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China. (2015). Luo, Yan ; Wang, Yizhi ; Ren, Jinjuan . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:390-412.

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2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; JAMMAZI, RANIA. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187.

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2015Dependence structure of market states. (2015). CHETALOVA, DESISLAVA ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1503.09004.

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2015A wavelet based approach to measure and manage contagion at different time scales. (2015). Berger, Theo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:338-350.

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2015Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach. (2015). JAMMAZI, RANIA ; Aloui, Chaker. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:62-86.

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2015Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

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2015Eurozone bank resolution and Bail-In - Intervention, triggers and writedowns. (2015). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201501.

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2015Asset Bubbles; Re-thinking Policy for the Age of Asset Management. (2015). Jones, Bradley . In: IMF Working Papers. RePEc:imf:imfwpa:15/27.

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2015Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage. (2015). Corsetti, Giancarlo ; Bergin, Paul. In: Discussion Papers. RePEc:cfm:wpaper:1516.

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2015Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2015). Reinhart, Carmen M ; Luo, Xubei ; Gereffi, Gary ; Rogoff, Kenneth S. In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:2:y:2015:i:4:p:13.

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2015Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2015). Rogoff, Kenneth ; Reinhart, Carmen. In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:2:y:2015:i:4:p:5-17.

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2015Anatomy of international banking crises at the onset of the Great Recession. (2015). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:4:p:553-569.

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2015Models for evaluating financial crisis – what went wrong for developed and emerging economies?. (2015). CIMPOERU, Smaranda . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxii:y:2015:i:1(602):p:291-300.

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2015House prices: bubbles, exuberance or something else? Evidence from euro area countries. (2015). Rodrigues, Paulo ; Loureno, Rita . In: Working Papers. RePEc:ptu:wpaper:w201517.

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2015Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage. (2015). Bergin, Paul R ; Corsetti, Giancarlo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10718.

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2015Dynamic Connectedness of UK Regional Property Prices. (2015). Antonakakis, Nikolaos ; Chatziantoniou, Ioannis ; Floros, Christos . In: MPRA Paper. RePEc:pra:mprapa:68421.

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2015New methodology for constructing real estate price indices applied to the Singapore residential market. (2015). Yu, Jun ; Phillips, Peter ; JunYu, ; PEter, ; Jiang, Liang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s121-s131.

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2015How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?. (2015). Eichler, Stefan. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112877.

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2015Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage. (2015). Bergin, Paul R ; Corsetti, Giancarlo . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1559.

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2015Systemic risk of European banks: Regulators and markets. (2015). Zhou, Chen ; van Oordt, Maarten. In: DNB Working Papers. RePEc:dnb:dnbwpp:478.

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2015Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:311-329.

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2015Government ownership and the cost of debt: Evidence from government investments in publicly traded firms. (2015). Borisova, Ginka ; Megginson, William L ; Holland, Kateryna ; Fotak, Veljko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:168-191.

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2015Determinants and Valuation Effects of the Home Bias in European Banks Sovereign Debt Portfolios. (2015). Ioannidou, Vasso ; Huizinga, Harry ; Horvath, Balint. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10661.

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2015Banks’ size, scope and systemic risk: What role for conflicts of interest?. (2015). Schepens, Glenn ; De Jonghe, Olivier ; Diepstraten, Maaike . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s3-s13.

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2015Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien . In: Revue française d'économie. RePEc:cai:rferfe:rfe_153_0189.

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2015The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence. (2015). Norden, Lars ; van Kampen, Stefan . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2015-10.

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2015Regulations, institutions and income smoothing by managing technical reserves: international evidence from the insurance industry. (2015). HASAN, IFTEKHAR ; Pasiouras, Fotios ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_015.

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2015Regulations, institutions and income smoothing by managing technical reserves: international evidence from the insurance industry. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_015.

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2015How the timing of dividend reductions can signal value. (2015). Hull, Tyler J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:114-131.

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2015The financing of innovative SMEs: A multicriteria credit rating model. (2015). Angilella, Silvia ; Mazzu, Sebastiano . In: European Journal of Operational Research. RePEc:eee:ejores:v:244:y:2015:i:2:p:540-554.

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2015Entrepreneurship in SME Segment: Case Study from the Czech Republic and Slovakia. (2015). Bilan, Yuriy ; Belas, Jaroslav ; Demjan, Valer ; Sipko, Juraj . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:38:y:2015:i:17:p:308.

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2015Corporate investment, debt and liquidity choices in the light of financial constraints and hedging needs. (2015). Bannier, Christina ; Schurg, Carolin . In: CFS Working Paper Series. RePEc:zbw:cfswop:509.

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2015Corporate investment, debt and liquidity choices in the light of financial constraints and hedging needs. (2015). Bannier, Christina ; Schurg, Carolin V. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:114561.

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2015Finance and Inequality Evidence from East Asia. (2015). Mansour, Mohamed Salah ; Wendel, Miriam . In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:3:p:1-16.

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2015Fundamentals matter: Idiosyncratic shocks and interbank relations. (2015). Dinger, Valeriya ; Bednarek, Peter ; von Westernhagen, Natalja . In: Discussion Papers. RePEc:zbw:bubdps:442015.

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2015Deposit Withdrawals from Distressed Commercial Banks. (2015). Brown, Martin ; Guin, Benjamin ; Morkotter, Stefan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113081.

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2015An empirical model of fractionally cointegrated daily high and low stock market prices. (2015). Baruník, Jozef ; Barunik, Jozef ; Dvoakova, Sylvie . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:193-206.

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2015Return Expectations and Risk Aversion Heterogeneity in Household Portfolios. (2015). Miniaci, Raffaele ; Bucciol, Alessandro ; Pastorello, Sergio . In: Working Papers. RePEc:ver:wpaper:01/2015.

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2015Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys. (2015). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:14-27.

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2015The frequency of regime switching in financial market volatility. (2015). BenSaïda, Ahmed ; Bensaida, Ahmed . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:63-79.

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2015Stock market expectations and risk aversion of individual investors. (2015). Veld, Chris ; Veld-Merkoulova, Yulia ; Lee, Boram ; Rosenthal, Leonard . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:122-131.

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2015Household Stockholding Behavior During the Great Financial Crisis. (2015). Zhou, Jie. In: Staff Working Papers. RePEc:bca:bocawp:15-15.

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2015The tone effect of news on investor beliefs: An experimental approach. (2015). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman ; Bosman, Ronald . In: CFS Working Paper Series. RePEc:zbw:cfswop:522.

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2015A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach. (2015). Wang, LI ; Yang, Haijun ; Sun, Gui . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:25:y:2015:i:5:p:901-924.

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2015Forecasting volatility with empirical similarity and Google Trends. (2015). Hamid, Alain ; Heiden, Moritz . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:62-81.

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2015Jelzáloghitel-törlesztés forintban és devizában - egyszerű modellek. (2015). Simonovits, Andras ; Király, Julia ; Kiraly, Julia . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1531.

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2015Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies. (2015). Savva, Christos ; Neanidis, Kyriakos. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:200.

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2015A Local or a Foreign Currency Loan? Evidence on the Role of Loan Characteristics, Preferences of Households and the Effect of Foreign Banks. (2015). Stix, Helmut ; Beckmann, Elisabeth ; Roitner, Anita . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2015:i:1:b:2.

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2015Mortgages denominated in domestic and foreign currencies: Simple models. (2015). Simonovits, Andras ; Király, Julia ; Kiraly, Julia . In: IEHAS Discussion Papers. RePEc:has:discpr:1513.

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2015Estimating Determinants of Borrowing: Evidence from Greece. (2015). Pastrapa, E. ; Apostolopoulos, C.. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:36:y:2015:i:2:p:210-223.

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2015The impact of international swap lines on stock returns of banks in emerging markets. (2015). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Andries, Alin Marius . In: Working Papers. RePEc:szg:worpap:1601.

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2015An investigation of credit borrower concentration. (2015). Yue, Heng ; Rao, Pingui ; Zhu, Jigao . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:208-221.

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2015Arbitraging the Basel securitization framework: Evidence from German ABS investment. (2015). Efing, Matthias. In: Discussion Papers. RePEc:zbw:bubdps:402015.

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2015Bank funding structures and risk: Evidence from the global financial crisis. (2015). Vazquez, Francisco ; Federico, Pablo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:1-14.

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2015Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; Dąbrowski, Marek ; Dbrowski, Marek A ; Miech, Sawomir . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503.

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2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

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2015Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Liao, Ting-Huei ; Lee, Yen-Hsien ; Huang, Ya-Ling . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

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2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

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2015Interactions between oil and financial markets — Do conditions of financial stress matter?. (2015). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:52:y:2015:i:pa:p:160-175.

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2015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

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2015On multivariate extensions of the conditional Value-at-Risk measure. (2015). Di Bernardino, E. ; Rodriguez-Griolo, M. R. ; Fernandez-Ponce, J. M. ; Palacios-Rodriguez, F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:1-16.

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2015Univariate conditioning of vine copulas. (2015). Jaworski, Piotr . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:89-103.

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2015Analyzing Systemic Risk in the Chinese Banking System. (2015). Scholtens, Bert ; de Haan, Jakob ; Huang, Qiubin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5513.

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2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

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2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

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2015Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility. (2015). Wang, Haijun ; Hou, Steven L. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:wanghou.

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2015Robust stress testing. (2015). Bidder, Rhys ; McKenna, Andrew . In: Working Paper Series. RePEc:fip:fedfwp:2015-13.

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2015Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns. (2015). Wollschlager, Marcel ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1506.08054.

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2015Identifying Dependence Structure among Equities in Indian Markets using Copulas. (2015). Grover, Vaibhav . In: MPRA Paper. RePEc:pra:mprapa:66302.

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2015Is diversification always optimal?. (2015). Humphrey, Jacquelyn E ; Lee, Wei-Lun ; Benson, Karen L. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:521-532.

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2015The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa . In: MPRA Paper. RePEc:pra:mprapa:68734.

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2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

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2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201510.

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2015Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:108-123.

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2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138.

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2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

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2015Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect. (2015). PSILLAKI, Maria ; Papafilis, Michalis-Panayiotis ; Margaritis, Dimitris . In: MPRA Paper. RePEc:pra:mprapa:68037.

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2015The causal relationship between debt and growth in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:6:p:974-989.

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2015“Sovereigns and banks in the euro area: a tale of two crises”. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201504.

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2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201508.

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2015Volatility spillovers in EMU sovereign bond markets. (2015). Fernandez-Rodriguez, Fernando ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:04-15.

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2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

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2015Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries. (2015). Ghosh, Sugata ; Fidrmuc, Jan ; Samargandi, Nahla . In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:66-81.

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2015Property rights and the stock market-growth nexus. (2015). Ibrahim, Mansor ; Ng, Adam ; Dewandaru, Ginanjar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:48-63.

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2015Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia. (2015). Masih, Abul ; Mohamed, Mohamed Ayaz . In: MPRA Paper. RePEc:pra:mprapa:65831.

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2015Heterogeneous Patterns of Financial Development:Implications for Asian Financial Integration. (2015). Singh, Nirvikar ; Bun, Linh . In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt8zv2r5ff.

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2015The role of the financial sector in enhancing economic growth in the Lao People’s Democratic Republic. (2015). Spantig, Kristina . In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:22:y:2015:i:1:p:67-98.

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2015Financial development, institutions and poverty alleviation: an empirical analysis. (2015). Cuestas, Juan ; Intarglia, Maurizio ; Cepparulo, Alessandra . In: NCID Working Papers. RePEc:nva:unnvaa:wp01-2015.

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2015Ethical behavior and trustworthiness in the stock market-growth nexus. (2015). Ibrahim, Mansor ; Mirakhor, Abbas ; Ng, Adam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:44-58.

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2015Management Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic. (2015). Zigraiova, Diana. In: Working Papers. RePEc:cnb:wpaper:2015/14.

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2015Women as ‘gold dust’: gender diversity in top boards and the performance of Italian banks. (2015). Del Prete, Silvia ; Stefani, Maria Lucia . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1014_15.

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2015Officials on boards and the prudential behavior of banks: Evidence from Chinas city commercial banks. (2015). Zhang, Guangli ; Qian, Xianhang ; Liu, Haiming . In: China Economic Review. RePEc:eee:chieco:v:32:y:2015:i:c:p:84-96.

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2015Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Mainik, Georg ; Ruschendorf, Ludger ; Mitov, Georgi . In: Papers. RePEc:arx:papers:1505.04045.

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2015Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Ruschendorf, Ludger ; Mitov, Georgi ; Mainik, Georg . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:115-134.

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2015Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2015). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1509.00607.

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2015Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_007.

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2015Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_007.

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2015Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data. (2015). Kao, Erin H. ; Ho, Tsung-Wu ; Fung, Hung-Gay . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:321-336.

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2015A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets. (2015). Kalkuhl, Matthias ; Algieri, Bernardina ; Koch, Nicolas . In: 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand. RePEc:ags:aare15:202529.

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2015Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111.

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2015The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach. (2015). Zheng, Yao . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:128-142.

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2015Measuring stock market contagion: Local or common currency returns?. (2015). Mink, Mark. In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:18-24.

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2015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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2015Political Volatility and Capital Markets: Evidence from Transition. (2015). Hartwell, Christopher. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201515.

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2015Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert. (2015). Goodell, John W ; Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:162-171.

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2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/018.

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2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67855.

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2015Credit rationing for Portuguese SMEs. (2015). Farinha, Luisa ; Felix, Sonia . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:167-177.

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2015Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey. (2015). Burdeau, Edwige . In: IFC Bulletins chapters. RePEc:bis:bisifc:39-22.

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2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15030.

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2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:547.

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2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Matthews, Kent ; Degryse, Hans ; Zhao, Tianshu . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/5.

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2015No evidence of financial accelerator in France. (2015). Campagne, Benoît ; Alhenc-Gelas, V. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2015-07.

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2015the coherence and the predictive content of the French Bank Lending Survey’s indicators (in French). (2015). Levieuge, G. In: Working papers. RePEc:bfr:banfra:567.

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2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Zhao, Tianshu ; Matthews, Kent ; Degryse, Hans. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/10.

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2015Situation des PME en France en 2014.. (2015). Cahn, Christophe ; Servant, F ; Lefilliatre, D. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2015:201:02.

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2015Searching for the source of macroeconomic integration across advanced economies. (2015). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2015-01.

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2015Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Dong, Gang Nathan ; Calluzzo, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

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2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15051.

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2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01169516.

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2015Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk. (2015). Leuwattanachotinan, Charnchai ; de Vries, Casper G. In: PIER Discussion Papers. RePEc:pui:dpaper:2..

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2015Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation. (2015). Niedrig, Tobias . In: SAFE Working Paper Series. RePEc:zbw:safewp:97.

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2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey . In: Post-Print. RePEc:hal:journl:halshs-01169516.

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2015How Informed Stock Trading Can Affect Labor Investment Efficiency. (2015). Ben-Nasr, Hamdi ; Alshwer, Abdullah . In: Proceedings of Business and Management Conferences. RePEc:sek:ibmpro:2304077.

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2015Monetary policy, bond risk premia, and the economy. (2015). Ireland, Peter. In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:c:p:124-140.

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2015Board diversity and its effects on bank performance: An international analysis. (2015). Garcia-Meca, Emma ; Martinez-Ferrero, Jennifer ; Garcia-Sanchez, Isabel-Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:202-214.

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2015Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2015). Bischoff, Oliver ; Buchwald, Achim . In: MPRA Paper. RePEc:pra:mprapa:63413.

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2015Sharing a Director with a Peer. (2015). Schmid, Markus ; Horsch, Philipp ; Berg, Tatjana . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:07.

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2015Bank charter value, systemic risk and credit reporting systems: Evidence from the Asia-Pacific region. (2015). TARAZI, Amine ; Soedarmono, Wahyoe ; Sitorus, Romora Edward . In: Working Papers. RePEc:hal:wpaper:hal-01174111.

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2015Risk governance and Asian bank performance: An empirical investigation over the financial crisis. (2015). Gallo, Angela ; Battaglia, Francesca . In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:53-68.

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2015Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:18-35.

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2015Trading strategies with implied forward credit default swap spreads. (2015). Tunaru, Radu S ; Leccadito, Arturo ; Urga, Giovanni . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:361-375.

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2015The banking crisis with interbank market freeze.. (2015). Dai, Meixing ; Dufourt, Frederic ; Cheng, Jin . In: Working Papers of BETA. RePEc:ulp:sbbeta:2015-20.

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2015Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

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2015To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone. (2015). Blstad, Jrgen ; Elhardt, Christoph . In: European Union Politics. RePEc:sae:eeupol:v:16:y:2015:i:3:p:325-346.

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2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

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2015Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis. (2015). Altr-Samuel, Adam-Nelu ; Cramer, Alexandru-Adrian . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:4:p:29-49.

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2015Risk, illiquidity or marketability: What matters for the discounts on private equity placements?. (2015). Chen, Linda H. ; Juneja, Januj A. ; Jiang, George J. ; Dyl, Edward A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:41-50.

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2015Cross-listings and corporate cash savings: International evidence. (2015). Kusnadi, Yuanto . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:91-107.

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2015The dark side of cross-listing: A new perspective from China. (2015). Busaba, Walid Y. ; Yu, Tong ; Sun, Zhenzhen ; Guo, Lin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:1-16.

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2015The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis. (2015). Reddy, K ; Rao, Narendar. In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:2:p:309-341.

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2015The Influence of Environmental and Social Performance on Financial Performance: Evidence from Romania’s Listed Entities. (2015). Brad, Laura ; DOBRE, Elena ; Stanila, Georgiana Oana . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:3:p:2513-2553:d:46320.

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2015Corporate Environmental Responsibility and Firm Performance in the Financial Services Sector. (2015). Jo, Hoje ; Park, Kwangwoo ; Kim, Hakkon . In: Journal of Business Ethics. RePEc:kap:jbuset:v:131:y:2015:i:2:p:257-284.

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2015Corporate social responsibility and social capital. (2015). Cox, James ; Jha, Anand . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:252-270.

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2015Complaints management and bank risk profile. (2015). Zorio-Grima, Ana ; Gambetta, Nicolas ; Garcia-Benau, Maria Antonia . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:7:p:1599-1601.

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2015Dimensions of liquidity and their factors in the Slovenian banking sector. (2015). Lastuvkova, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:55_2015.

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2015Determinants of the Slovak bank liquidity flows. (2015). Lastuvkova, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:51_2015.

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2015Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run. (2015). Klepková Vodová, Pavla ; Stavarek, Daniel ; Vodova, Pavla Klepkova . In: Working Papers. RePEc:opa:wpaper:0020.

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2015Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:266-280.

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2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature. (2015). Naik, Narayan Y ; Mullally, Kevin A ; Agarwal, Vikas . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000047.

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2015Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

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2015Managing risk in multi-asset class, multimarket central counterparties: The CORE approach. (2015). Cerezetti, F. V. ; Vicente, L. A. B. G., ; Iwashita, T. ; De Faria, S. R. ; Pereira, O. R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:119-130.

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2015Equity financing activities and European value-growth returns. (2015). Walkshausl, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:27-40.

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2015The impact of liquidity regulation on banks. (2015). Banerjee, Ryan ; Mio, Hitoshi . In: Bank of England working papers. RePEc:boe:boeewp:0536.

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2015Banks’ Liquidity Buffers and the Role of Liquidity Regulation. (2015). Zymek, Robert ; Lelyveld, Iman ; Bonner, Clemens. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:48:y:2015:i:3:p:215-234.

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2015Preferential Regulatory Treatment and Banks Demand for Government Bonds. (2015). Bonner, Clemens. In: Discussion Paper. RePEc:tiu:tiucen:049e0e5e-f57b-4ef8-ab8b-bcbd00568d6e.

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2015Analyst coverage and corporate social performance: Evidence from China. (2015). Su, Jun ; Cui, Zhipeng ; Zhang, Min ; Tong, Lijing . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:76-94.

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2015Truth and financial economics: A review and assessment. (2015). Andrikopoulos, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:186-195.

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2015Kriging of financial term-structures. (2015). Rulliere, Didier ; Cousin, Areski . In: Working Papers. RePEc:hal:wpaper:hal-01206388.

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2015Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Working Papers. RePEc:hhs:lunewp:2015_030.

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2015The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. (2015). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriakou, Panayiotis . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:526-547.

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2015Model Comprehensive Risk Assessment of the Insurance Company: Tradition and Innovation. (2015). Slepukhina, Yulia . In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:3:y:2015:i:3:p:37-42.

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2015Does one size fit all? Determinants of insurer capital structure around the globe. (2015). Wende, Sabine ; Berry-Stolzle, Thomas R ; Altuntas, Muhammed . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:251-271.

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2015Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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2015Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

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2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

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2015Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

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2015Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71.

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2015Oil price and stock returns of consumers and producers of crude oil. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

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2015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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2015New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

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2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371.

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2015Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382.

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2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

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2015A new risk measure and its application in portfolio optimization: The SPP–CVaR approach. (2015). bin, Liu. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:383-390.

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2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015The Commodity Sector and Related Governance Challenges from a Sustainable Development Perspective: The Example of Switzerland Current Research Gaps. (2015). Rais, Daniel . In: Papers. RePEc:wti:papers:865.

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2015Are Indian stock returns predictable?. (2015). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:506-531.

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2015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:391-402.

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2015Modern Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks. (2015). Lipton, Alexander . In: Papers. RePEc:arx:papers:1510.07608.

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2015The Macro Impact of Short-Termism. (2015). Terry, Stephen J.. In: Discussion Papers. RePEc:sip:dpaper:15-022.

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2015Crisis-proof services : Why trade in services did not suffer during the 2008-2009 collapse. (2015). Ariu, Andrea. In: Working Paper Research. RePEc:nbb:reswpp:201507-284.

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2015How Firms Export: Processing vs. Ordinary Trade with Financial Frictions. (2015). Manova, Kalina ; Yu, Zhihong . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1377.

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2015How Firms Export: Processing vs. Ordinary Trade with Financial Frictions. (2015). Manova, Kalina ; Yu, Zhihong . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10871.

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2015How firms export: processing vs. ordinary trade with financial frictions. (2015). Manova, Kalina ; Yu, Zhihong . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64980.

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2015Trade credit and ethnicity: Case of ethnic minority area in China. (2015). Yano, Go. In: China Economic Review. RePEc:eee:chieco:v:36:y:2015:i:c:p:236-260.

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2015Political and economic incentives of government in partial privatization. (2015). Yamada, Takeshi ; Li, Zhaohua . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:169-189.

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2015Industrial Performance of the Renewable Resources Industry in China. (2015). Zhou, Dong ; Zhao, Xingang . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:9:p:11777-11798:d:54769.

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2015Financial Literacy, Human Capital and Stock Market Participation in Europe: An Empirical Exercise under Endogenous Framework. (2015). Thomas, Ashok ; Spataro, Luca. In: Discussion Papers. RePEc:pie:dsedps:2015/194.

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2015Financial education, literacy and investment attitudes. (2015). Pettinicchi, Yuri ; Padula, Mario ; Cavapozzi, Danilo ; Brugiavini, Agar. In: SAFE Working Paper Series. RePEc:zbw:safewp:86.

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2015The Financial Literacy Gender Gap: A Question of Nature or Nurture?. (2015). Walle, Yabibal ; Filipiak, Ute . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:176.

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2015Essays in household finance. (2015). Djordjevic, Ljubica . In: Other publications TiSEM. RePEc:tiu:tiutis:ad3edc86-915e-4ce8-ba38-bc60aa70b561.

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2015Financial Literacy and Food Security in Extremely Vulnerable Households. (2015). Millimet, Daniel ; McDonough, Ian ; Fomby, Thomas. In: IZA Discussion Papers. RePEc:iza:izadps:dp9103.

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2015Financial Literacy: Where Do We Stand?. (2015). Iwanicz-Drozdowska, Małgorzata ; Colombo, Luca ; Malgorzata, Iwanicz-Drozdowska ; Luca, Colombo ; Paola, Bongini . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/80527:y:2015:i:1:p:3-12.

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2015Financial Literacy, Households Investment Behavior, and Risk Propensity. (2015). Barbi, Massimiliano ; Bajo, Emanuele ; Sandro, Sandri ; Massimiliano, Barbi . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/80534:y:2015:i:1:p:157-174.

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2015Hyperbolic Discounting and Life-Cycle Portfolio Choice. (2015). Phelan, Gregory ; Love, David. In: Department of Economics Working Papers. RePEc:wil:wileco:2015-11.

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2015Risk preference or financial literacy? Behavioural experiment on index insurance demand. (2015). Awel Y., ; Azomahou T. T., . In: MERIT Working Papers. RePEc:unm:unumer:2015005.

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2015Financial regulation and IPOs: Evidence from the history of the Italian stock market. (2015). Cattaneo, Mattia ; Vismara, Silvio ; Meoli, Michele . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:116-131.

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2015Delisting Brazilian Public Companies: Empirical Evidence about Corporate Governance Issues. (2015). Bortolon, Patricia Maria ; da Silva, Annor . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:specialissue:y:2015:i:2:p:92-117.

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2015Does a public campaign influence debit card usage? Evidence from the Netherlands. (2015). Jonker, Nicole ; Verburg, Johan ; Plooij, Mirjam . In: DNB Working Papers. RePEc:dnb:dnbwpp:470.

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2015Out of sight, out of mind: consumer reaction to news on data breaches and identity theft. (2015). Mikhed, Vyacheslav ; Vogan, Michael . In: Working Papers. RePEc:fip:fedpwp:15-42.

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2015Equity Premium Prediction: Are Economic and Technical Indicators Instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian . In: Kiel Working Papers. RePEc:kie:kieliw:1987.

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2015Dynamic factors and asset pricing: International and further U.S. evidence. (2015). Zhu, Jie ; He, Zhongzhi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:21-39.

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2015Multi-factor volatility and stock returns. (2015). He, Zhongzhi ; Zhu, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s132-s149.

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2015Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113079.

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2015Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1987.

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2015Diversification and Endogenous Financial Networks. (2015). Koch, Erwan ; Jean-Cyprien H'eam, . In: Papers. RePEc:arx:papers:1408.4618.

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2015Valuation Algorithms for Structural Models of Financial Interconnectedness. (2015). Hain, Johannes ; Fischer, Tom . In: Papers. RePEc:arx:papers:1501.07402.

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2015Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton . In: Economics Series Working Papers. RePEc:oxf:wpaper:764.

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2015Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

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2015VIX forecasting and variance risk premium: A new GARCH approach. (2015). Liu, Qiang ; Qiao, Gaoxiu ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:314-322.

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2015Pricing, dynamics, and determinants of illiquidity risks: International evidence. (2015). Samet, Anis . In: Emerging Markets Review. RePEc:eee:ememar:v:23:y:2015:i:c:p:124-147.

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2015The illiquidity premium: International evidence. (2015). Amihud, Yakov ; Zhang, Huiping ; Kang, Wenjin ; Hameed, Allaudeen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:350-368.

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2015Metafrontier cost Malmquist productivity index: an application to Taiwanese and Chinese commercial banks. (2015). Huang, Mei-Ying ; Fu, Tsu-Tan ; Juo, Jia-Ching . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:44:y:2015:i:3:p:321-335.

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2015Acquired Credit Unions: Drivers of Takeover. (2015). Carter, Stephen B ; Sant, Raymond R. In: International Journal of Business and Social Research. RePEc:mir:mirbus:v:5:y:2015:i:8:p:18-33.

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2015Reactions to corporate insider’s transactions: Do legal stock market disclosure rules have an impact?. (2015). Rose, Caspar ; Sopstad, Nicolai . In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:40:y:2015:i:2:p:247-272.

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2015The impact of monetary policy announcements on the stock price of large European banks during the financial crisis. (2015). Ricci, Ornella . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:245-255.

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2015Insurance companies trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality?. (2015). Vermeulen, Robert ; Bijlsma, Melle. In: DNB Working Papers. RePEc:dnb:dnbwpp:468.

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2015The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20151782.

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2015On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna . In: MPRA Paper. RePEc:pra:mprapa:68859.

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2015The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo. In: European Journal of Political Economy. RePEc:eee:poleco:v:39:y:2015:i:c:p:288-304.

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2015Vermögensteuer und ihre Implikationen für den Wirtschaftsstandort Deutschland: Eine betriebswirtschaftliche Analyse. (2015). Sureth, Caren ; Hoppe, Thomas ; Maiterth, Ralf . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:181.

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2015The impact of taxes on bilateral royalty flows. (2015). Dudar, Olena ; Voget, Johannes ; Spengel, Christoph . In: ZEW Discussion Papers. RePEc:zbw:zewdip:15052.

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2015The Tax Sensitivity of Debt in Multinationals: A Review. (2015). Schjelderup, Guttorm. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5590.

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2015The Tax Sensitivity of Debt in Multinationals: A Review. (2015). Schjelderup, Guttorm. In: Discussion Papers. RePEc:hhs:nhhfms:2015_029.

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2015Empirical evaluation of interest barrier effects. (2015). Dressler, Daniel ; Scheuering, Uwe . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12046r.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Exploring Corporate Social Responsibility in Foreign Bank Branches from Romania: An Empirical Analysis of Public Disclosure of Financial Statements and Banking Audit Reports. (2015). Tamas-Szora, Attila ; Socol, Adela . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2015:i:17:p:38-44.

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2015Profitability of contrarian strategies in the Chinese stock market. (2015). Shi, Huai-Long ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1505.00328.

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2015Taming the Basel Leverage Cycle. (2015). Aymanns, Christoph ; Vincent, ; Farmer, Doyne J ; Caccioli, Fabio . In: Papers. RePEc:arx:papers:1507.04136.

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2015Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2015). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1509.00607.

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2015Quantitative Easing as a Policy Tool Under the Effective Lower Bound. (2015). Reza, Abeer ; Suchanek, Lena ; Santor, Eric . In: Discussion Papers. RePEc:bca:bocadp:15-14.

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2015Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1015_15.

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2015Why Financial Advice Cannot Substitute for Financial Literacy?. (2015). Debbich, Majdi. In: Working papers. RePEc:bfr:banfra:534.

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2015Risk management for Monetary Policy Near the Zero Lower Bound. (2015). Krane, Spencer ; Gourio, Francois ; Fisher, Jonas ; Evans, Charles. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:50:y:2015:i:2015-01:p:141-219.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). Верников, Андрей. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_022.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201508181357.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_022.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201511251450.

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2015The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE. (2015). Stuart, Rebecca ; Everett, Mary ; Dunne, Peter. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2015:m:07:p:61-71.

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2015Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana . In: Discussion Papers. RePEc:cfm:wpaper:1534.

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2015An Experiment on Retail Payments Systems. (2015). Camera, Gabriele ; Casari, Marco ; Bortolotti, Stefania. In: Working Papers. RePEc:chu:wpaper:15-13.

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2015Trading Fees and Slow-Moving Capital. (2015). Buss, Adrian ; Dumas, Bernard J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10737.

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2015The impact of the global financial crisis on banking globalization. (2015). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:459.

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2015A measure of redenomination risk. (2015). De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151785.

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2015Heterogeneous effects of microcredit: Evidence from large-scale programs in Bangladesh. (2015). Islam, Asadul. In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:48-58.

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2015Financial market misconduct and agency conflicts: A synthesis and future directions. (2015). Cumming, Douglas ; Johan, Sofia ; Dannhauser, Robert . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:150-168.

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2015Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?. (2015). Davies, Ryan ; Merrick, John J ; Atanasov, Vladimir . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:210-234.

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2015Exchange trading rules, surveillance and suspected insider trading. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:311-330.

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2015Product market competition and corporate investment: Evidence from China. (2015). Kim, Kenneth ; Zhu, Bing ; Nofsinger, John R ; Jiang, Fuxiu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:196-210.

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2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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2015The dynamics of bank debt renegotiation in Europe: A survival analysis approach. (2015). Godlewski, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:19-31.

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2015A frontier measure of U.S. banking competition. (2015). Bolt, Wilko ; Humphrey, David . In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:2:p:450-461.

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2015Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100.

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2015Quality of bank capital and bank lending behavior during the global financial crisis. (2015). Marinč, Matej ; Loncarski, Igor ; Lonarski, Igor ; Li, Shaofang ; Koak, Marko . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:168-183.

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2015What determines the yen swap spread?. (2015). Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Azad, A. S. M. Sohel, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:1-13.

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2015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

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2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

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2015Intermediate-term momentum and credit rating. (2015). Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67.

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2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal. (2015). Cole, Rebel ; Chernykh, Lucy . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:131-143.

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2015Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404.

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2015Dynamical macroprudential stress testing using network theory. (2015). Levy-Carciente, Sary ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:164-181.

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2015Size, leverage, and risk-taking of financial institutions. (2015). Bhagat, Sanjai ; Lu, Jun ; Bolton, Brian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:520-537.

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2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

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2015The Panzar–Rosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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2015Fragmentation and stability of markets. (2015). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:119:y:2015:i:c:p:466-481.

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2015Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61.

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2015Bank risk behavior and connectedness in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:161-184.

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2015US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

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2015Central bank communication in the financial crisis: Evidence from a survey of financial market participants. (2015). Neuenkirch, Matthias ; Hayo, Bernd. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:166-181.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. (2015). Aloui, Chaker ; ben Hamida, Hela ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135.

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2015Do credit rating concerns lead to better corporate governance? Evidence from Korea. (2015). Bereskin, Frederick L ; Oh, Frederick Dongchuhl ; Kim, Bushik . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:592-608.

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2015Cointegration of matched home purchases and rental price indexes — Evidence from Singapore. (2015). Baltagi, Badi ; Li, Jing . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:80-88.

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Recent citations received in 2014

YearCiting document
2014Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2014-12.

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2014Volatility jumps and their economic determinants. (2014). Rossi, Eduardo ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2014-27.

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2014Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Lunde, Asger ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31.

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2014Bank asset reallocation and sovereign debt. (2014). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:100.

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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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2014Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso . In: Papers. RePEc:arx:papers:1402.3688.

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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 dynamics of the leverage cycle. (2014). Aymanns, Christoph ; Farmer, Doyne J.. In: Papers. RePEc:arx:papers:1407.5305.

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2014Contagious Synchronization and Endogenous Network Formation in Financial Networks. (2014). Georg, Co-Pierre ; Aymanns, Christoph . In: Papers. RePEc:arx:papers:1408.0440.

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2014European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar. In: Working Papers. RePEc:bak:wpaper:201408.

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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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2014The negative feedback loop between banks and sovereigns. (2014). Grande, Giuseppe ; Angelini, Paolo ; Panetta, Fabio . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_213_14.

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2014Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14.

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2014Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410.

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

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

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2014Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184.

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2014When arm’s length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_014.

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2014Banking reform, risk-taking, and earnings quality – Evidence from transition countries. (2014). HASAN, IFTEKHAR ; Li, Lingxiang . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_019.

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2014Ending over-lending : Assessing systemic risk with debt to cash flow. (2014). Sarlin, Peter ; Ramsay, Bruce A. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_011.

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2014Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Sarlin, Peter ; Laina, Patrizio . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_014.

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2014Bank ownership structure, SME lending and local credit markets. (2014). Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_022.

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2014Estimation of Firms Default Rates in terms of Intangible Assets. (2014). Tsuchiya, Saiki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp14e02.

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2014Macroprudential Research: Selected Issues. (2014). Derviz, Alexis ; Konecny, Tomas ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek ; Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Kubicova, Ivana . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/2.

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2014Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector. (2014). Plašil, Miroslav ; Komarkova, Zlatuse ; Hausenblas, Václav ; Brechler, Josef ; Plasil, Miroslav . In: Research and Policy Notes. RePEc:cnb:rpnrpn:2014/04.

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

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2014When arms length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten . In: DNB Working Papers. RePEc:dnb:dnbwpp:431.

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2014Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben ; Frost, Jon. In: DNB Working Papers. RePEc:dnb:dnbwpp:441.

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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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2014Earnings Management and Performance in Family-Controlled Firms:Evidence from an Emerging Economy. (2014). Sepulveda, Jean ; Jara Bertin, Mauricio ; Jara-Bertin, Mauricio. In: Serie Working Papers. RePEc:dsr:wpaper:01.

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2014Competition and bank risk: the effect of securitization and bank capital. (2014). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20141678.

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2014Controlling shareholders, board structure, and firm performance: Evidence from India. (2014). Prevost, Andrew ; Jameson, Melvin ; Puthenpurackal, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:1-20.

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2014Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor ; Casey, Eddie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193.

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2014The effect of government quality on corporate cash holdings. (2014). Zou, Hong ; Chen, Deqiu ; Li, Sifei ; Xiao, Jason Zezhong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400.

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2014Control–ownership wedge, board of directors, and the value of excess cash. (2014). Boubaker, Sabri ; Derouiche, Imen . In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:110-122.

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2014Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

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

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2014What makes carbon traders cluster their orders?. (2014). Pardo, Angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

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2014Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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2014Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence. (2014). Edenhofer, Ottmar ; Grosjean, Godefroy ; Fuss, Sabine ; Koch, Nicolas . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685.

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2014Classifying returns as extreme: European stock and bond markets. (2014). Christiansen, Charlotte. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:1-4.

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2014A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

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2014Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236.

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2014The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marinč, Matej ; Li, Shaofang . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:46-71.

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2014Ring fencing and consolidated banks’ stress tests. (2014). Schmieder, Christian ; Cerutti, Eugenio. In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:1-12.

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2014Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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2014Too big to succeed? Banking sector consolidation and efficiency. (2014). Takahashi, Yuki ; Harimaya, Kozo ; Montgomery, Heather . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:86-106.

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

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2014Does it pay to be ethical? Evidence from the FTSE4Good. (2014). Clark, Ephraim ; Belghitar, Yacine ; Deshmukh, Nitin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:54-62.

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Recent citations received in 2013

YearCiting document
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective. (2013). MORANA, CLAUDIO. In: The Energy Journal. RePEc:aen:journl:ej34-3-07.

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2013Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit . 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). Peng, Xianhua ; Wen, Zaiwen ; Liu, Xin ; Sun, Xiaoling ; Bai, Xiaodi . 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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2013The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas. In: Working Papers. RePEc:awi:wpaper:0552.

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

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2013What is a prime bank? A Euribor � OIS spread perspective. (2013). Taboga, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_895_13.

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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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2013Bank Competition and Account Penetration: Evidence from Mexico. (2013). Schwabe, Rainer ; Marin, Ana Georgina . In: Working Papers. RePEc:bdm:wpaper:2013-14.

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2013Herding in financial markets: Bridging the gap between theory and evidence. (2013). Nautz, Dieter. In: Working Papers. RePEc:bdp:wpaper:2013002.

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2013Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, Dilyara ; Héam, Jean-Cyprien ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., . In: Working papers. RePEc:bfr:banfra:432.

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2013Financial Literacy and Financial Planning in France.. (2013). Savignac, Frédérique ; Debbich, Majdi ; Arrondel, Luc. In: Working papers. RePEc:bfr:banfra:465.

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2013Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Labonne, C. ; Tavolaro, S. ; J.-C. Heam, . In: Débats économiques et financiers. RePEc:bfr:decfin:6.

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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). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha. In: Working Papers. RePEc:bng:wpaper:13007.

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2013Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America. (2013). Williams, Jonathan ; Molyneux, Philip. In: Working Papers. RePEc:bng:wpaper:13011.

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

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2013Trading Puzzle, Puzzling Trade. (2013). Erdem, Orhan ; Arık, 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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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). ramirez, maria ; Melo, Luis ; Iregui, Ana ; Ana Maria Iregui B., ; Maria Teresa Ramirez G., ; Carmen Cecilia Delgado R., . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011106.

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2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2013). Pierret, Diane ; Engle, Robert ; Acharya, Viral V. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9431.

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2013Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9459.

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2013Supranational Supervision - How Much and for Whom?. (2013). Wagner, Wolf ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9546.

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2013International Competitiveness and Monetary Policy: Strategic Policy and Coordination with a Production Relocation Externality. (2013). Bergin, Paul ; Corsetti, Giancarlo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9616.

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2013Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2013). Rogoff, Kenneth ; Reinhart, Carmen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9750.

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2013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13.

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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). Lelarge, Claire ; DUBOIS, Y. ; COTTET, V. ; P.-Y. CABANNES, ; SICSIC, M.. 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: DES - Working Papers. Statistics and Econometrics. WS. 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: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws132119.

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

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2013Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model. (2013). Nautz, Dieter ; Boortz, Christopher ; 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). Brown, Martin ; Sokolov, Vladimir ; de Haas, Ralph . 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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2013Islamic finance in Europe. (2013). Ongena, Steven ; Masciantonio, Sergio ; di Mauro, Filippo ; Di Maria, Angela ; Couderc, Stephane ; Zaher, Sajjad ; Caristi, Pierluigi ; Ho, Lauren ; Grewal, Beljeet Kaur . In: Occasional Paper Series. RePEc:ecb:ecbops:20130146.

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

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2013The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian. In: Working Paper Series. RePEc:ecb:ecbwps:20131558.

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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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2013The Effects of Foreign and Government Ownership on Bank Lending Behavior during a Crisis in Central and Eastern Europe. (2013). Kowalewski, Oskar ; Allen, Franklin ; Jackowicz, Krzysztof . In: Working Papers. RePEc:ecl:upafin:13-25.

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2013Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa . In: Working Papers. RePEc:ecl:upafin:13-32.

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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 ; Cowan, Kevin ; Borensztein, Eduardo . In: Documentos de Trabajo. RePEc:edj:ceauch:299.

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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: SIRE Discussion Papers. RePEc:edn:sirdps:485.

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Recent citations received in 2012

YearCiting document
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). Ottaviani, Marco ; Inderst, Roman. 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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2012A Stochastic Model of Wealth Accumulation with Class Division. (2012). Russo, Alberto. In: Working Papers. RePEc:anc:wpaper:373.

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2012Patent Oppositions as Competitive Tools: An Analysis of the Major Players in the European Market of White Goods. (2012). Sterlacchini, Alessandro. In: Working Papers. RePEc:anc:wpaper:374.

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2012Systemic risk on different interbank network topologies. (2012). Tedeschi, Gabriele ; Lenzu, Simone. In: Working Papers. RePEc:anc:wpaper:375.

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2012Markets connectivity and financial contagion. (2012). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro. In: Working Papers. RePEc:anc:wpaper:382.

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2012Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy. (2012). Cela, Eralba. In: Working Papers. RePEc:anc:wpaper:386.

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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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2012Monetary policy, financial intermediation, current account and housing market - how do they fit together?. (2012). Milcheva, Stanimira . In: ERES. RePEc:arz:wpaper:eres2012_151.

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2012Consumer Interest Rates and Retail Mutual Fund Flows. (2012). Sierra Jimenez, Jesus. In: Staff 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: Working Papers. RePEc:bde:wpaper:1236.

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2012Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., . In: Working papers. RePEc:bfr:banfra:394.

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2012An equilibrium model of credit rating agencies. (2012). Vigier, Adrien ; Natvik, Gisle ; Holden, Steinar. In: Working Paper. RePEc:bno:worpap:2012_23.

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2012Financial Stability Paper No 16: Precautionary contingent capital. (2012). Murphy, Gareth ; Willison, Matthew ; Walsh, Mark. In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0016.

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2012Measuring systemic funding liquidity risk in the Russian banking system. (2012). . In: BOFIT Discussion Papers. RePEc:bof: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:bof:bofitp:2012_029.

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2012Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara . In: Working Papers. RePEc:bre:wpaper:717.

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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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2012The Role of Equity Funds in the Financial Crisis Propagation. (2012). Hau, Harald ; Lai, Sandy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8819.

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2012When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Wei, Shang-Jin ; Bai, Jennie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9252.

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

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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 . 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. 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). Xue, Yi ; Gencay, Ramazan ; Genay, Ramazan . 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). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . 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 ; Shin- ichi Fukuda, . 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). Marrone, James ; Gordy, Michael. 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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