Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of International Money and Finance / Elsevier

2.58

Impact Factor

2.42

5-Years IF

82

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.180.10.162929491.6953971131863035 (6.5%)30.10.04
19910.340.090.34372881.2292965221805458 (6.2%)50.120.04
19920.220.10.2139111780.7105872161743662 (5.9%)20.050.04
19930.290.110.23361471010.69111782241824286 (7.7%)110.310.05
19940.440.120.39431901380.7389775331837258 (6.5%)0.05
19950.520.190.65452352441.041793794119012484 (4.7%)80.180.07
19960.50.220.72502853401.191176884420614998 (8.3%)70.140.09
19970.670.270.88513364271.271075956421318881 (7.5%)140.270.09
19980.770.270.96493854861.26145710178225215100 (6.9%)110.220.1
19990.850.311.03444295671.3217531008523824492 (5.2%)280.640.13
20001.390.41.36454747171.5113809312923932675 (5.4%)80.180.15
20011.490.41.32495238971.7220378913323931580 (3.9%)190.390.15
20021.270.421.44465699221.6213459411923834385 (6.3%)270.590.18
20031.850.442.245262113762.229929517623352246 (4.6%)230.440.18
20041.740.492.115267313812.0512949817123649964 (4.9%)390.750.2
20051.480.531.966573815042.04204210415424447890 (4.4%)811.250.21
20062.020.512.256680417152.131859117236264594102 (5.5%)580.880.2
20072.010.441.916887217101.961708131263281538102 (6%)640.940.18
20082.150.472.177394518701.98112313428830365664 (5.7%)450.620.2
20091.860.472.1769101420312130914126232470389 (6.8%)420.610.19
20101.490.441.9597111117991.62117514221234166582 (7%)510.530.16
20111.620.512.194120521881.8291316626937378458 (6.4%)430.460.2
20121.550.561.99105131025181.92120519129740179679 (6.6%)930.890.21
20132.260.662.51144145434912.41226199449438109972 (5.9%)1290.90.23
20142.70.672.51123157736762.33693249673509127649 (7.1%)1261.020.22
20152.580.822.42115169235032.07252267688563136422 (8.7%)690.60.27
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
12001Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272.

Full description at Econpapers || Download paper

688
21995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

Full description at Econpapers || Download paper

428
31995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

Full description at Econpapers || Download paper

400
41992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

Full description at Econpapers || Download paper

397
52005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

Full description at Econpapers || Download paper

318
61999Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

Full description at Econpapers || Download paper

313
72005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

Full description at Econpapers || Download paper

241
82001Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471.

Full description at Econpapers || Download paper

240
91998Central bank intervention and exchange rate volatility1. (1998). Dominguez, Kathryn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190.

Full description at Econpapers || Download paper

222
102000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53.

Full description at Econpapers || Download paper

217
111993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. (1993). Olsen, Richard ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A. ; Nagler, Robert J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438.

Full description at Econpapers || Download paper

194
121995Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762.

Full description at Econpapers || Download paper

194
132007Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

Full description at Econpapers || Download paper

192
142002International financial integration and economic growth. (2002). Slok, Torsten ; Ricci, Luca ; Levine, Ross ; Edison, Hali. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776.

Full description at Econpapers || Download paper

186
151999Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586.

Full description at Econpapers || Download paper

183
162000Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

Full description at Econpapers || Download paper

182
171993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA. (1993). Gentry, William ; Bodnar, Gordon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45.

Full description at Econpapers || Download paper

179
181983Foreign currency option values. (1983). Garman, Mark B. ; Kohlhagen, Steven W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237.

Full description at Econpapers || Download paper

175
191991Cointegration: how short is the long run?. (1991). Rush, Mark ; Hakkio, Craig. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581.

Full description at Econpapers || Download paper

170
201999What triggers market jitters?: A chronicle of the Asian crisis. (1999). Schmukler, Sergio ; Kaminsky, Graciela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560.

Full description at Econpapers || Download paper

165
211999Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s. (1999). Reinhart, Carmen ; Montiel, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:619-635.

Full description at Econpapers || Download paper

163
222001Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296.

Full description at Econpapers || Download paper

158
231996Purchasing power parity and unit root tests using panel data. (1996). Oh, Keun-Yeob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418.

Full description at Econpapers || Download paper

156
242006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

Full description at Econpapers || Download paper

155
252006Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403.

Full description at Econpapers || Download paper

147
261993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. (1993). Thomas, Lee III ; Levich, Richard M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474.

Full description at Econpapers || Download paper

144
272000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

Full description at Econpapers || Download paper

143
281999Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602.

Full description at Econpapers || Download paper

143
292006The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952.

Full description at Econpapers || Download paper

142
302000The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488.

Full description at Econpapers || Download paper

141
311994Hourly volatility spillovers between international equity markets. (1994). Engle, Robert ; Susmel, Raul . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25.

Full description at Econpapers || Download paper

139
322007Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569.

Full description at Econpapers || Download paper

137
331996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. (1996). Bonser-Neal, Catherine ; Tanner, Glenn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878.

Full description at Econpapers || Download paper

135
342001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399.

Full description at Econpapers || Download paper

135
352002The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

Full description at Econpapers || Download paper

134
361998On inflation and inflation uncertainty in the G7 countries. (1998). Grier, Kevin ; Perry, Mark J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689.

Full description at Econpapers || Download paper

132
372003The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

Full description at Econpapers || Download paper

129
382004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25.

Full description at Econpapers || Download paper

127
392004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration. (2004). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:3:p:461-492.

Full description at Econpapers || Download paper

125
401998Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

Full description at Econpapers || Download paper

124
412004Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733.

Full description at Econpapers || Download paper

124
421997Why do central banks intervene?. (1997). Baillie, Richard ; Osterberg, William P.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919.

Full description at Econpapers || Download paper

122
431997Stock returns and volatility in emerging financial markets. (1997). Imrohoroglu, Selahattin ; De Santis, Giorgio . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579.

Full description at Econpapers || Download paper

121
441994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk. (1994). Taylor, Mark ; MacDonald, Ronald. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290.

Full description at Econpapers || Download paper

121
451982Fluctuations in the dollar: A model of nominal and real exchange rate determination. (1982). Morton, John ; Hooper, Peter . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:1:y:1982:i::p:39-56.

Full description at Econpapers || Download paper

120
462007Explaining the global pattern of current account imbalances. (2007). Gruber, Joseph W. ; Kamin, Steven B.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:500-522.

Full description at Econpapers || Download paper

120
472007Home bias and international risk sharing: Twin puzzles separated at birth. (2007). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605.

Full description at Econpapers || Download paper

120
482006Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639.

Full description at Econpapers || Download paper

119
491999Lessons from the Asian crisis. (1999). Mishkin, Frederic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723.

Full description at Econpapers || Download paper

117
501993On biases in the measurement of foreign exchange risk premiums. (1993). Hodrick, Robert ; Bekaert, Geert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138.

Full description at Econpapers || Download paper

115

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

#YearTitleCited
12001Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272.

Full description at Econpapers || Download paper

234
21995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

Full description at Econpapers || Download paper

138
32013Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36.

Full description at Econpapers || Download paper

105
42013The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82.

Full description at Econpapers || Download paper

104
52007Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

Full description at Econpapers || Download paper

98
62005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

Full description at Econpapers || Download paper

92
72005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

Full description at Econpapers || Download paper

78
82014Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:221-248.

Full description at Econpapers || Download paper

65
92011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; JOUINI, Jamel ; AROURI, Mohamed ; El Hedi Arouri, Mohamed, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

Full description at Econpapers || Download paper

63
102013What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. (2013). Jinjarak, Yothin ; Hutchison, Michael ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:37-59.

Full description at Econpapers || Download paper

63
112013Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

Full description at Econpapers || Download paper

61
122006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

Full description at Econpapers || Download paper

61
132012Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638.

Full description at Econpapers || Download paper

59
142013Debt and growth: New evidence for the euro area. (2013). Rother, Philipp ; Checherita Westphal, Cristina ; Baum, Anja ; Checherita-Westphal, Cristina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:809-821.

Full description at Econpapers || Download paper

59
152006The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952.

Full description at Econpapers || Download paper

57
162007Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569.

Full description at Econpapers || Download paper

55
172014Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70.

Full description at Econpapers || Download paper

52
182009Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling-recoupling hypothesis. (2009). Hutchison, Michael ; Dooley, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1331-1349.

Full description at Econpapers || Download paper

50
192009Financial development and economic growth: Convergence or divergence?. (2009). Fung, Michael K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:56-67.

Full description at Econpapers || Download paper

49
202013Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113.

Full description at Econpapers || Download paper

48
212009Cross-country comparisons of competition and pricing power in European banking. (2009). Molyneux, Philip ; Maudos, Joaquin ; Carbo Valverde, Santiago ; Humphrey, David . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:115-134.

Full description at Econpapers || Download paper

48
222000Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

Full description at Econpapers || Download paper

48
232004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration. (2004). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:3:p:461-492.

Full description at Econpapers || Download paper

48
242006Towards a new early warning system of financial crises. (2006). Fratzscher, Marcel ; Bussiere, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:953-973.

Full description at Econpapers || Download paper

47
252012Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:639-656.

Full description at Econpapers || Download paper

47
262012How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

Full description at Econpapers || Download paper

46
271995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

Full description at Econpapers || Download paper

45
282012Does inequality lead to a financial crisis?. (2012). Meissner, Christopher ; Bordo, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2147-2161.

Full description at Econpapers || Download paper

45
291998Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

Full description at Econpapers || Download paper

45
302012Sovereign risk premiums in the European government bond market. (2012). von Hagen, Juergen ; Schuknecht, Ludger ; Bernoth, Kerstin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:975-995.

Full description at Econpapers || Download paper

44
312006Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639.

Full description at Econpapers || Download paper

43
322011Thresholds in the process of international financial integration. (2011). Taylor, Ashley ; Prasad, Eswar ; Kose, Ayhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179.

Full description at Econpapers || Download paper

43
332013Leading indicators of crisis incidence: Evidence from developed countries. (2013). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Matj, Jakub ; Rusnak, Marek . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:35:y:2013:i:c:p:1-19.

Full description at Econpapers || Download paper

42
341992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

Full description at Econpapers || Download paper

42
352010The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration. (2010). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua ; MenzieD. Chinn, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:4:p:615-641.

Full description at Econpapers || Download paper

41
362000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

Full description at Econpapers || Download paper

41
371999Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

Full description at Econpapers || Download paper

40
382013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2013). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:719-738.

Full description at Econpapers || Download paper

39
392007Explaining the global pattern of current account imbalances. (2007). Gruber, Joseph W. ; Kamin, Steven B.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:500-522.

Full description at Econpapers || Download paper

39
401999Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602.

Full description at Econpapers || Download paper

39
412012Central bank announcements of asset purchases and the impact on global financial and commodity markets. (2012). Leduc, Sylvain ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2078-2101.

Full description at Econpapers || Download paper

36
421995Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762.

Full description at Econpapers || Download paper

36
431999Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586.

Full description at Econpapers || Download paper

35
442009The crisis in the foreign exchange market. (2009). Taylor, Mark ; Melvin, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1317-1330.

Full description at Econpapers || Download paper

34
452013What determines Euro area bank CDS spreads?. (2013). Vespro, Cristina ; Van Roy, Patrick ; DE CEUSTER, Marc ; Annaert, Jan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:444-461.

Full description at Econpapers || Download paper

34
462007Home bias in global bond and equity markets: The role of real exchange rate volatility. (2007). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:631-655.

Full description at Econpapers || Download paper

34
472013Spread the news: The impact of news on the European sovereign bond markets during the crisis. (2013). Giuliodori, Massimo ; de Jong, Frank ; Beetsma, Roel ; Widijanto, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:83-101.

Full description at Econpapers || Download paper

34
482001Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471.

Full description at Econpapers || Download paper

33
492008Consumption and real exchange rates with incomplete markets and non-traded goods. (2008). Thoenissen, Christoph ; Benigno, Gianluca. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:27:y:2008:i:6:p:926-948.

Full description at Econpapers || Download paper

33
502006Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403.

Full description at Econpapers || Download paper

32

Citing documents used to compute impact factor 688:

YearTitle
2015Impact of trilemma indicators on macroeconomic policy: Does central bank independence matter?. (2015). Garg, Geeta. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2015-019.

Full description at Econpapers || Download paper

2015Central Bank Independence and Inflation in Transition Economies: A Comparative Meta-Analysis with Developed and Developing Economies. (2015). Iwasaki, Ichiro ; Uegaki, Akira . In: RRC Working Paper Series. RePEc:hit:rrcwps:55.

Full description at Econpapers || Download paper

2015Targeting Inflation from Below: How Do Inflation Expectations Behave?. (2015). Ehrmann, Michael. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2015:q:4:a:6.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Dynamic steam coal market integration: Evidence from rolling cointegration analysis. (2015). Papież, Monika ; Miech, Sawomir . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:510-520.

Full description at Econpapers || Download paper

2015Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. (2015). Choudhry, Taufiq ; Shabi, Sarosh ; Hassan, Syed S. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:247-256.

Full description at Econpapers || Download paper

2015The Sino–European race for Africa׳s minerals: When two quarrel a third rejoices. (2015). Ebner, Julia . In: Resources Policy. RePEc:eee:jrpoli:v:43:y:2015:i:c:p:112-120.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Fiscal rules and the Sovereign Default Premium. (2015). Martinez, Leonardo ; Roch, Francisco ; Escaniano, Juan Carlos . In: Caepr Working Papers. RePEc:inu:caeprp:2015010.

Full description at Econpapers || Download paper

2015Forms of Democracies and Financial Development. (2015). Mandon, Pierre ; Mathonnat, Clement . In: Working Papers. RePEc:hal:wpaper:halshs-01196108.

Full description at Econpapers || Download paper

2015Zinsersparnisse des Bundes im Zeitraum 2009 - 06/2015 und als Szenariobetrachtung bis 2019. (2015). Rahausen, Christian ; Ehrhold, Frank . In: Wirtschaftswissenschaftliche Diskussionspapiere. RePEc:zbw:grewdp:022015.

Full description at Econpapers || Download paper

2015Forecasting excess stock returns with crude oil market data. (2015). Ma, Feng ; Wang, Yudong ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:316-324.

Full description at Econpapers || Download paper

2015Speculative behaviour and oil price predictability. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:128-136.

Full description at Econpapers || Download paper

2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252.

Full description at Econpapers || Download paper

2015The 2014 oil bust: Causes and consequences. (2015). Tokic, Damir . In: Energy Policy. RePEc:eee:enepol:v:85:y:2015:i:c:p:162-169.

Full description at Econpapers || Download paper

2015Global Oil Market and the U.S. Stock Returns. (2015). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmad, Maryam . In: Working Papers. RePEc:fem:femwpa:2015.91.

Full description at Econpapers || Download paper

2015Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608.

Full description at Econpapers || Download paper

2015Forty years of oil price fluctuations: Why the price of oil may still surprise us. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:525.

Full description at Econpapers || Download paper

2015Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22665.

Full description at Econpapers || Download paper

2015The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, Ou. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:75-97.

Full description at Econpapers || Download paper

2015Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:136-160.

Full description at Econpapers || Download paper

2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains. (2015). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-lin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:220-233.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Forecasting metal prices with a curvelet based multiscale methodology. (2015). He, Kaijian ; Lai, Kin Keung ; Zou, Yingchao ; Lu, Xingjing . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:144-150.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA. (2015). Marques, António ; Fuinhas, José ; Nogueira, David Coito . In: MPRA Paper. RePEc:pra:mprapa:62092.

Full description at Econpapers || Download paper

2015Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Kyriazis, Dimitrios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

Full description at Econpapers || Download paper

2015Cross-sectional anomalies and volatility risk in different economic and market cycles. (2015). Aijo, Janne ; Peltomaki, Jarkko . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:17-22.

Full description at Econpapers || Download paper

2015Spillovers between Food and Energy Prices and Structural Breaks. (2015). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5282.

Full description at Econpapers || Download paper

2015The biofuel connection: impact of US regulation on oil and food prices. (2015). Lombardi, Marco ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:487.

Full description at Econpapers || Download paper

2015Spillovers between Food and Energy Prices and Structural Breaks. (2015). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1466.

Full description at Econpapers || Download paper

2015Projecting the effect of oil price regimes on biofuel markets. (2015). Somwaru, Agapi ; Nigatu, Getachew ; Hjort, Kim ; Hansen, James . In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205312.

Full description at Econpapers || Download paper

2015The informational content of ADR mispricing. (2015). Wang, Daphne ; Beckmann, Klaus S ; Ngo, Thanh . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:1-14.

Full description at Econpapers || Download paper

2015Exchange rate forecasts and expected fundamentals. (2015). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:235-256.

Full description at Econpapers || Download paper

2015Real exchange rate forecasting and ppp: this time the random walk loses. (2015). Rubaszek, Michał ; Mućk, Jakub ; Ca' Zorzi, Michele ; Ca' Zorzi, Michele, ; Ca'Zorzi, Michele, . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:229.

Full description at Econpapers || Download paper

2015How Good are Out of Sample Forecasting Tests on DSGE Models?. (2015). Zhou, Peng ; Xu, Yongdeng ; Minford, A. Patrick. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:1:y:2015:i:3:p:333-351.

Full description at Econpapers || Download paper

2015What Drives Capital Flows to Emerging Markets? A Survey of the Empirical Literature. (2015). Koepke, Robin. In: MPRA Paper. RePEc:pra:mprapa:62770.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Monetary Policy Lessons and the Way Ahead : a speech at the Economic Club of New York, New York, New York, March 23, 2015. (2015). Fischer, Stanley . In: Speech. RePEc:fip:fedgsq:839.

Full description at Econpapers || Download paper

2015Global financial market impact of the announcement of the ECBs extended asset purchase programme. (2015). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:232.

Full description at Econpapers || Download paper

2015The Federal Reserve and the Global Economy : a speech at the conference held in honor of Professor Haim Ben-Shahar, former president of Tel Aviv University, Tel Aviv University, Tel Aviv, Israel, May . (2015). Fischer, Stanley . In: Speech. RePEc:fip:fedgsq:852.

Full description at Econpapers || Download paper

2015International Currency Exposures, Valuation Effects, and the Global Financial Crisis. (2015). Shambaugh, Jay ; Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin S.. In: NBER Working Papers. RePEc:nbr:nberwo:20820.

Full description at Econpapers || Download paper

2015Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand. (2015). Bonizzi, Bruno. In: MPRA Paper. RePEc:pra:mprapa:61784.

Full description at Econpapers || Download paper

2015Capital Account Policies, IMF Programs and Growth in Developing Regions. (2015). Ncube, Mthuli ; Brixiová, Zuzana ; Bicaba, Zorobabel. In: IZA Discussion Papers. RePEc:iza:izadps:dp8774.

Full description at Econpapers || Download paper

2015Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal. (2015). Binici, Mahir ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:21662.

Full description at Econpapers || Download paper

2015Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows. (2015). Offermanns, Christian ; Anaya, Pablo ; Hachula, Michael . In: Discussion Papers. RePEc:zbw:fubsbe:201535.

Full description at Econpapers || Download paper

2015Self-Oriented Monetary Policy, Global Financial Markets and Excess Volatility of International Capital Flows. (2015). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan . In: NBER Working Papers. RePEc:nbr:nberwo:21737.

Full description at Econpapers || Download paper

2015The cyclicality of (bilateral) capital inflows and outflows. (2015). Davis, Jonathan. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:247.

Full description at Econpapers || Download paper

2015The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando . In: BORRADORES DE ECONOMIA. RePEc:col:000094:012609.

Full description at Econpapers || Download paper

2015Fed Policy Expectations and Portfolio Flows to Emerging Markets. (2015). Koepke, Robin. In: MPRA Paper. RePEc:pra:mprapa:63519.

Full description at Econpapers || Download paper

2015International Currency Exposures, Valuation Effects and the Global Financial Crisis. (2015). Shambaugh, Jay ; Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10325.

Full description at Econpapers || Download paper

2015Monetary Policy Spillovers and the Trilemma in the New Normal: Periphery Country Sensitivity to Core Country Conditions. (2015). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:21128.

Full description at Econpapers || Download paper

2015The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Moreno Gutiérrez, José ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando . In: Borradores de Economia. RePEc:bdr:borrec:869.

Full description at Econpapers || Download paper

2015Working Paper - 217 - Capital Account Policies, IMF Programs and Growth in Developing Regions. (2015). Ncube, Mthuli ; Brixiová, Zuzana ; Bicaba, Zorobabel ; Afdb, Afdb . In: Working Paper Series. RePEc:adb:adbwps:2155.

Full description at Econpapers || Download paper

2015How Effective are Macroprudential Policies? An Empirical Investigation. (2015). Akinci, Ozge ; Olmstead-Rumsey, Jane . In: International Finance Discussion Papers. RePEc:fip:fedgif:1136.

Full description at Econpapers || Download paper

2015International Currency Exposures, Valuation Effects, and the Global Financial Crisis. (2015). Shambaugh, Jay. In: Working Papers. RePEc:gwi:wpaper:2015-3.

Full description at Econpapers || Download paper

2015What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino. In: Discussion Papers. RePEc:cfm:wpaper:1514.

Full description at Econpapers || Download paper

2015What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino. In: Working Paper Series. RePEc:rim:rimwps:15-23.

Full description at Econpapers || Download paper

2015Capital Flow Waves to and from Switzerland before and after the Financial Crisis. (2015). Yesin, Pinar ; Yein, Pnar . In: Swiss Journal of Economics and Statistics (SJES). RePEc:ses:arsjes:2015-i-2.

Full description at Econpapers || Download paper

2015What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0534.

Full description at Econpapers || Download paper

2015Uncertainty and International Capital Flows. (2015). Siemer, Michael ; Gourio, Francois ; Verdelhan, Adrien . In: 2015 Meeting Papers. RePEc:red:sed015:880.

Full description at Econpapers || Download paper

2015Effectiveness of macroprudential and capital flow measures in Asia and the Pacific. (2015). Bruno, Valentina ; Shin, Hyun Song ; Shim, Ilhyock . In: BIS Papers chapters. RePEc:bis:bisbpc:82-13.

Full description at Econpapers || Download paper

2015Leverage on the buy side. (2015). Moreno, Ramon ; Avalos, Fernando ; Romero, Tania . In: BIS Working Papers. RePEc:bis:biswps:517.

Full description at Econpapers || Download paper

2015Get ready for the Fed lift-off: The role of macroprudential policy. (2015). Unsal, Filiz ; Ozkan, Gulcin. In: Discussion Papers. RePEc:yor:yorken:15/25.

Full description at Econpapers || Download paper

2015Spillovers from the ECBs non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis. (2015). McQuade, Peter ; Falagiarda, Matteo ; Tirpak, Marcel . In: Working Paper Series. RePEc:ecb:ecbwps:20151869.

Full description at Econpapers || Download paper

2015Channels of US Monetary Policy Spillovers into International Bond Markets. (2015). Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias ; Romero, Damian . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:771.

Full description at Econpapers || Download paper

2015If the Fed Acts, How Do You React? The Liftoff Effect on Capital Flows. (2015). Ahmed, Swarnali . In: IMF Working Papers. RePEc:imf:imfwpa:15/256.

Full description at Econpapers || Download paper

2015The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries. (2015). Gnimassoun, Blaise. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:36-74.

Full description at Econpapers || Download paper

2015Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy. (2015). Shu, Chang ; Funke, Michael ; Cheng, Xiaoqiang ; Eraslan, Sercan . In: BIS Working Papers. RePEc:bis:biswps:492.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach. (2015). Yoon, Gawon . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:136-141.

Full description at Econpapers || Download paper

2015Piecewise linear trends and cycles in primary commodity prices. (2015). Winkelried, Diego. In: Working Papers. RePEc:rbp:wpaper:2015-012.

Full description at Econpapers || Download paper

2015The Influence of Media Use on Laymen’s Monetary Policy Knowledge in Germany. (2015). Hayo, Bernd ; Neuenkirch, Edith . In: MAGKS Papers on Economics. RePEc:mar:magkse:201511.

Full description at Econpapers || Download paper

2015Transparency and Trust: The Case of the European Central Bank. (2015). Horvath, Roman ; Katuscakova, Dominika . In: Working Papers. RePEc:ost:wpaper:352.

Full description at Econpapers || Download paper

2015The influence of media use on laymen s monetary policy knowledge in Germany. (2015). Hayo, Bernd ; Neuenkirch, Edith . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113218.

Full description at Econpapers || Download paper

2015Capital mobility in the panel GMM framework: Evidence from EU members. (2015). Ketenci, Natalya. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:12:y:2015:i:1:p:3-19.

Full description at Econpapers || Download paper

2015Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis. (2015). Ozmen, Erdal ; Yaar, Ozge Doanay . In: ERC Working Papers. RePEc:met:wpaper:1510.

Full description at Econpapers || Download paper

2015International Sovereign Bonds by Emerging Markets and Developing Economies; Drivers of Issuance and Spreads. (2015). Presbitero, Andrea ; Njie, Lamin ; Adedeji, Olumuyiwa ; Ghura, Dhaneshwar . In: IMF Working Papers. RePEc:imf:imfwpa:15/275.

Full description at Econpapers || Download paper

2015Government spending, monetary policy, and the real exchange rate. (2015). Eyquem, Aurélien ; Bouakez, Hafedh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:178-201.

Full description at Econpapers || Download paper

2015Thai Inflation Dynamics in a Globalized Economy. (2015). Direkudomsak, Wanicha ; Manopimoke, Pym . In: PIER Discussion Papers. RePEc:pui:dpaper:11..

Full description at Econpapers || Download paper

2015Globalization and International Inflation Dynamics: The Role of the Global Output Gap. (2015). Manopimoke, Pym . In: PIER Discussion Papers. RePEc:pui:dpaper:8..

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Cross-Border Banking and Business Cycles in Asymmetric Currency Unions. (2015). Proaño, Christian ; Dräger, Lena ; Proao, Christian R. ; Drager, Lena . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201501.

Full description at Econpapers || Download paper

2015Public Debt and Growth in U.S. States. (2015). Romalis, John ; Golberg, Andrew . In: Working Papers. RePEc:syd:wpaper:2015-10.

Full description at Econpapers || Download paper

2015Cross-border banking and business cycles in asymmetric currency unions. (2015). Dräger, Lena ; Proao, Christian R ; Drager, Lena . In: Discussion Papers. RePEc:zbw:bubdps:212015.

Full description at Econpapers || Download paper

2015Financial sector and output dynamics in the euro area: Non-linearities reconsidered. (2015). Schleer, Frauke ; Semmler, Willi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:235-263.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Housing demands, savings gluts and current account dynamics. (2015). Gete, Pedro. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:221.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data.. (2015). YAYA, OLAOLUWA ; Shittu, Olarenwaju I ; Alberiko, Luis . In: NCID Working Papers. RePEc:nva:unnvaa:wp07-2015.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, ; Kobielarz, Michal L.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10459.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Kobielarz, M. L.. In: Discussion Paper. RePEc:tiu:tiucen:3a1338db-3d69-448b-92c0-85d57f44a988.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:13.

Full description at Econpapers || Download paper

2015Can oil prices forecast exchange rates?. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico. In: Economics Working Papers. RePEc:upf:upfgen:1461.

Full description at Econpapers || Download paper

2015Can Oil Prices Forecast Exchange Rates?. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico. In: Working Papers. RePEc:bge:wpaper:803.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

Full description at Econpapers || Download paper

2015Market making and risk management in options markets. (2015). Boyd, Naomi . In: Review of Derivatives Research. RePEc:kap:revdev:v:18:y:2015:i:1:p:1-27.

Full description at Econpapers || Download paper

2015Finanzspekulation und Rohstoffpreise. (2015). Rieth, Malte ; Hachula, Michael . In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:63de.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Systemic Risk in Conventional vs Islamic Equity Markets. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1528.

Full description at Econpapers || Download paper

2015Exogenous impacts on the links between energy and agricultural commodity markets. (2015). Yin, Libo ; Han, Liyan ; Zhou, Yimin . In: Energy Economics. RePEc:eee:eneeco:v:49:y:2015:i:c:p:350-358.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141.

Full description at Econpapers || Download paper

2015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160.

Full description at Econpapers || Download paper

2015Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc . In: European Journal of Operational Research. RePEc:eee:ejores:v:247:y:2015:i:1:p:204-215.

Full description at Econpapers || Download paper

2015Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:31-44.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?. (2015). Khallouli, Wajih ; Smimou, K. In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:125-153.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Comovement and the financialization of commodities. (2015). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

Full description at Econpapers || Download paper

2015Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_07.

Full description at Econpapers || Download paper

2015The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks. (2015). ORNELAS, JOSE ; Jose Renato Haas Ornelas, ; Pablo Jose Campos de Carvalho, . In: Working Papers Series. RePEc:bcb:wpaper:383.

Full description at Econpapers || Download paper

2015Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis. (2015). Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; de Genaro, Alan . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon17.

Full description at Econpapers || Download paper

2015Capital Controls and Welfare with Cross-Border Bank Capital Flows. (2015). Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Jia, Pengfei . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:212.

Full description at Econpapers || Download paper

2015Endogenous debt crises. (2015). Villemot, Sébastien ; Cohen, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:337-369.

Full description at Econpapers || Download paper

2015Competitiveness and government expenditure: The Australian example. (2015). Makin, Anthony ; Ratnasiri, Shyama . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:154-161.

Full description at Econpapers || Download paper

2015Applied econometrics and implications for energy economics research. (2015). Smyth, Russell ; Narayan, Paresh. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:351-358.

Full description at Econpapers || Download paper

2015Macroprudential policy and imbalances in the euro area. (2015). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:137-154.

Full description at Econpapers || Download paper

2015International currency exposures, valuation effects and the global financial crisis. (2015). Shambaugh, Jay ; Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin S.. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s98-s109.

Full description at Econpapers || Download paper

2015Financial variables and economic activity in the Nordic countries. (2015). Kuosmanen, Petri ; Vataja, Juuso ; Nabulsi, Nasib . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:368-379.

Full description at Econpapers || Download paper

2015Determining global currency bloc equilibria. (2015). Fischer, Christoph. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113197.

Full description at Econpapers || Download paper

2015On the Long Run Money-Prices Relationship in CEE Countries. (2015). Oros, Cornel ; Albulescu, Claudiu ; Goyeau, Daniel . In: Economic Research Guardian. RePEc:wei:journl:v:5:y:2015:i:1:p:73-96.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Inflation Targeting and Exchange Rate Regimes in Emerging Markets. (2015). Fouejieu A., Armand. In: IMF Working Papers. RePEc:imf:imfwpa:15/228.

Full description at Econpapers || Download paper

2015Bucharest University of Economic Studies, Romania. (2015). Tugcu, Can Tansel . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:105-112.

Full description at Econpapers || Download paper

2015Bucharest University of Economic Studies, Romania. (2015). ÖZTÜRK, SERDAR ; Tugcu, Can Tansel . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxii:y:2015:i:4(605):p:105-112.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Global oil prices, macroeconomic fundamentals and Chinas commodity sector comovements. (2015). Chen, Peng . In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:284-294.

Full description at Econpapers || Download paper

2015Does the US dollar confer an exorbitant privilege?. (2015). McCauley, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:1-14.

Full description at Econpapers || Download paper

2015Unconventional monetary policy had large international effects. (2015). Neely, Christopher. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111.

Full description at Econpapers || Download paper

2015Global dollar credit: links to US monetary policy and leverage. (2015). Sushko, Vladyslav ; McGuire, Patrick ; McCauley, Robert. In: BIS Working Papers. RePEc:bis:biswps:483.

Full description at Econpapers || Download paper

2015Restrictions on Risk Prices in Dynamic Term Structure Models. (2015). Bauer, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5241.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The impact of international swap lines on stock returns of banks in emerging markets. (2015). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius. In: Working Papers. RePEc:snb:snbwpa:2015-07.

Full description at Econpapers || Download paper

2015Modelling the Australian Dollar. (2015). Hambur, Jonathan ; Wright, Michelle ; Smith, Penelope ; Potter, Christopher ; Cockerell, Lynne . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2015-12.

Full description at Econpapers || Download paper

2015Currency intervention and the global portfolio balance effect: Japanese lessons. (2015). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra. In: CARF F-Series. RePEc:cfi:fseres:cf373.

Full description at Econpapers || Download paper

2015International Spillovers of ECB’s Unconventional Monetary Policy: The Effect on Central and Eastern Europe. (2015). Horvath, Roman ; Halova, Klara . In: Working Papers. RePEc:ost:wpaper:351.

Full description at Econpapers || Download paper

2015International spillovers from US forward guidance to equity markets. (2015). Moessner, Richhild . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112970.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The internationalization of the RMB, capital market openness, and financial reforms in China. (2015). Aizenman, Joshua . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_004.

Full description at Econpapers || Download paper

2015Intellectual property: How much room is left for industrial policy?. (2015). Correa, Carlos M. In: UNCTAD Discussion Papers. RePEc:unc:dispap:223.

Full description at Econpapers || Download paper

2015Can green growth really work and what are the true (socio-)economics of Climate Change?. (2015). Hoffmann, Ulrich . In: UNCTAD Discussion Papers. RePEc:unc:dispap:222.

Full description at Econpapers || Download paper

2015The tail risk premia of the carry trades. (2015). Dupuy, Philippe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:123-145.

Full description at Econpapers || Download paper

2015Official financial flows, capital mobility, and global imbalances. (2015). Saborowski, Christian ; Gagnon, Joseph ; Bayoumi, Tamim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:52:y:2015:i:c:p:146-174.

Full description at Econpapers || Download paper

2015Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia. (2015). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:500.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Searching for the source of macroeconomic integration across advanced economies. (2015). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2015-01.

Full description at Econpapers || Download paper

2015Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

Full description at Econpapers || Download paper

2015The transmission of market shocks and bilateral linkages: Evidence from emerging economies. (2015). Balli, Faruk ; Vo, Tuan Kiet . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:349-357.

Full description at Econpapers || Download paper

2015Foreigners’ trading and stock returns in Spain. (2015). Porras, Eva ; Ulku, Numan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:111-126.

Full description at Econpapers || Download paper

2015What do stock markets tell us about exchange rates?. (2015). Sarno, Lucio ; Payne, Richard ; Cenedese, Gino ; Valente, Giorgio . In: Bank of England working papers. RePEc:boe:boeewp:0537.

Full description at Econpapers || Download paper

2015What Do Stock Markets Tell Us About Exchange Rates?. (2015). Sarno, Lucio ; Payne, Richard ; Cenedese, Gino ; Valente, Giorgio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10685.

Full description at Econpapers || Download paper

2015Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela. In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

Full description at Econpapers || Download paper

2015What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2015). Saborowski, Christian ; Pena, Diana Ayala ; Nedeljkovic, Milan . In: IMF Working Papers. RePEc:imf:imfwpa:15/148.

Full description at Econpapers || Download paper

2015What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2015). Saborowski, Christian ; Ayala, Diana ; Nedeljkovia, Milan . In: Working papers. RePEc:nsb:wpaper:30.

Full description at Econpapers || Download paper

2015The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises. (2015). Takeyama, Azusa ; Tsuchida, Naoshi . In: IMES Discussion Paper Series. RePEc:ime:imedps:15-e-14.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach. (2015). Teulon, Frédéric ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:70481.

Full description at Econpapers || Download paper

2015Monetary policy transmission in China: A DSGE model with parallel shadow banking and interest rate control. (2015). Zhu, Haibin ; Mihaylovski, Petar . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_009.

Full description at Econpapers || Download paper

2015Comment on Trends and Cycles in Chinas Macroeconomy. (2015). Fernald, John . In: NBER Chapters. RePEc:nbr:nberch:13594.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA. (2015). Lahiani, Amine ; Belhedi, Mohamed ; Slama, Ines . In: Region et Developpement. RePEc:tou:journl:v:42:y:2015:p:231-258.

Full description at Econpapers || Download paper

2015Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control. (2015). Funke, Michael ; Mihaylovski, Petar ; Zhu, Haibin . In: Working Papers. RePEc:hkm:wpaper:122015.

Full description at Econpapers || Download paper

2015Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2015). Siklos, Pierre ; Pang, KE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_002.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Fire-Sale FDI or Business as Usual?. (2015). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda L.. In: Working Papers. RePEc:mie:wpaper:645.

Full description at Econpapers || Download paper

2015A monetáris politika globális tendenciái és a stabilitási kockázatok. (2015). Abel, Istvan. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1539.

Full description at Econpapers || Download paper

2015Capital flows, long term bond yields and fiscal stance: the Eurozone policy trilemma. (2015). Canale, Rosaria Rita. In: Portuguese Economic Journal. RePEc:spr:portec:v:14:y:2015:i:1:p:31-44.

Full description at Econpapers || Download paper

2015The Role of International Reserves Holding in Buffering External Shocks. (2015). Sallenave, Audrey ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-41.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness. (2015). Mehl, Arnaud ; Georgiadis, Georgios. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:222.

Full description at Econpapers || Download paper

2015Foreign Exchange Interventions, Capital Controls and Monetary Policy: The Case of China. (2015). Jin, Hao. In: Caepr Working Papers. RePEc:inu:caeprp:2015019.

Full description at Econpapers || Download paper

2015Something in the Air: Information Density, News Surprises, and Price Jumps. (2015). Füss, Roland ; Grabellus, Markus ; Stein, Michael ; Mager, Ferdinand . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:17.

Full description at Econpapers || Download paper

2015Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1204.1452.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The Effect of Macro News on Volatility and Jumps. (2015). . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:vortelinos.

Full description at Econpapers || Download paper

2015Growth Econometrics for Agnostics and True Believers. (2015). Temple, Jonathan ; Rockey, James. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:15/656.

Full description at Econpapers || Download paper

2015Robust Signals for Banking Crises. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean Sbastien . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00716.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Growth Econometrics for Agnostics and True Believers. (2015). Temple, Jonathan ; Rockey, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10590.

Full description at Econpapers || Download paper

2015The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa . In: MPRA Paper. RePEc:pra:mprapa:68734.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Trade spillovers on output growth during the 2008 financial crisis. (2015). Rondeau, Fabien ; Pentecôte, Jean-Sébastien ; Pentecote, Jean-Sebastien . In: International Economics. RePEc:cii:cepiie:2015-q3-143-3.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Commodity prices and fiscal policy design: Procyclical despite a rule. (2015). Thorsrud, Leif ; Bjørnland, Hilde. In: Working Papers. RePEc:bny:wpaper:0033.

Full description at Econpapers || Download paper

2015Global Economic Divergence and Portfolio Capital Flows to Emerging Markets. (2015). mumtaz, haroon ; Mandalinci, Zeyyad. In: Working Papers. RePEc:qmw:qmwecw:wp757.

Full description at Econpapers || Download paper

2015Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2015). Kollmann, Robert. In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:2:p:175-196.

Full description at Econpapers || Download paper

2015Current account dynamics and the housing boom and bust cycle in Spain. (2015). Mayer, Eric ; Ruth, Sebastian ; Maas, Daniel . In: W.E.P. - Würzburg Economic Papers. RePEc:zbw:wuewep:94.

Full description at Econpapers || Download paper

2015Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert. In: 2015 Meeting Papers. RePEc:red:sed015:1397.

Full description at Econpapers || Download paper

2015Developing Countries Policy Responses to Food Price Boom and Biofuel Policies. (2015). de Gorter, Harry ; DeGorter, Harry ; Drabik, Dusan . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211564.

Full description at Econpapers || Download paper

2015German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?. (2015). Weigert, Benjamin ; Stähler, Nikolai ; Stahler, Nikolai ; Gadatsch, Niklas . In: Discussion Papers. RePEc:zbw:bubdps:292015.

Full description at Econpapers || Download paper

2015Asymmetric credit growth and current account imbalances in the euro area. (2015). Unger, Robert. In: Discussion Papers. RePEc:zbw:bubdps:362015.

Full description at Econpapers || Download paper

2015Financial liberalization and the onset of financial crisis in Western European states between 1983 and 2011: An econometric investigation. (2015). Eichacker, Nina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:323-343.

Full description at Econpapers || Download paper

2015Fiscal limits and sovereign default risk in Japan. (2015). Matsuoka, Hideaki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:13-30.

Full description at Econpapers || Download paper

2015An analytical review of volatility metrics for bubbles and crashes. (2015). Vogel, Harold L. ; Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:15-28.

Full description at Econpapers || Download paper

2015Identifying Periods of US Housing Market Explosivity. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:sza:wpaper:wpapers240.

Full description at Econpapers || Download paper

2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?. (2015). Ranjbar, Omid ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-04.pdf.

Full description at Econpapers || Download paper

2015Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices?. (2015). Etienne, Xiaoli. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205124.

Full description at Econpapers || Download paper

2015Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices. (2015). Etienne, Xiaoli. In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211626.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Bank Stability and Enforcement Actions in Banking. (2015). Fiordelisi, Franco ; Caiazza, Stefano ; Stefanelli, Valeria ; Cotugno, Matteo . In: CEIS Research Paper. RePEc:rtv:ceisrp:334.

Full description at Econpapers || Download paper

2015Nonstationary Z-score measures. (2015). Mare, Davide Salvatore ; Rossi, Roberto ; Moreira, Fernando . In: MPRA Paper. RePEc:pra:mprapa:67840.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Market sentiment in commodity futures returns. (2015). Gao, Lin ; Suss, Stephan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:84-103.

Full description at Econpapers || Download paper

2015Understanding the Decline in the Price of Oil since June 2014. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10404.

Full description at Econpapers || Download paper

2015Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat. In: Working Papers. RePEc:lan:wpaper:75761696.

Full description at Econpapers || Download paper

2015Understanding the decline in the price of oil since June 2014. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:501.

Full description at Econpapers || Download paper

2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-12.

Full description at Econpapers || Download paper

2015Volatility spillovers across petroleum markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Baruni, Jozef . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2015-1093.

Full description at Econpapers || Download paper

2015Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması. (2015). Mammadov, Fuad ; Karimli, Tural ; Huseynov, Salman ; Ahmadov, Vugar. In: MPRA Paper. RePEc:pra:mprapa:65704.

Full description at Econpapers || Download paper

2015Volatility Spillovers Across Petroleum Markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: The Energy Journal. RePEc:aen:journl:ej36-3-barunik.

Full description at Econpapers || Download paper

2015The impact of the global financial crisis on border-crossing mergers and acquisitions: A continental/industry analysis. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63563.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil. (2015). Zagaglia, Paolo ; Zappa, Paola ; Liberati, Caterina . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:3:p:207-250.

Full description at Econpapers || Download paper

2015Interbank funding as insurance mechanism for (persistent) liquidity shocks. (2015). Bluhm, Marcel . In: SAFE Working Paper Series. RePEc:zbw:safewp:117.

Full description at Econpapers || Download paper

2015Analyse der Terms-of-Trade Österreichs. (2015). Schiman, Stefan ; Reinstaller, Andreas. In: FIW Research Reports series. RePEc:wsr:ecbook:2015:i:vi-004.

Full description at Econpapers || Download paper

2015Global Food Prices and Domestic Inflation; Some Cross-Country Evidence. (2015). wachter, susan ; Simon, John ; Loungani, Prakash ; Furceri, Davide. In: IMF Working Papers. RePEc:imf:imfwpa:15/133.

Full description at Econpapers || Download paper

2015Estimating the competitive storage model with trending commodity prices. (2015). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cec:wpaper:1513.

Full description at Econpapers || Download paper

2015Paying smallholders not to cut down the amazon forest: impact evaluation of a REDD+ pilot project. (2015). Simonet, Gabriela ; Duchelle, Amy ; Cromberg, Marina ; Ezzine-De, Driss ; Subervie, Julie . In: Working Papers. RePEc:cec:wpaper:1514.

Full description at Econpapers || Download paper

2015The transmission of monetary policy in EMEs in a changing financial environment: a longitudinal analysis. (2015). Miyajima, Ken ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:495.

Full description at Econpapers || Download paper

2015The Intertwining of financialisation and financial instability. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4aoteiu16h99cpn1k5mh5eioj0.

Full description at Econpapers || Download paper

2015The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?. (2015). Falagiarda, Matteo ; Bijsterbosch, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:93-115.

Full description at Econpapers || Download paper

2015The Intertwining of financialisation and financial instability. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Working Papers. RePEc:hal:wpaper:hal-01157936.

Full description at Econpapers || Download paper

2015The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1504.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Which continuous-time model is most appropriate for exchange rates?. (2015). Neely, Christopher ; Laurent, Sébastien ; Erdemlioglu, Deniz. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s256-s268.

Full description at Econpapers || Download paper

2015Demand-driven propagation : evidence from the great recession. (2015). . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7456.

Full description at Econpapers || Download paper

2015Did the Financial Crisis Affect Environmental Efficiency? Evidence from the Japanese Manufacturing Sector. (2015). Managi, Shunsuke ; Fujii, Hidemichi ; Matousek, Roman ; Assaf, George A. In: MPRA Paper. RePEc:pra:mprapa:66363.

Full description at Econpapers || Download paper

2015Migration and Cross-Border Financial Flows. (2015). Rapoport, Hillel ; Kugler, Maurice ; Levintal, Oren . In: PSE - G-MOND WORKING PAPERS. RePEc:hal:gmonwp:halshs-01134465.

Full description at Econpapers || Download paper

2015Assessing European firms’ exports and productivity distributions : The CompNet trade module. (2015). Soares, Ana Cristina ; Oropallo, Filippo ; Lalinsky, Tibor ; Harasztosi, Péter ; Dhyne, Emmanuel ; BUGAMELLI, MATTEO ; Berthou, Antoine ; CAZACU, Ana-Maria ; Demian, Calin-Vlad . In: Working Paper Research. RePEc:nbb:reswpp:201505-282.

Full description at Econpapers || Download paper

2015Assessing European firms exports and productivity distributions: the CompNet trade module. (2015). Soares, Ana Cristina ; Oropallo, Filippo ; Lalinsky, Tibor ; Harasztosi, Péter ; BUGAMELLI, MATTEO ; Berthou, Antoine ; Demian, Calin-Vlad ; CAZACU, Ana-Maria ; Dhyne, Emmanuel . In: Working Paper Series. RePEc:ecb:ecbwps:20151788.

Full description at Econpapers || Download paper

2015Compendium on the diagnostic toolkit for competitiveness. (2015). Leonte, Alexandru ; Force, Compnet Task ; Worz, Julia ; Karadeloglou, Pavlos ; Vermeulen, Robert ; Joseph, Andreas ; Tkacevs, Olegs ; Giordano, Claire ; Silgoner, Maria ; de Clercq, Maarten ; Illanes, Elvira Prades ; Christodoulopoulou, Styliani ; Pappada, Francesco ; Cavallini, Flavia ; Orszaghova, Lucia ; Buelens, Christian ; Osbat, Chiara ; Bobeica, Elena ; Momchilov, Georgi ; Bluhm, Benjamin ; Lopez-Garcia, Paloma ; Aiello, Giovanni ; Zollino, Francesco . In: Occasional Paper Series. RePEc:ecb:ecbops:2012163.

Full description at Econpapers || Download Assessing European Firms’ Exports and Productivity Distributions: The CompNet Trade Module. (2015). Oropallo, Filippo ; Lalinsky, Tibor ; Harasztosi, Péter ; BUGAMELLI, MATTEO ; Berthou, Antoine ; Soares, Ana Cristina ; Demian, Calin-Vlad ; CAZACU, Ana-Maria ; Dhyne, Emmanuel . In: Working Papers. RePEc:ptu:wpaper:w201513.

Full description at Econpapers || Download paper

2015Compendium on the diagnostic toolkit for competitiveness. (2015). Vermeulen, Robert ; Tkacevs, Olegs ; Pappadà, Francesco ; Osbat, Chiara ; Orszaghova, Lucia ; Lopez-Garcia, Paloma ; Lommatzsch, Kirsten ; Giordano, Claire ; Benkovskis, Konstantins ; Momchilov, Georgi ; de Clercq, Maarten ; Leonte, Alexandru ; Cavallini, Flavia ; Karadeloglou, Pavlos ; Buelens, Christian ; Force, Compnet Task ; Bobeica, Elena ; Christodoulopoulou, Styliani ; Aiello, Giovanni ; Illanes, Elvira Prades ; Bluhm, Benjamin ; Pappada, Francesco ; Joseph, Andreas . In: Occasional Paper Series. RePEc:ecb:ecbops:2015163.

Full description at Econpapers || Download Foreign investment and real exchange rate volatility in emerging Asian countries. (2015). Al-Abri, Almukhtar ; Baghestani, Hamid . In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:34-47.

Full description at Econpapers || Download paper

2015Are European banks too big? Evidence on economies of scale. (2015). Anolli, Mario ; Borello, Giuliana ; Beccalli, Elena . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:232-246.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Uncertainty shocks and non-fundamental debt crises: An ambiguity approach. (2015). Große Steffen, Christoph. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112936.

Full description at Econpapers || Download paper

2015Foreign exchange market pressure and capital controls. (2015). Byrne, Joseph ; Akram, Gilal Muhammad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:42-53.

Full description at Econpapers || Download paper

2015Do capital controls make gross equity flows to emerging markets less volatile?. (2015). Rajan, Ramkishen S ; Li, Jie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:220-244.

Full description at Econpapers || Download paper

2015The Benefits of Geographic Diversification in Banking. (2015). TARAZI, Amine ; Meslier Crouzille, Celine ; Samolyk, Katherine ; Morgan, Donald P. In: Working Papers. RePEc:hal:wpaper:hal-01155170.

Full description at Econpapers || Download paper

2015Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R. (2015). Zeugner, Stefan ; Feldkircher, Martin. In: Journal of Statistical Software. RePEc:jss:jstsof:v:068:i04.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Financial policy and insurance development: Do financial reforms matter and how?. (2015). Lee, Chien-Chiang ; Chang, Chi-Hung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:258-278.

Full description at Econpapers || Download paper

2015Globalization, Economic Growth and Institutional Development in China. (2015). Lee, Chien-Chiang ; Chang, Chun-Ping . In: Global Economic Review. RePEc:taf:glecrv:v:44:y:2015:i:1:p:31-63.

Full description at Econpapers || Download paper

2015Do oil spot and futures prices move together?. (2015). Lee, Chien-Chiang ; Chang, Chun-Ping . In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:379-390.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Decomposition of the dynamics of sovereign yield spreads in the euro area. (2015). De Backer, B.. In: Economic Review. RePEc:nbb:ecrart:y:2015:m:june:i:i:p:54-75.

Full description at Econpapers || Download paper

2015Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2015. (2015). Komarek, Lubos ; Belling, Vojtech ; Pfeifer, Lukas ; Holub, Tomas ; Novotny, Filip ; Bruha, Jan ; Kral, Petr ; Saxa, Branislav ; Hromadkova, Eva ; Rusnak, Marek ; Galuscak, Kamil ; Pasalicova, Renata ; Babecky, Jan ; Matejkova, Lucie ; Kucharcukova, Oxana Babecka ; Kubicova, Ivana ; Adam, Tomas ; Vojta, Martin ; Vozar, Mario ; Soukup, Pavel ; Snobl, Radek ; Solc, Jan ; Kulhava, Kamila ; Benecka, Sona ; Ruzicka, Lubos . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as15.

Full description at Econpapers || Download Multivariate 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, Murad A.. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

Full description at Econpapers || Download paper

2015European financial market dependence: An industry analysis. (2015). Bartram, Söhnke ; Wang, Yaw-Huei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:146-163.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, ; Kobielarz, Michal L.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10459.

Full description at Econpapers || Download paper

2015Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Kobielarz, M. L.. In: Discussion Paper. RePEc:tiu:tiucen:3a1338db-3d69-448b-92c0-85d57f44a988.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Prudent debt targets and fiscal frameworks. (2015). Hoeller, Peter ; Fournier, Jean-Marc ; Fall, Falilou ; Bloch, Debra . In: OECD Economic Policy Papers. RePEc:oec:ecoaab:15-en.

Full description at Econpapers || Download paper

2015Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance. (2015). Asongu, Simplice ; Nwachukwu, Jacinta C.. In: Working Papers. RePEc:agd:wpaper:15/001.

Full description at Econpapers || Download paper

2015Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/003.

Full description at Econpapers || Download paper

2015Financial exposure to the euro area before and after the crisis: home bias and institutions at home. (2015). Floreani, Vincent Arthur ; Habib, Maurizio Michael . In: Working Paper Series. RePEc:ecb:ecbwps:20141799.

Full description at Econpapers || Download paper

2015Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance. (2015). Asongu, Simplice ; Nwachukwu, Jacinta . In: MPRA Paper. RePEc:pra:mprapa:67294.

Full description at Econpapers || Download paper

2015Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67297.

Full description at Econpapers || Download paper

2015Financial exposure to the euro area before and after the crisis: home bias and institutions at home. (2015). Floreani, Vincent ; Habib, Maurizio Michael . In: Working Paper Series. RePEc:ecb:ecbwps:20151799.

Full description at Econpapers || Download paper

2015Bundling Governance: Finance versus Institutions in Private Investment Promotion. (2015). Tchamyou, Vanessa ; Batuo Enowbi, Michael ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/051.

Full description at Econpapers || Download paper

2015Bundling Governance: Finance versus Institutions in Private Investment Promotion. (2015). Tchamyou, Vanessa ; Asongu, Simplice ; Batuo, Enowbi . In: MPRA Paper. RePEc:pra:mprapa:71170.

Full description at Econpapers || Download paper

2015Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA. (2015). Marques, António ; Fuinhas, José ; Nogueira, David Coito . In: MPRA Paper. RePEc:pra:mprapa:62092.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Good-Bye financial crash, hello financial eclecticism: Latin American responses to the 2008–09 global financial crisis. (2015). Wise, Carol ; Pastor, Manuel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:52:y:2015:i:c:p:200-217.

Full description at Econpapers || Download paper

2015International reserves before and after the global crisis: Is there no end to hoarding?. (2015). Ito, Hiro ; Cheung, Yin-Wong ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:52:y:2015:i:c:p:102-126.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015International Reserves Before and After the Global Crisis: Is There No End to Hoarding?. (2015). Ito, Hiro ; Cheung, Yin-Wong ; Aizenman, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5237.

Full description at Econpapers || Download paper

2015Pick Your Poison: The Choices and Consequences of Policy Responses to Crises. (2015). Klein, Michael ; Forbes, Kristin. In: NBER Working Papers. RePEc:nbr:nberwo:20987.

Full description at Econpapers || Download paper

2015A new taxonomy of Sudden Stops: Which Sudden Stops should countries be most concerned about?. (2015). Powell, Andrew ; Cavallo, Eduardo ; Tavella, Pilar ; Pedemonte, Mathieu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:47-70.

Full description at Econpapers || Download paper

2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective. (2015). Young, Eric ; Rebucci, Alessandro ; Otrok, Christopher ; Benigno, Gianluca ; Chen, Huigang . In: Discussion Papers. RePEc:cfm:wpaper:1512.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal. (2015). Binici, Mahir ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:21662.

Full description at Econpapers || Download paper

2015Do capital controls make gross equity flows to emerging markets less volatile?. (2015). Rajan, Ramkishen S ; Li, Jie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:220-244.

Full description at Econpapers || Download paper

2015Nonmarket Debt Placement As Financial Repression. (2015). Pekarski, Sergey ; Norkina, O. In: Journal of the New Economic Association. RePEc:nea:journl:y:2015:i:28:p:31-55.

Full description at Econpapers || Download paper

2015Financial Liberalization and Urbanization. (2015). Johansson, Anders ; Wang, Xun . In: Stockholm School of Economics Asia Working Paper Series. RePEc:hhs:hascer:2015-035.

Full description at Econpapers || Download paper

2015Financial Liberalization, Banking Crisis and Economic Growth in MENA Region: Do Institutions Matter?. (2015). HAMDI, Helmi ; HAKIMI, ABDELAZIZ ; Rachdi, Houssem . In: MPRA Paper. RePEc:pra:mprapa:64562.

Full description at Econpapers || Download paper

2015Financial stability and economic performance. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:25-40.

Full description at Econpapers || Download paper

2015Natural Resources and Economic Growth : A Meta-Analysis. (2015). Zeynalov, Ayaz ; Horvath, Roman ; Havranek, Tomas. In: Working Papers. RePEc:ost:wpaper:350.

Full description at Econpapers || Download paper

2015Financial stability and economic performance in Europe. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5euk7d0f8t81prfu1k2sspdcok.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Do federal deficits motivate regional fiscal (im)balances? Evidence from the Spanish case.. (2015). Martínez, Diego ; Molina-Parra, Agustin ; Martinez-Lopez, Diego . In: Working Papers. Collection A: Public economics, governance and decentralization. RePEc:gov:wpaper:1503.

Full description at Econpapers || Download paper

2015Sovereign Spreads in the Eurozone: Is Market Discipline Working?. (2015). Igor, Zuccardi Huertas . In: Working Papers. RePEc:bdm:wpaper:2015-20.

Full description at Econpapers || Download paper

2015Predictability and ‘good deals’ in currency markets. (2015). Potì, Valerio ; Levich, Richard M. ; Poti, Valerio . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:454-472.

Full description at Econpapers || Download paper

2015Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?. (2015). Nawosah, Vivekanand ; Bulkley, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:179-193.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Fighting the Last War: Economists on the Lender of Last Resort. (2015). Grossman, Richard ; Rockoff, Hugh T. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10361.

Full description at Econpapers || Download paper

2015Fighting the Last War: Economists on the Lender of Last Resort. (2015). Grossman, Richard ; Rockoff, Hugh . In: NBER Working Papers. RePEc:nbr:nberwo:20832.

Full description at Econpapers || Download paper

2015Fighting the Last War: economists on the lender of last resort. (2015). Grossman, Richard ; Rockoff, Hugh . In: Departmental Working Papers. RePEc:rut:rutres:201515.

Full description at Econpapers || Download paper

2015Friedman, Monetarism and Quantitative Easing. (2015). Olivo, Victor . In: MPRA Paper. RePEc:pra:mprapa:69205.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The transmission of oil and food prices to consumer prices. (2015). Dreger, Christian ; Belke, Ansgar. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:1:p:143-161.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Discussion Papers. RePEc:zbw:bubdps:102015.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2015. (2015). Komarek, Lubos ; Belling, Vojtech ; Pfeifer, Lukas ; Holub, Tomas ; Novotny, Filip ; Bruha, Jan ; Kral, Petr ; Saxa, Branislav ; Hromadkova, Eva ; Rusnak, Marek ; Galuscak, Kamil ; Pasalicova, Renata ; Babecky, Jan ; Matejkova, Lucie ; Kucharcukova, Oxana Babecka ; Kubicova, Ivana ; Adam, Tomas ; Vojta, Martin ; Vozar, Mario ; Soukup, Pavel ; Snobl, Radek ; Solc, Jan ; Kulhava, Kamila ; Benecka, Sona ; Ruzicka, Lubos . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as15.

Full description at Econpapers || Download The 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.

Full description at Econpapers || Download paper

2015The Effect of ECB Monetary Policies on Interest Rates and Volumes. (2015). Viennot, Mathilde ; Hubert, Paul ; Creel, Jerome . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7erap6chdi854b9ao9a3v1e9b9.

Full description at Econpapers || Download paper

2015The Effect of ECB Monetary Policies on Interest Rates and Volumes. (2015). Viennot, Mathilde ; Hubert, Paul ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1plbkk1i83dqp9vh69uffirf.

Full description at Econpapers || Download paper

2015The effect of ECB monetary policies on interest rates and volumes. (2015). Viennot, Mathilde ; Hubert, Paul ; Creel, Jerome. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1526.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Study of Consistency of Bond and CDS Quotes. (2015). Kurbangaleev, Marat ; Lapshin, Victor ; Smirnov, Sergey N.. In: HSE Working papers. RePEc:hig:wpaper:43/fe/2015.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Measuring Connectedness of Euro Area Sovereign Risk. (2015). Schienle, Melanie ; Gatjen, Rebekka . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-019.

Full description at Econpapers || Download paper

2015Disentangling contagion among sovereign CDS spreads during the European debt crisis. (2015). Perez Quiros, Gabriel ; Broto, Carmen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:165-179.

Full description at Econpapers || Download paper

2015Sovereign Debt Renegotiation and Credit Default Swaps. (2015). Salomao, Juliana . In: 2015 Meeting Papers. RePEc:red:sed015:826.

Full description at Econpapers || Download paper

2015Bank and sovereign risk feedback loops. (2015). Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:1.

Full description at Econpapers || Download paper

2015الحساب الجاري في المدى البعيد عبر نموذج داخلي الزمن. (2015). Ghassan, Hassan ; Al-Jefri, Essam H. In: MPRA Paper. RePEc:pra:mprapa:66527.

Full description at Econpapers || Download paper

2015Long Run Current Account through theoretical Intertemporal Model. (2015). Ghassan, Hassan ; Drissi, Ramzi . In: MPRA Paper. RePEc:pra:mprapa:71997.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Global Economic Prospects, January 2015 : Having Fiscal Space and Using It. (2015). Group, World Bank . In: World Bank Publications. RePEc:wbk:wbpubs:20758.

Full description at Econpapers || Download paper

2015On the relation between capital flows and the current account. (2015). Oeking, Anne ; Zwick, Lina . In: Ruhr Economic Papers. RePEc:zbw:rwirep:565.

Full description at Econpapers || Download paper

2015Banking Network Amplification Effects on Cross-Border Bank Flows. (2015). Yamamoto, Shugo. In: Discussion Papers. RePEc:koe:wpaper:1533.

Full description at Econpapers || Download paper

2015Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Hammoudeh, Shawkat ; Mensi, Walid . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:46-60.

Full description at Econpapers || Download paper

2015Energy prices and agricultural commodity prices: Testing correlation using copulas method. (2015). Mishra, Ashok ; Koirala, Krishna H. ; Mehlhorn, Joey E. ; D'Antoni, Jeremy M.. In: Energy. RePEc:eee:energy:v:81:y:2015:i:c:p:430-436.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03.

Full description at Econpapers || Download paper

2015Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Soury, Manel ; Marimoutou, Velayoudom . In: AMSE Working Papers. RePEc:aim:wpaimx:1520.

Full description at Econpapers || Download paper

2015Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:142-153.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Energy Markets and CO2 Emissions: Analysis by Stochastic Copula Autoregressive Model. (2015). Marimoutou, Velayoudom ; Soury, Manel . In: Working Papers. RePEc:hal:wpaper:halshs-01148746.

Full description at Econpapers || Download paper

2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas. (2015). Yang, Lu ; Hamori, Shigeyuki ; Li, Mengling ; Cai, Xiaojing . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:308-314.

Full description at Econpapers || Download paper

2015Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22665.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Financial center productivity and innovation prior to and during the financial crisis. (2015). Lozano-Vivas, Ana ; Curi, Claudia. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:43:y:2015:i:3:p:351-365.

Full description at Econpapers || Download paper

2015Exchange rate forecasts and expected fundamentals. (2015). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:235-256.

Full description at Econpapers || Download paper

2015The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong. In: Research Paper Series. RePEc:uts:rpaper:364.

Full description at Econpapers || Download paper

2015Foreign investment and real exchange rate volatility in emerging Asian countries. (2015). Al-Abri, Almukhtar ; Baghestani, Hamid . In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:34-47.

Full description at Econpapers || Download paper

2015Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzoca, Andrzej ; Cikowicz, Piotr . In: Kyklos. RePEc:bla:kyklos:v:68:y:2015:i:4:p:475-510.

Full description at Econpapers || Download paper

2015The impact of China?s slowdown on the Asia Pacific region : an application of the GVAR model. (2015). Inoue, Tomoo ; Ohshige, Hitoshi ; Kaya, Demet . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7442.

Full description at Econpapers || Download paper

2015Does the US dollar confer an exorbitant privilege?. (2015). McCauley, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:1-14.

Full description at Econpapers || Download paper

2015Valuation effects and long-run real exchange rate dynamics. (2015). Mileva, Mariya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:390-408.

Full description at Econpapers || Download paper

2015Japan’s exorbitant privilege. (2015). Rogoff, Kenneth ; Tashiro, Takeshi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:35:y:2015:i:c:p:43-61.

Full description at Econpapers || Download paper

2015International currency exposures, valuation effects and the global financial crisis. (2015). Shambaugh, Jay ; Lane, Philip ; Bénétrix, Agustín ; Benetrix, Agustin S.. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s98-s109.

Full description at Econpapers || Download paper

2015Cross-border portfolios: assets, liabilities, and non-flow adjustments. (2015). Curcuru, E ; Warnock, Francis E ; Thomas, Charles P. In: BIS Papers chapters. RePEc:bis:bisbpc:82-03.

Full description at Econpapers || Download paper

2015On the impact of volatility on the real exchange rate Рterms of trade nexus: Revisiting commodity currencies. (2015). Mignon, Val̩rie ; COUHARDE, C̩cile ; Coudert, Virginie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:110-127.

Full description at Econpapers || Download paper

2015Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:136-160.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Intranational risk sharing and its determinants. (2015). Ho, Chun-Yu ; Li, Dan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:89-113.

Full description at Econpapers || Download paper

2015Chinas Capital and Hot Money Flows: An Empirical Investigation. (2015). Lai, Jennifer ; Cai, Tao . In: Working Papers. RePEc:hkm:wpaper:162015.

Full description at Econpapers || Download paper

2015Regional Capital Mobility in China: An Endogenous Parameter Approach. (2015). Lai, TE. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:2:y:2015:i:3:p:63-75.

Full description at Econpapers || Download paper

2015Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model. (2015). Georgiadis, Georgios. In: European Economic Review. RePEc:eee:eecrev:v:75:y:2015:i:c:p:195-215.

Full description at Econpapers || Download paper

2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Working Papers. RePEc:awi:wpaper:0590.

Full description at Econpapers || Download paper

2015System estimation of GVAR with two dominants and network theory: Evidence for BRICs. (2015). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Minou, Chrysanthi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:604-616.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:70-92.

Full description at Econpapers || Download paper

2015The exchange rate, asymmetric shocks and asymmetric distributions. (2015). Demian, Calin-Vlad ; di Mauro, Filippo . In: Working Paper Series. RePEc:ecb:ecbwps:20141801.

Full description at Econpapers || Download paper

2015The exchange rate, asymmetric shocks and asymmetric distributions. (2015). di Mauro, Filippo ; Demian, Calin-Vlad . In: Working Paper Series. RePEc:ecb:ecbwps:20151801.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia. (2015). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:500.

Full description at Econpapers || Download paper

2015A GROWTH PERSPECTIVE ON FOREIGN RESERVE ACCUMULATION. (2015). Cheng, Gong. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:19:y:2015:i:06:p:1358-1379_00.

Full description at Econpapers || Download paper

2015Globalization, Economic Growth and Institutional Development in China. (2015). Lee, Chien-Chiang ; Chang, Chun-Ping . In: Global Economic Review. RePEc:taf:glecrv:v:44:y:2015:i:1:p:31-63.

Full description at Econpapers || Download paper

2015The Impact of Foreign Direct Investments on Economic Growth in Romania. (2015). Petre, Adrian . In: Romanian Economic Journal. RePEc:rej:journl:v:18:y:2015:i:58:p:165-174.

Full description at Econpapers || Download paper

2015Taylor rules revisited: ECB and Bundesbank in comparison. (2015). Ruhl, Tobias . In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:3:p:951-967.

Full description at Econpapers || Download paper

2015Common macroeconomic shocks and business cycle fluctuations in Euro area countries. (2015). ribba, antonio ; Cavallo, Antonella. In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:377-392.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Do federal reserve bank presidents have a regional bias?. (2015). Jung, Alexander ; Latsos, Sophia . In: European Journal of Political Economy. RePEc:eee:poleco:v:40:y:2015:i:pa:p:173-183.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis. (2015). Chouliaras, Andreas. In: MPRA Paper. RePEc:pra:mprapa:62524.

Full description at Econpapers || Download paper

2015Our currency, your problem? The global effects of the euro debt crisis. (2015). Stracca, Livio. In: European Economic Review. RePEc:eee:eecrev:v:74:y:2015:i:c:p:1-13.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The Pitfalls of External Dependence: Greece, 1829-2015. (2015). Trebesch, Christoph ; Reinhart, Carmen. In: NBER Working Papers. RePEc:nbr:nberwo:21664.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The Pitfalls of External Dependence: Greece, 1829-2015. (2015). Trebesch, Christoph ; Reinhart, Carmen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10898.

Full description at Econpapers || Download paper

2015The Pitfalls of External Dependence: Greece, 1829-2015. (2015). Trebesch, Christoph ; Reinhart, Carmen. In: Discussion Papers in Economics. RePEc:lmu:muenec:26562.

Full description at Econpapers || Download paper

2015Global banking, global crises? The role of the bank balance-sheet channel for the transmission of financial crises. (2015). Goujard, Antoine ; Ahrend, Rudiger. In: European Economic Review. RePEc:eee:eecrev:v:80:y:2015:i:c:p:253-279.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Early warning indicators for banking crises: a conditional moments approach. (2015). Pirovano, Mara ; Ferrari, Stijn . In: MPRA Paper. RePEc:pra:mprapa:62406.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Shifting horizons: assessing macro trends before, during, and following systemic banking crises. (2015). Schudel, Willem . In: Working Paper Series. RePEc:ecb:ecbwps:20151766.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Leading indicators of financial stress: New evidence. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:476.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Robust Signals for Banking Crises. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean Sbastien . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00716.

Full description at Econpapers || Download paper

2015Banking and currency crises: differential diagnostics for developed countries. (2015). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Midkova, Kateina . In: Working Paper Series. RePEc:ecb:ecbwps:20151810.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera ; Rohn, Oliver . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1249-en.

Full description at Econpapers || Download paper

2015In the Quest of Measuring the Financial Cycle. (2015). Seidler, Jakub ; Plašil, Miroslav ; Hlaváč, Petr ; Hlavac, Petr ; Konecny, Tomas ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2015/05.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1250-en.

Full description at Econpapers || Download paper

2015Systemic event prediction by an aggregate early warning system: An application to the Czech Republic. (2015). Zigraiova, Diana ; Jakubík, Petr ; Jakubik, Petr . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:4:p:553-576.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Theory and Evidence on the Finance-Growth Relationship: The Virtuous and Unvirtuous Cycles. (2015). Lauretta, Eliana ; Mullineux, Andy ; Chaudhry, Sajid . In: MPRA Paper. RePEc:pra:mprapa:70613.

Full description at Econpapers || Download paper

2015Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R. (2015). Zeugner, Stefan ; Feldkircher, Martin. In: Journal of Statistical Software. RePEc:jss:jstsof:v:068:i04.

Full description at Econpapers || Download paper

2015Financial crises and the composition of cross-border lending. (2015). Minoiu, Camelia ; Hale, Galina ; Cerutti, Eugenio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:52:y:2015:i:c:p:60-81.

Full description at Econpapers || Download paper

2015Is full banking integration desirable?. (2015). Peiró-Palomino, Jesús ; Arribas, Iván ; Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus . In: Working Papers. RePEc:jau:wpaper:2015/05.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The side effects of national financial sector policies: framing the debate on financial protectionism. (2015). Reinhardt, Dennis ; Worz, Julia ; Weissenseel, Lisa ; Ramos-Tallada, Julio ; Peeters, Jolanda ; Paterno, Francesco . In: Occasional Paper Series. RePEc:ecb:ecbops:2014166.

Full description at Econpapers || Download paper

2015The side effects of national financial sector policies: framing the debate on financial protectionism. (2015). Rebillard, Cyril ; Reinhardt, Dennis ; Ramos-Tallada, Julio ; Beirne, John ; Peeters, Jolanda ; Paterno, Francesco ; Worz, Julia ; Weissenseel, Lisa ; Beck, Roland ; Hoc, AD. In: Occasional Paper Series. RePEc:ecb:ecbops:2015166.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Deposit insurance in times of crises : safe haven or regulatory arbitrage?. (2015). Sander, Harald ; Kleimeier, Stefanie. In: Research Memorandum. RePEc:unm:umagsb:2015026.

Full description at Econpapers || Download paper

2015Stability of Thai Baht: Tales from the Tails. (2015). Cumperayot, Phornchanok . In: PIER Discussion Papers. RePEc:pui:dpaper:1..

Full description at Econpapers || Download paper

2015On the relation between currency and banking crises in developing countries, 1980–2010. (2015). Jing, Zhongbo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:267-291.

Full description at Econpapers || Download paper

2015Erosion du tissu productif en France : Causes et remèdes. (2015). Ragot, Xavier ; Aglietta, Michel . In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1504.

Full description at Econpapers || Download paper

2015Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information. (2015). Timbeau, Xavier ; Ducoudré, Bruno ; Blot, Christophe ; Ducoudre, Bruno . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5bhbhfsmhj981b00go8c6saind.

Full description at Econpapers || Download paper

2015The effects of fiscal opacity on sovereign credit spreads. (2015). Wang, Jue . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:34-45.

Full description at Econpapers || Download paper

2015Public debt, population ageing and medium-term growth. (2015). Rodano, Lisa ; Dieppe, Alistair ; Felix, Ricardo Mourinho ; Marchiori, Luca ; Kulikov, Dmitry ; Kilponen, Juha ; Irac, Delphine ; Grech, Owen ; Mora, Esther Gordo ; Pandiella, Alberto Gonzalez ; Vogel, Edgar ; Albani, Maria ; Sideris, Dimitris ; Guarda, Paolo . In: Occasional Paper Series. RePEc:ecb:ecbops:2014165.

Full description at Econpapers || Download paper

2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices. (2015). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Discussion Papers in Economics. RePEc:lec:leecon:15/13.

Full description at Econpapers || Download paper

2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices. (2015). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Discussion Papers in Economics. RePEc:lec:leecon:15/25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015In Search of Fiscal Space in Africa: The Role of the Quality of Government Spending. (2015). Yohou, Djedje Hermann. In: Working Papers. RePEc:hal:wpaper:halshs-01222812.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Public debt, population ageing and medium-term growth. (2015). Papadopoulou, Niki ; Marchiori, Luca ; Kilponen, Juha ; Gonzalez Pandiella, Alberto ; Dieppe, Alistair ; Felix, Ricardo Mourinho ; Irac, Delphine ; Kulikov, Dmitry ; Mora, Esther Gordo ; Guarda, Paolo ; Grech, Owen ; Albani, Maria ; Vogel, Edgar ; Sideris, Dimitris ; Rodano, Lisa ; Contributors, Other . In: Occasional Paper Series. RePEc:ecb:ecbops:2015165.

Full description at Econpapers || Download paper

2015Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:447-458.

Full description at Econpapers || Download paper

2015Uncertainty shocks and non-fundamental debt crises: An ambiguity approach. (2015). Große Steffen, Christoph. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112936.

Full description at Econpapers || Download paper

2015Dynamic Panics: Theory and Application to the Eurozone. (2015). Stangebye, Zachary. In: MPRA Paper. RePEc:pra:mprapa:69967.

Full description at Econpapers || Download paper

2015The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model. (2015). Vizek, Maruška ; Posedel, Petra ; Simovic, Petra Posedel ; Palic, Petra . In: Working Papers. RePEc:iez:wpaper:1505.

Full description at Econpapers || Download paper

2015The Analysis of Money Supply Endogeneity in Russia. (2015). Vashchelyuk, Natalia ; Trunin, Pavel. In: Journal of the New Economic Association. RePEc:nea:journl:y:2015:i:25:p:103-131.

Full description at Econpapers || Download paper

2015On the Long Run Money-Prices Relationship in CEE Countries. (2015). Oros, Cornel ; Albulescu, Claudiu ; Goyeau, Daniel . In: Economic Research Guardian. RePEc:wei:journl:v:5:y:2015:i:1:p:73-96.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Capital Controls or Macroprudential Regulation?. (2015). Sandri, Damiano ; Korinek, Anton. In: IMF Working Papers. RePEc:imf:imfwpa:15/218.

Full description at Econpapers || Download paper

2015When is macroprudential policy effective?. (2015). McDonald, Chris . In: BIS Working Papers. RePEc:bis:biswps:496.

Full description at Econpapers || Download paper

2015Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?. (2015). O'Toole, Conor ; O'Malley, Terry ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:02/rt/15.

Full description at Econpapers || Download paper

2015Monitoring financial stability in developing and emerging economies : practical guidance for conducting macroprudential analysis. (2015). Dijkman, Miquel . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7248.

Full description at Econpapers || Download paper

2015Macroprudential Policy and Labor Market Dynamics in Emerging Economies. (2015). Gonzalez, Andres ; Finkelstein Shapiro, Alan. In: IMF Working Papers. RePEc:imf:imfwpa:15/78.

Full description at Econpapers || Download paper

2015Macroprudential Policy and Labor Market Dynamics in Latin America. (2015). Gonzalez, Andres ; Finkelstein-Shapiro, Alan ; Gomez, Andres Gonzalez . In: IDB Publications (Working Papers). RePEc:idb:brikps:88738.

Full description at Econpapers || Download paper

2015The Use and Effectiveness of Macroprudential Policies; New Evidence. (2015). Laeven, Luc ; Claessens, Stijn ; Cerutti, Eugenio. In: IMF Working Papers. RePEc:imf:imfwpa:15/61.

Full description at Econpapers || Download paper

2015Reserve requirements as a macroprudential instrument – Empirical evidence from Brazil. (2015). Towbin, Pascal ; Glocker, Christian . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:44:y:2015:i:c:p:158-176.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Economic resilience: what role for policies?. (2015). Röhn, Oliver ; Sanchez, Aida Caldera ; Rohn, Oliver ; Rasmussen, Morten . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1251-en.

Full description at Econpapers || Download paper

2015When is macroprudential policy effective?. (2015). McDonald, Chris . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2015/06.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Enhancing Bank Supervision in Asia: Lessons Learnt from the Financial Crisis. (2015). Zamorski, Michael J ; Lee, Minsoo . In: Working Papers. RePEc:sea:wpaper:wp12.

Full description at Econpapers || Download paper

2015Estimating the effects of macroprudential policy shocks: A Qual VAR approach. (2015). PeterTillmann, . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:1-4.

Full description at Econpapers || Download paper

2015How effective is macroprudential policy during financial downturns? Evidence from caps on banks̕ leverage. (2015). Buchholz, Manuel. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2015-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Credit conditions, macroprudential policy and house prices. (2015). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:06/rt/15.

Full description at Econpapers || Download paper

2015Is macroprudential policy instrument blunt?. (2015). Sudo, Nao ; Sonoda, Katsurako . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e11.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015LTV policy as a macroprudential tool: The case of residential mortgage loans in Asia. (2015). Salike, Nimesh ; Regis, Paulo ; Morgan, Peter. In: RIEI Working Papers. RePEc:xjt:rieiwp:2015-03.

Full description at Econpapers || Download paper

2015Learning to Agree: A New Perspective on Price Drift. (2015). Giusto, Andrea. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00647.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Monetary Development and Transmission in the Eurosystem. (2015). Anton, Roman . In: MPRA Paper. RePEc:pra:mprapa:67187.

Full description at Econpapers || Download paper

2015Monetary Development and Transmission in the Eurosystem. (2015). Anton, Roman. In: MPRA Paper. RePEc:pra:mprapa:67323.

Full description at Econpapers || Download paper

2015Quantity theory is alive: the role of international portfolio shifts. (2015). Santis, Roberto . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:4:p:1401-1430.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Granger causality between debt and growth: Evidence from OECD countries. (2015). Puente-Ajovin, Miguel ; Sanso-Navarro, Marcos . In: International Review of Economics & Finance. RePEc:eee:reveco:v:35:y:2015:i:c:p:66-77.

Full description at Econpapers || Download paper

2015Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models. (2015). Kock, Anders ; Callot, Laurent ; Caner, Mehmet ; Riquelme, Juan Andres . In: CREATES Research Papers. RePEc:aah:create:2015-10.

Full description at Econpapers || Download paper

2015Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models. (2015). Kock, Anders ; Callot, Laurent ; Caner, Mehmet ; Riquelme, Juan Andres . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150019.

Full description at Econpapers || Download paper

2015The Dynamics of Government Debt and Economic Growth. (2015). Swamy, Vighneswara. In: MPRA Paper. RePEc:pra:mprapa:63693.

Full description at Econpapers || Download paper

2015Government Debt and Economic Growth: Estimating the Debt Thresholds and Debt Intolerance. (2015). Swamy, Vighneswara. In: MPRA Paper. RePEc:pra:mprapa:63694.

Full description at Econpapers || Download paper

2015Government Debt and Economic Growth – Decomposing the Cause and Effect Relationship. (2015). Swamy, Vighneswara. In: MPRA Paper. RePEc:pra:mprapa:64105.

Full description at Econpapers || Download paper

2015Government Debt and its Macroeconomic Determinants – An Empirical Investigation. (2015). Swamy, Vighneswara. In: MPRA Paper. RePEc:pra:mprapa:64106.

Full description at Econpapers || Download paper

2015Public Debt and Growth in U.S. States. (2015). Romalis, John ; Golberg, Andrew . In: Working Papers. RePEc:syd:wpaper:2015-10.

Full description at Econpapers || Download paper

2015Relationship between Economic Growth and Debt: An Empirical Analysis for Sub-Saharan Africa.. (2015). Hussain, Mohammed Ershad ; IGWIKE, Richard S. ; Haque, Mahfuzul . In: Journal of Economics and Political Economy. RePEc:ksp:journ1:v:2:y:2015:i:2:p:262-275.

Full description at Econpapers || Download paper

2015Dette publique, qualité institutionnelle et croissance économique dans les pays de la région MENA : analyse par la méthode des moments généralisés. (2015). Boukhatem, Jamel ; Kaabi, Malek . In: MPRA Paper. RePEc:pra:mprapa:65756.

Full description at Econpapers || Download paper

2015Public debt and growth: Heterogeneity and non-linearity. (2015). Presbitero, Andrea ; Eberhardt, Markus. In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:1:p:45-58.

Full description at Econpapers || Download paper

2015Deficit Rules and Monetization in a Growth Model with Multiplicity and Indeterminacy. (2015). villieu, patrick ; Minea, Alexandru ; Menuet, Maxime. In: Working Papers. RePEc:hal:wpaper:halshs-01199774.

Full description at Econpapers || Download paper

2015Revisiting the role of public debt in economic growth: The case of OECD countries. (2015). Verbič, Miroslav ; Aristovnik, Aleksander ; Verbic, Miroslav ; Mencinger, Jernej . In: MPRA Paper. RePEc:pra:mprapa:67704.

Full description at Econpapers || Download paper

2015Public debt and economic growth: Economic systems matter. (2015). Ahlborn, Markus ; Schweickert, Rainer . In: PFH Forschungspapiere/Research Papers. RePEc:zbw:pfhrps:201502.

Full description at Econpapers || Download paper

2015Deficit Rules and Monetization in a Growth Model with Multiplicity and Indeterminacy. (2015). villieu, patrick ; Minea, Alexandru ; Menuet, Maxime. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2294.

Full description at Econpapers || Download paper

2015Does debt predict growth? An empirical analysis of the relationship between total debt and economic output. (2015). Vanlaer, Willem ; Vanovertveldt, Johan ; Vereeck, Lode ; Marneffe, Wim . In: European Journal of Government and Economics. RePEc:egr:ejge00:v:4:i:2:p:79-103.

Full description at Econpapers || Download paper

2015Growth and Public Debt: What Are the Relevant Tradeoffs?. (2015). Venditti, Alain ; Seegmuller, Thomas ; Nourry, Carine ; Nishimura, Kazuo. In: AMSE Working Papers. RePEc:aim:wpaimx:1606.

Full description at Econpapers || Download paper

2015The ‘other half’ of the public debt–economic growth relationship: a note on Reinhart and Rogoff. (2015). Dafermos, Yannis. In: European Journal of Economics and Economic Policies: Intervention. RePEc:elg:ejeepi:v:12:y:2015:i:1:p20-28.

Full description at Econpapers || Download paper

2015Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance. (2015). Bacha, Obiyathulla ; Askari, Hossein ; Obiyathulla, Abbas Mirakhor . In: PSL Quarterly Review. RePEc:psl:pslqrr:2015:32.

Full description at Econpapers || Download paper

2015Quantifying the Effects of Financialisation and Leverage in China. (2015). Sun, Lixin. In: MPRA Paper. RePEc:pra:mprapa:69938.

Full description at Econpapers || Download paper

2015Capital Market Inflation in Emerging Markets: the Cases of Brazil and South Korea. (2015). Bonizzi, Bruno. In: PSL Quarterly Review. RePEc:psl:pslqrr:2015:22.

Full description at Econpapers || Download paper

2015Public debt, economic growth and nonlinear effects: Myth or reality?. (2015). Égert, Balázs ; Egert, Balazs . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:43:y:2015:i:c:p:226-238.

Full description at Econpapers || Download paper

2015The effects of oil price and US economy on Thailands macroeconomy: The role of monetary transmission mechanism. (2015). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee . In: MPRA Paper. RePEc:pra:mprapa:69096.

Full description at Econpapers || Download paper

2015Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája. (2015). Havran, Dániel ; Erb, Tamas . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1537.

Full description at Econpapers || Download paper

2015Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol. (2015). Winkelried, Diego ; Lock, Eduardo . In: Revista Estudios Económicos. RePEc:rbp:esteco:ree-29-03.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Private information, capital flows, and exchange rates. (2015). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Working Papers. RePEc:snb:snbwpa:2015-12.

Full description at Econpapers || Download paper

2015Which continuous-time model is most appropriate for exchange rates?. (2015). Neely, Christopher ; Laurent, Sébastien ; Erdemlioglu, Deniz. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s256-s268.

Full description at Econpapers || Download paper

2015Financial market reform – A new driver for China’s economic growth?. (2015). Chen, Yu-Fu ; Tao, Kunyu . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_005.

Full description at Econpapers || Download paper

2015Capital market financing, firm growth, and firm size distribution. (2015). Schmukler, Sergio ; Levine, Ross ; Brandao, Tatiana Didier . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7353.

Full description at Econpapers || Download paper

2015Capital Market Financing, Firm Growth, and Firm Size Distribution. (2015). Schmukler, Sergio ; Levine, Ross ; Didier, Tatiana . In: Working Papers. RePEc:hkm:wpaper:172015.

Full description at Econpapers || Download paper

2015Financial market reform – A new driver for China’s economic growth?. (2015). Funke, Michael ; Chen, Yu-Fu ; Tao, Kunyu . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_005.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Can re-regulation of the financial sector strike back public debt?. (2015). Sousa, Ricardo ; Agnello, Luca . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:159-171.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Comparative assessment of macroprudential policies. (2015). SHIM, ILHYOCK ; Shin, Hyun Song ; Bruno, Valentina . In: BIS Working Papers. RePEc:bis:biswps:502.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily. (2015). Guerrieri, Luca ; Iacoviello, Matteo . In: Journal of Monetary Economics. RePEc:eee:moneco:v:70:y:2015:i:c:p:22-38.

Full description at Econpapers || Download paper

2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo ; Mnescu, Cristiana Belu . In: Energy Policy. RePEc:eee:enepol:v:86:y:2015:i:c:p:855-866.

Full description at Econpapers || Download paper

2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo . In: Working Papers. RePEc:bde:wpaper:1518.

Full description at Econpapers || Download paper

2015Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo ; Mnescu, Cristiana Belu . In: Working Paper Series. RePEc:ecb:ecbwps:20151855.

Full description at Econpapers || Download paper

2015Is Globalization Reducing the Ability of Central Banks to Control Inflation? In-Depth Analysis. (2015). Dreger, Christian ; Pothier, David ; Rieth, Malte . In: DIW Berlin: Politikberatung kompakt. RePEc:diw:diwpok:pbk106.

Full description at Econpapers || Download paper

2015Liquidity premia and interest rate parity. (2015). Schabert, Andreas ; Linnemann, Ludger . In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:1:p:178-192.

Full description at Econpapers || Download paper

2015Domestic and international macroeconomic effects of the Eurosystem expanded asset purchase programme. (2015). Pisani, Massimiliano ; Pagano, Patrizio ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1036_15.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Transition and capital misallocation: the Chinese case. (2015). Cubizol, Damien . In: Working Papers. RePEc:hal:wpaper:halshs-01176919.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Transition and capital misallocation : the Chinese case. (2015). Cubizol, Damien . In: Working Papers. RePEc:gat:wpaper:1517.

Full description at Econpapers || Download paper

2015Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results. (2015). Wulff, Alexander ; Heinemann, Maik . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113165.

Full description at Econpapers || Download paper

2015Direct versus indirect regression estimates of foreign exchange cash flow exposure. (2015). Krapl, Alain ; O'Brien, Thomas J.. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:103-112.

Full description at Econpapers || Download paper

2015Foreign exchange risk and the term-structure of industry costs of equity. (2015). Krapl, Alain ; Giaccotto, Carmelo . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:71-88.

Full description at Econpapers || Download paper

2015Exchange risk premia and firm characteristics. (2015). Majerbi, Basma ; Rizeanu, Sorin ; Chung, Hyunchul. In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:96-125.

Full description at Econpapers || Download paper

2015Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors. (2015). Lestano, Lestano. In: MPRA Paper. RePEc:pra:mprapa:64357.

Full description at Econpapers || Download paper

2015Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries. (2015). Pedersen, Thomas ; Engsted, Tom. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:257-275.

Full description at Econpapers || Download paper

2015Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach. (2015). Cifter, Atilla. In: Panoeconomicus. RePEc:voj:journl:v:62:y:2015:i:1:p:55-76.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Delayed Overshooting Puzzle in Structural Vector Autoregression Models.. (2015). Vonnák, Balázs ; Istrefi, Klodiana ; Vonnak, B. In: Working papers. RePEc:bfr:banfra:576.

Full description at Econpapers || Download paper

2015Home bias, risk differential, and cultural spatial spillover effects. (2015). Kim, Heeho ; Cho, Seong-Hoon . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:114-136.

Full description at Econpapers || Download paper

2015How long is a long-term-firm investment in the presence of governance mechanisms?. (2015). Carlsson, Evert ; Mavruk, Taylan . In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:1:p:117-149.

Full description at Econpapers || Download paper

2015Currency carry trades in Latin America. (2015). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:81.

Full description at Econpapers || Download paper

2015Benefits of wavelet-based carry trade diversification. (2015). Orlov, Vitaly ; Aijo, Janne . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:17-32.

Full description at Econpapers || Download paper

2015Consumer and asset prices: Some recent evidence. (2015). Reimers, Hans-Eggert ; Roffia, Barbara ; Gerdesmeier, Dieter . In: Wismar Discussion Papers. RePEc:zbw:hswwdp:012015.

Full description at Econpapers || Download paper

2015K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?. (2015). Kaufmann, Sylvia. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:82-94.

Full description at Econpapers || Download paper

2015Did US Consumers Save for a Rainy Day Before the Great Recession?. (2015). Nymoen, Ragnar ; Anundsen, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5347.

Full description at Econpapers || Download paper

2015Did US consumers `save for a rainy day before the Great Recession?. (2015). Nymoen, Ragnar ; Anundsen, Andre. In: Memorandum. RePEc:hhs:osloec:2015_011.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Saving and the long shadow of macroeconomic shocks. (2015). Noy, Ilan ; Aizenman, Joshua. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:147-159.

Full description at Econpapers || Download paper

2015The QE experience : Worth a try ?. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/166ip2fse39118p4oksocrf89u.

Full description at Econpapers || Download paper

2015The QE experience: Worth a try?. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/76n8jifalu9pravs72etj3lddb.

Full description at Econpapers || Download paper

2015The effect of reducing quantitative easing on emerging markets. (2015). Bouraoui, Taoufik . In: Applied Economics. RePEc:taf:applec:v:47:y:2015:i:15:p:1562-1573.

Full description at Econpapers || Download paper

2015Effects of U.S. Quantitative Easing on Latin American Economies. (2015). Ramirez-Rondan, Nelson ; Pérez Forero, Fernando ; Carrera, Cesar. In: Working Papers. RePEc:apc:wpaper:2015-035.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach. (2015). Ojeda-Joya, Jair ; Bustos-Pelaez, Juan C ; Jaulin-Mendez, Oscar . In: Borradores de Economia. RePEc:bdr:borrec:913.

Full description at Econpapers || Download paper

2015The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach. (2015). Ojeda-Joya, Jair ; Bustos-Pelaez, Juan C ; Jaulin-Mendez, Oscar . In: BORRADORES DE ECONOMIA. RePEc:col:000094:013991.

Full description at Econpapers || Download paper

2015Terms of Trade Shocks and Investment in Commodity-Exporting Economies. (2015). Kirchner, Markus ; Yany, Andres . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v22c05pp135-193.

Full description at Econpapers || Download paper

2015Growth without finance, finance without growth. (2015). Coccorese, Paolo ; Silipo, Damiano . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:1:p:279-304.

Full description at Econpapers || Download paper

2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5615.

Full description at Econpapers || Download paper

2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1519.

Full description at Econpapers || Download paper

2015Fiscal Consolidation During Times of High Unemployment; The Role of Productivity Gains and Wage Restraint. (2015). Lama, Ruy ; Medina, Juan Pablo . In: IMF Working Papers. RePEc:imf:imfwpa:15/262.

Full description at Econpapers || Download paper

2015Do oil spot and futures prices move together?. (2015). Lee, Chien-Chiang ; Chang, Chun-Ping . In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:379-390.

Full description at Econpapers || Download paper

2015Insurance development and the finance-growth nexus: Evidence from 34 OECD countries. (2015). Arvin, Mak ; Norman, Neville R ; Pradhan, Rudra P. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:1-22.

Full description at Econpapers || Download paper

2015South East Asian Financial Linkages and the Changing Role of China: Insights from a Global VAR. (2015). Rudkin, Simon ; Wong, Sen Min . In: MPRA Paper. RePEc:pra:mprapa:65001.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Market Entries and Exits and the Nonlinear Behaviour of the Exchange Rate Pass-Through into Import Prices. (2015). Herger, Nils . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:2:p:313-332.

Full description at Econpapers || Download paper

2015Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Enders, Walter ; Pascalau, Razvan . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487.

Full description at Econpapers || Download paper

2015Time-varying nature and macroeconomic determinants of exchange rate pass-through. (2015). Ozkan, Ibrahim ; Erden, Lutfi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:56-66.

Full description at Econpapers || Download paper

2015The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5550.

Full description at Econpapers || Download paper

2015The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp9467.

Full description at Econpapers || Download paper

2015Robust inference in nonlinear models with mixed identification strength. (2015). Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:207-228.

Full description at Econpapers || Download paper

2015The effects of systemic banking crises in the inter-war period. (2015). solomou, solomos ; da Rocha, Bruno T.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:35-49.

Full description at Econpapers || Download paper

2015Economic Freedom and Economic Crisis. (2015). Bjørnskov, Christian ; Bjornskov, Christian . In: Working Paper Series. RePEc:hhs:iuiwop:1056.

Full description at Econpapers || Download paper

2015Bank excess reserves in emerging economies: A critical review and research agenda. (2015). Nguyen, Thai ; Boateng, Agyenim ; Nguyen, Vu Hong Thai, . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:158-166.

Full description at Econpapers || Download paper

2015Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia. (2015). Siklos, Pierre ; Filardo, Andrew ; Andrew J. Filardo, Pierre L. Siklos, . In: LCERPA Working Papers. RePEc:wlu:lcerpa:0086.

Full description at Econpapers || Download paper

2015LOW RISK ANOMALY IN THE CEE STOCK MARKETS. (2015). Zaremba, Adam . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:3:p:81-102.

Full description at Econpapers || Download paper

2015Measuring the impact of extreme observations on CAPM alphas: Some methodological issues. (2015). De Moor, Lieven ; Sercu, Piet . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:1-10.

Full description at Econpapers || Download paper

2015International capital markets structure, preferences and puzzles: A “US–China World”. (2015). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:85-99.

Full description at Econpapers || Download paper

2015International equity and bond positions in a DSGE model with variety risk in consumption. (2015). Hamano, Masashige. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:1:p:212-226.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Price discovery in the markets for credit risk: A Markov switching approach. (2015). Dimpfl, Thomas ; Peter, Franziska J. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-035.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Revisiting the Defense-Growth nexus in European countries. (2015). Lee, Chien-Chiang ; Chang, Tsangyao ; Chu, Hsiao-Ping . In: Defence and Peace Economics. RePEc:taf:defpea:v:26:y:2015:i:3:p:341-356.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions. (2015). Baillie, Richard T ; Ho, Kun . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:99-111.

Full description at Econpapers || Download paper

2015Capital inflows and euro area long-term interest rates. (2015). Fidora, Michael ; Carvalho, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:186-204.

Full description at Econpapers || Download paper

2015Do demographic changes matter? A cross-country perspective. (2015). evi, Aleksandar ; Brawn, Derek . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:36-61.

Full description at Econpapers || Download paper

2015China and Global Macroeconomic Interdependence. (2015). Tyers, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2015-09.

Full description at Econpapers || Download paper

2015Slower growth and vulnerability to recession: updating China’s global impact. (2015). Tyers, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2015-29.

Full description at Econpapers || Download paper

2015Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?. (2015). Ebeke, Christian Hubert ; Lu, Yinqiu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:203-219.

Full description at Econpapers || Download paper

2015Capital inflows and euro area long-term interest rates. (2015). Fidora, Michael ; Carvalho, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20151798.

Full description at Econpapers || Download paper

2015Asia’s Reserve Accumulation: Part of a New Paradigm. (2015). Brugger, Florian . In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2015-03.

Full description at Econpapers || Download paper

2015Relative Real Exchange-Rate Volatility, Multi-Destination Firms and Trade: Micro Evidence and Aggregate Implications. (2015). Nedoncelle, Clément ; Héricourt, Jérôme. In: Working Papers. RePEc:cii:cepidt:2015-03.

Full description at Econpapers || Download paper

2015Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data. (2015). Liu, Runjuan ; Fatum, Rasmus ; Xu, Jiayun . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:257.

Full description at Econpapers || Download paper

2015Transmission of real exchange rate changes to the manufacturing sector: The role of financial access. (2015). Dhasmana, Anubha. In: International Economics. RePEc:cii:cepiie:2015-q3-143-4.

Full description at Econpapers || Download paper

2015A Note on Unemployment Persistence and Quantile Parameter Heterogeneity. (2015). Andini, Corrado. In: IZA Discussion Papers. RePEc:iza:izadps:dp8819.

Full description at Econpapers || Download paper

2015Determinants of inflation in India. (2015). Mohanty, Deepak ; John, Joice . In: Journal of Asian Economics. RePEc:eee:asieco:v:36:y:2015:i:c:p:86-96.

Full description at Econpapers || Download paper

2015Tight Money and the Sustainability of Public Debt. (2015). Pekarski, Sergey. In: HSE Working papers. RePEc:hig:wpaper:95/ec/2015.

Full description at Econpapers || Download paper

2015Is Monetary Financing Inflationary? A Case Study of the Canadian Economy, 1935-75. (2015). Ryan-Collins, Josh . In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_848.

Full description at Econpapers || Download paper

2015Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina ; Visvikis, Ilias . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

Full description at Econpapers || Download paper

2015Disclosure, banks CDS spreads and the European sovereign crisis. (2015). Refait-Alexandre, Catherine ; Guillemin, François. In: Working Papers. RePEc:crb:wpaper:2015-10.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Do banks overnight borrowing rates lead their CDS Price? evidence from the Eurosystem. (2015). Jokivuolle, Esa ; Viren, Matti ; Tolo, Eero . In: Working Paper Series. RePEc:ecb:ecbwps:20151809.

Full description at Econpapers || Download paper

2015The determinants of global bank credit-default-swap spreads. (2015). HASAN, IFTEKHAR ; Zhang, Gaiyan ; Liuling, Liu . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_033.

Full description at Econpapers || Download paper

2015Corruption, central bank (in)dependence and optimal monetary policy in a simple model. (2015). Cavoli, Tony ; Wilson, John K. ; JohnK. Wilson, . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:3:p:501-509.

Full description at Econpapers || Download paper

2015Implications of Globalization for the Output-inflation Relationship: an Assessment. (2015). Mazumder, Sandeep ; Vanhoose, David ; Daniels, Joseph . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:1:p:39-60.

Full description at Econpapers || Download paper

2015The price-price Phillips curve in small open economies and monetary unions: theory and empirics. (2015). Vaona, Andrea. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:2:p:281-307.

Full description at Econpapers || Download paper

2015Forward-Looking Exporters and Exchange Rate Pass-Through: A Micro-Level Investigation. (2015). Li, Yao ; Chen, Carol Zhao . In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201528.

Full description at Econpapers || Download paper

2015The impact of international swap lines on stock returns of banks in emerging markets. (2015). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius. In: Working Papers. RePEc:snb:snbwpa:2015-07.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Explaining inflation in the period of quantitative easing in Japan: Relative-price changes, aggregate demand, and monetary policy. (2015). Hayo, Bernd ; Ono, Hiroyuki . In: Journal of Asian Economics. RePEc:eee:asieco:v:36:y:2015:i:c:p:72-85.

Full description at Econpapers || Download paper

2015Currency intervention and the global portfolio balance effect: Japanese lessons. (2015). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra. In: CARF F-Series. RePEc:cfi:fseres:cf373.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Debt and Financial Market Contagion. (2015). Morley, James ; Hsiao, Cody Yu-Ling. In: Discussion Papers. RePEc:swe:wpaper:2015-02.

Full description at Econpapers || Download paper

2015The Joint Dynamics of Sovereign Ratings and Government Bond Yields. (2015). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:4-15.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?. (2015). Timbeau, Xavier ; Ducoudré, Bruno ; Creel, Jerome ; Blot, Christophe ; Ducoudre, Bruno . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6018jmm8rk9oroimutg7hhiu3f.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Back to fiscal consolidation in Europe and its dual tradeoff : now of later, through spending cuts or tax hikes. (2015). Ducoudré, Bruno ; Creel, Jerome ; Blot, Christophe ; Timbeau, Xavier . In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1511.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Measuring sovereign contagion in Europe. (2015). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano. In: SAFE Working Paper Series. RePEc:zbw:safewp:103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?. (2015). Timbeau, Xavier ; Ducoudré, Bruno ; Creel, Jerome ; Blot, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-01143545.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The Joint Dynamics of Sovereign Ratings and Government Bond Yields. (2015). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-4-15.

Full description at Econpapers || Download paper

2015Duration of bankruptcy proceedings and monetary policy effectiveness. (2015). Aysun, Uluc. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:44:y:2015:i:c:p:295-302.

Full description at Econpapers || Download paper

2015A Cross-Country Analysis of Monetary Policy Effects on Prices. (2015). Ćorić, Bruno ; Simic, Vladimir . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:5:p:377-390.

Full description at Econpapers || Download paper

2015Impactos de la política monetaria y canales de transmisión en países de América Latina con esquema de inflación objetivo. (2015). Quintero, Jorge David . In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:013848.

Full description at Econpapers || Download paper

2015Banking Competition and Efficiency: Empirical Analysis on the Bosnia and Herzegovina Using Panzar-Rosse Model. (2015). Memi, Deni . In: Business Systems Research. RePEc:bit:bsrysr:v:6:y:2015:i:1:p:72-92.

Full description at Econpapers || Download paper

2015Sturm und Drang in money market funds: When money market funds cease to be narrow. (2015). Wedow, Michael ; Jank, Stephan . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:59-70.

Full description at Econpapers || Download paper

2015Short- and Long-Run Fiscal Elasticities: International Evidence. (2015). Poplawski-Ribeiro, Marcos ; Liu, Kai . In: MPRA Paper. RePEc:pra:mprapa:65950.

Full description at Econpapers || Download paper

2015Monetary and debt-concerned fiscal policies interaction in monetary unions. (2015). Foresti, Pasquale. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:4:p:541-552.

Full description at Econpapers || Download paper

2015Estimating fiscal policy reaction functions: The role of model specification. (2015). Plödt, Martin ; Reicher, Claire A ; Plodt, Martin . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:113-128.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?. (2015). Demertzis, Maria ; Agur, Itai. In: IMF Working Papers. RePEc:imf:imfwpa:15/283.

Full description at Econpapers || Download paper

2015The theoretical weaknesses of the expansionary austerity doctrine. (2015). Botta, Alberto. In: Working Papers. RePEc:pke:wpaper:pkwp1511.

Full description at Econpapers || Download paper

2015Fiscal and monetary policies in complex evolving economies. (2015). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:52:y:2015:i:c:p:166-189.

Full description at Econpapers || Download paper

2015Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis. (2015). Lizarazo, Sandra ; Adler, Gustavo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:428-448.

Full description at Econpapers || Download paper

2015Contagion across Eurozones sovereign spreads and the Core-Periphery divide. (2015). Valentini, Enzo ; CROCI ANGELINI, Elisabetta ; Farina, Francesco . In: Working Papers. RePEc:mcr:wpaper:wpaper00045.

Full description at Econpapers || Download paper

2015The Early Consequences of the Crisis on Fiscal Convergence in the EU. (2015). Colombo, Caterina ; Censolo, Roberto . In: Working Papers. RePEc:udf:wpaper:2015024.

Full description at Econpapers || Download paper

2015Eurozone Crisis. (2015). Louek, Marek . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2015:y:2015:i:1:id:502:p:88-104.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area. (2015). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:3:p:939-949.

Full description at Econpapers || Download paper

2015Fiscal Challenges in Multilayered Unions: An Overview and Case Study. (2015). Aizenman, Joshua ; Gunnarsson, Gunnar . In: Social Sciences. RePEc:gam:jscscx:v:4:y:2015:i:2:p:373-392:d:49770.

Full description at Econpapers || Download paper

2015Systemic Risk in the European Union: A Network Approach to Banks’ Sovereign Debt Exposures. (2015). Westphal, Annika . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:3:p:244-279:d:53101.

Full description at Econpapers || Download paper

2015Reconciling insurance with market discipline: A blueprint for a European fiscal union. (2015). Peichl, Andreas ; Heinemann, Friedrich ; Fuest, Clemens ; Dolls, Mathias. In: ZEW Discussion Papers. RePEc:zbw:zewdip:15044.

Full description at Econpapers || Download paper

2015Fiscal multipliers and beyond. (2015). Warmedinger, Thomas ; de Cos, Pablo Hernandez ; Checherita-Westphal, Cristina . In: Occasional Paper Series. RePEc:ecb:ecbops:2011162.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015In the absence of fiscal union, the Eurozone needs a more flexible monetary policy. (2015). Fratianni, Michele ; Alessandrini, Pietro. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:113.

Full description at Econpapers || Download paper

2015Capital flows, long term bond yields and fiscal stance: the Eurozone policy trilemma. (2015). Canale, Rosaria Rita. In: Portuguese Economic Journal. RePEc:spr:portec:v:14:y:2015:i:1:p:31-44.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Heterogeneous Market Beliefs, Fundamentals and the Sovereign Debt Crisis in the Eurozone. (2015). Tamborini, Roberto. In: Economica. RePEc:bla:econom:v:82:y:2015:i::p:1153-1176.

Full description at Econpapers || Download paper

2015Fiscal multipliers and beyond. (2015). Hernández de Cos, Pablo ; Checherita Westphal, Cristina ; Checherita-Westphal, Cristina ; Warmedinger, Thomas . In: Occasional Paper Series. RePEc:ecb:ecbops:2015162.

Full description at Econpapers || Download paper

2015International Coordination and Precautionary Policies. (2015). Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:21793.

Full description at Econpapers || Download paper

2015Public Debt & Sovereign Ratings - Do Industrialized Countries Enjoy a Privilege?. (2015). Bartels, Bernhard ; Weiser, Constantin . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112822.

Full description at Econpapers || Download paper

2015Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:54-62.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

Full description at Econpapers || Download paper

2015Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, Murad A.. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

Full description at Econpapers || Download paper

2015Macro News and Commodity Returns. (2015). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5551.

Full description at Econpapers || Download paper

2015Macro News and Commodity Returns. (2015). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1508.

Full description at Econpapers || Download paper

2015Forecasting Credit Default Swaps (CDSs) spreads with newswire messages: Evidence from European countries under financial distress. (2015). Apergis, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:92-94.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Value of WTO Trade Agreements in a New Keynesian Model. (2015). Tervala, Juha ; Ganelli, Giovanni. In: IMF Working Papers. RePEc:imf:imfwpa:15/37.

Full description at Econpapers || Download paper

2015Value of WTO trade agreements in a New Keynesian model. (2015). Tervala, Juha ; Ganelli, Giovanni. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:347-362.

Full description at Econpapers || Download paper

2015Erratum to: The Consequences of Tariff Reduction for Economic Activity and Inequality. (2015). Turnovsky, Stephen J ; Rojas-Vallejos, Jorge. In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:4:p:601-631.

Full description at Econpapers || Download paper

2015Inter-Temporal Purchasing Power Parity. (2015). Gouri Suresh, Shyam ; Breuer, Janice ; Kumar, Vikram . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:5:p:869-891.

Full description at Econpapers || Download paper

2015Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance. (2015). Yin, Libo ; Han, Liyan . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:1:p:151-181.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:192-210.

Full description at Econpapers || Download paper

2015Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2015-01.

Full description at Econpapers || Download paper

2015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

Full description at Econpapers || Download paper

2015Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis. (2015). Berdiev, Aziz N. ; Chang, Chun-Ping . In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:20-33.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015How Does Foreign Aid Affect the Relationship between IFRS Adoption and Foreign Direct Investment?. (2015). Uchenna, Efobi ; Matthias, NNADI . In: Working Papers. RePEc:agd:wpaper:15/014.

Full description at Econpapers || Download paper

2015Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystems LTROs.. (2015). Mésonnier, Jean-Stéphane ; fraisse, henri ; Cahn, Christophe ; Andrade, Philippe ; J-S. Mesonnier, . In: Working papers. RePEc:bfr:banfra:540.

Full description at Econpapers || Download paper

2015Credit conditions, macroprudential policy and house prices. (2015). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:06/rt/15.

Full description at Econpapers || Download paper

2015Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5305.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Going to Extremes: Politics after Financial Crises, 1870-2014. (2015). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5553.

Full description at Econpapers || Download paper

2015Chinas Capital Flight: Pre- and Post-Crisis Experiences. (2015). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5584.

Full description at Econpapers || Download paper

2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5615.

Full description at Econpapers || Download paper

2015The Impact of the ECBs Asset Purchase Programmes on Sovereign Bond Spreads in the Euro Area. (2015). Watfe, Gibran. In: Bruges European Economic Research Papers. RePEc:coe:wpbeer:35.

Full description at Econpapers || Download paper

2015Efectos de la enfermedad holandesa (Dutch disease). Alguna evidencia para Argentina. (2015). Lanteri, Luis N. In: REVISTA DE ECONOMÍA DEL ROSARIO. RePEc:col:000151:014850.

Full description at Econpapers || Download paper

2015Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?. (2015). Bacchetta, Philippe ; van Wincoop, Eric ; Perazzi, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10609.

Full description at Econpapers || Download paper

2015Going to Extremes: Politics after Financial Crises, 1870-2014. (2015). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10884.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1519.

Full description at Econpapers || Download paper

2015What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-12.

Full description at Econpapers || Download paper

2015Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-38.

Full description at Econpapers || Download paper

2015The Role of International Reserves Holding in Buffering External Shocks. (2015). Sallenave, Audrey ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-41.

Full description at Econpapers || Download paper

2015Exchange rate misalignments and the external balance under a pegged currency system. (2015). Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-9.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Spillovers from the ECBs non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis. (2015). McQuade, Peter ; Falagiarda, Matteo ; Tirpak, Marcel . In: Working Paper Series. RePEc:ecb:ecbwps:20151869.

Full description at Econpapers || Download paper

2015Does Reserve Accumulation Crowd Out Investments?. (2015). Reinhart, Carmen ; Tashiro, Takeshi . In: Working Paper Series. RePEc:ecl:harjfk:rwp15-038.

Full description at Econpapers || Download paper

2015Risky bank lending and countercyclical capital buffers. (2015). Kumhof, Michael ; Benes, Jaromir . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:58:y:2015:i:c:p:58-80.

Full description at Econpapers || Download paper

2015The effects of oil price shocks on job reallocation. (2015). Karaki, Mohamad ; Herrera, Ana María. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:61:y:2015:i:c:p:95-113.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Are US inflation expectations re-anchored?. (2015). Nautz, Dieter ; Strohsal, Till . In: Economics Letters. RePEc:eee:ecolet:v:127:y:2015:i:c:p:6-9.

Full description at Econpapers || Download paper

2015The political risk factor in emerging, frontier, and developed stock markets. (2015). Piljak, Vanja ; Dimic, Nebojsa ; Orlov, Vitaly . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:239-245.

Full description at Econpapers || Download paper

2015Country characteristics and the effects of government consumption shocks on the current account and real exchange rate. (2015). Kim, Soyoung. In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:2:p:436-447.

Full description at Econpapers || Download paper

2015Macroeconomic adjustment under regime change: From social contract to Arab Spring. (2015). McAdam, Peter ; Faria, Joao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:1-22.

Full description at Econpapers || Download paper

2015The recent growth of international reserves in developing economies: A monetary perspective. (2015). Pina, Goncalo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:172-190.

Full description at Econpapers || Download paper

2015International financial shocks in emerging markets. (2015). Brei, Michael ; Buzaushina, Almira . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:51-74.

Full description at Econpapers || Download paper

2015Balance sheet effects, foreign reserves and public policies. (2015). Cheng, Gong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:146-165.

Full description at Econpapers || Download paper

2015Cost of borrowing shocks and fiscal adjustment. (2015). Holm-Hadulla, Fédéric ; de Groot, Oliver ; Leiner-Killinger, Nadine ; DeGroot, Oliver . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:23-48.

Full description at Econpapers || Download paper

2015A regime-switching Nelson–Siegel term structure model of the macroeconomy. (2015). RAHMAN, Shahidur . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:44:y:2015:i:c:p:1-17.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Internationalization and bank risk. (2015). Roman, Raluca ; Berger, Allen N ; Guedhami, Omrane ; el Ghoul, Sadok . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-08.

Full description at Econpapers || Download paper

2015FISCAL ACTIVISM IN EUROPEAN REGIONS: EVIDENCE ON FISCAL RULES BEFORE AND AFTER THE EURO. (2015). Karras, Georgios. In: Regional Science Inquiry. RePEc:hrs:journl:v:vii:y:2015:i:1:p:21-34.

Full description at Econpapers || Download paper

2015The Time-Varying Degree of Inflation Expectations Anchoring. (2015). Nautz, Dieter ; Melnick, Rafi ; Strohsal, Till . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-028.

Full description at Econpapers || Download paper

2015The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area. (2015). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-044.

Full description at Econpapers || Download paper

2015Chinas Capital Flight: Pre- and Post-Crisis Experiences. (2015). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: Working Papers. RePEc:iee:wpaper:wp0103.

Full description at Econpapers || Download paper

2015Collateral Damage; Dollar Strength and Emerging Markets’ Growth. (2015). Mariscal, Rodrigo ; Magud, Nicolas E ; Druck, Pablo. In: IMF Working Papers. RePEc:imf:imfwpa:15/179.

Full description at Econpapers || Download paper

2015Government expenditure in India: Composition, cyclicality and multipliers. (2015). Goyal, Ashima ; Sharma, Bhavyaa . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2015-032.

Full description at Econpapers || Download paper

2015Monetary Policy under the Microscope: Intra-bank Transmission of Asset Purchase Programs of the ECB. (2015). Koetter, Michael ; Cycon, L. In: IWH Discussion Papers. RePEc:iwh:dispap:9-15.

Full description at Econpapers || Download paper

2015Determining the asymmetric effects of oil price changes on macroeconomic variables: a case study of Turkey. (2015). Yalcin, Yeliz ; Emirmahmutoglu, Furkan ; Arikan, Cengiz . In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:4:p:737-746.

Full description at Econpapers || Download paper

2015Banking Network Amplification Effects on Cross-Border Bank Flows. (2015). Yamamoto, Shugo. In: Discussion Papers. RePEc:koe:wpaper:1533.

Full description at Econpapers || Download paper

2015A monetáris politika globális tendenciái és a stabilitási kockázatok. (2015). Abel, Istvan. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1539.

Full description at Econpapers || Download paper

2015Capital Controls and Welfare with Cross-Border Bank Capital Flows. (2015). Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Jia, Pengfei . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:212.

Full description at Econpapers || Download paper

2015Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?. (2015). van Wincoop, Eric ; Bacchetta, Philippe ; Perazzi, Elena . In: NBER Working Papers. RePEc:nbr:nberwo:21158.

Full description at Econpapers || Download paper

2015Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?. (2015). de Carvalho Filho, Irineu ; Blanchard, Olivier ; Adler, Gustavo. In: NBER Working Papers. RePEc:nbr:nberwo:21427.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2014
YearCiting document
2014Working Paper 205 - Volatility and Co-movement in Commodity Prices- New Evidence. (2014). Ncube, Mthuli ; Gurara, Daniel Zerfu ; Tessema, Dawit B.. In: Working Paper Series. RePEc:adb:adbwps:2135.

Full description at Econpapers || Download paper

2014Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077.

Full description at Econpapers || Download paper

2014Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441.

Full description at Econpapers || Download paper

2014Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data. (2014). Sornette, Didier ; Filimonov, Vladimir . In: Papers. RePEc:arx:papers:1308.6756.

Full description at Econpapers || Download paper

2014How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1405.2445.

Full description at Econpapers || Download paper

2014Reduction of systemic risk by means of Pigouvian taxation. (2014). Gabbi, Giampaolo ; Abraham, Hrvoje ; Vinko Zlati'c, . In: Papers. RePEc:arx:papers:1406.5817.

Full description at Econpapers || Download paper

2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:14-42.

Full description at Econpapers || Download paper

2014Targeting Inflation from Below - How Do Inflation Expectations Behave?. (2014). Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:14-52.

Full description at Econpapers || Download paper

2014The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies. (2014). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:14-53.

Full description at Econpapers || Download paper

2014Interventions and Expected Exchange Rates in Emerging Market Economies. (2014). Francia, Manuel Ramos ; Garcia-Verdu, Santiago . In: Working Papers. RePEc:bdm:wpaper:2014-11.

Full description at Econpapers || Download paper

2014Responding to exchange rates in a globalised world. (2014). Yetman, James ; Devereux, Michael B. In: BIS Papers chapters. RePEc:bis:bisbpc:77-10.

Full description at Econpapers || Download paper

2014Comments on Michael Devereux and James Yetmans paper. (2014). Fujiwara, Ippei . In: BIS Papers chapters. RePEc:bis:bisbpc:77-11.

Full description at Econpapers || Download paper

2014What have central banks in EMEs learned about the international transmission of monetary policy in recent years?. (2014). Eduardo J A Lima, ; João Barata R B Barroso, ; Kohlscheen, Emanuel W. In: BIS Papers chapters. RePEc:bis:bisbpc:78-06.

Full description at Econpapers || Download paper

2014Spillovers from global monetary conditions: recent experience and policy responses in Malaysia. (2014). Singh, Sukhdave . In: BIS Papers chapters. RePEc:bis:bisbpc:78-15.

Full description at Econpapers || Download paper

2014International lender of last resort: some thoughts for the 21st century. (2014). Landau, Jean-Pierre . In: BIS Papers chapters. RePEc:bis:bisbpc:79-10.

Full description at Econpapers || Download paper

2014Re-thinking the lender of last resort. (2014). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:79.

Full description at Econpapers || Download paper

2014Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates. (2014). Yetman, James ; Miyajima, Ken ; Mohanty, Madhusudan . In: BIS Working Papers. RePEc:bis:biswps:478.

Full description at Econpapers || Download paper

2014Do oil price increases cause higher food prices?. (2014). Kilian, Lutz ; Baumeister, Christiane. In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747.

Full description at Econpapers || Download paper

2014Bank leverage and return on equity targeting: intrinsic procyclicality of short-term choices. (2014). Louri, Helen ; Karakatsani, Eleni ; Pagratis, Spyros . In: Working Papers. RePEc:bog:wpaper:189.

Full description at Econpapers || Download paper

2014Explosive Target balances of the German Bundesbank. (2014). Reischmann, Markus ; Potrafke, Niklas. In: Ifo Working Paper Series. RePEc:ces:ifowps:_185.

Full description at Econpapers || Download paper

2014Corporate Debt Structure and Economic Recoveries. (2014). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working Papers. RePEc:cii:cepidt:2014-19.

Full description at Econpapers || Download paper

2014Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-37.

Full description at Econpapers || Download paper

2014Stress-Testing Analyses of the Czech Financial System. (2014). Horvath, Roman ; Babecký, Jan ; Gersl, Adam ; Konecny, Tomas ; Jakubik, Petr ; Hlavac, Petr ; Gronychova, Marcela ; Komarek, Lubos ; Galuscak, Kamil ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/1.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10162.

Full description at Econpapers || Download paper

2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10232.

Full description at Econpapers || Download paper

2014Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9885.

Full description at Econpapers || Download paper

2014What drives the German current account? And how does it affect other EU member states?. (2014). Vogel, Lukas ; Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; in't Veld , Jan, ; Roeger, Werner ; in 't Veld, Jan, ; In't Veld, Jan, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9933.

Full description at Econpapers || Download paper

2014Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07.

Full description at Econpapers || Download paper

2014Financial Bubble Implosion. (2014). Shi, Shu-Ping ; Phillips, Peter ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1967.

Full description at Econpapers || Download paper

2014Reforming the architecture of EMU: Ensuring stability in Europe. (2014). Hessel, Jeroen ; Gilbert, Niels ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:446.

Full description at Econpapers || Download paper

2014The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries. (2014). Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-22.

Full description at Econpapers || Download paper

2014Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/177116.

Full description at Econpapers || Download paper

2014Collateral imbalances in intra-european trade? Accounting for the difference between gross and value added trade balances. (2014). Stehrer, Robert ; Nagengast, Arne. In: Working Paper Series. RePEc:ecb:ecbwps:20141695.

Full description at Econpapers || Download paper

2014Forecasting the Brent oil price: addressing time-variation in forecast performance. (2014). Manescu, Cristiana ; Van Robays, Ine . In: Working Paper Series. RePEc:ecb:ecbwps:20141735.

Full description at Econpapers || Download paper

2014The persistence and asymmetric volatility in the Nigerian stock bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis. In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:463-469.

Full description at Econpapers || Download paper

2014Explosive Target balances of the German Bundesbank. (2014). Reischmann, Markus ; Potrafke, Niklas. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:439-444.

Full description at Econpapers || Download paper

2014Frontier stock market integration and the global financial crisis. (2014). Lee, Chien-Chiang ; Chen, Pei-Fen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J.. In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305.

Full description at Econpapers || Download paper

2014How do oil producers respond to oil demand shocks?. (2014). Güntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13.

Full description at Econpapers || Download paper

2014The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260.

Full description at Econpapers || Download paper

2014The long-run component of foreign exchange volatility and stock returns. (2014). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:268-284.

Full description at Econpapers || Download paper

2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

Full description at Econpapers || Download paper

2014Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period. (2014). He, Hongbo ; Yao, Shujie ; Chen, Shou ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:434-444.

Full description at Econpapers || Download paper

2014Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

Full description at Econpapers || Download paper

2014Effects of speculation and interest rates in a “carry trade” model of commodity prices. (2014). Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:88-112.

Full description at Econpapers || Download paper

2014The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk. (2014). Feldkircher, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:19-49.

Full description at Econpapers || Download paper

2014Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development. (2014). Mignon, Valérie ; Coulibaly, Dramane ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:185-201.

Full description at Econpapers || Download paper

2014Official FX interventions through derivatives. (2014). Kohlscheen, Emanuel ; Andrade, Sandro C.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:202-216.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2013
YearCiting document
2013This Time Theyre Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:92.

Full description at Econpapers || Download paper

2013Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions. (2013). Mayordomo, Sergio ; Abascal, Maria ; Alonso, Tatiana . In: Working Papers. RePEc:bbv:wpaper:1322.

Full description at Econpapers || Download paper

2013Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:324.

Full description at Econpapers || Download paper

2013Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1314.

Full description at Econpapers || Download paper

2013Efecto 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. In: Borradores de Economia. RePEc:bdr:borrec:801.

Full description at Econpapers || Download paper

2013A Growth Perspective on Foreign Reserve Accumulation.. (2013). Cheng, Gong. In: Working papers. RePEc:bfr:banfra:443.

Full description at Econpapers || Download paper

2013THE DETERMINANTS OF CDS SPREADS. (2013). Galil, Koresh ; Amiram, Dan ; Ben-Zion, Uri ; Shapir, Offer Moshe . In: Working Papers. RePEc:bgu:wpaper:1318.

Full description at Econpapers || Download paper

2013Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele . In: BIS Working Papers. RePEc:bis:biswps:406.

Full description at Econpapers || Download paper

2013Global and euro imbalances: China and Germany. (2013). McCauley, Robert ; Ma, Guonan. In: BIS Working Papers. RePEc:bis:biswps:424.

Full description at Econpapers || Download paper

2013Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies. (2013). SHIM, ILHYOCK ; Kuttner, Kenneth. In: BIS Working Papers. RePEc:bis:biswps:433.

Full description at Econpapers || Download paper

2013Bringing down the Great Wall? Global implications of capital account liberalisation in China. (2013). Hooley, John . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0118.

Full description at Econpapers || Download paper

2013Exchange market pressures during the financial crisis : A Bayesian model averaging evidence. (2013). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin ; Rusnak, Marek . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2013_011.

Full description at Econpapers || Download paper

2013The crisis in the euro area: an analytic overview. (2013). Tavlas, George ; Palivos, Theodore ; Gibson, Heather. In: Special Conference Papers. RePEc:bog:spaper:28.

Full description at Econpapers || Download paper

2013SOVEREIGN CREDIT RATINGS, THE MACROECONOMY AND CREDIT DEFAULT SWAP SPREADS. (2013). Morley, Bruce ; Liu, Yang . In: Brussels Economic Review. RePEc:bxr:bxrceb:2013/174860.

Full description at Econpapers || Download paper

2013Spillover in Euro Area Sovereign Bond Markets. (2013). Cronin, David ; Conefrey, Thomas. In: Research Technical Papers. RePEc:cbi:wpaper:05/rt/13.

Full description at Econpapers || Download paper

2013Optimal Fiscal Policy. (2013). Teulings, C. N. ; Lukkezen, Jasper . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4241.

Full description at Econpapers || Download paper

2013Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms. (2013). poncet, sandra ; Héricourt, Jérôme ; Hericourt, Jerome . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4303.

Full description at Econpapers || Download paper

2013Money Overhang, Credit Overhang and Financial Imbalances in the Euro Area. (2013). Kool, Clemens ; van Veen, Tom ; de Regt, Erik . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4476.

Full description at Econpapers || Download paper

2013Public-Debt Financing in the case of External Debt. (2013). Cafiso, Gianluca. In: Working Papers. RePEc:cii:cepidt:2013-37.

Full description at Econpapers || Download paper

2013Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2013. (2013). Kulhavá, Kamila ; Kulhava, Kamila ; Saxa, Branislav ; Radkovsky, Stepan ; Lesanovska, Jitka ; Polansky, Jiri ; Pasalicova, Renata ; Solc, Jan ; Snobl, Radek ; Bruha, Jan ; Kral, Petr ; Babecky, Jan ; Soukup, Pavel ; Seidler, Jakub ; Kucharcukova, Oxana Babecka ; Mateju, Jakub ; Vozar, Mario ; Kubicova, Ivana ; Zeisel, Viktor ; Ruzicka, Lubos ; Hromadkova, Eva ; Holub, Tomas ; Komarek, Lubos ; Kocourek, David ; Adam, Tomas . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as13.

Full description at Econpapers || Download Macroeconomic Effects of Fiscal Policy. (2013). Galuscak, Kamil ; Babecký, Jan ; Augusta, Vitezslav ; Hajkova, Dana ; Valenta, Vilem ; Ambrisko, Robert ; Stehlik, Petr ; Kral, Petr ; Netusilova, Pavla ; Soukup, Pavel ; Rikovsky, Milan ; Libich, Jan ; Babecky, Jan ; Rysanek, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb11/2.

Full description at Econpapers || Download paper

2013Financial Development and Economic Growth: A Meta-Analysis. (2013). Horvath, Roman ; Havranek, Tomas ; Valickova, Petra . In: Working Papers. RePEc:cnb:wpaper:2013/05.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2013Optimal fiscal policy. (2013). Teulings, C. N. ; Lukkezen, Jasper . In: CPB Discussion Paper. RePEc:cpb:discus:242.

Full description at Econpapers || Download paper

2013Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; Widijanto, Daniel ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9659.

Full description at Econpapers || Download paper

2013Financial Fragility in the Current European crisis. (2013). tropeano, domenica. In: CITYPERC Working Paper Series. RePEc:dip:dpaper:2013-09.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2013Financial imbalances and macroprudential policy in a currency union. (2013). Kakes, Jan ; Houben, Aerdt . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1105.

Full description at Econpapers || Download paper

2013The Relationship between Real and Banking Sectors in Jordan. (2013). Merza, E. ; Al-Muhaissen, T. ; Alawin, M.. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:13:y:2013:i:2_17.

Full description at Econpapers || Download paper

2013Testing cyclical convergence with the factor model in the Euro Area. (2013). Sonia, de Lucas Santos ; DELGADO RODRIGUEZ, MARIA JESUS ; Delgado-Rodriguez, Maria Jesus ; De lucas-Santos, Sonia . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00573.

Full description at Econpapers || Download paper

2013Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; Widijanto, Daniel ; de Jong, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20131595.

Full description at Econpapers || Download paper

2013Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe. (2013). Baglioni, Angelo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:8:p:1581-1597.

Full description at Econpapers || Download paper

2013Determinants of stock market comovements among US and emerging economies during the US financial crisis. (2013). Min, Hong-Ghi ; Kim, Hyeongwoo ; Hwang, Eugene . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:338-348.

Full description at Econpapers || Download paper

2013The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52.

Full description at Econpapers || Download paper

2013Real exchange rate volatility, terms-of-trade shocks, and financial integration in primary-commodity exporting economies. (2013). Al-Abri, Almukhtar. In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:1:p:126-129.

Full description at Econpapers || Download paper

2013An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?. (2013). lucey, brian ; Loring, Grace . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:14-28.

Full description at Econpapers || Download paper

2013A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:208-221.

Full description at Econpapers || Download paper

2013Multiple bank regulators and risk taking. (2013). Agur, Itai. In: Journal of Financial Stability. RePEc:eee:finsta:v:9:y:2013:i:3:p:259-268.

Full description at Econpapers || Download paper

2013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

Full description at Econpapers || Download paper

2013Asymmetric effects of the exchange rate on domestic corporate goods prices. (2013). Murase, Koichi . In: Japan and the World Economy. RePEc:eee:japwor:v:25-26:y:2013:i::p:80-89.

Full description at Econpapers || Download paper

2013Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2013). Migiakis, Petros ; Georgoutsos, Dimitris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4650-4664.

Full description at Econpapers || Download paper

2013Are stock market crises contagious? The role of crisis definitions. (2013). Mierau, Jochen ; Mink, Mark. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4765-4776.

Full description at Econpapers || Download paper

2013Bank/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.

Full description at Econpapers || Download paper

2013Capital controls in Brazil – Stemming a tide with a signal?. (2013). Noy, Ilan ; Jinjarak, Yothin ; Zheng, Huanhuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2938-2952.

Full description at Econpapers || Download paper

2013Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Coakley, Jerry ; Kellard, Neil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693.

Full description at Econpapers || Download paper

2013The extreme value in crude oil and US dollar markets. (2013). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:36:y:2013:i:c:p:191-210.

Full description at Econpapers || Download paper

2013Insurance demand and country risks: A nonlinear panel data analysis. (2013). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chiu, Yi-Bin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:36:y:2013:i:c:p:68-85.

Full description at Econpapers || Download paper

2013Housing cycles and macroeconomic fluctuations: A global perspective. (2013). Cesa-Bianchi, Ambrogio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:215-238.

Full description at Econpapers || Download paper

2013Key currency status: An exorbitant privilege and an extraordinary risk. (2013). Lopez-Salido, David ; Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:371-393.

Full description at Econpapers || Download paper

2013Vertical debt spillovers in EMU countries. (2013). Van Hecke, Annelore . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:468-492.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2012
YearCiting document
2012The European Sovereign Debt Crisis. (2012). Lane, Philip. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:26:y:2012:i:3:p:49-68.

Full description at Econpapers || Download paper

2012RETROSPECTIVE OF FINANCIAL REPORTING ON CAPITAL MARKET. (2012). MURESAN, Diana . In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2012:i:14:p:8.

Full description at Econpapers || Download paper

2012The Internationalisation of Spanish Firms. (2012). Domenech, Rafael ; Correa-Lopez, Monica . In: Working Papers. RePEc:bbv:wpaper:1230.

Full description at Econpapers || Download paper

2012Recent estimates of sovereign risk premia for euro-area countries. (2012). Taboga, Marco ; Manna, Michele ; Grande, Giuseppe ; Di Cesare, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_128_12.

Full description at Econpapers || Download paper

2012Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro.. (2012). Lopez, Claude ; Durand, Christian. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2012:190:09.

Full description at Econpapers || Download paper

2012Risk-on/risk-off, capital flows, leverage and safe assets. (2012). McCauley, Robert. In: BIS Working Papers. RePEc:bis:biswps:382.

Full description at Econpapers || Download paper

2012Systematic monetary policy and the forward premium puzzle. (2012). Tarashev, Nikola ; TAMBAKIS, DEMOSTHENES. In: BIS Working Papers. RePEc:bis:biswps:396.

Full description at Econpapers || Download paper

2012An equilibrium model of credit rating agencies. (2012). Vigier, Adrien ; Natvik, Gisle ; Holden, Steinar. In: Working Paper. RePEc:bno:worpap:2012_23.

Full description at Econpapers || Download paper

2012Are Chinese trade flows different?. (2012). Qian, Xingwang ; Cheung, Yin-Wong ; Chinn, Menzie. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_014.

Full description at Econpapers || Download paper

2012The rise of China and its implications for emerging markets : Evidence from a GVAR model. (2012). Korhonen, Iikka ; Feldkircher, Martin. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_020.

Full description at Econpapers || Download paper

2012The determinants of vulnerability to the global financial crisis 2008 to 2009 : Credit growth and other sources of risk. (2012). Feldkircher, Martin. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_026.

Full description at Econpapers || Download paper

2012The effects of financial crisis on fiscal positions. (2012). Tagkalakis, Athanasios. In: Working Papers. RePEc:bog:wpaper:145.

Full description at Econpapers || Download paper

2012The road to Ithaca: the Gold Standard, the Euro and the origins of the Greek sovereign debt crisis. (2012). Tavlas, George ; Dellas, Harris. In: Working Papers. RePEc:bog:wpaper:149.

Full description at Econpapers || Download paper

2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54.

Full description at Econpapers || Download paper

2012Dutch Disease and the Mitigation Effect of Migration: Evidence from Canadian Provinces. (2012). Vermeulen, Wessel ; Coulombe, Serge ; Beine, Michel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3813.

Full description at Econpapers || Download paper

2012The Interest Rate Pass-Through in the Euro Area During the Global Financial Crisis. (2012). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Hulsewig, Oliver . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3964.

Full description at Econpapers || Download paper

2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter. In: Working Papers. RePEc:cnb:wpaper:2012/07.

Full description at Econpapers || Download paper

2012Sovereign Debt Rating Changes and the Stock Market. (2012). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriacou, Panayiotis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8743.

Full description at Econpapers || Download paper

2012A dynamic analysis of bank bailouts and constructive ambiguity. (2012). Nijskens, Rob ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8953.

Full description at Econpapers || Download paper

2012Is the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments. (2012). Bruneau, Catherine ; Fouquau, Julien . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13144.

Full description at Econpapers || Download paper

2012Mean Reversion in Stock Prices: Implications for Long-Term Investors. (2012). Bikker, Jacob ; Spierdijk, Laura . In: DNB Working Papers. RePEc:dnb:dnbwpp:343.

Full description at Econpapers || Download paper

2012The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20121419.

Full description at Econpapers || Download paper

2012Global exchange rate configurations: Do oil shocks matter?. (2012). Stracca, Livio ; Buetzer, Sascha ; Habib, Maurizio Michael . In: Working Paper Series. RePEc:ecb:ecbwps:20121442.

Full description at Econpapers || Download paper

2012The perils of aggregating foreign variables in panel data models. (2012). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20121444.

Full description at Econpapers || Download paper

2012Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011. (2012). Abildgren, Kim. In: Working Paper Series. RePEc:ecb:ecbwps:20121460.

Full description at Econpapers || Download paper

2012Loan supply shocks and the business cycle. (2012). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20121469.

Full description at Econpapers || Download paper

2012Banking, debt and currency crises: early warning indicators for developed countries. (2012). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121485.

Full description at Econpapers || Download paper

2012Nonlinear liquidity adjustments in the euro area overnight money market. (2012). Durré, Alain ; Beaupain, Renaud. In: Working Paper Series. RePEc:ecb:ecbwps:20121500.

Full description at Econpapers || Download paper

2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: SIRE Discussion Papers. RePEc:edn:sirdps:387.

Full description at Econpapers || Download paper

2012Heterogeneity in stock prices: A STAR model with multivariate transition function. (2012). Lof, Matthijs. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:12:p:1845-1854.

Full description at Econpapers || Download paper

2012Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan. (2012). Mohsin, Asma ; Zaman, Khalid ; Naz, Farah . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2205-2221.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2012Equity order flow and exchange rate dynamics. (2012). Ferreira Filipe, Sara. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:3:p:359-381.

Full description at Econpapers || Download paper

2012On the international transmission of shocks: Micro-evidence from mutual fund portfolios. (2012). Schmukler, Sergio ; Raddatz, Claudio. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:2:p:357-374.

Full description at Econpapers || Download paper

2012Arbitrage and the Law of One Price in the market for American depository receipts. (2012). McGroarty, Frank ; Alsayed, Hamad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1258-1276.

Full description at Econpapers || Download paper

2012On the transmission of economic fluctuations from the USA to EU-15 (1960–2011). (2012). Papageorgiou, Theofanis ; Michaelides, Panayotis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:427-438.

Full description at Econpapers || Download paper

2012International and historical dimensions of the financial crisis of 2007 and 2008. (2012). Lothian, James ; Dwyer, Gerald ; JamesR. Lothian, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:1:p:1-9.

Full description at Econpapers || Download paper

2012Overview of the special issue on “Policy Implications of and Lessons from the Global Financial Crisis”. (2012). Lothian, James ; Dekle, Robert ; Aizenman, Joshua ; JamesR. Lothian, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:1971-1975.

Full description at Econpapers || Download paper

2012Banking Crises and Short and Medium Term Output Losses in Emerging and Developing Countries: The Role of Structural and Policy Variables. (2012). ZDZIENICKA, Aleksandra ; Furceri, Davide. In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:12:p:2369-2378.

Full description at Econpapers || Download paper

2012Responses of Monetary Authorities in Emerging Economies to International Financial Crises: What Do We Really know?. (2012). Allegret, Jean-Pierre. In: European Research Studies Journal. RePEc:ers:journl:v:xv:y:2012:i:3:p:3-32.

Full description at Econpapers || Download paper

2012The Crisis of Financialisation in Ireland. (2012). RIAIN, SEaN o. In: The Economic and Social Review. RePEc:eso:journl:v:43:y:2012:i:4:p:497-533.

Full description at Econpapers || Download paper

2012Investigating Chinas Disaggregated Processed Exports: Evidence that the RMB matters. (2012). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:12003.

Full description at Econpapers || Download paper

2012Is the European sovereign crisis self-fulfilling ? Empirical evidence about the drivers of market sentiments. (2012). Fouquau, Julien ; Delatte, Anne-Laure ; Bruneau, Catherine . In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1222.

Full description at Econpapers || Download paper

2012The perils of aggregating foreign variables in panel data models. (2012). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Michele Ca' Zorzi, ; Michele Ca' Zorzi, ; Michele Ca'Zorzi, . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:111.

Full description at Econpapers || Download paper

2012Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~12-12-01.

Full description at Econpapers || Download paper

2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers. RePEc:gla:glaewp:2012_14.

Full description at Econpapers || Download paper

2012Where Are the Fragilities? The Relationship Between Firms Financial Constraints, Size, and Age. (2012). Silva, Filipe ; Carreira, Carlos. In: GEMF Working Papers. RePEc:gmf:wpaper:2012-12.

Full description at Econpapers || Download paper

2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie . In: Post-Print. RePEc:hal:journl:hal-00958288.

Full description at Econpapers || Download paper

2012Are Chinese Trade Flows Different?. (2012). MenzieD. Chinn, ; Qian, Xing Wang . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_014.

Full description at Econpapers || Download paper

2012The rise of China and its implications for emerging markets - Evidence from a GVAR model. (2012). Korhonen, Iikka ; Feldkircher, Martin . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_020.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team