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Journal of Banking & Finance / Elsevier

1.73

Impact Factor

2.04

5-Years IF

107

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.030.10.076666270.4184010032391770 (8.3%)30.050.04
19910.130.090.0966132540.419701191523922126 (13%)40.060.04
19920.120.090.164196430.2212031321627627137 (11.4%)10.020.04
19930.130.10.0971267540.215131301729628175 (11.6%)70.10.05
19940.160.110.1464331800.2411891352132045128 (10.8%)50.080.05
19950.230.20.31814122940.71139913531331103160 (11.4%)180.220.07
19960.40.230.56874994430.89194414558346193201 (10.3%)110.130.09
19970.50.270.71715706651.17194716884367260207 (10.6%)160.230.09
19980.470.290.6816515820.89262915875374226235 (8.9%)250.310.1
19990.830.320.78957468141.091880152126384300200 (10.6%)210.220.13
20000.870.40.91808269381.142641176153415376281 (10.6%)360.450.15
20010.960.41.059792311611.262646175168414433278 (10.5%)550.570.15
20021.070.421.25114103714481.43429177189424529306 (8.9%)440.390.18
20031.160.441.32115115216801.462091211244467615192 (9.2%)370.320.19
20040.870.491.33137128919801.543770229199501667389 (10.3%)850.620.2
20050.930.531.38137142621311.493629252234543752399 (11%)950.690.21
20061.390.511.53172159824881.563965274381600918494 (12.5%)830.480.2
20071.110.451.36199179724141.343650309343675917574 (15.7%)720.360.18
20081.10.481.38224202129511.4642603714097601046765 (18%)570.250.2
20091.450.471.82218223940321.839794236158691579822 (20.7%)1530.70.19
20101.840.451.82252249145871.8442254428139501728719 (17%)1600.630.16
20111.850.521.85264275552411.9361347086810651967421 (11.7%)1620.610.2
20121.590.551.78255301055951.86260151682111572058281 (10.8%)1400.550.2
20131.70.622.06384339471982.12294551988012132497245 (8.3%)1790.470.22
20141.620.642.12295368982762.241858639103813732915133 (7.2%)1570.530.21
20151.760.692.06294398383312.09100067911961450298652 (5.2%)1310.450.22
20161.730.852.04168415192052.2222658910201492304014 (6.2%)590.350.26
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

#YearTitleCited
11997Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947.

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591
21998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673.

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531
32001How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911.

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444
42002Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471.

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400
51997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; De Young, Robert ; Deyoung, Robert . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

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344
62004Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442.

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330
71999The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Berger, Allen ; Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194.

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305
82006Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603.

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298
92005Bank performance, efficiency and ownership in transition countries. (2005). HASAN, IFTEKHAR ; Bonin, John P. ; Wachtel, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53.

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293
101980A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344.

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254
111998The importance of relationships to the availability of credit. (1998). Cole, Rebel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977.

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249
122002On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503.

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245
132006A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966.

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245
142010Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898.

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243
151995The role of capital in financial institutions. (1995). Berger, Allen ; Szego, Giorgio P. ; Herring, Richard J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430.

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241
162002Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Bikker, Jacob ; Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214.

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236
171998Is relationship lending special? Evidence from credit-file data in Germany. (1998). Krahnen, Jan ; Elsas, Ralf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316.

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233
182004Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281.

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233
191977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11.

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229
202001The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167.

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229
211993Resolving the scale efficiency puzzle in banking. (1993). McManus, Douglas ; McAllister, Patrick H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405.

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228
222000A comparative anatomy of credit risk models. (2000). Gordy, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149.

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223
232009Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130.

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220
242006Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943.

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209
252004The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). White, Alan ; Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811.

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207
262005Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81.

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205
271998Lending relationships in Germany - Empirical evidence from survey data. (1998). Harhoff, Dietmar ; Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353.

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197
282000Stability of rating transitions. (2000). Varotto, Simone ; Perraudin, William ; Nickell, Pamela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227.

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196
291996A study of bank efficiency taking into account risk-preferences. (1996). Mester, Loretta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045.

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193
301992The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald ; Dahl, Drew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457.

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193
311993The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Berger, Allen ; Timme, Stephen G. ; Hunter, William C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249.

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193
322006The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161.

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190
332000A comparative analysis of current credit risk models. (2000). Galai, Dan ; Mark, Robert ; Crouhy, Michel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117.

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188
341993Bank efficiency derived from the profit function. (1993). Hancock, Diana ; Berger, Allen ; Humphrey, David B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347.

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186
352007Bank ownership and performance. Does politics matter?. (2007). Yanez Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241.

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185
361998Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Ferri, Giovanni ; Angelini, Paolo ; Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954.

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183
372006Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952.

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183
382005International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767.

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181
392000Competition, contestability and market structure in European banking sectors on the eve of EMU. (2000). DE BANDT, OLIVIER ; Davis, E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066.

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174
402002Costs of banking system instability: Some empirical evidence. (2002). Saporta, Victoria ; Reis, Ricardo ; Hoggarth, Glenn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855.

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168
411992Determinants of European bank profitability: A note. (1992). Thornton, John ; Molyneux, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:6:p:1173-1178.

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167
422002Information sharing, lending and defaults: Cross-country evidence. (2002). Pagano, Marco ; Jappelli, Tullio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:10:p:2017-2045.

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167
432008Bank income structure and risk: An empirical analysis of European banks. (2008). TARAZI, Amine ; NYS, Emmanuelle ; Lepetit, Laetitia ; Rous, Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467.

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165
441989Capital regulation and bank risk-taking: A note. (1989). Furlong, Frederick T. ; Keeley, Michael C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891.

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161
452007Ownership structure, risk and performance in the European banking industry. (2007). Sironi, Andrea ; Iannotta, Giuliano ; Nocera, Giacomo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:7:p:2127-2149.

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160
462002Ratings migration and the business cycle, with application to credit portfolio stress testing. (2002). Schuermann, Til ; Diebold, Francis ; Kronimus, Andre ; Schagen, Christian ; Bangia, Anil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474.

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160
471994Competitive conditions in european banking. (1994). Thornton, John ; Molyneux, Philip ; Lloyd-Williams, D. M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459.

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159
481995Bank regulation and the credit crunch. (1995). Rosengren, Eric ; Peek, Joe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692.

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159
492008Socially responsible investments: Institutional aspects, performance, and investor behavior. (2008). Zhang, Chendi ; ter Horst, Jenke ; Renneboog, Luc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1723-1742.

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157
501977ZETATM analysis A new model to identify bankruptcy risk of corporations. (1977). Altman, Edward I. ; Haldeman, Robert G. ; Narayanan, P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:29-54.

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156

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

#YearTitleCited
12010Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898.

Full description at Econpapers || Download paper

144
21998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673.

Full description at Econpapers || Download paper

134
32002Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471.

Full description at Econpapers || Download paper

129
42004Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442.

Full description at Econpapers || Download paper

114
52006Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603.

Full description at Econpapers || Download paper

113
61997Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947.

Full description at Econpapers || Download paper

110
71997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; De Young, Robert ; Deyoung, Robert . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

Full description at Econpapers || Download paper

103
82006Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943.

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103
92013Islamic vs. conventional banking: Business model, efficiency and stability. (2013). merrouche, ouarda ; Demirguc-Kunt, Asli ; Beck, Thorsten ; Demirgu-Kunt, Asli . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:2:p:433-447.

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98
102010On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775.

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94
112011Does corporate social responsibility affect the cost of capital?. (2011). Mishra, Dev ; Kwok, Chuck C. Y., ; el Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406.

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87
121992Determinants of European bank profitability: A note. (1992). Thornton, John ; Molyneux, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:6:p:1173-1178.

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84
132014The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198.

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81
142009Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130.

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81
152011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141.

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79
162006A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966.

Full description at Econpapers || Download paper

75
172002On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503.

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74
182011New evidence on oil price and firm returns. (2011). Sharma, Susan ; Narayan, Paresh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262.

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74
192002Information sharing, lending and defaults: Cross-country evidence. (2002). Pagano, Marco ; Jappelli, Tullio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:10:p:2017-2045.

Full description at Econpapers || Download paper

68
202004Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281.

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68
212012Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos ; Louzis, Dimitrios ; Metaxas, Vasilios L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027.

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66
222010Loan growth and riskiness of banks. (2010). Weber, Martin ; Foos, Daniel ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2929-2940.

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66
232015How likely is contagion in financial networks?. (2015). Glasserman, Paul ; Young, Peyton H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:383-399.

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66
242014Does too much finance harm economic growth?. (2014). Singh, Nirvikar ; Law, Siong Hook. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:36-44.

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65
252007Ownership structure, risk and performance in the European banking industry. (2007). Sironi, Andrea ; Iannotta, Giuliano ; Nocera, Giacomo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:7:p:2127-2149.

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65
262013Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676.

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63
272006The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161.

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61
282008Socially responsible investments: Institutional aspects, performance, and investor behavior. (2008). Zhang, Chendi ; ter Horst, Jenke ; Renneboog, Luc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1723-1742.

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292010An empirical analysis of herd behavior in global stock markets. (2010). Chiang, Thomas ; Zheng, Dazhi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1911-1921.

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59
302001How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911.

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59
312005International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767.

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58
322000An examination of herd behavior in equity markets: An international perspective. (2000). Khorana, Ajay ; Cheng, Joseph W. ; Chang, Eric C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:10:p:1651-1679.

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58
332005Bank performance, efficiency and ownership in transition countries. (2005). HASAN, IFTEKHAR ; Bonin, John P. ; Wachtel, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53.

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58
342004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements. (2004). Weber, Martin ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2813-2843.

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56
352005Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81.

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56
362013An analysis of commodity markets: What gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3878-3889.

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55
372007Bank ownership and performance. Does politics matter?. (2007). Yanez Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241.

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55
382013Investment in financial literacy and saving decisions. (2013). Padula, Mario ; Jappelli, Tullio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2779-2792.

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55
392011The impact of corporate social responsibility on the cost of bank loans. (2011). Goss, Allen ; Roberts, Gordon S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:7:p:1794-1810.

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54
402011Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. (2011). Mistrulli, Paolo Emilio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1114-1127.

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54
411977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11.

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54
422011Do market capitalization and stocks traded converge? New global evidence. (2011). Narayan, Seema ; Mishra, Sagarika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2771-2781.

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54
432006Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952.

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53
441980A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344.

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53
452008Capital structure around the world: The roles of firm- and country-specific determinants. (2008). Nguyen, Thuy ; Kabir, Rezaul ; de Jong, Abe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1954-1969.

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53
461992The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald ; Dahl, Drew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457.

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53
472011Efficiency and risk in European banking. (2011). Molyneux, Philip ; Marques-Ibanez, David ; Fiordelisi, Franco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326.

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52
482012Credit spread interdependencies of European states and banks during the financial crisis. (2012). Schüler, Yves ; Alter, Adrian ; Schuler, Yves S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3444-3468.

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52
491989Concentration and other determinants of bank profitability in Europe, North America and Australia. (1989). Bourke, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:1:p:65-79.

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52
502009Strong boards, CEO power and bank risk-taking. (2009). Pathan, Shams. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:7:p:1340-1350.

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51

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2016Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence. (2016). Chu, BA ; Satchell, Stephen . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:20:d:66662.

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2016Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting. (2016). GOMIDE, FERNANDO ; MacIel, Leandro ; Ballini, Rosangela . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9535-2.

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2016Convergence of bank competition in Central and Eastern European countries: Does ownership matter?. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301853.

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2016Bank market power, ownership, regional presence and revenue diversification: Evidence from Africa. (2016). Skully, Michael ; Nguyen, My ; Perera, Shrimal . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:36-62.

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2016Banking Competition and Firm-Level Financial Constraints in Latin America. (2016). Jara Bertin, Mauricio ; Alvarez, Roberto. In: Working Papers. RePEc:udc:wpaper:wp426.

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2016Conflicts and domestic bank lending. (2016). Gaibulloev, Khusrav ; Younas, Javed . In: Public Choice. RePEc:kap:pubcho:v:169:y:2016:i:3:d:10.1007_s11127-016-0362-3.

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2016Banking competition and firm-level financial constraints in Latin America. (2016). Jara Bertin, Mauricio ; Alvarez, Roberto. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:89-104.

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2016Credit default swaps and bank loan sales: evidence from bank syndicated lending. (2016). HASAN, IFTEKHAR ; Wu, Deming . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_009.

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2016Price impact without order book: A study of the OTC credit index market. (2016). Eisler, Zoltan ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1609.04620.

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2016Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data. (2016). Pammolli, Fabio ; Bonollo, Michele ; Crimaldi, Irene ; Flori, Andrea ; Gianfagna, Laura . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0275-7.

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2016Credit rating model development: An ordered analysis based on accounting data. (2016). Tsipouri, Lena ; Balios, Dimitris ; Thomadakis, Stavros . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:122-136.

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2016La structure des taux revisitée pour période de crise: entre contagion, flight to quality et Quantitative Easing. (2016). Martin, Franck. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2016-06.

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2016Correlation changes between the risk-free rate and sovereign yields of euro area countries. (2016). De Santis, Roberto ; Stein, Michael ; Desantis, Roberto . In: Working Paper Series. RePEc:ecb:ecbwps:20161979.

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2016Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob . In: LEM Papers Series. RePEc:ssa:lemwps:2016/15.

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2016Religion in the boardroom and its impact on Islamic banks performance. (2016). Azmi, Wajahat ; Ali, Mohsin . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:83-88.

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2016To debt or not to debt: Are Islamic banks less risky than conventional banks?. (2016). Sorwar, Ghulam ; Nurullah, Mohamed ; Pereira, John ; Pappas, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:113-126.

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2016Does speculation in the oil market drive investor herding in net exporting nations?. (2016). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Working Papers. RePEc:emu:wpaper:15-29.pdf.

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2016The impact of government subsidies and enterprises’ R&D investment: A panel data study from renewable energy in China. (2016). Guo, Yue ; Yu, Feifei ; Zhang, Weiting ; Barnes, Stuart J ; Le-Nguyen, Khuong . In: Energy Policy. RePEc:eee:enepol:v:89:y:2016:i:c:p:106-113.

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2016The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016.

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2016The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2016-05.

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2016The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:264.

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2016Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:1-26.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016Tail risk spillovers and corporate cash holdings. (2016). Chiu, Wan-Chien ; Pea, Juan Ignacio ; Wang, Chih-Wei . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:30-48.

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2016Early option exercise: Never say never. (2016). Pedersen, Lasse ; Jensen, Mads Vestergaard . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:278-299.

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2016Family control and corporate social responsibility. (2016). Wang, HE ; el Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:131-146.

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2016Asset sale, debt restructuring, and liquidation. (2016). Shibata, Takashi ; Nishihara, Michi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:67:y:2016:i:c:p:73-92.

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2016The predictive power of Japanese candlestick charting in Chinese stock market. (2016). Chen, Shi ; Bao, SI ; Zhou, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:148-165.

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2016Information asymmetry, leverage and firm value: Do crisis and growth matter?. (2016). Danso, Albert ; Coffie, William ; Ahmad, Wasim ; Fosu, Samuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:140-150.

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2016Drivers of global liquidity and global bank flows: A view from the euro area. (2016). Everett, Mary. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2016:i:168.

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2016Short term prediction of extreme returns based on the recurrence interval analysis. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Stanley, Eugene H ; Xie, Chi ; Podobnik, Boris ; Canabarro, Askery . In: Papers. RePEc:arx:papers:1610.08230.

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2016A New Factor to Explain Implied Volatility Smirk. (2016). Fajardo, José. In: MPRA Paper. RePEc:pra:mprapa:71809.

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2016Power Style Contracts Under Asymmetric Lévy Processes. (2016). Fajardo, José. In: MPRA Paper. RePEc:pra:mprapa:71813.

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2016Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani. (2016). Xiao, Shuang ; Ma, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:67-74.

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2016Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks. (2016). Hassan, M. Kabir ; Soumare, Issouf ; Grira, Jocelyn . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:152-168.

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2016A note on the adequacy of the EU scheme for bank recovery, resolution and deposit insurance in Spain. (2016). Gomez-Fernandez, Pilar ; Trujillo-Ponce, Antonio ; Partal-Urea, Antonio . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:17:y:2016:i:4:d:10.1057_jbr.2015.29.

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2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

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2016Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92.

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2016Systemic risk and heterogeneous leverage in banking networks. (2016). Saltoğlu, Burak ; Kuzubas, Tolga ; Saltolu, Burak ; Sever, Can . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:358-375.

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2016Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry. (2016). Han, I ; Chan, Kam C ; Liang, Hsin-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:185-199.

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2016Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage. (2016). Koch-Medina, Pablo ; Munari, Cosimo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:141-151.

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2016A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing. (2016). Li, Youwei ; Yan, Wei ; Palmer, Mark ; Wu, Ying . In: MPRA Paper. RePEc:pra:mprapa:70747.

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2016The market valuation of M&A announcements in the United Kingdom. (2016). Li, Wei-An ; Yang, Shuai ; Andriosopoulos, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:350-366.

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2016Partial-control versus full-control acquisitions: Does target corporate governance matter? Evidence from eight East and Southeast Asian countries. (2016). Henry, Darren ; Dang, Man. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:251-265.

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2016Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades. (2016). Koch, Christoffer ; Duca, John ; Bordo, Michael D. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:90-106.

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2016Politically connected directors and firm value: Evidence from forced resignations in China. (2016). Chan, Kam C ; Lin, Yan ; Tang, Xuesong ; Peng, Qing ; Du, Jun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:148-167.

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2016Is financial VAT neutral to financial sector size?. (2016). López-Laborda, Julio ; Lopez-Laborda, Julio ; Pea, Guillermo . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201631.

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2016SPATIAL CONVERGENCE PROCESSES ON THE EUROPEAN UNION’S LIFE INSURANCE MARKET. (2016). DRAGOTA, INGRID ; Murean, Gabriela Mihaela ; Mare, Codrua . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:93-107.

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2016Does Non-Fossil Energy Usage Lower CO 2 Emissions? Empirical Evidence from China. (2016). Li, Deshan ; Yang, Degang . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:9:p:874-:d:77002.

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2016Forecasting the Allocative Efficiency of Carbon Emission Allowance Financial Assets in China at the Provincial Level in 2020. (2016). Zeng, Shihong ; Chen, Jiuying ; Wang, Liming ; Xu, Yan ; Li, Qirong . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:5:p:329-:d:69380.

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2016Forecasting the Allocative Efficiency of Carbon Emission Allowance Financial Assets in China at the Provincial Level in 2020. (2016). Zeng, Shihong ; Chen, Jiuying ; Xu, Yan ; Li, Qirong ; Wang, Liming . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:5:p:329:d:69380.

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2016Impact of Carbon Quota Allocation Mechanism on Emissions Trading: An Agent-Based Simulation. (2016). Liu, Xiang ; Jiang, Wei . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:826-:d:76471.

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2016Are Emissions Trading Policies Sustainable? A Study of the Petrochemical Industry in Korea. (2016). Choi, Yongrok ; Lee, Hyoungseok . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:11:p:1110-:d:81694.

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2016The Determinants of Structural Liquidity in Brazil: what to expect for the NSFR?. (2016). Nuic, Yure Lage ; da Silva, Marcos Soares ; Vieira, Cleysson Ribeiro . In: Working Papers Series. RePEc:bcb:wpaper:443.

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2016Bank risk and performance in the MENA region: The importance of capital requirements. (2016). Bitar, Mohammad ; Benlemlih, Mohammed ; Saad, Wadad . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:398-421.

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2016Potential implications of a NSFR on German banks credit supply and profitability. (2016). Schmitt, Matthias ; Schmaltz, Christian. In: Discussion Papers. RePEc:zbw:bubdps:372016.

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2016Random forests-based early warning system for bank failures. (2016). Hamori, Shigeyuki ; Kinkyo, Takuji ; Tanaka, Katsuyuki . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:118-121.

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2016Basel 3: Does One Size Really Fit All Banks Business Models?. (2016). Savioli, Marco ; Birindelli, Giuliana ; Ferretti, Paola . In: Working Paper Series. RePEc:rim:rimwps:16-20.

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2016Cash flow timing skills of socially responsible mutual fund investors. (2016). Muoz, Fernando . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:110-124.

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2016Private equity firm heterogeneity and cross-border acquisitions. (2016). Holloway, Isaac ; Shen, Tao ; Lee, Hoan Soo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:118-141.

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2016Does risk explain persistence in private equity performance?. (2016). Buchner, Axel ; Schwienbacher, Armin ; Mohamed, Abdulkadir . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:18-35.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016The cointegrated vector autoregressive model with general deterministic terms. (2016). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2016-22.

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2016The cointegrated vector autoregressive model with general deterministic terms. (2016). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1363.

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2016Interest margins and bank regulation in Central America and the Caribbean. (2016). Brei, Michael ; Noel, Dorian ; Birchwood, Anthony . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-33.

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2016Quantifying the components of the banks’ net interest margin. (2016). Memmel, Christoph ; Busch, Ramona . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3.

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2016Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies. (2016). Tam, Lewis ; Kot, Hung Wan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:31-45.

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2016Does Financial Education Impact Financial Literacy and Financial Behavior, and if So, When?. (2016). Menkhoff, Lukas ; Kaiser, Tim. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1562.

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2016Gender differences and stereotypes in financial literacy: Off to an early start. (2016). Winter, Joachim ; Lührmann, Melanie ; Luhrmann, Melanie ; Driva, Anastasia . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:143-146.

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2016Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data. (2016). Gil, Maria ; Cordero, Jose Manuel ; Chaparro, Francisco Pedraja . In: MPRA Paper. RePEc:pra:mprapa:75474.

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2016Short-sales and stock price crash risk: Evidence from an emerging market. (2016). Ni, Xiaoran ; Zhu, Weikang . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:22-24.

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2016Bullish/bearish/neutral strategies under short sale restrictions. (2016). Bae, Kwangil ; Lee, Soonhee ; Kang, Jangkoo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:227-239.

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2016Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:378-384.

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2016Volatility clustering: A nonlinear theoretical approach. (2016). He, Xuezhong ; Wang, Chuncheng ; Li, Kai . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:130:y:2016:i:c:p:274-297.

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2016Money, Social Capital and Materialism. Evidence from Happiness Data. (2016). Piekalkiewicz, Marcin. In: MPRA Paper. RePEc:pra:mprapa:70522.

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2016Money, Social Capital and Materialism. Evidence from Happiness Data. (2016). Piekalkiewicz, Marcin. In: Department of Economics University of Siena. RePEc:usi:wpaper:731.

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2016Money, Social Capital and Materialism. Evidence from Happiness Data. (2016). Piekalkiewicz, Marcin. In: EconStor Preprints. RePEc:zbw:esprep:130185.

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2016Borrowers under water! Rare disasters, regional banks, and recovery lending. (2016). Noth, Felix ; Koetter, Michael ; Rehbein, Oliver . In: IWH Discussion Papers. RePEc:zbw:iwhdps:312016.

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2016Impact of Financial Literacy and Investment Experience on Risk Tolerance and Investment Decisions: Empirical Evidence from Pakistan. (2016). Awais, Mustabsar ; Khursheed, Aisha ; Rasheed, Nilofer ; Laber, Fahad M. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-10.

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2016Factors influencing the retirement savings of individuals in the Eastern Cape, South Africa. (2016). Zeka, Bomikazi . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:4006374.

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2016Financial literacy, confidence and financial advice seeking. (2016). Kramer, Marc M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:131:y:2016:i:pa:p:198-217.

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2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

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2016Decentralized Clearing in Financial Networks. (2016). Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter . In: IEHAS Discussion Papers. RePEc:has:discpr:1603.

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2016Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre . In: Working Papers Series. RePEc:bcb:wpaper:438.

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2016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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2016The loss given default of a low-default portfolio with weak contagion. (2016). Yuan, Zhongyi ; Wei, LI. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:113-123.

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2016Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic . In: Working Papers. RePEc:hal:wpaper:halshs-01267340.

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2016Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic . In: Working Papers. RePEc:gat:wpaper:1606.

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2016A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, Jose . In: Staff Working Papers. RePEc:bca:bocawp:16-6.

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2016Network externalities across financial institutions. (2016). Castro, Carlos ; Preciado, Sergio ; Ordoez, Juan S. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:014287.

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2016Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, Ye. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

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2016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

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2016Interbank Markets and Banking Crises: New Evidence on the Establishment and Impact of the Federal Reserve. (2016). Wheelock, David ; Carlson, Mark. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:5:p:533-37.

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2016Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tmer . In: IMF Working Papers. RePEc:imf:imfwpa:16/91.

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2016Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

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2016Did the Founding of the Federal Reserve Affect the Vulnerability of the Interbank System to Systemic Risk?. (2016). Wheelock, David ; Carlson, Mark. In: Working Papers. RePEc:fip:fedlwp:2016-012.

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2016Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning. (2016). Cajueiro, Daniel ; Lucchetti, Alexandre Henrique ; Alves, Joaquim Ignacio ; Barroso, Ricardo Vieira . In: MPRA Paper. RePEc:pra:mprapa:73308.

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2016Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160074.

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2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

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2016Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes. (2016). Tran, Ngoc-Khanh ; Zeckhauser, Richard ; Vuong, Thao . In: Working Paper Series. RePEc:ecl:harjfk:16-030.

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2016Financial contagion in interbank network. (2016). Yao, Dengbao ; Zhang, XU ; Liu, Xiaoxing . In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:2:p:132-148.

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2016Decentralized clearing in financial networks. (2016). Herings, P. Jean-Jacques ; Csóka, Péter. In: Research Memorandum. RePEc:unm:umagsb:2016005.

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2016Contagion in Financial Networks. (2016). Glasserman, Paul ; Young, Peyton H. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:3:p:779-831.

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2016What do central counterparties default funds really cover? A network-based stress test answer. (2016). Sabatini, Silvia ; Poce, Giulia ; Zaccaria, Andrea ; Gabrielli, Andrea ; Cimini, Giulio ; Rizzo, Mariangela ; Polito, Marco ; Baldacci, Giuditta . In: Papers. RePEc:arx:papers:1611.03782.

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2016Decentralized Clearing in Financial Networks (RM/16/005-revised-). (2016). Herings, P. Jean-Jacques ; Csóka, Péter. In: Research Memorandum. RePEc:unm:umagsb:2016037.

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2016Did the founding of the Federal Reserve affect the vulnerability of the interbank system to contagion risk?. (2016). Wheelock, David ; Carlson, Mark. In: BIS Working Papers. RePEc:bis:biswps:598.

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2016Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Solorzano-Margain, Juan Pablo ; Batiz-Zuk, Enrique ; Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:198-216.

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2016Contagion in financial networks. (2016). Glasserman, Paul ; Young, Peyton H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68681.

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2016How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

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2016Monetary Policy and Leverage Shocks. (2016). Serletis, Apostolos. In: Working Papers. RePEc:clg:wpaper:2016-45.

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2016Network of listed companies based on common shareholders and the prediction of market volatility. (2016). Ren, DA ; Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:508-521.

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2016Intraday jumps and trading volume: a nonlinear Tobit specification. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Randrianarivony, Rivo ; Louhichi, Wael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0534-0.

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2016Risk sharing among economic sectors. (2016). Balli, Faruk ; Faruk, Balli . In: MPRA Paper. RePEc:pra:mprapa:72452.

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2016The bond event study methodology since 1974. (2016). Maul, D ; Schiereck, D. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:80723.

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2016The wealth effects of dividend announcements on bondholders: New evidence from the over-the-counter market. (2016). Chen, Fan. In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:52-75.

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2016Linking or de-linking sustainable mining practices and corporate social responsibility? Insights from Ghana. (2016). Andrews, Nathan ; Essah, Marcellinus . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:75-85.

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2016Impact of legal institutions on IPO survival: A global perspective. (2016). Goyal, Abhinav ; Espenlaub, Susanne ; Mohamed, Abdulkadir . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:98-112.

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2016Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2016). Ono, Arito ; Yasui, Yosuke ; Shintani, Kohei ; Aoki, Kosuke . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e02.

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2016Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2016). Ono, Arito ; Yasui, Yosuke ; Shintani, Kohei ; Aoki, Kosuke . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:43.

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2016A Portfolio Model of Quantitative Easing. (2016). Krogstrup, Signe ; Christensen, Jens. In: Working Paper Series. RePEc:iie:wpaper:wp16-7.

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2016A Portfolio Model of Quantitative Easing. (2016). Krogstrup, Signe ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2016-12.

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2016QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES. (2016). Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir ; Lupu, Radu . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:3:p:5-23.

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2016A Portfolio Model of Quantitative Easing. (2016). Krogstrup, Signe ; Christensen, Jens. In: Working Papers. RePEc:snb:snbwpa:2016-19.

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2016When Bubble Meets Bubble: Contagion in OECD Countries. (2016). Pinchao-Rosero, Andres ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: Borradores de Economia. RePEc:bdr:borrec:942.

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2016Public Credit Guarantees and Access to Finance. (2016). Schmukler, Sergio ; Gozzi, Juan Carlos. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1122.

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2016What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-006.

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2016Do shareholders appreciate capital investment policies of corporations?. (2016). Lu, Jin-Ray ; Lin, Chien-Yi ; Hwang, Chih-Chiang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:344-353.

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2016Credit growth in Central, Eastern, and South-Eastern Europe: The case of foreign bank subsidiaries. (2016). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:146-158.

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2016Business cycle and bank lending procyclicality in a dual banking system. (2016). Ibrahim, Mansor. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:127-134.

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2016Lending growth during the financial crisis and the sovereign debt crisis: The role of bank ownership type. (2016). Merilainen, Jari-Mikko . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:168-182.

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2016Sentiment volatility and bank lending behavior. (2016). Xu, Bing ; Caglayan, Mustafa. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:107-120.

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2016Western sanctions—Only half the challenge to Russia’s economic union. (2016). Kretzschmar, Gavin Lee ; Pak, Olga . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:577-592.

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2016Is there a bright side to government banks? Evidence from the global financial crisis. (2016). Chen, Yehning ; Sharma, Zenu ; Lin, Chih-Yung . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:128-143.

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2016BANK-SPECIFIC DETERMINANTS OF SENSITIVITY OF LOAN-LOSS PROVISIONS TO BUSINESS CYCLE. (2016). Olszak, Małgorzata ; Switala, Filip ; Chodnicka-Jaworska, Patrycja ; Kowalska, Iwona . In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:32016.

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2016Sentiment Volatility and Bank Lending Behavior. (2016). Caglayan, Mustafa ; Xu, Bing . In: EcoMod2016. RePEc:ekd:009007:9206.

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2016Pairs trading with partial cointegration. (2016). Clegg, Matthew ; Krauss, Christopher . In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052016.

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2016An Empirical Study on the Correlation Structure of Credit Spreads based on the Dynamic and Pair Copula Functions. (2016). Luo, Changqing ; Ouyang, Zisheng ; Li, Mengzhen . In: China Finance Review International. RePEc:eme:cfripp:v:6:y:2016:i:3:p:284-303.

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2016When heirs become major shareholders: Evidence on pyramiding financed by related-party sales. (2016). Kim, Woochan ; Hwang, Sunwoo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:23-42.

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2016Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:hal:wpaper:hal-01270806.

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2016Product diversification and bank performance: Does ownership structure matter?. (2016). Saghi-Zedek, Nadia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:154-167.

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2016Does institutional ownership increase stock return volatility? Evidence from Vietnam. (2016). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:54-61.

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2016Time is money: Costing the impact of duration misperception in market prices. (2016). Sung, Ming-Chien ; McGroarty, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:2:p:397-410.

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2016Does investor sentiment really matter?. (2016). Koutmos, Dimitrios ; Deesomsak, Rataporn ; Chau, Frankie . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:221-232.

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2016Credit derivatives as a commitment device: Evidence from the cost of corporate debt. (2016). , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:67-83.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Realism, skill, and incentives: Current and future trends in investment management and investment performance. (2016). Agyei-Ampomah, Sam ; Mason, Andrew ; Skinner, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:31-40.

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2016Central Bank Transparency and Cross-border Banking. (2016). Eichler, Stefan ; Littke, Helge ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-16-16.

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2016Central Bank Transparency and Cross-Border Banking. (2016). Eichler, Stefan ; Tonzer, Lena . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145598.

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2016Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:erg:wpaper:1045.

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2016CEO compensation and bank efficiency: An application of conditional nonparametric frontiers. (2016). Tzeremes, Nickolaos ; Matousek, Roman . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:264-273.

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2016Assessing the impact of the global financial crisis on the profit efficiency of Indian banks. (2016). Gulati, Rachita ; Kumar, Sunil . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:167-181.

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2016Diversification and Corporate Performance: Evidence from China’s Listed Energy Companies. (2016). Cheng, KE ; Li, Qiming ; Yang, Xiaoguang ; Wang, Wenhuan ; Lou, Yiping . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:983-:d:79380.

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2016Subsidiary vs. Branch Banks: Are Their Balance Sheet Compositions Converging?. (2016). Curi, Claudia . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:234-250.

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2016Slack-based directional distance function in the presence of bad outputs: Theory and Application to Vietnamese Banking. (2016). Zelenyuk, Valentin ; Pham, Manh D. In: CEPA Working Papers Series. RePEc:qld:uqcepa:117.

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2016Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession. (2016). Liu, Guangling ; Hollander, Hylton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:37-52.

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2016The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?. (2016). Martínez, Constanza ; León, Carlos ; Leon, Carlos ; Martinez, Constanza . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:193-205.

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2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

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2016Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Barros, C P ; Abul, MD. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498.

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2016Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach. (2016). Duygun, Meryem ; Shaban, Mohamed ; Sena, Vania . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s70-s80.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices. (2016). Zaremba, Adam . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:1:p:88-103.

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2016Expected skewness and momentum. (2016). Weber, Martin ; Jacobs, Heiko ; Regele, Tobias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11455.

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2016Is there momentum in equity anomalies? Evidence from the Polish emerging market. (2016). Zaremba, Adam ; Szyszka, Adam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:546-564.

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2016Market maturity and mispricing. (2016). Jacobs, Heiko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:270-287.

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2016Time-varying risk, mispricing attributes, and the accrual premium. (2016). Simlai, Prodosh E. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:150-161.

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2016Do foreign institutional investors herd in emerging markets? A study of individual stocks. (2016). Mitra, Subrata Kumar ; Kumar, Dilip ; Garg, Ashish Kumar . In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:43:y:2016:i:3:d:10.1007_s40622-016-0126-4.

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2016Herd Behavior in Emerging Equity Markets: Evidence from Vietnam. (2016). Vo, Xuan Vinh ; Bao, Phan Dang ; Xuan, VO. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:7:y:2016:i:3:p:369-383:n:2.

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2016Ambiguity and the Tradeoff Theory of Capital Structure. (2016). Yermack, David ; Izhakian, Yehuda ; Zender, Jaime F. In: NBER Working Papers. RePEc:nbr:nberwo:22870.

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2016Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n268-16.pdf.

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2016Constrained investment–reinsurance optimization with regime switching under variance premium principle. (2016). Shen, Yang ; Wang, Wei ; Qian, Linyi ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:253-267.

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2016The network structure and systemic risk in the global non-life insurance market. (2016). Kanno, Masayasu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:38-53.

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2016Crises and rescues: liquidity transmission through international banks. (2016). Koch, Catherine ; Koetter, Michael ; Buch, Claudia. In: BIS Working Papers. RePEc:bis:biswps:576.

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2016International banking and cross-border effects of regulation: Lessons from Germany. (2016). Tonzer, Lena ; Pramor, Marcus ; Ohls, Jana . In: Discussion Papers. RePEc:zbw:bubdps:272016.

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2016Cross-border transmission of emergency liquidity. (2016). Koetter, Michael ; Kick, Thomas ; Storz, Manuela. In: Discussion Papers. RePEc:zbw:bubdps:342016.

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2016Multinational banks’ deleveraging in the Global Financial Crisis. (2016). Frey, Rainer . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:90-113.

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2016Modeling leakage in two-stage DEA models: An application to US mutual fund families. (2016). Watson, John ; Galagedera, Don ; Chen, Yao ; Premachandra, I M. In: Omega. RePEc:eee:jomega:v:61:y:2016:i:c:p:62-77.

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2016The determinants of CDS spreads: Evidence from the model space. (2016). Pelster, Matthias ; Vilsmeier, Johannes . In: Discussion Papers. RePEc:zbw:bubdps:432016.

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2016How to regulate bank dividends? Is capital regulation an answer?. (2016). Ashraf, Badar Nadeem ; Zheng, Changjun ; Bibi, Bushra . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:281-293.

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2016Benefits of the retail payments card market: Russian cardholders evidence. (2016). Krivosheya, Egor ; Korolev, Andrew . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:11:p:5034-5039.

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2016The impact of SEPA in credit transfer payments: Evidence from the euro area. (2016). Vieira, Carlos ; Silva, Vania G ; Ramalho, Esmeralda A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:404-416.

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2016The use of cheques in the European Union: a cross-country analysis. (2016). Vieira, Carlos ; Ramalho, Esmeralda ; Silva, Vania . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2016_03.

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2016Is EMV adoption changing card payments? Evidence from the European Union. (2016). Vieira, Carlos ; Ramalho, Esmeralda ; Silva, Vania . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2016_05.

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2016The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn. In: PIER Discussion Papers. RePEc:pui:dpaper:19..

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2016The impacts of risk and competition on bank profitability in China. (2016). Tan, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:85-110.

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2016Competition in the clearing and settlement industry. (2016). Marinč, Matej ; Li, Shaofang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:134-162.

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2016Counterparty risk and funding: immersion and beyond. (2016). Crepey, Stephane ; Song, Shiqi . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:4:d:10.1007_s00780-016-0305-3.

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2016Macroeconomic and Institutional Determinants of Capital Structure Decisions. (2016). Colombo, Luca ; Botta, Marco. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def038.

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2016Boards of Directors in Russian Publicly Traded Companies in 1998-2014: Structure, Dynamics and Performance Effects. (2016). Муравьев, Александр. In: IZA Discussion Papers. RePEc:iza:izadps:dp10436.

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2016Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2016). Bischoff, Oliver ; Buchwald, Achim . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145730.

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2016Utility indifference valuation of corporate bond with credit rating migration by structure approach. (2016). Liang, Jin ; Zhang, Xudan ; Zhao, Yuejuan . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:339-346.

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2016Impacts of sovereign rating on sub-sovereign bond ratings in emerging and developing economies. (2016). Ratha, Dilip ; Nose, Manabu ; Mohapatra, Sanket. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7618.

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2016What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008.

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2016On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation. (2016). FERNÁNDEZ MARTIN, ANDRÉS ; Caballero, Julian ; Park, Jongho ; Fernandez, Andres . In: IDB Publications (Working Papers). RePEc:idb:brikps:95296.

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2016Local Financial Development and constraints on private firms exports: EvACidence from City Commercial Banks in China. (2016). Poncet, Sandra ; Chen, Zhao ; Xiong, Ruixiang . In: Working Papers. RePEc:cii:cepidt:2016-27.

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2016Bank competition and monetary policy transmission through the bank lending channel: Evidence from ASEAN. (2016). Chan, Sok-Gee ; Khan, Habib Hussain ; Gee, Chan Sok ; Ahmad, Rubi Binti . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:19-39.

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2016Actual and perceived ?nancial sophistication and wealth accumulation: The role of education and gender. (2016). Bannier, Christina ; Neubert, Milena . In: Working Papers. RePEc:jgu:wpaper:1605.

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2016Actual and perceived financial sophistication and wealth accumulation: The role of education and gender. (2016). Bannier, Christina ; Neubert, Milena . In: CFS Working Paper Series. RePEc:zbw:cfswop:528.

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2016The masquerade ball of the CEOs and the mask of excessive risk. (2016). Inci, Eren ; Citci, Sadettin Haluk . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:383-393.

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2016Actual and perceived financial sophistication and wealth accumulation: The role of education and gender. (2016). Bannier, Christina ; Neubert, Milena . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145593.

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2016Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTCs announcements during the 2008 financial crisis?. (2016). Berk, Istemi ; Rauch, Jannes . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:337-348.

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2016The impact of the ECBs conventional and unconventional monetary policies on stock markets. (2016). Unalmis, Deren ; de Haan, Jakob ; Haitsma, Reinder . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:101-116.

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2016Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: CAMA Working Papers. RePEc:een:camaaa:2016-09.

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2016Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

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2016Comovements and Volatility Spillover in Commodity Markets. (2016). Chen, Sihong ; Wu, Ximing . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235686.

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2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397.

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2016Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: 2016 International European Forum, February 15-19, 2016, Innsbruck-Igls, Austria. RePEc:ags:iefi16:244461.

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2016Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740.

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2016A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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2016Increasing trends in the excess comovement of commodity prices. (2016). Ohashi, Kazuhiko ; Okimoto, Tatsuyoshi . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:530.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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2016Causes and timing of the European debt crisis: An econometric evaluation. (2016). Purificato, Francesco ; Papagni, Erasmo ; Filoso, Valerio Valerio ; Suarez, Marta Vazquez ; Francesco, Purificato ; Panico, Carlo . In: MPRA Paper. RePEc:pra:mprapa:75847.

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2016Micro-equity for sustainable development: Selection, monitoring and exit strategies of micro-angels. (2016). Estape-Dubreuil, Gloria ; Ashta, Arvind ; Hedou, Jean-Pierre . In: Ecological Economics. RePEc:eee:ecolec:v:130:y:2016:i:c:p:117-129.

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2016ESG Issues among Fund Managers—Factors and Motives. (2016). Larreina, Mikel ; Przychodzen, Wojciech ; Gomez-Bezares, Fernando . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:1078-:d:81238.

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2016Are private investors willing to pay for sustainable investments? A stated choice experiment. (2016). Gutsche, Gunnar ; Ziegler, Andreas . In: MAGKS Papers on Economics. RePEc:mar:magkse:201640.

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2016On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis. (2016). Gutsche, Gunnar ; Ziegler, Andreas ; Leon, Anja Kobrich . In: MAGKS Papers on Economics. RePEc:mar:magkse:201641.

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2016On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations. (2016). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:255-267.

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2016Commodities momentum: A behavioral perspective. (2016). Bianchi, Robert ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

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2016Risk-taking in tournaments: an experimental analysis. (2016). Schedlinsky, Ivo ; Wohrmann, Arnt ; Sommer, Friedrich . In: Journal of Business Economics. RePEc:spr:jbecon:v:86:y:2016:i:8:d:10.1007_s11573-016-0813-9.

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2016How Do Labor Representatives Affect Incentive Orientation of Executive Compensation?. (2016). Kraft, Kornelius ; Dyballa, Katharina . In: IZA Discussion Papers. RePEc:iza:izadps:dp10153.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Marco, Chi Keung ; Akinsomi, Omokolade . In: Working Papers. RePEc:pre:wpaper:201688.

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2016Herd behavior and equity market liquidity: Evidence from major markets. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:140-149.

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2016Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information. (2016). Lin, Mi. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:247-260.

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2016Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:367-375.

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2016Bank Finance for Private Firms in China: Does Political Capital Still Pay Off?. (2016). Cheng, Wenli ; Wu, Yongzeng . In: Monash Economics Working Papers. RePEc:mos:moswps:2016-07.

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2016Basis for Bank Credit Allocation in China’s Private Sector: Political Connection or Firm Performance?. (2016). Cheng, Wenli ; Wu, Yongzheng . In: Monash Economics Working Papers. RePEc:mos:moswps:2016-41.

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2016Political influence, firm performance and survival. (2016). Solanko, Laura ; Sokolov, Vladimir . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_020.

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2016Volatility in the federal funds market and money market spreads during the financial crisis. (2016). Senyuz, Zeynep ; Demiralp, Selva ; Carpenter, Seth B. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:225-233.

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2016What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375.

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2016Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

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2016Debt renegotiation and the design of financial contracts. (2016). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2016-03.

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2016Multiple Lenders, Temporary Debt Restructuring, and Firm Performance: Evidence from contract-level data. (2016). Daisuke, Miyakawa ; Kazuhiko, Ohashi. In: Discussion papers. RePEc:eti:dpaper:16030.

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2016Bangladesh’s Achievement in Poverty Reduction: The Role of Microfinance Revisited. (2016). Khandker, Shahidur ; Samad, Hussain A. In: Working Papers. RePEc:jic:wpaper:114.

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2016Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher . In: MPRA Paper. RePEc:pra:mprapa:75367.

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2016Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:137-164.

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2016Effects of national culture on bank risk-taking behavior. (2016). Ashraf, Badar Nadeem ; Arshad, Sidra ; Zheng, Changjun . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:309-326.

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2016Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable c. (2016). Liljeblom, Eva ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:59-73.

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2016Foreign Bank Subsidiaries’ Default Risk during the Global Crisis; What Factors Help Insulate Affiliates from their Parents?. (2016). Martinez Peria, Maria ; Cerutti, Eugenio ; Anginer, Deniz. In: IMF Working Papers. RePEc:imf:imfwpa:16/109.

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2016The Political Determinants of Government Bond Holdings. (2016). Eichler, Stefan ; Plaga, Timo . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-573.

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2016The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets. (2016). Vortelinos, Dimitrios I ; Saha, Shrabani . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:222-226.

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2016The Political Determinants of Government Bond Holdings. (2016). Eichler, Stefan ; Plaga, Timo . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-14-16.

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2016Political instability and stock market returns: Evidence from OECD countries. (2016). Sarantidis, Antonios ; Asteriou, Dimitrios. In: Economics and Business Letters. RePEc:ove:journl:aid:11278.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2016How much can illiquidity affect corporate debt yield spread?. (2016). Raviv, Alon ; Abudy, Menachem. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:58-69.

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2016Illiquidity Transmission in a Three-Country Framework: A Conditional Approach. (2016). Uhrig-Homburg, Marliese ; Fiesel, Stefan . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:17:y:2016:i:3:d:10.1007_s41464-016-0016-5.

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2016The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis. (2016). Dionne, Georges ; Zhou, Xiaozhou . In: Working Papers. RePEc:ris:crcrmw:2015_005.

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2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016Market conditions, fragility, and the economics of market making. (2016). Venkataraman, Kumar ; Anand, Amber . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:327-349.

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2016The Role of High-Frequency Traders in the Foreign Exchange Market Bid-Ask Spreads. (2016). Lenczewski, Carlos . In: EUSP Department of Economics Working Paper Series. RePEc:eus:wpaper:ec0116.

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2016Empty creditors and strong shareholders: The real effects of credit risk trading. (2016). Efing, Matthias ; Colonnello, Stefano ; Zucchi, Francesca . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-10-16.

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2016Performance of the banking sector of a developing country: A non-structural model using the disequilibrium approach. (2016). Stewart, Chris ; Nguyen, Thao Ngoc ; Matousek, Roman . In: Economics Discussion Papers. RePEc:ris:kngedp:2016_002.

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2016Extradition as One of the Forms of Transfer of Detainees and Convicts. Albanian Experience. (2016). Krawiec, Monika . In: EJMS European Journal of Multidisciplinary Studies Articles. RePEc:eur:ejmsjr:157.

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2016The place of gold in the cross-market dependencies. (2016). Tiwari, Aviral ; Chevallier, Julien ; Aboura, Sofiane ; Sofiane, Aboura ; Kumar, Tiwari Aviral ; Rania, Jammazi ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:5:p:567-586:n:3.

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2016On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57.

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2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

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2016The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70379.

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2016On the reactions of sectoral equity returns to oil price in France: Implications for portfolio allocation. (2016). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70382.

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2016Quantile dependence of oil price movements and stock returns. (2016). Ugolini, Andrea ; Reboredo, Juan. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:33-49.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87.

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2016The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. (2016). Zhu, Huiming ; Ren, Yinghua ; Guo, Yawei ; Su, Xianfang . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:766-:d:75561.

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2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

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2016Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201646.

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2016Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Kumar, Ronald ; Hussain, Syed Jawad ; Ferrer, Roman . In: MPRA Paper. RePEc:pra:mprapa:75540.

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2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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2016Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach. (2016). Sim, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:31-45.

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2016Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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2016A functional perspective to financial networks. (2016). Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2016/06.

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2016The Role of the Leverage Ratio in Capital Regulation of the Banking Sector. (2016). Pfeifer, Lukas ; Hodula, Martin ; Pikhart, Zdenek ; Holub, Libor . In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:fsr1516/3.

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2016Taming the Basel leverage cycle. (2016). Aymanns, Christoph ; Vincent, ; Farmer, Doyne J ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:263-277.

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2016How prompt was regulatory corrective action during the financial crisis?. (2016). Loveland, Robert . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:16-36.

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2016Decision-making during the credit crisis: Did the Treasury let commercial banks fail?. (2016). Nowak, Eric ; Croci, Ettore ; Hertig, Gerard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:476-497.

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2016Principles, circumstances and constraints: the Nationalbank as lender of last resort from 1816 to 1931. (2016). Jobst, Clemens ; Rieder, Kilian . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2016:i:3:b:7.

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2016Multinationals and cash holdings. (2016). Fernandes, Nuno ; Gonenc, Halit . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:139-154.

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2016Informal Institutions And Economic Performance. (2016). Clipa, Flavian ; Bostan, Ionel . In: Knowledge Horizons - Economics. RePEc:khe:journl:v:8:y:2016:i:2:p:53-58.

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2016Social trust and stock price crash risk: Evidence from China. (2016). Chan, Kam C ; Xia, Changyuan ; Cao, Chunfang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:148-165.

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2016Trust and corporate cash holdings. (2016). Zhang, Ning ; Dudley, Evan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:363-387.

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2016Central Banks’ Predictability: An Assessment by Financial Market Participants. (2016). Neuenkirch, Matthias ; Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:201619.

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2016Media Coverage and ECB Policy-Making: Evidence from a New Index. (2016). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-38.

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2016Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:134.

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2016Foster–Hart optimal portfolios. (2016). Anand, Abhinav ; Kurosaki, Tetsuo ; Li, Tiantian ; Kim, Young Shin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:117-130.

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2016Is momentum trading profitable from Shariah compliant stocks?. (2016). , Mamunurrashid ; Ee, Mong Shan ; Li, Bob ; Rashid, Mamunur . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:56-63.

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2016On the Nexus of Monetary Policy and Financial Stability: Effectiveness of Macroprudential Tools in Building Resilience and Mitigating Financial Imbalances. (2016). Molico, Miguel ; Damar, Evren. In: Discussion Papers. RePEc:bca:bocadp:16-11.

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2016Predicting bank failures: The leverage versus the risk-weighted capital ratio. (2016). Yang, XI. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-15.

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2016Systematic multi-period stress scenarios with an application to CCP risk management. (2016). de Genaro, Alan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:119-134.

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2016Dividend payout policies: Evidence from Latin America. (2016). Perafan, Hector ; Benavides, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:197-210.

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2016Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n267-16.pdf.

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2016Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David. In: Research Technical Papers. RePEc:cbi:wpaper:03/rt/16.

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2016Revisiting the new normal hypothesis. (2016). Candelon, Bertrand ; Miao, Keith ; Carare, Alina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:5-31.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2016Delaying payments after the financial crisis: evidence from EU companies. (2016). Obeng, Isaac. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:66_2016.

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2016Financial stability and bank supervision. (2016). Tabak, Benjamin ; Fazio, Dimas ; Cajueiro, Daniel ; De, Karine C. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:322-327.

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2016Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:43-67.

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2016Measuring sovereign credit risk using a structural model approach. (2016). Lee, Han-Hsing ; Wang, Kehluh ; Shih, Kuanyu . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0532-2.

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2016Securitization and Credit Quality. (2016). Marques-Ibanez, David. In: IMF Working Papers. RePEc:imf:imfwpa:16/221.

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2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid ; Kang, Sang Hoon . In: MPRA Paper. RePEc:pra:mprapa:73400.

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2016A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds. (2016). Platen, Eckhard ; Gnoatto, Alessandro ; Grasselli, Martino . In: Research Paper Series. RePEc:uts:rpaper:374.

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2016A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds. (2016). Platen, Eckhard ; Gnoatto, Alessandro ; Grasselli, Martino . In: Papers. RePEc:arx:papers:1608.04683.

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2016Detecting Money Market Bubbles. (2016). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan . In: Research Paper Series. RePEc:uts:rpaper:378.

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2016Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts. (2016). Platen, Eckhard ; Taylor, David . In: Research Paper Series. RePEc:uts:rpaper:379.

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2016Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts. (2016). Platen, Eckhard ; Taylor, David . In: Papers. RePEc:arx:papers:1610.09875.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Working Paper Series. RePEc:ecb:ecbwps:20161959.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2016Does the earnings quality matter? Evidence from a quasi-experimental setting. (2016). mengoli, stefano ; Carosi, Andrea ; Baschieri, Giulia . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:146-157.

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2016Do local causations matter? The effect of firm location on the relations of ROE, R&D, and firm SIZE with MARKET-TO-BOOK. (2016). Carosi, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:388-409.

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2016Going public via special purpose acquisition companies: Frogs do not turn into princes. (2016). Tykvova, Tereza ; Kolb, Johannes . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:80-96.

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2016Persistent and transient efficiency on the stochastic production and cost frontiers – an application to the motorway sector. (2016). Albalate, Daniel ; Rosell, Jordi . In: Working Papers. RePEc:xrp:wpaper:xreap2016-04.

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2016Underwriter networks, investor attention, and initial public offerings. (2016). Chemmanur, Thomas ; Bajo, Emanuele ; Tehranian, Hassan ; Simonyan, Karen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:376-408.

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2016Is Bank Supervision Effective? Evidence from the Allowance for Loan and Lease Losses. (2016). Yang, Ling. In: MPRA Paper. RePEc:pra:mprapa:75761.

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2016Cash management and payment choices: a simulation model with international comparisons. (2016). bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David. In: Working Paper Series. RePEc:ecb:ecbwps:20161874.

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2016Wait a Minute: The Efficacy of Discounting versus Non-Pecuniary Payment Steering. (2016). Welte, Angelika . In: Staff Working Papers. RePEc:bca:bocawp:16-8.

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2016How do people pay rent?. (2016). Zhang, David Hao . In: Research Data Report. RePEc:fip:fedbdr:16-2.

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2016The impact of mobile payment on payment choice. (2016). Trutsch, Tobias . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0272-x.

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2016Payment innovations in Poland: the role of payment services in the strategies of commercial banksà. (2016). Piotrowski, Dariusz ; Polasik, Michal. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:15:y:2016:i:1:p:73-101.

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2016Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data. (2016). Schuh, Scott ; Schmidt, Tobias ; Kosse, Anneke ; Huynh, Kim ; Bounie, David ; Bagnall, John . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2016:q:4:a:1.

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2016Cash flow news, discount rate news, and momentum. (2016). Sonaer, Gokhan ; Kumar, Raman ; Kayacetin, Nuri Volkan ; Celiker, Umut . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:240-254.

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2016Momentum and downside risk. (2016). Min, Byoung-Kyu ; Kim, Tong Suk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s104-s118.

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2016Risk, risk aversion, and a finance-augmented neoclassical economic model of production. (2016). Zeng, Zhixiong ; Jin, YI. In: International Journal of Production Economics. RePEc:eee:proeco:v:176:y:2016:i:c:p:82-91.

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2016U.S. bank M&As in the post-Dodd-Frank Act era: Do they create value?. (2016). Leledakis, George ; Pyrgiotakis, Emmanouil G. In: MPRA Paper. RePEc:pra:mprapa:73290.

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2016The influence of sovereign bond yields on bank lending rates: the pass-through in Europe. (2016). Eller, Markus ; Reininger, Thomas . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:2:b:1.

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2016Banks and sovereign risk: A granular view. (2016). Koetter, Michael ; Buch, Claudia ; Ohls, Jana . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:1-15.

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2016An inquiry into the determinants of the profitability of Italian banks. (2016). Notarpietro, Alessandro ; Albertazzi, Ugo ; Siviero, Stefano . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_364_16.

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2016Generalized stability of monetary unions under regime switching in monetary and fiscal policies. (2016). Bonam, Dennis ; Hobijn, Bart. In: DNB Working Papers. RePEc:dnb:dnbwpp:524.

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2016The bank lending channel of conventional and unconventional monetary policy. (2016). Signoretti, Federico ; Nobili, Andrea ; Albertazzi, Ugo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1094_16.

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2016Modelización de la solvencia bancaria en escenarios adversos: aplicación a los «PIIGS». (2016). Abad-Gonzalez, Julio ; Gutierrez-Lopez, Cristina . In: Revista de Contabilidad - Spanish Accounting Review. RePEc:eee:spacre:v:19:y:2016:i:2:p:227-238.

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2016Credit growth in Central, Eastern, and South-Eastern Europe: The case of foreign bank subsidiaries. (2016). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:146-158.

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2016Estimating Cost Efficiency of Turkish Commercial Banks under Unobserved Heterogeneity with Stochastic Frontier Models. (2016). YILDIRIM, Dilem ; Gune, Hakan . In: ERC Working Papers. RePEc:met:wpaper:1603.

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2016The resilience of oil-rich economies to the global financial crisis: Evidence from Kuwaiti financial and real sectors. (2016). Mirzaei, Ali ; Farhan, Ritab Salem . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:93-108.

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2016Evaluation of the Federal Reserves financial-crisis timeline. (2016). Vortelinos, Dimitrios I. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:350-355.

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2016A financial network perspective of financial institutions’ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

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2016Bank Capital Shock Propagation via Syndicated Interconnectedness. (2016). Sushko, Vladyslav ; Nirei, Makoto ; Caballero, Julian. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:67-96.

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2016Bank Solvency and Funding Cost. (2016). Caceres, Carlos ; Daniel, Christina ; Schumacher, Liliana ; Aymanns, Christoph . In: IMF Working Papers. RePEc:imf:imfwpa:16/64.

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2016Bank Capital Shock Propagation via Syndicated Interconnectedness. (2016). Sushko, Vladyslav ; Nirei, Makoto ; Caballero, Julian. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-015-9493-8.

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2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

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2016Capital requirements, liquidity and financial stability: The case of Brazil. (2016). Stancato, Sergio Rubens . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:179-192.

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2016Contagion in Financial Networks. (2016). Glasserman, Paul ; Young, Peyton H. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:3:p:779-831.

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2016What do central counterparties default funds really cover? A network-based stress test answer. (2016). Sabatini, Silvia ; Poce, Giulia ; Zaccaria, Andrea ; Gabrielli, Andrea ; Cimini, Giulio ; Rizzo, Mariangela ; Polito, Marco ; Baldacci, Giuditta . In: Papers. RePEc:arx:papers:1611.03782.

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2016Contagion in financial networks. (2016). Glasserman, Paul ; Young, Peyton H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68681.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2016Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Nguyen, Duc Khuong ; Gounopoulos, Dimitrios ; Boubaker, Sabri ; Paltalidis, Nikos . In: MPRA Paper. RePEc:pra:mprapa:73398.

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2016Business models and bank performance: A long-term perspective. (2016). Vander Vennet, Rudi ; Mergaerts, Frederik. In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:57-75.

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2016Bank Diversification and Overall Financial Strength: International Evidence. (2016). Pasiouras, Fotios ; Doumpos, Michael ; Gaganis, Chrysovalantis . In: Working Papers. RePEc:crt:wpaper:1602.

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2016Basel 3: Does One Size Really Fit All Banks Business Models?. (2016). Savioli, Marco ; Birindelli, Giuliana ; Ferretti, Paola . In: Working Paper Series. RePEc:rim:rimwps:16-20.

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2016Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201616.

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2016Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection. (2016). Bessler, Wolfgang ; Leonhardt, Alexander . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:239-256.

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2016Competing for savings: how important is creditworthiness during the crisis?. (2016). schwillens, Stephanie ; Gerritsen, Dirk ; Bikker, Jacob. In: DNB Working Papers. RePEc:dnb:dnbwpp:493.

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2016Internet finance development and banking market discipline: Evidence from China. (2016). Hou, Xiaohui ; Wang, Qing ; Gao, Zhixian . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:88-100.

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2016Currency Shifts as a Market Discipline Device: The Case of the Russian Market for Personal Deposits. (2016). Semenova, Maria ; Shapkin, Andrey . In: HSE Working papers. RePEc:hig:wpaper:57/fe/2016.

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2016Competing for savings : how important is creditworthiness during the crisis?. (2016). Gerritsen, Dirk ; Bikker, Jacob ; Schwillens, Steffie M. In: Working Papers. RePEc:use:tkiwps:1601.

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2016The bank–firm relationship during economic transition: The impacts on bank performance in emerging economies. (2016). Nagano, Mamoru . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:117-139.

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2016Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. (2016). Ma, Pengcheng ; Li, Shuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:163-176.

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2016Assessing the information content of short-selling metrics using daily disclosures. (2016). Comerton-Forde, Carole ; Manton, Tom ; Gray, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:188-204.

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2016Short selling, margin trading, and the incorporation of new information into prices. (2016). Chen, Jun ; Yang, Ting ; Kadapakkam, Palani-Rajan . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:1-17.

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2016Are Japanese margin buyers informed?. (2016). Lee, Bong-Soo ; Ko, Kwangsoo . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:47-53.

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2016A closer insight into the causality between short selling trades and volatility. (2016). Suer, Omur ; Yelkenci, Tezer . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:48-54.

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2016Short selling constraints and stock returns volatility: Empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:159-166.

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2016Information advantage, short sales, and stock returns: Evidence from short selling reform in China. (2016). Feng, Xunan ; Chan, Kam C. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:131-142.

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2016Bullish/bearish/neutral strategies under short sale restrictions. (2016). Bae, Kwangil ; Lee, Soonhee ; Kang, Jangkoo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:227-239.

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2016Extremes for coherent risk measures. (2016). Asimit, Alexandru V ; Li, Jinzhu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:332-341.

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2016Bank holding company dividends and repurchases during the financial crisis. (2016). Hirtle, Beverly. In: Staff Reports. RePEc:fip:fednsr:666.

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2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo . In: Working Papers. RePEc:pre:wpaper:201645.

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2016The Effect of Investor Sentiment on Gold Market Dynamics. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo . In: Working Papers. RePEc:pre:wpaper:201638.

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2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

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2016The white squire defense: Evidence from private investments in public equity. (2016). Chen, Sheng-Syan ; Huang, Chia-Wei ; Hsu, Ching-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:16-35.

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2016Potential implications of a NSFR on German banks credit supply and profitability. (2016). Schmitt, Matthias ; Schmaltz, Christian. In: Discussion Papers. RePEc:zbw:bubdps:372016.

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2016Is Bigger Necessarily Better in Community Banking?. (2016). Mester, Loretta ; Jagtiani, Julapa ; Hughes, Joseph. In: Working Papers. RePEc:fip:fedpwp:16-15.

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2016Who needs credit and who gets credit? Evidence from the surveys of small business finances. (2016). Cole, Rebel ; Sokolyk, Tatyana . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:40-60.

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2016Empirical Analysis of Efficiency of Community Banks in Tanzania. (2016). Mataba, Lucas ; Aikaeli, Jehovaness . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:12:p:77-94.

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2016Community bank mergers and their impact on small business lending. (2016). Jagtiani, Julapa ; Kotliar, Ian ; Maingi, Raman Quinn . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:106-121.

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2016Systemic risk, interbank market contagion, and the lender of last resort function. (2016). Kolokolova, Olga ; Bowe, Michael ; Michalski, Marcin Jerzy . In: IFC Bulletins chapters. RePEc:bis:bisifc:41-04.

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2016Private information and limitations of Heckmans estimator in banking and corporate finance research. (2016). Nagel, Gregory L ; Campbell, Randall C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:186-195.

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2016The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry. (2016). Biener, Christian ; Eling, Martin ; Jia, Ruo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:02.

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2016Testing the effectiveness of ERM: Evidence from operational losses. (2016). Al-Amri, Khalid ; Davydov, Yevgeniy . In: Journal of Economics and Business. RePEc:eee:jebusi:v:87:y:2016:i:c:p:70-82.

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2016Efficiency in banking: a meta-regression analysis. (2016). Bonanno, Graziella ; Aiello, Francesco. In: International Review of Applied Economics. RePEc:taf:irapec:v:30:y:2016:i:1:p:112-149.

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2016Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?. (2016). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang . In: MPRA Paper. RePEc:pra:mprapa:76215.

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2016The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

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2016The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2016-05.

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2016The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:264.

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2016Effective exchange rates, current accounts and global imbalances. (2016). Czudaj, Robert ; Beckmann, Joscha. In: Ruhr Economic Papers. RePEc:zbw:rwirep:610.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:69105.

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2016Forecasting realized volatility in a changing world: A dynamic model averaging approach. (2016). Wang, Yudong ; Wu, Chongfeng ; Wei, YU ; Ma, Feng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:136-149.

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2016Forecasting the term structure of volatility of crude oil price changes. (2016). Balaban, Ercan ; Lu, Shan . In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:116-118.

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2016Modelling the joint dynamics of oil prices and investor fear gauge. (2016). Ji, Qiang ; Fan, Ying . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:242-251.

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2016Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting. (2016). GOMIDE, FERNANDO ; MacIel, Leandro ; Ballini, Rosangela . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9535-2.

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2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413.

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2016Implied volatility index for the Norwegian equity market. (2016). Molnár, Peter ; Ringdal, Martin ; Molnar, Peter ; Guttormsen, Haakon J ; Bugge, Sebastian A. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:133-141.

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2016The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market. (2016). Luo, Xingguo ; Ye, Zinan ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:105-111.

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2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland. (2016). Molnár, Peter ; Lyócsa, Štefan ; Fedorko, Igor. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:453-475.

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2016Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market. (2016). . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0501-9.

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2016Arbitraging the Basel securitization framework: Evidence from German ABS investment. (2016). Efing, Matthias. In: ESRB Working Paper Series. RePEc:srk:srkwps:201622.

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2016Bank efficiency and interest rate pass-through: Evidence from Czech loan products. (2016). Irsova, Zuzana ; Havranek, Tomas ; Lesanovska, Jitka . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:153-169.

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2016Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

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2016The nexus between insurance activity and economic growth: A bootstrap rolling window approach. (2016). Lee, Chien-Chiang ; Liu, Guan-Chun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:299-319.

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2016The interest rate pass-through in the euro area during the sovereign debt crisis. (2016). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402.

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2016Desperately seeking cash: Evidence from bank output measurement. (2016). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:495-507.

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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Altavilla, Carlo ; Canova, Fabio . In: Working Paper Series. RePEc:ecb:ecbwps:20161978.

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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo. In: Working Papers. RePEc:bny:wpaper:0049.

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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Altavilla, Carlo ; Canova, Fabio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11584.

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2016Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model. (2016). Perera, Anil ; Wickramanayake, J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:1-20.

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2016Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies. (2016). Lim, Byung Hwa ; Kwak, Minsuk . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:19-27.

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2016A stochastic Nash equilibrium portfolio game between two DC pension funds. (2016). Guan, Guohui ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:237-244.

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2016An incentive problem of risk balancing in portfolio choices. (2016). Lu, Jin-Ray ; Lin, Chien-Yi ; Liu, Min-Luan ; Hwang, Chih-Chiang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:192-200.

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2016Access to Short-term Credit and Consumption Smoothing within the Paycycle. (2016). Zaki, Mary . In: Working Papers. RePEc:fem:femwpa:2016.07.

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2016Access to Short-term Credit and Consumption Smoothing within the Paycycle. (2016). Zaki, Mary . In: ET: Economic Theory. RePEc:ags:feemet:232213.

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2016Do state regulations affect payday lender concentration?. (2016). Barth, James ; Sun, Yanfei ; Jahera, Johns ; Hilliard, Jitka . In: Journal of Economics and Business. RePEc:eee:jebusi:v:84:y:2016:i:c:p:14-29.

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2016Consumer Borrowing after Payday Loan Bans. (2016). Neil, Jacob Goldin . In: Journal of Law and Economics. RePEc:ucp:jlawec:doi:10.1086/686033.

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2016Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53.

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2016Why do some US manufacturing and service firms with international operations choose to give internationally whereas others opt to give only in the United States?. (2016). Padmanabhan, Prasad ; Cowan, Adrian ; Huang, Chia-Hsing . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:1:p:408-418.

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2016The Effect of Environmental, Social and Governance Consistency on Economic Results. (2016). Ferrero-Ferrero, Idoya ; Muoz-Torres, Maria Jesus ; Fernandez-Izquierdo, Maria Angeles . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:1005-:d:79967.

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2016Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic. (2016). Brna, Karel ; Blahova, Naa . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:5:y:2016:i:1:p:159-184.

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2016Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:hal:wpaper:hal-01270806.

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2016The influence of CEO power on agency costs in non-profit organisations: evidence from the global microfinance industry. (2016). Pascal, Daudi ; Mersland, Roy ; Beisland, Leif Atle . In: Working Papers CEB. RePEc:sol:wpaper:2013/240515.

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2016How do banks make the trade-offs among risks? The role of corporate governance. (2016). Chen, Hsiao-Jung ; Lin, Kuan-Ting . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s39-s69.

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2016Chinese commercial banks: Benefits from foreign strategic investors?. (2016). Cheng, Maoyong ; Geng, Hongyan ; Zhang, Junrui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:147-172.

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2016Solvency and Liquidity Level Trade-off: Does it Exist in Croatian Banking Sector?. (2016). Ana, Kundid Novokmet ; Antonia, Marinovi . In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:63:y:2016:i:3:p:429-440:n:10.

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2016Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:erg:wpaper:1045.

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2016Non-performing loans (NPLs), liquidity creation, and moral hazard: Case of Chinese banks. (2016). Umar, Muhammad ; Sun, Gang . In: China Finance and Economic Review. RePEc:spr:chfecr:v:4:y:2016:i:1:d:10.1186_s40589-016-0034-y.

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2016Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market. (2016). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chen, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:203-225.

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2016Influences from the European Parliament on EU emissions prices. (2016). Deeney, Peter ; Smeaton, Alan F ; Dowling, Michael ; Cummins, Mark . In: Energy Policy. RePEc:eee:enepol:v:88:y:2016:i:c:p:561-572.

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2016Social Media and Capital Markets – an Overview. (2016). Bukovina, Jaroslav . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:57_2015.

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2016Social Media and Capital Markets – an Overview. (2016). Bukovina, Jaroslav . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:57_2016.

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2016Language, news and volatility. (2016). Byström, Hans ; Bystrom, Hans . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:139-154.

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2016Attention effect via internet search intensity in Asia-Pacific stock markets. (2016). Tantaopas, Parkpoom ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:107-124.

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2016The impacts of risk and competition on bank profitability in China. (2016). Tan, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:85-110.

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2016Competition in the clearing and settlement industry. (2016). Marinč, Matej ; Li, Shaofang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:134-162.

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2016The simultaneous estimation of credit growth, valuation, and stability of the Gulf Cooperation Council banking industry. (2016). Arouri, Houda ; Al-Khouri, Ritab . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:499-518.

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2016Efficiency, innovation and competition: evidence from Vietnam, China and India. (2016). Nghiem, Hong Son ; Thien, Thanh Pham ; Sharma, Parmendra ; Roca, Eduardo . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1045-5.

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2016Bank size, competition and risk in the Turkish banking industry. (2016). Kasman, Saadet . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:3:d:10.1007_s10663-015-9307-1.

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2016BANK COMPETITION AND FINANCIAL STABILITY: MUCH ADO ABOUT NOTHING?. (2016). Zigraiova, Diana ; Havranek, Tomas. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:30:y:2016:i:5:p:944-981.

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2016What is the impact of bankrupt and restructured loans on Japanese bank efficiency?. (2016). mamatzakis, emmanuel ; Matousek, Roman ; Vu, Anh Nguyet . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s187-s202.

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2016Does bank competition affect bank stability after the global financial crisis?. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79084.

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2016Does concentration matter for bank stability - evidence from Albanian Banking System. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79086.

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2016Financial Frictions in the Small Open Economy. (2016). Shim, Jae-Hun. In: Department of Economics Working Papers. RePEc:eid:wpaper:58131.

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2016Interest rates, corporate lending and growth in the Euro Area. (2016). Tondl, Gabriele . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp227.

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2016Defining the factors of Fitch rankings in the European banking sector. (2016). Drimbetas, Evangelos ; Lazarides, Themistokles ; Drimpetas, Evaggelos . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-016-0046-9.

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2016Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model. (2016). Nioi, Mihai ; Pochea, Maria Miruna . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:2:p:323-334.

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2016Banking Integration in European Context. (2016). Badircea, Roxana ; Florea, Nicoleta ; Pirvu, Ramona ; Manta, Alina . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:317.

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2016Interest rates, corporate lending and growth in the Euro Area. (2016). Tondl, Gabriele . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5085.

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2016Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

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2016Past returns and the perceived Sharpe ratio. (2016). Veld-Merkoulova, Yulia ; Kaplanski, Guy ; Levy, Haim . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:123:y:2016:i:c:p:149-167.

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2016How time preferences differ: Evidence from 53 countries. (2016). Wang, Mei ; Hens, Thorsten ; Rieger, Marc Oliver . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:52:y:2016:i:c:p:115-135.

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2016Local happiness and firm behavior: Do firms in happy places invest more?. (2016). Chuluun, Tuugi ; Graham, Carol . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:125:y:2016:i:c:p:41-56.

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2016Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications. (2016). agliardi, elettra ; Spanjers, Willem . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:12:p:6012-6020.

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2016Does the catering theory of dividend apply to the French listed firms?. (2016). Anouar, Kamal ; Aubert, Nicolas . In: Working Papers. RePEc:hal:wpaper:halshs-01401867.

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2016Does the catering theory of dividend apply to the French listed firms?. (2016). Aubert, Nicolas ; Anouar, Kamal . In: Post-Print. RePEc:hal:journl:halshs-01401867.

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2016Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market. (2016). Yang, Chih-Yuan ; Chang, Chia-Chien ; Jhang, Ling-Jhen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:35-51.

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2016Non-performing loans, moral hazard and regulation of the Chinese commercial banking system. (2016). Zhang, Dayong ; Kutan, Ali ; Dickinson, David G ; Cai, Jing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:48-60.

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2016Effects of national culture on bank risk-taking behavior. (2016). Ashraf, Badar Nadeem ; Arshad, Sidra ; Zheng, Changjun . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:309-326.

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2016On the consistency of the Z-score to measure the bank risk. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301846.

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2016How Did the Introduction of Deposit Insurance Affect Chinese Banks? An Investigation of Its Wealth Effect. (2016). Yamori, Nobuyoshi ; Sun, Jianjun . In: Discussion Paper Series. RePEc:kob:dpaper:dp2016-20.

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2016Unemployment and Gross Credit Flows in a New Keynesian Framework. (2016). Florian, David ; Francis, Johanna L. In: Working Papers. RePEc:rbp:wpaper:2016-007.

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2016Bank Branching Deregulation and High School Graduation. (2016). Reilly, Patrick . In: Working Papers. RePEc:wvu:wpaper:16-29.

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2016Unemployment and Gross Credit Flows in a New Keynesian Framework. (2016). Hoyle, David Florian ; Francis, Johanna L. In: Working Papers. RePEc:apc:wpaper:2016-087.

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2016Ownership, analyst coverage, and stock synchronicity in China. (2016). Johansson, Anders ; Feng, Xunan ; Hu, NA. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:79-96.

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2016Firm geographic location and voluntary disclosure. (2016). Derouiche, Imen ; Zemzem, Ahmed ; Jaafar, Kaouther . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:29-47.

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2016Asset encumbrance, bank funding and financial fragility. (2016). Anand, Kartik ; Ahnert, Toni ; Chapman, James ; Gai, Prasanna . In: Discussion Papers. RePEc:zbw:bubdps:172016.

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2016Asset Encumbrance, Bank Funding and Financial Fragility. (2016). Ahnert, Toni ; Chapman, James ; Gai, Prasanna ; Anand, Kartik. In: Staff Working Papers. RePEc:bca:bocawp:16-16.

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2016Asset Encumbrance, Bank Funding, and Financial Fragility. (2016). Anand, Kartik ; Ahnert, Toni ; Chapman, James ; Gai, Prasanna . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145782.

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2016Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China. (2016). Jin, Dawei ; Yin, Desheng ; Wang, Peng. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:1-14.

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2016Informal Institutions And Economic Performance. (2016). Clipa, Flavian ; Bostan, Ionel . In: Knowledge Horizons - Economics. RePEc:khe:journl:v:8:y:2016:i:2:p:53-58.

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2016Delaying payments after the financial crisis: evidence from EU companies. (2016). Obeng, Isaac. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:66_2016.

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2016Social trust and stock price crash risk: Evidence from China. (2016). Chan, Kam C ; Xia, Changyuan ; Cao, Chunfang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:148-165.

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2016Managerial professional connections versus political connections: Evidence from firms access to informal financing resources. (2016). Liu, Qigui ; Tian, Gary Gang ; Luo, Jinbo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:179-200.

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2016International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531.

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2016Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner. (2016). Buncic, Daniel. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:24-:d:73356.

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2016Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339.

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2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

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2016DO OPTION TRADERS TARGET FIRMS WITH POOR EARNINGS QUALITY. (2016). Mellado, Cristhian ; Jory, Surendranath R ; Ngo, Thanh N. In: 2016 Papers. RePEc:jmp:jm2016:pme563.

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2016Distilling private information from plain-vanilla options to predict future underlying stock price volatility: Evidence from the H-shares of Chinese banks. (2016). Koutmos, Dimitrios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:391-405.

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2016Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: Borradores de Economia. RePEc:bdr:borrec:931.

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2016Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014306.

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2016Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

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2016Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201606-297.

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2016Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Leonida, Leone ; Caggiano, Giovanni ; Calice, Pietro ; Kapetanios, George . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:104-116.

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2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety. (2016). Matkovskyy, Roman ; Bouraoui, Taoufik ; Hammami, Helmi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:485-493.

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2016Estimation and prediction of an Index of Financial Safety of Tunisia. (2016). Matkovskyy, Roman ; Hammami, Helmi ; Bouraoui, Taoufik . In: MPRA Paper. RePEc:pra:mprapa:74573.

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2016Forecasting banking crises with dynamic panel probit models. (2016). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, Antonio R ; Monteiro, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201613.

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2016Bayesian Option Pricing Framework with Stochastic Volatility for FX Data. (2016). Wang, Ying ; Wong, Hoi Ying ; Boris, Sai Tsang . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:51-:d:85320.

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2016Sentiment volatility and bank lending behavior. (2016). Xu, Bing ; Caglayan, Mustafa. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:107-120.

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2016Inflation volatility effects on the allocation of bank loans. (2016). Xu, Bing ; Caglayan, Mustafa. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:27-39.

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2016Sentiment Volatility and Bank Lending Behavior. (2016). Caglayan, Mustafa ; Xu, Bing . In: EcoMod2016. RePEc:ekd:009007:9206.

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2016What drives banks’ willingness to lend to SMEs? An ARDL approach. (2016). Masih, Abul ; Lokman, Azarahiah . In: MPRA Paper. RePEc:pra:mprapa:72113.

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2016The impact of screening strategies on the performance of ESG indices. (2016). Darné, Olivier ; Fouilloux, Jessica ; Darne, Olivier ; Charles, Amelie . In: Working Papers. RePEc:hal:wpaper:hal-01344699.

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2016Dynamics of Integration in East Asian Equity Markets. (2016). Okimoto, Tatsuyoshi ; Tadaaki, Komatsubara ; Ken-Ichi, Tatsumi ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:16084.

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2016Efficient energy consumption in industrial sectors and its effect on environment: A comparative analysis between G8 and Southeast Asian emerging economies. (2016). Gulam Hassan, Mohamed Aslam ; Chan, Sok-Gee ; Pervin, Sajeda ; Isa, Che Ruhana ; Gee, Chan Sok ; Aslam, Mohamed ; Shahari, Farihana ; Hanifa, Abu ; Saifur, MD. In: Energy. RePEc:eee:energy:v:97:y:2016:i:c:p:82-89.

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2016Centralized netting in financial networks. (2016). Garratt, Rodney. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt79t1q6cg.

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2016Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel . In: Papers. RePEc:arx:papers:1603.05142.

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2016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17.

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2016Interconnectedness of the Irish banking sector with the global financial system. (2016). Hallissey, Niamh . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2016:m:01:p:66-82.

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2016Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Working Papers Series. RePEc:bcb:wpaper:428.

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2016Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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2016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9443-x.

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2016Time-varying causal network of the Korean financial system based on firm-specific risk premiums. (2016). Chang, Woojin ; Cho, Poongjin ; Song, Jae Wook ; Ko, Bonggyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:287-302.

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2016Financial networks, bank efficiency and risk-taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:247-257.

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2016The role of collateral in supporting liquidity. (2016). Liu, Zijun ; Baranova, Yuliya ; Noss, Joseph . In: Bank of England working papers. RePEc:boe:boeewp:0609.

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2016Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962.

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2016Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Solorzano-Margain, Juan Pablo ; Batiz-Zuk, Enrique ; Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:198-216.

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2016Assessing the role of interbank network structure in business and financial cycle analysis. (2016). Scholtes, Nicolas ; Gnabo, Jean-Yves . In: Working Paper Research. RePEc:nbb:reswpp:201610-307.

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2016Multiplex interbank networks and systemic importance РAn application to European data. (2016). Aldasoro, I̱aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620.

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2016Financial contagion with spillover effects: a multiplex network approach. (2016). Crisóstomo, Ricardo ; Peralta, Gustavo ; Crisostomo, Ricardo . In: ESRB Working Paper Series. RePEc:srk:srkwps:201632.

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2016Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach. (2016). Duygun, Meryem ; Shaban, Mohamed ; Sena, Vania . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s70-s80.

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2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

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2016VOLATILITY OF YIELDS OF GOVERNMENT BONDS AMONG GIIPS COUNTRIES DURING THE SOVEREIGN DEBT CRISIS IN THE EURO AREA. (2016). Heryan, Tomas ; Ziegelbauer, Jan . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:61-74.

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2016A joint analysis of market indexes in credit default swap, volatility and stock markets. (2016). da Fonseca, Jose ; Wang, Peiming . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:19:p:1767-1784.

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2016Bank standalone credit ratings. (2016). Ongena, Steven ; King, Michael ; Tarashev, Nikola . In: BIS Working Papers. RePEc:bis:biswps:542.

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2016Optimal portfolio strategy with cross-correlation matrix composed by DCCA coefficients: Evidence from the Chinese stock market. (2016). Liu, Zixian ; Sun, Xuelian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:667-679.

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2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:469-478.

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2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

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2016Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?. (2016). Silva, Paulo ; da Silva, Paulo Pereira . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:4:p:322-353.

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2016Determinants of bank CDS spreads in Europe. (2016). Samaniego-Medina, Reyes ; di Pietro, Filippo ; Parrado-Martinez, Purificacion ; Trujillo-Ponce, Antonio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:1-15.

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2016Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: MPRA Paper. RePEc:pra:mprapa:74705.

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2016Panel multi-predictor test procedures with an application to emerging market sovereign risk. (2016). Thuraisamy, Kannan ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:44-60.

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2016Linkages between CDS, bond and stock markets: Evidence from Europe. (2016). Kajurova, Veronika ; Hvozdenska, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:63_2016.

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2016The roles of past returns and firm fundamentals in driving US stock price movements. (2016). Wu, Eliza ; Hong, Kihoon . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:62-75.

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2016Contractual mutual fund governance: the case of China. (2016). Gong, Jiong ; Tian, Shu ; Jiang, Ping . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:3:d:10.1007_s11156-014-0475-z.

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2016Technical, fundamental, and combined information for separating winners from losers. (2016). Shih, Wei K ; Chen, Hong-Yi ; Lee, Cheng-Few. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:224-242.

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2016What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-006.

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2016The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:1-29.

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2016How much can illiquidity affect corporate debt yield spread?. (2016). Raviv, Alon ; Abudy, Menachem. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:58-69.

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2016Risk protection from risky collateral: Evidence from the euro bond market. (2016). Helberg, Stig ; Lindset, Snorre . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:193-213.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2016The Determinants of Structural Liquidity in Brazil: what to expect for the NSFR?. (2016). Nuic, Yure Lage ; da Silva, Marcos Soares ; Vieira, Cleysson Ribeiro . In: Working Papers Series. RePEc:bcb:wpaper:443.

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2016Measuring Liquidity Mismatch in the Banking Sector. (2016). Bai, Jennie ; Weymuller, Charles-Henri ; Krishnamurthy, Arvind . In: NBER Working Papers. RePEc:nbr:nberwo:22729.

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2016IPO pricing: Do institutional and retail investor sentiments differ?. (2016). Gao, Shenghao ; Chan, Kam C ; Meng, Qingbin . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:115-117.

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2016Religion and bank loan terms. (2016). He, Wen ; Hu, Maggie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:205-215.

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2016Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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2016Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Vedrashko, Alexander ; Rubin, Amir . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:65-85.

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2016Investor mood, herding and the Ramadan effect. (2016). Gavriilidis, Konstantinos ; Tsalavoutas, Ioannis ; Kallinterakis, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:23-38.

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2016The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn. In: PIER Discussion Papers. RePEc:pui:dpaper:19..

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2016Deflation, bank credit growth, and non-performing loans: Evidence from Japan. (2016). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:295-305.

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2016Derivatives usage, securitization, and the crash sensitivity of bank stocks. (2016). Trapp, Rouven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:183-205.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2016IPO Cycles in Central and Eastern Europe: What Factors Drive these Cycles?. (2016). Berk, Ales ; Peterle, Polona . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:2:p:113-139.

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2016Equity retention and social network theory in equity crowdfunding. (2016). Vismara, Silvio . In: Small Business Economics. RePEc:kap:sbusec:v:46:y:2016:i:4:d:10.1007_s11187-016-9710-4.

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2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

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2016Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

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2016How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1602.

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2016How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79913.

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2016Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

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2016Regime switching vine copula models for global equity and volatility indices. (2016). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Papers. RePEc:arx:papers:1604.05598.

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2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions. (2016). Stasinakis, Charalampos ; Karathanasopoulos, Andreas ; Sermpinis, Georgios . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-014-9479-y.

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2016Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

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2016A Bootstrap Approach for Generalized Autocontour Testing. (2016). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Gonalves, Joao Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23457.

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2016Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices. (2016). Sermpinis, Georgios ; Psaradellis, Ioannis . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1268-1283.

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2016Directors and officers liability insurance and stock price crash risk. (2016). Sun, Jian ; Cao, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:173-192.

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2016Firm Internationalization and Corporate Social Responsibility. (2016). Attig, Najah ; Guedhami, Omrane ; el Ghoul, Sadok ; Boubakri, Narjess . In: Journal of Business Ethics. RePEc:kap:jbuset:v:134:y:2016:i:2:d:10.1007_s10551-014-2410-6.

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2016Organizational Ambidexterity, Entrepreneurial Orientation, and I-Deals: The Moderating Role of CSR. (2016). Tuan, Luu Trong . In: Journal of Business Ethics. RePEc:kap:jbuset:v:135:y:2016:i:1:d:10.1007_s10551-014-2476-1.

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2016The effect of social screening on bond mutual fund performance. (2016). Henke, Hans-Martin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:69-84.

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2016Does community environment matter to corporate social responsibility?. (2016). Lin, Chen ; Wu, Dejun ; Liu, Sibo . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:127-135.

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2016Be nice to your innovators: Employee treatment and corporate innovation performance. (2016). Podolski, Edward ; HSU, Po-Hsuan ; Chen, Yangyang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:78-98.

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2016The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk. (2016). Soppe, Aloy ; Diemont, Dolf ; Moore, Kyle . In: Journal of Business Ethics. RePEc:kap:jbuset:v:137:y:2016:i:2:d:10.1007_s10551-015-2549-9.

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2016Corporate Philanthropy and Stock Price Crash Risk: Evidence from China. (2016). Xu, Haoran ; Xie, LU ; Zhang, Min. In: Journal of Business Ethics. RePEc:kap:jbuset:v:139:y:2016:i:3:d:10.1007_s10551-015-2647-8.

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2016Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies. (2016). Chernobai, Anna ; Wang, Jianlin ; Ozdagli, Ali K. In: Working Papers. RePEc:fip:fedbwp:16-16.

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2016Are financial cooperatives crowded out by commercial banks in the process of financial sector development?. (2016). Vanroose, Annabel ; Périlleux, Anaïs ; Perilleux, Anais ; D'Espallier, Bert . In: Working Papers CEB. RePEc:sol:wpaper:2013/223569.

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2016Are financial cooperatives crowded out by commercial banks in the process of financial sector development?. (2016). Vanroose, Annabel ; Périlleux, Anaïs ; Perilleux, Anais ; Despallier, Bert . In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2016001.

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2016Understanding Cooperative Finance as a New Common. (2016). Périlleux, Anaïs ; Perilleux, Anais ; Nyssens, Marthe . In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2016002.

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2016Selectivity and Transparency in Social Banking: Evidence from Europe. (2016). Szafarz, Ariane ; Cornee, Simon ; Kalmi, Panu . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2016-03.

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2016Business cycle and bank lending procyclicality in a dual banking system. (2016). Ibrahim, Mansor. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:127-134.

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2016Lending growth during the financial crisis and the sovereign debt crisis: The role of bank ownership type. (2016). Merilainen, Jari-Mikko . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:168-182.

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2016Switching costs and market power in the banking industry: The case of cooperative banks. (2016). Weill, Laurent ; Egarius, Damien . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:155-165.

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2016Reserve requirements and the bank lending channel in China. (2016). Weill, Laurent ; Fungáčová, Zuzana ; Nuutilainen, Riikka ; Fungaova, Zuzana . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:37-50.

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2016European lending channel: differences in transmission mechanisms due to the global financial crisis. (2016). Heryan, Tomas ; Matousek, Roman ; Tzeremes, Panayiotis G. In: Working Papers. RePEc:opa:wpaper:0027.

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2016The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Tajik, Mohammad . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1557.

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2016The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Tajik, Mohammad . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5807.

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2016Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China. (2016). Yang, Jun ; Shao, Hanhua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:468-481.

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2016What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

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2016The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016.

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2016Trading book and credit risk: How fundamental is the Basel review?. (2016). Laurent, Jean-Paul ; Thomas, Stephane ; Sestier, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:211-223.

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2016The Aino 2.0 model. (2016). Verona, Fabio ; Ripatti, Antti ; Kilponen, Juha ; Orjasniemi, Seppo . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_016.

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2016Monetary shocks, macroprudential shocks and financial stability. (2016). Tarassow, Artur ; Greenwood-Nimmo, Matthew. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:11-24.

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2016Macroprudential policy in an agent-based model of the UK housing market. (2016). Uluc, Arzu ; Hinterschweiger, Marc ; Tang, Daniel ; Low, Katie ; Farmer, Doyne J ; Baptista, Rafa . In: Bank of England working papers. RePEc:boe:boeewp:0619.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2016The origin of CEOs and its influence on microfinance performance and risk-taking. (2016). Pascal, Daudi ; Mersland, Roy ; Beisland, Leif Atle . In: Working Papers CEB. RePEc:sol:wpaper:2013/240516.

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2016Analyst coverage and corporate tax aggressiveness. (2016). Wu, Qiang ; Zhao, Yijiang ; Allen, Arthur ; Francis, Bill B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:84-98.

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2016Financial Development and Geographic Isolation: Global Evidence. (2016). Kodila-Tedika, Oasis ; Asongu, Simplice ; Cinyabuguma, Matthias . In: Working Papers. RePEc:agd:wpaper:16/014.

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2016What type of finance matters for growth ? Bayesian model averaging evidence. (2016). Mares, Jan ; Horvath, Roman ; HASAN, IFTEKHAR. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7645.

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2016Genetic distance and cognitive human capital: a cross-national investigation. (2016). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:18:y:2016:i:1:d:10.1007_s10818-015-9210-7.

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2016Financial Development and Geographic Isolation: Global Evidence. (2016). Kodila-Tedika, Oasis ; Asongu, Simplice ; Cinyabuguma, Matthias . In: MPRA Paper. RePEc:pra:mprapa:73687.

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2016The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Chen, Chien-Hua ; Lin, Jun-Biao ; Su, Xuan-Qi . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:263-272.

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2016Chasing trends at the micro-level: The effect of technical trading on order book dynamics. (2016). Ladley, Daniel ; Chiarella, Carl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s119-s131.

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2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

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2016The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread. (2016). Stagnol, Lauren. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-27.

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2016Optimal Financing Decisions of Two Cash-Constrained Supply Chains with Complementary Products. (2016). Xin, Baogui ; Li, Yuting ; Chen, Tong . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:429-:d:69266.

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2016Financial structure, firm size and industry growth. (2016). Lin, Shu-Chin ; Chen, Ting-Cih ; Kim, Dong-Hyeon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:23-39.

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2016Investment efficiency, state-owned enterprises and privatisation: Evidence from Viet Nam in Transition. (2016). O'Toole, Conor ; Morgenroth, Edgar ; Ha, Thuy T. In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:93-108.

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2016Optimal Financing Decisions of Two Cash-Constrained Supply Chains with Complementary Products. (2016). Chen, Tong ; Li, Yuting . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:429:d:69266.

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2016Does bank competition reduce cost of credit? Cross-country evidence from Europe. (2016). Weill, Laurent ; Fungáčová, Zuzana ; Fungaova, Zuzana ; Shamshur, Anastasiya . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_006.

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2016Which Came First, the Chicken or the Egg? Banks and Firms on Local Banking Markets. (2016). Kozłowski, Łukasz ; Jackowicz, Krzysztof . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:182-206.

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2016Banking Competition and Firm-Level Financial Constraints in Latin America. (2016). Jara Bertin, Mauricio ; Alvarez, Roberto. In: Working Papers. RePEc:udc:wpaper:wp426.

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2016Banking competition and firm-level financial constraints in Latin America. (2016). Jara Bertin, Mauricio ; Alvarez, Roberto. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:89-104.

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2016Why do trade finance gaps persist: Does it matter for trade and development?. (2016). di Caprio, Alisa ; Auboin, Marc ; DiCaprio, Alisa . In: WTO Staff Working Papers. RePEc:zbw:wtowps:ersd201701.

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2016State dependence in access to credit. (2016). Zazzaro, Alberto ; Presbitero, Andrea ; Pigini, Claudia. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:17-34.

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2016The Nexus Between Systemic Risk and Sovereign Crises. (2016). Teply, Petr ; Klinger, Tomas . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:1:p:50-69.

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2016Local bank competition and small business lending after the onset of the financial crisis. (2016). Saaskilahti, Jaakko . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:69:y:2016:i:c:p:37-51.

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2016The role of bank credit allocation: Evidence from the Spanish economy. (2016). Teglio, Andrea ; Alfarano, Simone ; Petrovic, Marko . In: Working Papers. RePEc:jau:wpaper:2016/17.

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2016No lending relationships and liquidity management of small businesses during a financial shock. (2016). Tsuruta, Daisuke . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:31-46.

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2016Financial openness, risk and bank efficiency: Cross-country evidence. (2016). Luo, Yun ; de Vita, Glauco ; Tanna, Sailesh . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:132-148.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5716.

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2016Caught in the Middle? The Economics of Middle-Income Traps. (2016). Agenor, Pierre-Richard . In: Working Papers. RePEc:fdi:wpaper:2520.

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2016Caught in the Middle? The Economics of Middle-Income Traps. (2016). Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Working Papers. RePEc:fdi:wpaper:2521.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1541.

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2016The effects of financialization on investment: Evidence from firm-level data for the UK. (2016). Tori, Daniele ; Onaran, Ozlem. In: Working Papers. RePEc:pke:wpaper:pkwp1601.

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2016Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x.

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2016The Pillars of Potential Growth and the Role of Policy: A Panel Data Approach. (2016). Sotocinal, Noli ; Lanzafame, Matteo ; Felipe, Jesus ; Bayudan-Dacuycuy, Connie. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0482.

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2016Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165.

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2016Aid-Macroeconomic Policy Environment- Growth Nexus: Evidence from Selected Asian Countries. (2016). ALAUDDIN, MOHAMMAD ; Liaqat, Saima ; Kifle, Temesgen . In: Discussion Papers Series. RePEc:qld:uq2004:565.

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2016Does Trade Liberalization Affects International Trade Tax Revenue? Evidence from Dynamic Panel Threshold Method. (2016). Karimi, Mohammad ; Binti, Hanny Zurina ; Ismail, Normaz Wana ; Kaliappan, Shivee Ranjanee . In: Economic Studies journal. RePEc:bas:econst:y:2016:i:1:p:75-87.

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2016Global dynamics, capabilities and the crisis. (2016). Srholec, Martin ; Fagerberg, Jan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:26:y:2016:i:4:d:10.1007_s00191-016-0453-9.

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2016Macroeconomic and financial sector policies to better serve the economy and society. (2016). Ferreiro, Jesus. In: Working papers. RePEc:fes:wpaper:wpaper165.

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2016Economic growth and insurance development: The role of institutional environments. (2016). Lee, Chien-Chiang ; AROURI, Mohamed ; Chang, Chi-Hung . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:361-369.

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2016More Bankers, More Growth? Evidence from OECD Countries. (2016). CAPELLE-BLANCARD, Gunther ; Labonne, Claire . In: Economic Notes. RePEc:bla:ecnote:v:45:y:2016:i:1:p:37-51.

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2016Enterprise credit, household credit and growth: New evidence from 126 countries. (2016). LEON, Florian. In: CREA Discussion Paper Series. RePEc:luc:wpaper:16-17.

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2016Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Monash Economics Working Papers. RePEc:mos:moswps:2016-26.

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2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Guesmi, Khaled ; Rachdi, Houssem ; Saidi, Hichem . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231.

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2016Financial Development Influence on Economic Growth in Albania. (2016). Musta, Eugen . In: EJES European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:97.

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2016Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns. (2016). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: Working Papers. RePEc:cyb:wpaper:2016-02.

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2016Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics. (2016). Marsiglio, Simone ; Bucci, Alberto. In: Departmental Working Papers. RePEc:mil:wpdepa:2016-16.

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2016Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. (2016). Wohar, Mark ; Sousa, Ricardo ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:122-143.

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2016Fiscal Policy Rection and Sustainability of Fiscal Policy in Ukraine. (2016). Vdovychenko, Artem ; Maria, Kuznetsova ; Artem, Vdovychenko . In: EERC Working Paper Series. RePEc:eer:wpalle:16/07e.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Does institutional ownership increase stock return volatility? Evidence from Vietnam. (2016). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:54-61.

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2016Modeling realized volatility on the Spanish intra-day electricity market. (2016). Zarraga, Ainhoa ; Ciarreta, Aitor . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:152-163.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016Commonality in liquidity: Effects of monetary policy and macroeconomic announcements. (2016). Sensoy, Ahmet ; Şensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:125-131.

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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2016Productivity decomposition and economies of scale of Korean fossil-fuel power generation companies: 2001–2012. (2016). Oh, Dong-Hyun ; Lee, Yong-Gil . In: Energy. RePEc:eee:energy:v:100:y:2016:i:c:p:1-9.

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2016CEO compensation and bank efficiency: An application of conditional nonparametric frontiers. (2016). Tzeremes, Nickolaos ; Matousek, Roman . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:264-273.

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2016Weathering the storm: Ownership structure and performance of microfinance institutions in the wake of the global financial crisis. (2016). Wijesiri, Mahinda. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2016-002.

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2016Exploring the source of metafrontier inefficiency for various bank types in the two-stage network system with undesirable output. (2016). Fang, Chen-Ling ; Chiu, Yung-Ho ; Chen, Yu-Chuan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:1-13.

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2016Weathering the storm: ownership structure and performance of microfinance institutions in the wake of the global financial crisis. (2016). Wijesiri, Mahinda. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:238-247.

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2016A coin has two sides: Which one is driving China’s green TFP growth?. (2016). Zhang, Ning ; Liu, Guangtian ; Wang, Bing . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:481-498.

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2016Assessing the impact of the global financial crisis on the profit efficiency of Indian banks. (2016). Gulati, Rachita ; Kumar, Sunil . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:167-181.

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2016Non-radial profit performance: An application to Taiwanese banks. (2016). Juo, Jia-Ching ; Lin, Yu-Hui ; Yu, Ming-Miin ; Fu, Tsu-Tan . In: Omega. RePEc:eee:jomega:v:65:y:2016:i:c:p:111-121.

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2016Consolidation in Indian banking: Does size matter?. (2016). Saha, Asish ; Dash, Umakant . In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:43:y:2016:i:3:d:10.1007_s40622-016-0133-5.

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2016Efficiency Assessment of Water and Sewerage Companies: a Disaggregated Approach Accounting for Service Quality. (2016). Molinos-Senante, Maria ; Sala-Garrido, Ramon ; Mocholi-Arce, Manuel . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:30:y:2016:i:12:d:10.1007_s11269-016-1422-7.

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2016Environmental catching-up, eco-innovation, and technological leadership in Chinas pilot ecological civilization zones. (2016). Yu, Yanni ; Liu, Yanchu ; Zhang, Tao ; Wu, Wenjie . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:228-236.

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2016Markup and efficiency of Indian banks: an input distance function approach. (2016). Kumbhakar, Subal ; Das, Abhiman . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1062-4.

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2016Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks. (2016). Phani, B V ; Ghosh, Chinmoy ; Hilliard, James ; Petrova, Milena . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s19-s38.

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2016An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Alici, Asli ; Ersan, Oguz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:74-94.

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2016Default, Mortgage Standards and Housing Liquidity. (2016). Head, Allen ; Sun, Hongfei ; Zhou, Chenggang . In: Working Papers. RePEc:qed:wpaper:1359.

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2016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Doerner, William ; Larson, William D ; Bogin, Alexander N. In: Working Papers. RePEc:gwc:wpaper:2016-010.

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2016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: Staff Working Papers. RePEc:hfa:wpaper:16-04.

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2016An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. (2016). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:12:p:1164-1193.

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2016Debt maturity structure in private firms: Does the family control matter?. (2016). Diaz-Diaz, Nieves Lidia ; Martinez-Solano, Pedro ; Garcia-Teruel, Pedro J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:393-411.

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2016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Working Papers Series. RePEc:bcb:wpaper:439.

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2016Leveraging the network: a stress-test framework based on DebtRank. (2016). Caldarelli, Guido ; Gurciullo, Stefano ; Battiston, Stefano ; D'Errico, Marco . In: Papers. RePEc:arx:papers:1503.00621.

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2016Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:936.

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2016Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; Leon, C E. In: Discussion Paper. RePEc:tiu:tiucen:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

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2016The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?. (2016). Martínez, Constanza ; León, Carlos ; Leon, Carlos ; Martinez, Constanza . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:193-205.

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2016The Dynamic Factor Network Model with an Application to Global Credit-Risk. (2016). Bräuning, Falk ; Koopman, Siem Jan ; Brauning, Falk . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160105.

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2016Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies. (2016). Tam, Lewis ; Kot, Hung Wan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:31-45.

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2016Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?. (2016). faff, robert ; Isshaq, Zangina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:153-161.

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2016Ethical strategy focus and mutual fund management: performance and persistence. (2016). Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo . In: Working Papers. RePEc:jau:wpaper:2016/01.

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2016Does socially responsible mutual fund performance vary over the business cycle? New insights on the role of ethical strategy focus and green industry idiosyncratic risk. (2016). Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo . In: Working Papers. RePEc:jau:wpaper:2016/03.

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2016Socially responsible, green, and faith-based investment strategies: Screening activity matters!. (2016). Lesser, Kathrin ; Walkshausl, Christian ; Rossle, Felix . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:171-178.

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2016Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective. (2016). Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:190-195.

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2016On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis. (2016). Gutsche, Gunnar ; Ziegler, Andreas ; Leon, Anja Kobrich . In: MAGKS Papers on Economics. RePEc:mar:magkse:201641.

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2016Cash flow timing skills of socially responsible mutual fund investors. (2016). Muoz, Fernando . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:110-124.

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2016Can SRI funds better resist global financial crisis? Evidence from Japan. (2016). Takeuchi, Kenji ; Yamaguchi, Keiko ; Nakai, Miwa . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:12-20.

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2016Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501.

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2016Does geography matter in a geographically small and culturally homogeneous country? Firm location and corporate credit risk. (2016). Chen, Tsung-Kang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:323-348.

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2016The Role of Sponsors and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2016). Leung, Charles ; Tsang, Desmond ; Ka, Charles ; Kaul, Mayank ; Gao, Yanmin ; Chen, Dong . In: International Real Estate Review. RePEc:ire:issued:v:19:n:02:2016:p:197-221.

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2016Can a stochastic cusp catastrophe model explain housing market crashes?. (2016). Diks, Cees ; Wang, Juanxi . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:68-88.

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2016The evolving dynamics of the Australian SPI 200 implied volatility surface. (2016). Dempsey, Michael ; Tanha, Hassan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:44-57.

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2016Multi-criteria classification for pricing European options. (2016). Gradojevic, Nikola. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:123-139:n:4.

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2016Bank Acquisitiveness and Financial Crisis Vulnerability. (2016). Saqib, Aziz ; Lilti, Jean-Jacques ; Dowling, Michael . In: Post-Print. RePEc:hal:journl:halshs-01360952.

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2016Bank Acquisitiveness and Financial Crisis Vulnerability. (2016). Aziz, Saqib ; Lilti, Jean-Jacques ; Dowling, Michael . In: Post-Print. RePEc:hal:journl:hal-01393953.

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2016Russian Bank Database : Birth and Death, Location, Mergers, Deposit Insurance Participation, State and Foreign Ownership. (2016). Vernikov, Andrei ; Karas, Alexei. In: Working Papers. RePEc:use:tkiwps:1604.

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2016Credit derivatives as a commitment device: Evidence from the cost of corporate debt. (2016). , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:67-83.

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2016CEO Dismissal, Compensation and Topics of Board Meetings: The Case of China. (2016). Talavera, Oleksandr ; Ji, Jiao ; Yin, Shuxing . In: MPRA Paper. RePEc:pra:mprapa:70232.

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2016Governance and firm value: The effect of a recession. (2016). Dah, Mustafa A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:464-476.

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2016CEO duality, state shareholder and CEO turnover: Evidence from Vietnamese stock market. (2016). Tran, Quoc Trung ; Nguyen, Tien Hoang . In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:12:y:2016:i:3:p:113-120.

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2016Bail in or Bail out? The Atlante example from a systemic risk perspective. (2016). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0124.

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2016Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Barros, C P ; Abul, MD. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498.

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2016Bank networks from text: interrelations, centrality and determinants. (2016). Ronnqvist, Samuel ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20161876.

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2016RiskRank: Measuring interconnected risk. (2016). Sarlin, Peter ; Mezei, J'Ozsef . In: Papers. RePEc:arx:papers:1601.06204.

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2016Systemic early warning systems for EU15 based on the 2008 crisis. (2016). Papadopoulos, Savas ; Sager, Thomas ; Stavroulias, Pantelis . In: Working Papers. RePEc:bog:wpaper:202.

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2016CoRisk: measuring systemic risk through default probability contagion. (2016). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0116.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Peltonen, Tuomas ; Hautsch, Nikolaus ; Betz, Frank . In: Working Paper Series in Economics. RePEc:zbw:kitwps:79.

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2016Bank distress in the news: Describing events through deep learning. (2016). Ronnqvist, Samuel ; Sarlin, Peter . In: Papers. RePEc:arx:papers:1603.05670.

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2016An efficient and functional model for predicting bank distress: In and out of sample evidence. (2016). Cleary, Sean ; Hebb, Greg . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:101-111.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Hautsch, Nikolaus ; Betz, Frank ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:206-224.

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2016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: Working Paper Series. RePEc:ecb:ecbwps:20161935.

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2016Is the Comprehensive Assessment able to capture banks’ risks?. (2016). Milani, Carlo ; Baviera, Roberto ; Barucci, Emilio. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:98-104.

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2016Short term prediction of extreme returns based on the recurrence interval analysis. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Stanley, Eugene H ; Xie, Chi ; Podobnik, Boris ; Canabarro, Askery . In: Papers. RePEc:arx:papers:1610.08230.

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2016Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail V ; Sarlin, Peter ; Gramlich, Dieter . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:234-249.

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2016The Return on Equity of Large Dutch Banks. (2016). Daniëls, Tijmen ; Daniels, Tijmen ; Kamalodin, Shahin . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1405.

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2016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: ESRB Working Paper Series. RePEc:srk:srkwps:201617.

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2016Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79097.

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2016When Debt spells Sin: Does Religiosity guard against Over-Indebtedness?. (2016). Noth, Felix ; Kiesel, Konstantin. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145774.

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2016Finance-Growth Nexus and Dual-Banking Systems: Relative Importance of Islamic Banks. (2016). TARAZI, Amine ; HASAN, IFTEKHAR ; Abedifar, Pejman . In: Working Papers. RePEc:hal:wpaper:hal-01296613.

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2016Firms’ Strategic Choice of Loan Delinquencies. (2016). Morales-Acevedo, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0321.

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2016Default resolution and access to fresh credit in an emerging market. (2016). Harris, Mark ; Hussain, Inayat ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:256-274.

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2016Religiosity and the cost of debt. (2016). He, Henry ; Chen, Hanwen ; Wang, Chong ; Lobo, Gerald J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:70-85.

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2016Fear, Anger and Credit. On Bank Robberies and Loan Conditions. (2016). Ongena, Steven ; Morales-Acevedo, Paola. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1513.

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2016To debt or not to debt: Are Islamic banks less risky than conventional banks?. (2016). Sorwar, Ghulam ; Nurullah, Mohamed ; Pereira, John ; Pappas, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:113-126.

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2016Finance-growth nexus and dual-banking systems: Relative importance of Islamic banks. (2016). TARAZI, Amine ; HASAN, IFTEKHAR ; Abedifar, Pejman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:198-215.

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2016Rating Performance and Bank Business Models: Is There a Change with the 2007–2009 Crisis?. (2016). Ferri, Giovanni ; DApice, Vincenzo ; Lacitignola, Punziana . In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:2:y:2016:i:3:d:10.1007_s40797-016-0036-9.

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2016Central Bank Design and Banking Supervision. (2016). Melecký, Martin ; Podpiera, Anca Maria ; Melecky, Martin . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1630.

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2016Are private investors willing to pay for sustainable investments? A stated choice experiment. (2016). Gutsche, Gunnar ; Ziegler, Andreas . In: MAGKS Papers on Economics. RePEc:mar:magkse:201640.

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2016The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values. (2016). Ingermann, Peter-Hendrik ; Belorgey, Christian ; Hesse, Frederik ; Pfingsten, Andreas . In: Business Research. RePEc:spr:busres:v:9:y:2016:i:2:d:10.1007_s40685-016-0028-5.

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2016A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses. (2016). Tsai, Ming Shann ; Chiang, Shuling ; Miller, Chen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:156-170.

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2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733.

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2016Downside and upside risk spillovers between exchange rates and stock prices. (2016). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:76-96.

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2016Economic policy uncertainty and risk spillovers in the Eurozone. (2016). Gnabo, Jean-Yves ; Guilmin, Gregory ; Bernal, Oscar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:24-45.

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2016The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test. (2016). Jing, Qiaoling ; Guo, Jingyan . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:114-127.

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2016Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System. (2016). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-05.

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2016The impact of downward/upward oil price movements on metal prices. (2016). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:129-141.

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2016Acquiring information through peers. (2016). Herskovic, Bernard ; Ramos, Joao . In: 2016 Meeting Papers. RePEc:red:sed016:248.

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2016Disagreement versus uncertainty: Evidence from distribution forecasts. (2016). Nolte, Ingmar ; Kruger, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s172-s186.

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2016Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2016). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11122.

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2016Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n268-16.pdf.

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2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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2016Topics in Labour Markets. (2016). Babecký, Jan ; Zigraiova, Diana ; Galuscak, Kamil ; Babecky, Jan ; Vasicek, Osvald ; Tvrz, Stanislav ; Stanislav Tvrz, ; Tonner, Jaromir ; Polansky, Jiri ; Bruha, Jan. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/1.

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2016Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n267-16.pdf.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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2016Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion. (2016). Komarek, Lubos ; Ters, Kristyna ; Urban, Jorg . In: Working Papers. RePEc:cnb:wpaper:2016/04.

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2016Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna . In: BIS Working Papers. RePEc:bis:biswps:573.

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2016Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David. In: Research Technical Papers. RePEc:cbi:wpaper:03/rt/16.

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2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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2016Financial Cycles and Macroprudential and Monetary Policies. (2016). Hlaváček, Michal ; Babecký, Jan ; Plasil, Miroslav ; Frait, Jan ; Malovana, Simona ; Kejak, Michal ; Mateju, Jakub ; Audzei, Volha ; Hlavac, Petr ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/2.

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2016Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela . In: Working Papers. RePEc:igi:igierp:586.

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2016Assessing financial stability risks from the real estate market in Italy. (2016). Cornacchia, Wanda ; Ciocchetta, Federica ; Loberto, Michele ; Felici, Roberto . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_323_16.

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2016Analyzing macroeconomic imbalances in the EU. (2016). Širaňová, Mária ; Domonkos, Toma ; Iraova, Maria ; ikulova, Ivana ; Ostriho, Filip . In: EcoMod2016. RePEc:ekd:009007:9660.

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2016The MAX effect: An exploration of risk and mispricing explanations. (2016). Zhong, Angel ; Gray, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

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2016Gambling in the Hong Kong stock market. (2016). Chan, Yue-Cheong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:204-218.

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2016Gambling preference and individual equity option returns. (2016). Kim, Da-Hea ; Byun, Suk-Joon . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:155-174.

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2016Wealth effect and investor sentiment. (2016). I-Chun Tsai, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:111-123.

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2016Qualified residential mortgages and default risk. (2016). White, Joshua ; Floros, Ioannis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:86-104.

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2016The policy impact of new rules for loan participation on credit union returns. (2016). Goenner, Cullen F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:73:y:2016:i:c:p:198-210.

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2016Going public via special purpose acquisition companies: Frogs do not turn into princes. (2016). Tykvova, Tereza ; Kolb, Johannes . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:80-96.

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2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17.

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2016Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011.

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2016Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

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2016Deferred compensation withdrawal decisions and their implications on inside debt. (2016). Lee, Gemma . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:235-240.

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2016CEO inside debt and corporate debt maturity structure. (2016). Dang, Viet ; Phan, Hieu V. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:38-54.

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2016Cash holding and control-oriented finance. (2016). Anderson, Ronald W ; Hamadi, Malika . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:410-425.

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2016What is the truth about DSGE models? Testing by indirect inference. (2016). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/14.

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2016A study of analyst-run mutual funds: The abilities and roles of buy-side analysts. (2016). Cici, Gjergji ; Rosenfeld, Claire . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:8-29.

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2016The activities of buy-side analysts and the determinants of their stock recommendations. (2016). Sharp, Nathan Y ; Call, Andrew C ; Brown, Lawrence D ; Clement, Michael B. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:139-156.

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2016Too-international-to-fail? Supranational bank resolution and market discipline. (2016). Zoican, Marius ; Gornicka, Lucyna A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:41-58.

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2016The Asymmetric Implementation of the European Banking Union (EBU): Consequences for Financial Stability. (2016). Uwe, Vollmer . In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:50:y:2016:i:1:p:7-26:n:2.

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2016APPROACHES OF CZECH ENTREPRENEURS TO DEBT FINANCING AND MANAGEMENT OF CREDIT RISK. (2016). Belas, Jaroslav ; Kljucnikov, Aleksandr . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:2:p:343-365.

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2016Model risk of risk models. (2016). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:79-91.

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2016Validation of default probability models: A stress testing approach. (2016). Arismendi Zambrano, Juan ; Tsukahara, Fabio Yasuhiro ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:70-85.

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2016The determinants of CDS spreads: Evidence from the model space. (2016). Pelster, Matthias ; Vilsmeier, Johannes . In: Discussion Papers. RePEc:zbw:bubdps:432016.

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2016Still crazy after all these years: the returns on carry trade. (2016). Colombo, Emilio ; Roberto, Rossignoli ; Gianfranco, Forte ; Emilio, Colombo . In: Working Papers. RePEc:mib:wpaper:327.

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2016Do carry trade returns show signs of long memory?. (2016). Hoffmann, Andreas ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:201-208.

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2016Evidence of risk premiums in emerging market carry trade currencies. (2016). Coelho, Marcelo Bittencourt ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:103-115.

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2016The Efficiency of Monetary Policy when Guiding Inflation Expectations. (2016). Bauer, Christian ; Weber, Sebastian . In: Research Papers in Economics. RePEc:trr:wpaper:201614.

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2016Usefulness of fair values for predicting banks’ future earnings: evidence from other comprehensive income and its components. (2016). Bratten, Brian ; Khan, Urooj ; Causholli, Monika . In: Review of Accounting Studies. RePEc:spr:reaccs:v:21:y:2016:i:1:d:10.1007_s11142-015-9346-7.

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2016Ireland’s 2010 EU/IMF intervention: Costs and benefits. (2016). van Bekkum, Sjoerd . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:175-183.

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2016Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:134.

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2016The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?. (2016). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene . In: European Research Studies Journal. RePEc:ers:journl:v:xix:y:2016:i:1:p:129-148.

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2016Political uncertainty and cash holdings: Evidence from China. (2016). Xu, Nianhang ; Chan, Kam C ; Chen, Qinyuan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:276-295.

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2016The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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2016Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.

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2016The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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2016Commodities momentum: A behavioral perspective. (2016). Bianchi, Robert ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

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2016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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2016Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40.

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2016Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

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2016Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

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2016Cointegration, error correction and exchange rate forecasting. (2016). Vaz, John J ; Moosa, Imad A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:21-34.

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2016Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio . In: Working Paper Series. RePEc:ecb:ecbwps:20161901.

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2016Walking on thin ice: Market quality around FOMC announcements. (2016). Rosa, Carlo . In: Economics Letters. RePEc:eee:ecolet:v:138:y:2016:i:c:p:5-8.

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2016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; Frees, Edward W ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

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2016U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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2016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Yang, LU ; Lee, Gee . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4:d:64467.

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2016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

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2016Operational Risk Management in Financial Institutions: A Literature Review. (2016). Pakhchanyan, Suren . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:4:p:20-:d:80815.

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2016Statistical arbitrage with vine copulas. (2016). Stubinger, Johannes ; Krauss, Christopher ; Mangold, Benedikt . In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:112016.

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2016Political Instability and the Informal Economy. (2016). Ellis, Michael ; Elbahnasawy, Nasr G ; Adom, Assande Desire . In: World Development. RePEc:eee:wdevel:v:85:y:2016:i:c:p:31-42.

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2016Does inclusive financial development matter for firms’ tax evasion? Evidence from developing countries. (2016). Ahamed, Mostak M. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:15-19.

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2016Fiscal decentralization and the shadow economy. (2016). Palansky, Miroslav ; Janský, Petr. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2016-172.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016How to improve the market efficiency of carbon trading: A perspective of China. (2016). Zhao, Xin-Gang ; Chen, Hao ; Nie, Dan ; Jiang, Gui-Wu . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:59:y:2016:i:c:p:1229-1245.

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2016Leveraged buybacks. (2016). Lei, Zicheng ; Zhang, Chendi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:242-262.

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2016Do gasoline prices asymmetrically affect US consumers’ economic outlook?. (2016). Baghestani, Hamid . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:247-252.

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2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26.

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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2016Using Confidence Data to Forecast the Canadian Business Cycle. (2016). Moran, Kevin ; Nono, Simplice Aime . In: Cahiers de recherche. RePEc:lvl:crrecr:1606.

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2016Is the January effect rational? Insights from the accounting valuation model. (2016). Easterday, Kathryn E ; Sen, Pradyot K. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:168-185.

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2016An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. (2016). Mouselli, Sulaiman ; Al-Samman, Hazem . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-29.

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2016Revisiting calendar anomalies: Three decades of multicurrency evidence. (2016). Kumar, Satish . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:16-32.

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2016CoCos under short-term uncertainty. (2016). Valdivia, Arturo . In: Papers. RePEc:arx:papers:1602.00094.

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2016A New Factor to Explain Implied Volatility Smirk. (2016). Fajardo, José. In: MPRA Paper. RePEc:pra:mprapa:71809.

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2016Is momentum trading profitable from Shariah compliant stocks?. (2016). , Mamunurrashid ; Ee, Mong Shan ; Li, Bob ; Rashid, Mamunur . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:56-63.

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2016The effect of leverage and liquidity on earnings and capital management: Evidence from U.S. commercial banks. (2016). Gombola, Michael J ; Huang, Chin-Chuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:35-58.

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2016Does corporate governance mitigate bank diversification discount?. (2016). Liang, Hsin-Yu ; Chen, I-Ju ; I-Ju Chen, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:129-143.

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2016Financial fragility of banks, ownership structure and income diversification: Empirical evidence from the GCC region. (2016). Ramady, Mohamed ; Ashraf, Dawood ; Albinali, Khalid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:56-68.

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2016Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20161898.

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2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78.

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2016Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:137-164.

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2016“Debt-growth linkages in EMU across countries and time horizons”. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201610.

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2016Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. (2016). Siegmann, Arjen ; Lucas, Andre ; Lange, Rutger-Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160064.

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2016Debt-growth linkages in EMU across countries and time horizons. (2016). Sosvilla-Rivero, Simon Javier ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1602.

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2016Exposing volatility spillovers: A comparative analysis based on vector autoregressive models. (2016). Philippas, Dionisis ; Dragomirescu-Gaina, Catalin. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:302-305.

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2016The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286.

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2016The behaviour of sovereign CDS and government bond in the Euro zone crisis. (2016). Ito, Takayasu . In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:2:p:102-114.

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2016Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach. (2016). Bettendorf, Timo. In: Discussion Papers. RePEc:zbw:bubdps:422016.

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2016The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

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2016Bank fragility and contagion: Evidence from the bank CDS market. (2016). Ballester, Laura ; Gonzalez-Urteaga, Ana ; Casu, Barbara . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:394-416.

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2016Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

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2016Bank Systemic Risk and Corporate Investment. (2016). Vithessonthi, Chaiporn ; Adachi-Sato, Meg . In: PIER Discussion Papers. RePEc:pui:dpaper:17..

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2016Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds. (2016). Racicot, François-Éric ; Theoret, Raymond . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:41-61.

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2016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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2016Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13:d:70032.

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2016The effectiveness of policy interventions in CEE countries. (2016). Andrieș, Alin Marius ; Nistor, Simona ; Iean-Muntean, Florentina . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2016:v:7:p:93-124.

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2016Volatility risk premium implications of GARCH option pricing models. (2016). Papantonis, Ioannis . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:104-115.

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2016A note on the Wang transform for stochastic volatility pricing models. (2016). Badescu, Alexandru ; Ortega, Juan-Pablo ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:189-196.

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2016A new approach to volatility modeling: the High-Dimensional Markov model. (2016). Bauwens, Luc ; Dufays, Arnaud ; Augustyniak, Maciej . In: Cahiers de recherche. RePEc:lvl:crrecr:1609.

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2016A New Approach to Volatility Modeling : The High-Dimensional Markov Model. (2016). Bauwens, Luc ; Augustyniak, Maciej ; Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2016042.

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2016Empirical analysis of stock indices under a regime-switching model with dependent jump size risks. (2016). Hsu, Yuan-Lin ; Huang, Tzu-Hui ; Hung, Ming-Chin ; Lin, Shih-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:260-275.

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2016Can Higher-Order Risks Explain the Credit Spread Puzzle?. (2016). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric ; Chun, Olfa Maalaoui . In: Working Papers. RePEc:ris:crcrmw:2016_001.

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2016An Empirical Study on the Correlation Structure of Credit Spreads based on the Dynamic and Pair Copula Functions. (2016). Luo, Changqing ; Ouyang, Zisheng ; Li, Mengzhen . In: China Finance Review International. RePEc:eme:cfripp:v:6:y:2016:i:3:p:284-303.

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2016The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

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2016Banking Crisis, Moral Hazard and Fiscal Policy Responses.. (2016). Dai, Meixing ; Cheng, Jin ; Dufourt, Frederic . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-06.

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2016Bank restructuring in the EU: Which way to go?. (2016). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata ; Smaga, Pawe . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:3:p:572-586.

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2016High Bids and Low Recovery: A Possible Case for Non-Performing Loan Auctions in India. (2016). Pandey, Ashish . In: MPRA Paper. RePEc:pra:mprapa:75254.

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2016Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks. (2016). Hassan, M. Kabir ; Soumare, Issouf ; Grira, Jocelyn . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:152-168.

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2016BANK LOYALTY, SOCIAL NETWORKS AND CRISIS. (2016). Verschelde, Marijn ; Schoors, Koen ; Atmaca, Sumeyra . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/923.

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2016Audit fees, Non-audit fees and Coporate Performance. (2016). Dos, Cinderela Andrade ; Cerqueira, Antonio ; Brando, Elisio . In: FEP Working Papers. RePEc:por:fepwps:570.

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2016Multimarket Competition and Profitability: Evidence from Ukrainian banking. (2016). Talavera, Oleksandr ; Pham, Tho ; Yang, Junhong . In: MPRA Paper. RePEc:pra:mprapa:72376.

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2016The dynamic Black-Litterman approach to asset allocation. (2016). Stoja, Evarist ; Harris, Richard ; Tan, Linzhi . In: Bank of England working papers. RePEc:boe:boeewp:0596.

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2016Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:48:y:2016:i:c:p:77-84.

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2016Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Eijffinger, Sylvester ; Blommestein, Hans ; Qian, Zongxin . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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2016The State Dependent Impact of Bank Exposure on Sovereign Risk. (2016). Podstawski, Maximilian ; Velinov, Anton . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1550.

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2016How do Experts Forecast Sovereign Spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo. In: IMF Working Papers. RePEc:imf:imfwpa:16/100.

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2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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2016Approximating fixed-horizon forecasts using fixed-event forecasts. (2016). Knüppel, Malte ; Knuppel, Malte ; Vladu, Andreea L. In: Discussion Papers. RePEc:zbw:bubdps:282016.

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2016How do experts forecast sovereign spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:216-235.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Große Steffen, Christoph ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2016The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds. (2016). Brooks, Jordan ; Xu, Zhikai ; Richardson, Matthew ; Boudoukh, Jacob . In: NBER Working Papers. RePEc:nbr:nberwo:22576.

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2016The information content of issuer rating changes: Evidence for the G7 stock markets. (2016). Hu, Haoshen ; Prokop, Jorg ; Kaspereit, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:99-108.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2016The determinants of efficiency and productivity in the Swiss insurance industry. (2016). Biener, Christian ; Wirfs, Jan Hendrik ; Eling, Martin . In: European Journal of Operational Research. RePEc:eee:ejores:v:248:y:2016:i:2:p:703-714.

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2016Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets. (2016). Barneto, Pascal ; Rannou, Yves . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:159-174.

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2016Politics matters: Regulatory events as catalysts for price formation under cap-and-trade. (2016). Edenhofer, Ottmar ; Fuss, Sabine ; Grosjean, Godefroy ; Koch, Nicolas . In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:78:y:2016:i:c:p:121-139.

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2016Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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2016Oil price volatility forecast with mixture memory GARCH. (2016). Walther, Thomas ; Klein, Tony . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58.

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2016How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:621-628.

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2016Evaluating Value-at-Risk forecasts: A new set of multivariate backtests. (2016). Wied, Dominik ; Ziggel, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:121-132.

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2016The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model. (2016). Hudson, Robert ; el Kalak, Izidin . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:135-145.

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2016Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:43-67.

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2016Credit risk findings for commercial real estate loans using the reduced form. (2016). Christopoulos, Andreas D ; Barratt, Joshua G. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:228-234.

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2016Financial Distress, Employees’ Welfare and Entrepreneurship Among SMEs. (2016). Inekwe, John. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:129:y:2016:i:3:d:10.1007_s11205-015-1164-6.

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2016The probability of informed trading measured with price impact, price reversal, and volatility. (2016). Kitamura, Yoshihiro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:77-90.

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2016A Two-Stage Probit Model for Predicting Recovery Rates. (2016). Hwang, Ruey-Ching ; Chu, C K ; Chung, Huimin . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0231-0.

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2016Risk capital allocation with autonomous subunits: The Lorenz set. (2016). Hougaard, Jens ; Smilgins, Aleksandrs . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:151-157.

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2016The impact of news articles and corporate disclosure on credit risk valuation. (2016). Tsai, Feng-Tse ; Hung, Mao-Wei ; Lu, Hsin-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:100-116.

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2016Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

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2016An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160026.

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2016An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:80108.

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2016News sentiment and bank credit risk. (2016). Smales, Lee. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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2016Melancholia and Japanese stock returns – 2003 to 2012. (2016). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437.

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2016An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1701.

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2016Fragility of Money Markets. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:01.

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2016Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: CEF.UP Working Papers. RePEc:por:cetedp:1605.

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2016Finance-augmented business cycles: A robustness check. (2016). Sindermann, Friedrich ; Gächter, Martin ; Fernández-Amador, Octavio ; Gchter, Martin ; Fernndez-Amador, Octavio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00136.

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2016Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: DNB Working Papers. RePEc:dnb:dnbwpp:495.

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2016Efficient Bailouts?. (2016). Bianchi, Javier. In: Working Papers. RePEc:fip:fedmwp:730.

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2016Determinants of US Household Debt: New Evidence from the SCF. (2016). Wildauer, Rafael. In: Economics Discussion Papers. RePEc:ris:kngedp:2016_006.

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2016Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach. (2016). Fry-McKibbin, Renee ; Zheng, Jasmine . In: CAMA Working Papers. RePEc:een:camaaa:2016-25.

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2016Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets. (2016). Forero-Laverde, German. In: UB Economics Working Papers. RePEc:ewp:wpaper:339web.

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2016Determinants of US household debt: New evidence from the SCF. (2016). Wildauer, Rafael. In: Working Papers. RePEc:pke:wpaper:pkwp1608.

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2016Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Hindrayanto, Irma ; Vlekke, Marente . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160029.

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2016Climate and finance systemic risks, more than an analogy? The climate fragility hypothesis. (2016). Espagne, Etienne ; Aglietta, Michel . In: Working Papers. RePEc:cii:cepidt:2016-10.

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2016Fundamentals news, global liquidity and macroprudential policy. (2016). Mendoza, Enrique ; Bianchi, Javier ; Liu, Chenxin . In: Journal of International Economics. RePEc:eee:inecon:v:99:y:2016:i:s1:p:s2-s15.

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2016Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_014.

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2016The Shadow Banking System in the Euro Area: Definitions, Key Features and the Funding of Firms. (2016). Zaghini, Andrea ; Masciantonio, Sergio ; Malatesta, Fabrizio . In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:2:y:2016:i:2:d:10.1007_s40797-016-0032-0.

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2016Firm investment and financial conditions in the euro area: evidence from firm-level data. (2016). Gibson, Heather ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:208.

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2016Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.. (2016). Lucas, Andre ; Koopman, Siem Jan ; Lit, Rutger . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160051.

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2016Algeria; Selected Issues. (2016). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:16/128.

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2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Pasricha, Gurnain ; Bauer, Gregory ; Terajima, Yaz ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-38.

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2016The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles. (2016). Pétursson, Thórarinn ; Ólafsson, Thorvardur ; Einarsson, Bjarni ; Petursson, Thorarinn G ; Olafsson, Thorvardur Tjorvi ; Gunnlaugsson, Kristofer . In: Economics. RePEc:ice:wpaper:wp72.

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2016Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy. (2016). wachter, susan ; Popoyan, Lilit ; Duca, John. In: LEM Papers Series. RePEc:ssa:lemwps:2016/30.

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2016Time–frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:75-79.

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2016Euro Area Imbalances: Measuring the Contribution of Expenditure Growth and Expenditure Switching. (2016). Schröder, Enno ; Schroder, Enno . In: Working Papers. RePEc:new:wpaper:1604.

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2016A dynamic model of financial balances for the United Kingdom. (2016). Millard, Stephen ; Kinsella, Stephen ; Godin, Antoine ; Burgess, Stephen ; Burrows, Oliver . In: Bank of England working papers. RePEc:boe:boeewp:0614.

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2016Early warning indicators of banking crisis and bank related stock returns. (2016). Sohn, Bumjean ; Park, Heungju . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:193-198.

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2016Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:83-87.

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2016International prudential policy spillovers: a global perspective. (2016). von Peter, Goetz ; McGuire, Patrick ; Koch, Catherine ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:589.

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2016Dating the financial cycle with uncertainty estimates: a wavelet proposition. (2016). Ardila, Diego ; Sornette, Didier . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:298-304.

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2016Central Banking and Crisis Management from the Perspective of Austrian Business Cycle Theory. (2016). Schnabl, Gunther. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6179.

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2016Efficient Bailouts?. (2016). Bianchi, Javier. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:12:p:3607-59.

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2016Interaction between monetary policy and bank regulation: theory and European practice. (2016). Macchiarelli, Corrado ; Gerba, Eddie. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68344.

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2016STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS. (2016). Pipień, Mateusz ; Lenart, Łukasz ; Mazur, Blazej ; Pipien, Mateusz. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:4:p:769-783.

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2016The Financial Cycles in Four East Asian Economies. (2016). Pontines, Victor . In: Working Papers. RePEc:sea:wpaper:wp17.

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2016Finance-augmented business cycles: A robustness check. (2016). Fernandez-Amador, Octavio . In: Papers. RePEc:wti:papers:1038.

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2016Global Financial Conditions and Monetary Policy Autonomy. (2016). Carrière-Swallow, Yan ; Caceres, Carlos ; Carriere-Swallow, Yan ; Gruss, Bertrand . In: IMF Working Papers. RePEc:imf:imfwpa:16/108.

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2016A Quantitative Model of Bubble-Driven Business Cycles. (2016). Larin, Benjamin . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145817.

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2016State and foreign ownership and the value of working capital management. (2016). Ben-Nasr, Hamdi . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:217-240.

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2016Does the identity of multiple large shareholders affect the value of excess cash? Evidence from China. (2016). Hung, Jung-Hua ; Lin, Tsui-Jung ; Tsai, Han-Fang ; Imamah, Nur . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:173-190.

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2016An evolution analysis of executive-based listed company relationships using complex networks. (2016). An, Feng ; Gao, Xiangyun ; Liu, Qian ; Guan, Jianhe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:276-285.

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2016Income and funding structures, banking regulation and bank risk-taking: The role of ownership in Central and Eastern European banks. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301825.

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2016Do foreign banks take more risk? Evidence from emerging economies. (2016). Wu, Ji ; Jeon, Bang ; Chen, Minghua ; Wang, Rui . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2016_004.

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2016Bank market power, ownership, regional presence and revenue diversification: Evidence from Africa. (2016). Skully, Michael ; Nguyen, My ; Perera, Shrimal . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:36-62.

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2016Ownership, interest rates and bank risk-taking in Central and Eastern European countries. (2016). Tsoumas, Chris ; Kouretas, Georgios ; Drakos, Anastassios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:308-319.

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2016Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2016). Wu, Ji ; Jeon, Bang ; Chen, Minghua ; Wang, Rui . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2016_014.

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2016The Effect of Board Directors from Countries with Different Genetic Diversity Levels on Corporate Performance. (2016). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: Working Papers. RePEc:crt:wpaper:1604.

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2016Short and long-term interest rates and the effectiveness of monetary and macroprudential policies. (2016). Rubio, Margarita. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:103-115.

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2016Macroprudential regulation, credit spreads and the role of monetary policy. (2016). Zilberman, Roy ; Tayler, William. In: Bank of England working papers. RePEc:boe:boeewp:0599.

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2016Coordinating macroprudential policies within the Euro area: The case of Spain. (2016). Rubio, Margarita ; Carrasco-Gallego, José. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:570-582.

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2016Macroprudential regulation, credit spreads and the role of monetary policy. (2016). Zilberman, Roy ; Tayler, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:144-158.

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2016Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies. (2016). Rubio, Margarita ; Comunale, Mariarosaria. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:34.

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2016Institutional Mandates for Macroeconomic and Financial Stability. (2016). Flamini, Alessandro ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:231.

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2016The characteristics of infrastructure as an investment class. (2016). De Moor, Lieven ; Thierie, Wouter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0273-9.

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2016International evidence on Islamic equity fund characteristics and performance persistence. (2016). Makni, Rania ; Delhoumi, Ezzedine ; Benouda, Olfa ; ben Ouda, Olfa . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:75-82.

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2016Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region. (2016). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor ; El-Masry, Ahmed A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:174-197.

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2016Jumps and Information Asymmetry in the US Treasury Market. (2016). Urga, Giovanni ; DUMITRU, ANA-MARIA. In: EconStor Preprints. RePEc:zbw:esprep:130148.

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2016Systemic co-jumps. (2016). Caporin, Massimiliano ; Reno, Roberto ; Kolokolov, Alexey . In: SAFE Working Paper Series. RePEc:zbw:safewp:149.

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2016Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry. (2016). Han, I ; Chan, Kam C ; Liang, Hsin-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:185-199.

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2016Deposit Insurance: Theories and Facts. (2016). Jaremski, Matthew ; Calomiris, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:22223.

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2016Credit provision and banking stability after the Great Financial Crisis: The role of bank regulation and the quality of governance. (2016). Fratzscher, Marcel ; Lambert, Claudia ; Konig, Philipp Johann . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:113-135.

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2016Information sharing, credit booms, and financial stability. (2016). LEON, Florian ; Guerineau, Samuel . In: Working Papers. RePEc:fdi:wpaper:3084.

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2016Information sharing, credit booms, and financial stability. (2016). LEON, Florian ; Guerineau, Samuel . In: Working Papers. RePEc:fdi:wpaper:3085.

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2016Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning. (2016). Cajueiro, Daniel ; Lucchetti, Alexandre Henrique ; Alves, Joaquim Ignacio ; Barroso, Ricardo Vieira . In: MPRA Paper. RePEc:pra:mprapa:73308.

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2016The risk of financial crises: Is there a role for income inequality?. (2016). Nyberg, Henri ; Malinen, Tuomas ; Kirschenmann, Karolin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:161-180.

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2016Market Frictions, Interbank Linkages and Excessive Interconnections. (2016). Deb, Pragyan. In: IMF Working Papers. RePEc:imf:imfwpa:16/180.

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2016Bank credit default swaps and deposit insurance around the world. (2016). Fang, Yiwei ; Zhang, Gaiyan ; Liu, Liuling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:339-363.

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2016Are there exploitable trends in commodity futures prices?. (2016). Yang, Jian ; Han, Yufeng ; Hu, Ting . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:214-234.

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2016Endogenous time-varying risk aversion and asset returns. (2016). Berardi, Michele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:26:y:2016:i:3:d:10.1007_s00191-015-0435-3.

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2016Identification of asymmetric conditional heteroscedasticity in the presence of outliers. (2016). Ruiz, Esther ; Carnero, M. Angeles ; Perez, Ana . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:7:y:2016:i:1:d:10.1007_s13209-015-0131-4.

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2016Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334.

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2016Monitoring multivariate variance changes. (2016). Galeano, Pedro ; Pape, Katharina ; Wied, Dominik . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:54-68.

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2016Deviation from target capital structure, cost of equity and speed of adjustment. (2016). faff, robert ; Keng, Kelvin Jui ; Zhou, Qing ; Zhu, Yushu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:99-120.

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2016Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011. (2016). Sutcliffe, Charles. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:14-28.

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2016Pensions, annuities, and long-term care insurance: On the impact of risk screening. (2016). Glenzer, Franca ; Boyer, Martin . In: Cahiers de recherche. RePEc:lvl:criacr:1603.

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2016Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip . In: Papers. RePEc:arx:papers:1506.03347.

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2016PIIGS in the Euro Area. An Empirical DSGE Model. (2016). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice ; Alessia, Paccagnini ; Patrizio, Tirelli . In: Working Papers. RePEc:mib:wpaper:331.

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2016European Government Bond Market Contagion in Turbulent Times. (2016). Chuliá, Helena ; Abad, Pilar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276.

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2016Premium Municipal Bonds and Issuer Fiscal Distress. (2016). Whitaker, Stephan ; Ergungor, Ozgur. In: Working Paper. RePEc:fip:fedcwp:1534.

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2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456.

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2016Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro. (2016). Kar, Muhsin ; Kayhan, Selim ; Bayat, Tayfur . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:3:p:14-:d:73200.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Determinants of nonperforming assets-bank-specific and macroeconomic factors: A panel data analysis of different group of commercial banks operating in India. (2016). Patra, Biswajit ; Padhi, Puja . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:215-236.

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2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

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2016Non-performing loans in the euro area: are core-periphery banking markets fragmented?. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios. In: Working Papers. RePEc:bog:wpaper:219.

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2016Investment Shocks, Tax Evasion and the Consumption Puzzle: A DSGE Analysis with Financial Frictions. (2016). Marzano, Elisabetta ; Chiarini, Bruno ; Ferrara, Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6015.

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2016International Banking and Cross-Border Effects of Regulation: Lessons from Chile. (2016). Jara, Alejandro ; Cabezas, Luis . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:790.

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2016Local Financial Development and constraints on private firms exports: EvACidence from City Commercial Banks in China. (2016). Poncet, Sandra ; Chen, Zhao ; Xiong, Ruixiang . In: Working Papers. RePEc:cii:cepidt:2016-27.

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2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053.

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2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

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2016Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp890.

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2016Deflation risk in the euro area and central bank credibility. (2016). Zhou, Chen ; Moessner, Richhild ; Galati, Gabriele ; Gorgi, Zion . In: DNB Working Papers. RePEc:dnb:dnbwpp:509.

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2016Will helicopter money be spent? New evidence. (2016). van Rooij, Maarten ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:538.

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2016The euro area bank lending survey. (2016). Scopel, Silvia ; Hempell, Hannah S ; Kohler-Ulbrich, Petra . In: Occasional Paper Series. RePEc:ecb:ecbops:2016179.

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2016Pricing Sovereign Contingent Convertible Debt. (2016). Zenios, Stavros A ; Consiglio, Andrea ; Tumminello, Michele . In: Working Papers. RePEc:ecl:upafin:16-05.

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2016Shining a light on the shadows: Identifying robust determinants of the shadow economy. (2016). Nelson, Michael ; Goel, Rajeev. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:351-364.

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2016Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:270-280.

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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2016How the euro-area sovereign-debt crisis led to a collapse in bank equity prices. (2016). Tavlas, George ; Gibson, Heather ; Hall, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:266-275.

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2016Extremes for coherent risk measures. (2016). Asimit, Alexandru V ; Li, Jinzhu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:332-341.

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2016Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment. (2016). Dehmej, Salim ; Arnould, Guillaume. In: International Economics. RePEc:eee:inteco:v:147:y:2016:i:c:p:126-144.

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2016Downside and upside risk spillovers between exchange rates and stock prices. (2016). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:76-96.

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2016Market makers’ optimal price-setting policy for exchange-traded certificates. (2016). Wilkens, Marco ; Entrop, Oliver ; Baller, Stefanie ; McKenzie, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:206-226.

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2016Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Liu, Liang-Chih ; Wang, Chuan-Ju ; Dai, Tian-Shyr . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:151-174.

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2016Financial decision-making in the household: Exploring the importance of survey respondent, health, cognitive ability and personality. (2016). Kassenboehmer, Sonja ; Johnston, David ; Shields, Michael A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:pa:p:42-61.

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2016Personality and wealth accumulation among older couples: Do dispositional characteristics pay dividends?. (2016). Mosca, Irene ; McCrory, Cathal . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:56:y:2016:i:c:p:1-19.

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2016The impact of downward/upward oil price movements on metal prices. (2016). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:129-141.

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2016Firm geographic location and voluntary disclosure. (2016). Derouiche, Imen ; Zemzem, Ahmed ; Jaafar, Kaouther . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:29-47.

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2016Chinese commercial banks: Benefits from foreign strategic investors?. (2016). Cheng, Maoyong ; Geng, Hongyan ; Zhang, Junrui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:147-172.

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2016Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33.

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2016Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries. (2016). Louhichi, Awatef ; Boujelbene, Younes. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:104-121.

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2016The behaviour of sovereign CDS and government bond in the Euro zone crisis. (2016). Ito, Takayasu . In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:2:p:102-114.

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2016Dividend policy and share price volatility: evidence from Colombo stock market. (2016). Jahfer, Athambawa ; Mulafara, Abdul Hameed . In: International Journal of Managerial and Financial Accounting. RePEc:ids:injmfa:v:8:y:2016:i:2:p:97-108.

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2016Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: IZA Discussion Papers. RePEc:iza:izadps:dp10406.

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2016Immigration, amnesties and the shadow economy. (2016). Onnis, Luisanna ; Bracco, Emanuele. In: Working Papers. RePEc:lan:wpaper:108263550.

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2016Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach. (2016). Debarsy, Nicolas ; Dossougoin, Cyrille ; Gnabo, Jean-Yves ; Ertur, Cem . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2441.

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2016The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016.

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2016Systemic risk, macroprudential policy, bank capital requirements, real estate.. (2016). Pirovano, Mara ; Ferrari, Stijn ; Tojerow, Ilan ; Saks, Yves ; Rycx, Franois . In: Working Paper Research. RePEc:nbb:reswpp:201606-306.

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2016Systemic risk, macroprudential policy, bank capital requirements, real estate.. (2016). Rovira Kaltwasser, Pablo ; Pirovano, Mara ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201610-306.

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2016The trade-off between monetary policy and bank stability. (2016). Vander Vennet, Rudi ; Lamers, Martien ; Meuleman, Elien ; Mergaerts, Frederik . In: Working Paper Research. RePEc:nbb:reswpp:201610-308.

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2016The response of euro area sovereign spreads to the ECB unconventional monetary policies. (2016). Dewachter, Hans ; Wijnandts, Jean-Charles ; Iania, Leonardo . In: Working Paper Research. RePEc:nbb:reswpp:201610-309.

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2016The fiscal and monetary determinants of sovereign bond yields in the Euro Area. (2016). Meaning, Jack ; Kirby, Simon ; Carreras, Oriol ; Baker, Jessica . In: NIESR Discussion Papers. RePEc:nsr:niesrd:466.

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2016The Real Effects of Bank-Driven Termination of Relationships: Evidence from Loan-level Matched Data. (2016). Nakashima, Kiyotaka ; Takahashi, Koji . In: MPRA Paper. RePEc:pra:mprapa:70668.

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2016Income Rounding and Loan Performance in the Peer-to-Peer Market. (2016). Talavera, Oleksandr ; Eid, Nourhan ; Maltby, Josephine . In: MPRA Paper. RePEc:pra:mprapa:72852.

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2016Does bank competition affect bank stability after the global financial crisis?. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79084.

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2016Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79097.

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2016HOW STRONGLY THE HIDDEN ECONOMY OF A SMALL COUNTRY CAN BE INFLUENCED BY DRASTIC EVENTS: CASE OF MACEDONIA. (2016). Novkovska, Blagica . In: UTMS Journal of Economics. RePEc:ris:utmsje:0185.

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2016On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

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2016Non-performing loans (NPLs), liquidity creation, and moral hazard: Case of Chinese banks. (2016). Umar, Muhammad ; Sun, Gang . In: China Finance and Economic Review. RePEc:spr:chfecr:v:4:y:2016:i:1:d:10.1186_s40589-016-0034-y.

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2016How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

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2016Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy. (2016). wachter, susan ; Popoyan, Lilit ; Duca, John. In: LEM Papers Series. RePEc:ssa:lemwps:2016/30.

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2016Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries. (2016). de Boyrie, Maria E ; Pavlova, Ivelina . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:7:p:563-575.

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Recent citations received in 2015
YearCiting document
2015Exploring Corporate Social Responsibility in Foreign Bank Branches from Romania: An Empirical Analysis of Public Disclosure of Financial Statements and Banking Audit Reports. (2015). Tamas-Szora, Attila ; Socol, Adela . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2015:i:17:p:38-44.

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2015Profitability of contrarian strategies in the Chinese stock market. (2015). Shi, Huai-Long ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1505.00328.

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2015Taming the Basel Leverage Cycle. (2015). Aymanns, Christoph ; Vincent, ; Farmer, Doyne J ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1507.04136.

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

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2015Quantitative Easing as a Policy Tool Under the Effective Lower Bound. (2015). Reza, Abeer ; Suchanek, Lena ; Santor, Eric . In: Discussion Papers. RePEc:bca:bocadp:15-14.

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2015International Spillovers of Large-Scale Asset Purchases. (2015). Kabaca, Serdar ; Alpanda, Sami. In: Staff Working Papers. RePEc:bca:bocawp:15-2.

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2015Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1015_15.

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2015Why Financial Advice Cannot Substitute for Financial Literacy?. (2015). Debbich, Majdi. In: Working papers. RePEc:bfr:banfra:534.

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2015Risk Management for Monetary Policy Near the Zero Lower Bound. (2015). Gourio, Francois ; Fisher, Jonas ; Krane, Spencer ; Evans, Charles . In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:46:y:2015:i:2015-01:p:141-219.

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2015Risk management for Monetary Policy Near the Zero Lower Bound. (2015). Evans, Charles ; Gourio, Francois ; Fisher, Jonas . In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:50:y:2015:i:2015-01:p:141-219.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). Vernikov, Andrei ; Mamonov, Mikhail . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_022.

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2015Bank ownership and cost efficiency in Russia, revisited. (2015). Mamonov, Mikhail ; Vernikov, Andrei . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201508181357.

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2015Why are bank runs sometimes partial?. (2015). Kiema, Ilkka ; Jokivuolle, Esa . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_010.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2015_022.

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2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201511251450.

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2015Que peut-on attendre de l’assouplissement quantitatif de la BCE ?. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Revue de l'OFCE. RePEc:cai:reofsp:reof_138_0265.

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2015Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels. (2015). Crowley, Meredith ; Song, Huasheng . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1529.

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2015The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE. (2015). Stuart, Rebecca ; Everett, Mary ; Dunne, Peter. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2015:m:07:p:61-71.

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2015What do we know about the role of bank competition in Africa?. (2015). LEON, Florian. In: Working Papers. RePEc:cdi:wpaper:1695.

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2015Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana . In: Discussion Papers. RePEc:cfm:wpaper:1534.

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2015An Experiment on Retail Payments Systems. (2015). Camera, Gabriele ; Casari, Marco ; Bortolotti, Stefania. In: Working Papers. RePEc:chu:wpaper:15-13.

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2015The January seasonality and the performance of country-level value and momentum strategies. (2015). Zaremba, Adam . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:4:y:2015:i:2:p:195-209.

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2015Trading Fees and Slow-Moving Capital. (2015). Buss, Adrian ; Dumas, Bernard J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10737.

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2015The impact of the global financial crisis on banking globalization. (2015). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:459.

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2015A measure of redenomination risk. (2015). De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151785.

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2015Heterogeneous effects of microcredit: Evidence from large-scale programs in Bangladesh. (2015). Islam, Asadul. In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:48-58.

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2015Financial market misconduct and agency conflicts: A synthesis and future directions. (2015). Cumming, Douglas ; Johan, Sofia ; Dannhauser, Robert . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:150-168.

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2015Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?. (2015). Davies, Ryan ; Merrick, John J ; Atanasov, Vladimir. In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:210-234.

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2015Exchange trading rules, surveillance and suspected insider trading. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:311-330.

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

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2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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2015The dynamics of bank debt renegotiation in Europe: A survival analysis approach. (2015). Godlewski, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:19-31.

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2015A frontier measure of U.S. banking competition. (2015). Bolt, Wilko ; Humphrey, David . In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:2:p:450-461.

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2015Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Zheng, Xinwei ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100.

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2015Quality of bank capital and bank lending behavior during the global financial crisis. (2015). Marinč, Matej ; Loncarski, Igor ; Lonarski, Igor ; Li, Shaofang ; Koak, Marko . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:168-183.

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2015What determines the yen swap spread?. (2015). Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Azad, A. S. M. Sohel, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:1-13.

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2015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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

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2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

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2015Intermediate-term momentum and credit rating. (2015). Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67.

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

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

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

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

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

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

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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2015Fragmentation and stability of markets. (2015). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:119:y:2015:i:c:p:466-481.

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

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2014Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2014-12.

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2014Volatility jumps and their economic determinants. (2014). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2014-27.

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2014Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Lunde, Asger ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31.

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2014Bank asset reallocation and sovereign debt. (2014). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:100.

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

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2014Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso . In: Papers. RePEc:arx:papers:1402.3688.

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

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

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2014The dynamics of the leverage cycle. (2014). Aymanns, Christoph ; Farmer, Doyne J.. In: Papers. RePEc:arx:papers:1407.5305.

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2014Contagious Synchronization and Endogenous Network Formation in Financial Networks. (2014). Georg, Co-Pierre ; Aymanns, Christoph . In: Papers. RePEc:arx:papers:1408.0440.

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2014European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena . In: Working Papers. RePEc:bak:wpaper:201408.

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

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2014The negative feedback loop between banks and sovereigns. (2014). Grande, Giuseppe ; Angelini, Paolo ; Panetta, Fabio . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_213_14.

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2014Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14.

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2014How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?. (2014). Hauton, G. ; J.-C. Heam, . In: Débats économiques et financiers. RePEc:bfr:decfin:15.

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2014Macroprudential framework:key questions applied to the French case.. (2014). Duprey, Thibaut ; Kelber, A. ; Bennani, T. ; Dujardin, M. ; Despres, M.. In: Occasional papers. RePEc:bfr:opaper:9.

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2014Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410.

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

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

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2014Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184.

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2014When arm’s length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_014.

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2014Banking reform, risk-taking, and earnings quality – Evidence from transition countries. (2014). HASAN, IFTEKHAR ; Fang, Yiwei ; Li, Lingxiang . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_019.

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2014Ending over-lending : Assessing systemic risk with debt to cash flow. (2014). Sarlin, Peter ; Ramsay, Bruce A. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_011.

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2014Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Sarlin, Peter ; Laina, Patrizio . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_014.

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2014Bank ownership structure, SME lending and local credit markets. (2014). Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_022.

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2014Estimation of Firms Default Rates in terms of Intangible Assets. (2014). Tsuchiya, Saiki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp14e02.

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2014Does Financial Liberalisation Improve Access to Investment Finance in Developing Countries?. (2014). O'Toole, Conor ; O’Toole Conor M., . In: Journal of Globalization and Development. RePEc:bpj:globdv:v:5:y:2014:i:1:p:34:n:3.

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2014Macroprudential Research: Selected Issues. (2014). Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek ; Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Kubicova, Ivana ; Komarkova, Zlatuse ; Vasicek, Borek . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/2.

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2014Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector. (2014). Plašil, Miroslav ; Komarkova, Zlatuse ; Hausenblas, Václav ; Brechler, Josef ; Plasil, Miroslav . In: Research and Policy Notes. RePEc:cnb:rpnrpn:2014/04.

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

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2014When arms length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten. In: DNB Working Papers. RePEc:dnb:dnbwpp:431.

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2014Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben ; Frost, Jon. In: DNB Working Papers. RePEc:dnb:dnbwpp:441.

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

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2014Earnings Management and Performance in Family-Controlled Firms:Evidence from an Emerging Economy. (2014). Sepulveda, Jean ; Jara Bertin, Mauricio ; Jara-Bertin, Mauricio. In: Serie Working Papers. RePEc:dsr:wpaper:01.

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2014Competition and bank risk: the effect of securitization and bank capital. (2014). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20141678.

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2014Controlling shareholders, board structure, and firm performance: Evidence from India. (2014). Prevost, Andrew ; Jameson, Melvin ; Puthenpurackal, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:1-20.

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2014Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor ; Casey, Eddie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193.

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2014The effect of government quality on corporate cash holdings. (2014). Zou, Hong ; Chen, Deqiu ; Li, Sifei ; Xiao, Jason Zezhong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400.

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2014State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization. (2014). Ben-Nasr, Hamdi ; Cosset, Jean-Claude . In: Journal of Corporate Finance. RePEc:eee:corfin:v:29:y:2014:i:c:p:179-199.

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2014Government asset sales, economic nationalism, and acquirer wealth effects. (2014). Cowan, Arnold ; Borisova, Ginka . In: Journal of Corporate Finance. RePEc:eee:corfin:v:29:y:2014:i:c:p:351-368.

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2014Control–ownership wedge, board of directors, and the value of excess cash. (2014). Boubaker, Sabri ; Derouiche, Imen . In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:110-122.

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2014Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

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

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2014What makes carbon traders cluster their orders?. (2014). Pardo, Angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

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2014Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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2014Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence. (2014). Edenhofer, Ottmar ; Grosjean, Godefroy ; Fuss, Sabine ; Koch, Nicolas . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685.

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2014Classifying returns as extreme: European stock and bond markets. (2014). Christiansen, Charlotte. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:1-4.

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2014A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

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2014Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236.

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2014The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marinč, Matej ; Li, Shaofang . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:46-71.

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Recent citations received in 2013
YearCiting document
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective. (2013). MORANA, CLAUDIO. In: The Energy Journal. RePEc:aen:journl:ej34-3-07.

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

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

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

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

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

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

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

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2013What is a prime bank? A Euribor � OIS spread perspective. (2013). Taboga, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_895_13.

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

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2013Bank Competition and Account Penetration: Evidence from Mexico. (2013). Schwabe, Rainer ; Marin, Ana Georgina . In: Working Papers. RePEc:bdm:wpaper:2013-14.

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2013Herding in financial markets: Bridging the gap between theory and evidence. (2013). Nautz, Dieter. In: Working Papers. RePEc:bdp:wpaper:2013002.

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2013Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, Dilyara ; Héam, Jean-Cyprien ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., . In: Working papers. RePEc:bfr:banfra:432.

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2013Financial Literacy and Financial Planning in France.. (2013). Savignac, Frédérique ; Debbich, Majdi ; Arrondel, Luc. In: Working papers. RePEc:bfr:banfra:465.

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2013Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Labonne, C. ; Tavolaro, S. ; J.-C. Heam, . In: Débats économiques et financiers. RePEc:bfr:decfin:6.

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

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

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

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2013Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America. (2013). Williams, Jonathan ; Molyneux, Philip ; Goddard, John . In: Working Papers. RePEc:bng:wpaper:13011.

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

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2013Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf / Do Index Funds Speculate on Agricultural Futures Markets? Explanatory Notes on the Busine. (2013). Soren, Prehn ; Jens-Peter, Loy ; Matthias, Will ; Ingo, Pies ; Thomas, Glauben . In: ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft. RePEc:bpj:ordojb:v:64:y:2013:i:1:p:421-442:n:20.

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

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

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

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

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

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2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2013). Pierret, Diane ; Engle, Robert ; Acharya, Viral V. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9431.

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2013Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9459.

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2013Supranational Supervision - How Much and for Whom?. (2013). Wagner, Wolf ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9546.

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2013International Competitiveness and Monetary Policy: Strategic Policy and Coordination with a Production Relocation Externality. (2013). Corsetti, Giancarlo ; Bergin, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9616.

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2013Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2013). Rogoff, Kenneth ; Reinhart, Carmen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9750.

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2013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13.

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

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

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

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

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

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

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

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

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

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2013Islamic finance in Europe. (2013). Ongena, Steven ; Masciantonio, Sergio ; di Mauro, Filippo ; Di Maria, Angela ; Couderc, Stephane ; Zaher, Sajjad ; Caristi, Pierluigi ; Ho, Lauren ; Grewal, Beljeet Kaur . In: Occasional Paper Series. RePEc:ecb:ecbops:20130146.

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

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2013The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian. In: Working Paper Series. RePEc:ecb:ecbwps:20131558.

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

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2013The Effects of Foreign and Government Ownership on Bank Lending Behavior during a Crisis in Central and Eastern Europe. (2013). Kowalewski, Oskar ; Allen, Franklin ; Jackowicz, Krzysztof . In: Working Papers. RePEc:ecl:upafin:13-25.

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2013Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa . In: Working Papers. RePEc:ecl:upafin:13-32.

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2013Politically Connected Firms in Poland and Their Access to Bank Financing. (2013). Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: Working Papers. RePEc:ecl:upafin:13-37.

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

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

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