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

Journal of International Money and Finance / Elsevier


2.38

Impact Factor

2.56

5-Years IF

88

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.20.10.162929501.7257771141863038 (6.6%)30.10.04
19910.340.090.324372931.29100065221805866 (6.6%)50.120.04
19920.220.090.2139111820.74110472161743665 (5.9%)20.050.04
19930.30.10.24361471060.72119382251824495 (8%)110.310.05
19940.440.110.39431901390.7396775331837160 (6.2%)0.05
19950.530.20.7452352641.121954794219013391 (4.7%)100.220.07
19960.530.230.75502853531.2412618847206155107 (8.5%)70.140.09
19970.690.270.93513364421.321126956621319885 (7.5%)150.290.09
19980.830.291.04493855311.38153510184225233103 (6.7%)110.220.1
19990.820.321.02444295801.3518361008223824297 (5.3%)280.640.13
20001.330.41.38454747311.5415119312423933078 (5.2%)80.180.15
20011.520.41.33495239041.7322708913523931883 (3.7%)190.390.15
20021.320.421.47465699451.6614679412423834990 (6.1%)260.570.18
20031.850.442.275262114002.2510709517623353051 (4.8%)240.460.19
20041.710.492.135267313982.0814099816823650273 (5.2%)370.710.2
20051.560.532.026573815392.092248104162244494101 (4.5%)801.230.21
20062.010.512.296680417742.212112117235264604112 (5.3%)590.890.2
20072.010.451.946887217291.981897131263281545113 (6%)630.930.18
20082.210.482.247394519502.06130713429630368070 (5.4%)450.620.2
20091.890.472.2269101420962.071519141266324719106 (7%)430.620.19
20101.560.452.0597111118911.7138814222234169998 (7.1%)540.560.16
20111.670.522.1694120522731.89113216627837380774 (6.5%)440.470.2
20121.550.552105131025581.951545191296401804103 (6.7%)910.870.2
20132.240.622.52144145435112.4117071994464381104100 (5.9%)1290.90.22
20142.830.642.61123157738462.441081249705509132981 (7.5%)1331.080.21
20152.670.692.54115169237652.23521267714563143049 (9.4%)710.620.22
20162.380.852.56117180939162.16253238567581148924 (9.5%)910.780.26
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
12001Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272.

Full description at Econpapers || Download paper

812
21995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

Full description at Econpapers || Download paper

458
31995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

Full description at Econpapers || Download paper

457
41992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

Full description at Econpapers || Download paper

409
52005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

Full description at Econpapers || Download paper

349
61999Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

Full description at Econpapers || Download paper

322
72005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

Full description at Econpapers || Download paper

256
82001Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471.

Full description at Econpapers || Download paper

244
92007Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

Full description at Econpapers || Download paper

231
101998Central bank intervention and exchange rate volatility1. (1998). Dominguez, Kathryn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190.

Full description at Econpapers || Download paper

228
112000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53.

Full description at Econpapers || Download paper

226
121995Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762.

Full description at Econpapers || Download paper

216
131993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. (1993). Olsen, Richard ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A. ; Nagler, Robert J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438.

Full description at Econpapers || Download paper

210
142002International financial integration and economic growth. (2002). Slok, Torsten ; Ricci, Luca ; Levine, Ross ; Edison, Hali. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776.

Full description at Econpapers || Download paper

202
152000Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

Full description at Econpapers || Download paper

202
161993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA. (1993). Gentry, William ; Bodnar, Gordon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45.

Full description at Econpapers || Download paper

197
171999Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586.

Full description at Econpapers || Download paper

195
181983Foreign currency option values. (1983). Garman, Mark B. ; Kohlhagen, Steven W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237.

Full description at Econpapers || Download paper

190
191991Cointegration: how short is the long run?. (1991). Rush, Mark ; Hakkio, Craig. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581.

Full description at Econpapers || Download paper

189
202001Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296.

Full description at Econpapers || Download paper

186
212006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

Full description at Econpapers || Download paper

182
221999What triggers market jitters?: A chronicle of the Asian crisis. (1999). Schmukler, Sergio ; Kaminsky, Graciela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560.

Full description at Econpapers || Download paper

173
232006The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952.

Full description at Econpapers || Download paper

172
241999Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s. (1999). Reinhart, Carmen ; Montiel, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:619-635.

Full description at Econpapers || Download paper

171
252013Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36.

Full description at Econpapers || Download paper

169
262000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

Full description at Econpapers || Download paper

166
271996Purchasing power parity and unit root tests using panel data. (1996). Oh, Keun-Yeob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418.

Full description at Econpapers || Download paper

162
282006Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403.

Full description at Econpapers || Download paper

162
292013The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82.

Full description at Econpapers || Download paper

160
301999Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602.

Full description at Econpapers || Download paper

155
311993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. (1993). Thomas, Lee III ; Levich, Richard M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474.

Full description at Econpapers || Download paper

151
322000The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488.

Full description at Econpapers || Download paper

151
331994Hourly volatility spillovers between international equity markets. (1994). Engle, Robert ; Susmel, Raul . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25.

Full description at Econpapers || Download paper

147
341996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. (1996). Bonser-Neal, Catherine ; Tanner, Glenn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878.

Full description at Econpapers || Download paper

146
352007Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569.

Full description at Econpapers || Download paper

145
361998Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

Full description at Econpapers || Download paper

144
371998On inflation and inflation uncertainty in the G7 countries. (1998). Grier, Kevin ; Perry, Mark J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689.

Full description at Econpapers || Download paper

143
382002The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

Full description at Econpapers || Download paper

141
392004Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733.

Full description at Econpapers || Download paper

140
402003The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

Full description at Econpapers || Download paper

138
412006Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639.

Full description at Econpapers || Download paper

137
422001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399.

Full description at Econpapers || Download paper

137
432004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration. (2004). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:3:p:461-492.

Full description at Econpapers || Download paper

136
442004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25.

Full description at Econpapers || Download paper

133
452007Home bias and international risk sharing: Twin puzzles separated at birth. (2007). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605.

Full description at Econpapers || Download paper

132
461997Why do central banks intervene?. (1997). Baillie, Richard ; Osterberg, William P.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919.

Full description at Econpapers || Download paper

131
471994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk. (1994). Taylor, Mark ; MacDonald, Ronald. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290.

Full description at Econpapers || Download paper

130
481997Stock returns and volatility in emerging financial markets. (1997). Imrohoroglu, Selahattin ; De Santis, Giorgio . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579.

Full description at Econpapers || Download paper

129
491982Fluctuations in the dollar: A model of nominal and real exchange rate determination. (1982). Morton, John ; Hooper, Peter . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:1:y:1982:i::p:39-56.

Full description at Econpapers || Download paper

129
502007Explaining the global pattern of current account imbalances. (2007). Gruber, Joseph W. ; Kamin, Steven B.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:500-522.

Full description at Econpapers || Download paper

128

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


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

Full description at Econpapers || Download paper

247
21995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

Full description at Econpapers || Download paper

120
32013The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82.

Full description at Econpapers || Download paper

116
42013Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36.

Full description at Econpapers || Download paper

100
52014Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:221-248.

Full description at Econpapers || Download paper

95
62007Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

Full description at Econpapers || Download paper

89
72013Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

Full description at Econpapers || Download paper

83
82005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

Full description at Econpapers || Download paper

70
92012Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638.

Full description at Econpapers || Download paper

70
102005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

Full description at Econpapers || Download paper

67
112013What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. (2013). Jinjarak, Yothin ; Hutchison, Michael ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:37-59.

Full description at Econpapers || Download paper

65
122006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

Full description at Econpapers || Download paper

65
132013Debt and growth: New evidence for the euro area. (2013). Rother, Philipp ; Checherita Westphal, Cristina ; Baum, Anja ; Checherita-Westphal, Cristina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:809-821.

Full description at Econpapers || Download paper

62
142014Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin ; Buyukahin, Bahattin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70.

Full description at Econpapers || Download paper

62
152006The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952.

Full description at Econpapers || Download paper

61
162009Financial development and economic growth: Convergence or divergence?. (2009). Fung, Michael K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:56-67.

Full description at Econpapers || Download paper

55
172011Thresholds in the process of international financial integration. (2011). Taylor, Ashley ; Prasad, Eswar ; Kose, Ayhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179.

Full description at Econpapers || Download paper

54
182012Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:639-656.

Full description at Econpapers || Download paper

54
192011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

Full description at Econpapers || Download paper

54
202013Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113.

Full description at Econpapers || Download paper

49
212013Leading indicators of crisis incidence: Evidence from developed countries. (2013). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Rusnak, Marek ; Matj, Jakub . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:35:y:2013:i:c:p:1-19.

Full description at Econpapers || Download paper

48
222009Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling-recoupling hypothesis. (2009). Hutchison, Michael ; Dooley, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1331-1349.

Full description at Econpapers || Download paper

47
231998Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

Full description at Econpapers || Download paper

47
242008Consumption and real exchange rates with incomplete markets and non-traded goods. (2008). Thoenissen, Christoph ; Benigno, Gianluca. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:27:y:2008:i:6:p:926-948.

Full description at Econpapers || Download paper

46
251995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

Full description at Econpapers || Download paper

45
262006Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639.

Full description at Econpapers || Download paper

45
272014International channels of the Feds unconventional monetary policy. (2014). Neely, Christopher ; Bauer, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:24-46.

Full description at Econpapers || Download paper

44
282010The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration. (2010). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua ; MenzieD. Chinn, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:4:p:615-641.

Full description at Econpapers || Download paper

44
292000Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

Full description at Econpapers || Download paper

44
302000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

Full description at Econpapers || Download paper

43
312007Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569.

Full description at Econpapers || Download paper

43
322012Does inequality lead to a financial crisis?. (2012). Meissner, Christopher ; Bordo, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2147-2161.

Full description at Econpapers || Download paper

43
332012Central bank announcements of asset purchases and the impact on global financial and commodity markets. (2012). Leduc, Sylvain ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2078-2101.

Full description at Econpapers || Download paper

41
342014Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

Full description at Econpapers || Download paper

41
351995Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762.

Full description at Econpapers || Download paper

40
362001Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296.

Full description at Econpapers || Download paper

40
372012Loan supply shocks during the financial crisis: Evidence for the Euro area. (2012). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershuser, Timo ; Hlsewig, Oliver. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:569-592.

Full description at Econpapers || Download paper

39
382009Cross-country comparisons of competition and pricing power in European banking. (2009). Molyneux, Philip ; Maudos, Joaquin ; Carbo Valverde, Santiago ; Humphrey, David . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:115-134.

Full description at Econpapers || Download paper

39
392006Towards a new early warning system of financial crises. (2006). Fratzscher, Marcel ; Bussiere, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:953-973.

Full description at Econpapers || Download paper

38
402004Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration. (2004). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:3:p:461-492.

Full description at Econpapers || Download paper

37
412012The global financial crisis: Explaining cross-country differences in the output impact. (2012). Gelos, R. Gaston ; Rennhack, Robert ; Berkmen, Pelin S. ; Walsh, James P.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:1:p:42-59.

Full description at Econpapers || Download paper

35
421992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

Full description at Econpapers || Download paper

35
432004Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733.

Full description at Econpapers || Download paper

35
442014Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37.

Full description at Econpapers || Download paper

35
452012Sovereign risk premiums in the European government bond market. (2012). von Hagen, Juergen ; Schuknecht, Ludger ; Bernoth, Kerstin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:975-995.

Full description at Econpapers || Download paper

33
461999Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586.

Full description at Econpapers || Download paper

33
472013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2013). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:719-738.

Full description at Econpapers || Download paper

33
482007Home bias in global bond and equity markets: The role of real exchange rate volatility. (2007). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:631-655.

Full description at Econpapers || Download paper

33
492012How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

Full description at Econpapers || Download paper

33
502001Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471.

Full description at Econpapers || Download paper

32

Citing documents used to compute impact factor 567:


YearTitle
2016Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

Full description at Econpapers || Download paper

2016Economic fundamentals and monetary policy autonomy. (2016). Davis, Jonathan. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:267.

Full description at Econpapers || Download paper

2016Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation. (2016). Wróblewska, Justyna ; Dąbrowski, Marek ; Wroblewska, Justyna ; Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:249-262.

Full description at Econpapers || Download paper

2016What do we know about the global financial safety net? Data, rationale and possible evolution. (2016). Stracca, Livio ; Scheubel, Beatrice ; Herrala, Risto . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145676.

Full description at Econpapers || Download paper

2016Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?. (2016). Karnani, Mohit ; Agosin, Manuel ; Diaz-Maureira, Juan . In: Working Papers. RePEc:udc:wpaper:wp436.

Full description at Econpapers || Download paper

2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Romanian Commercial Banks’ Systemic Risk and Its Determinants: A CoVAR Approach. (2016). Anghelache, Gabriela-Victoria ; Oanea, Dumitru-Cristian . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:3:p:96-109.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016A modern Dionysus tale: new evidence on the Greek debt crisis and the related costs. (2016). Burietz, Aurore ; ureche -Rangau, Loredana . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00616.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016On the link between current account and oil price fluctuation in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2016-08.

Full description at Econpapers || Download paper

2016Exchange Rate Targeting in the Presence of Foreign Debt Obligations. (2016). Staveley, Olena M. In: Working Papers. RePEc:hcx:wpaper:1604.

Full description at Econpapers || Download paper

2016On the link between current account and oil price fluctuations in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Joëts, Marc ; Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-35.

Full description at Econpapers || Download paper

2016On the link between current account and oil price fluctuation in diversified economies: The case of Canada.. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-41.

Full description at Econpapers || Download paper

2016What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162.

Full description at Econpapers || Download paper

2016Dynamic responses to oil price shocks: Conditional vs unconditional (a)symmetry. (2016). Malikov, Emir. In: Economics Letters. RePEc:eee:ecolet:v:139:y:2016:i:c:p:31-35.

Full description at Econpapers || Download paper

2016The Asymmetric Effects of Oil Price Shocks on the Canadian Economy. (2016). Wilmot, Neil ; Donayre, Luiggi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-4.

Full description at Econpapers || Download paper

2016What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Zhou, Yimin ; Yin, Libo. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201620.

Full description at Econpapers || Download paper

2016How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China. (2016). Zheng, Xinye ; Guo, Jin ; Chen, Zhan-Ming . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:265-276.

Full description at Econpapers || Download paper

2016Asymmetries in the relationship between economic activity and oil prices in the selected EU countries. (2016). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:65-86.

Full description at Econpapers || Download paper

2016Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:34:y:2016:i:81:p:175-190.

Full description at Econpapers || Download paper

2016Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_351_16.

Full description at Econpapers || Download paper

2016The Effect of Quantitative Easing on Lending Conditions. (2016). Farinha, Luisa ; Blattner, Laura ; Nogueira, Gil . In: Working Papers. RePEc:ptu:wpaper:w201608.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016What do we know about the global financial safety net? Rationale, data and possible evolution. (2016). Stracca, Livio ; Scheubel, Beatrice . In: Occasional Paper Series. RePEc:ecb:ecbops:2016177.

Full description at Econpapers || Download paper

2016What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set. (2016). Stracca, Livio ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6184.

Full description at Econpapers || Download paper

2016European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis. (2016). de Las, Carlos A ; Altdorfer, Marc ; Loffler, Gunter ; Guettler, Andre . In: IWH Discussion Papers. RePEc:zbw:iwhdps:342016.

Full description at Econpapers || Download paper

2016Monetary policy spillovers and currency networks in cross-border bank lending. (2016). Takats, Elod ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:549.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations. (2016). Neupane, Suman ; Thapa, Chandra ; Marshall, Andrew . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:46-64.

Full description at Econpapers || Download paper

2016Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

Full description at Econpapers || Download paper

2016Credit Supply Shocks in the Netherlands. (2016). Elbourne, Adam ; Duchi, Fabio . In: CPB Discussion Paper. RePEc:cpb:discus:320.

Full description at Econpapers || Download paper

2016The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain. (2016). Marchetti, Marcos ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:427-441.

Full description at Econpapers || Download paper

2016The euro area bank lending survey. (2016). Scopel, Silvia ; Hempell, Hannah S ; Kohler-Ulbrich, Petra . In: Occasional Paper Series. RePEc:ecb:ecbops:2016179.

Full description at Econpapers || Download paper

2016Financial shocks and inflation dynamics. (2016). Prieto, Esteban ; Abbate, Angela ; Eickmeier, Sandra . In: Discussion Papers. RePEc:zbw:bubdps:412016.

Full description at Econpapers || Download paper

2016Credit supply shocks in the Netherlands. (2016). Elbourne, Adam ; Duchi, Fabio . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:51-71.

Full description at Econpapers || Download paper

2016Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

Full description at Econpapers || Download paper

2016Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models. (2016). Fengler, Matthias ; Herwartz, Helmut . In: MPRA Paper. RePEc:pra:mprapa:72197.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

Full description at Econpapers || Download paper

2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930.

Full description at Econpapers || Download paper

2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014299.

Full description at Econpapers || Download paper

2016State-dependent exchange rate pass-through behavior. (2016). Donayre, Luiggi ; Panovska, Irina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:170-195.

Full description at Econpapers || Download paper

2016Nonlinear models for the sources of real effective exchange rate fluctuations: Evidence from the Republic of Korea. (2016). Huang, Chia-Hsing ; Meng, Xiangcai . In: Japan and the World Economy. RePEc:eee:japwor:v:40:y:2016:i:c:p:21-30.

Full description at Econpapers || Download paper

2016The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:16-9.

Full description at Econpapers || Download paper

2016Fiscal Policy, Sectoral Allocation, and the Skill Premium: Explaining the Decline in Latin America’s Income Inequality. (2016). Guerra-Salas, Juan. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:779.

Full description at Econpapers || Download paper

2016Do capital flows change domestic credit allocation?. (2016). Samarina, Anna ; Bezemer, Dirk . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:98-121.

Full description at Econpapers || Download paper

2016The Pre-Great Recession Slowdown in Productivity.. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working papers. RePEc:bfr:banfra:586.

Full description at Econpapers || Download paper

2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working Paper Series. RePEc:fip:fedfwp:2016-08.

Full description at Econpapers || Download paper

2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:3-20.

Full description at Econpapers || Download paper

2016Capital Surges and Credit Booms: How Tight is the Relationship?. (2016). Richey, Greg M ; Amri, Puspa D ; Willett, Thomas D. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:4:d:10.1007_s11079-016-9398-8.

Full description at Econpapers || Download paper

2016Not All Surges of Gross Capital Inflows Are Alike. (2016). Mercado, Rogelio. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep2016.

Full description at Econpapers || Download paper

2016Are Capital Inflows Expansionary or Contractionary in the Philippines?. (2016). Mercado, Rogelio. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep2116.

Full description at Econpapers || Download paper

2016Bank efficiency and regional growth in Europe: new evidence from micro-data. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Working Paper Series. RePEc:ecb:ecbwps:20161983.

Full description at Econpapers || Download paper

2016Real Effects of Capital Inflows in Emerging Markets. (2016). Mirzaei, Ali ; Igan, Deniz ; Kutan, Ali M. In: IMF Working Papers. RePEc:imf:imfwpa:16/235.

Full description at Econpapers || Download paper

2016Real Exchange Rates and Growth. (2016). Ozmen, Erdal ; Karadam, Duygu Yolcu . In: ERC Working Papers. RePEc:met:wpaper:1609.

Full description at Econpapers || Download paper

2016Have Sanctions Modified Iran’s Trade Policy? An Evidence of Asianization and De-Europeanization through the Gravity Model. (2016). Popova, Liudmila ; Rasoulinezhad, Ehsan . In: Economies. RePEc:gam:jecomi:v:4:y:2016:i:4:p:24-:d:81608.

Full description at Econpapers || Download paper

2016Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Trading on Their Terms? Commodity Exporters in the Aftermath of the Commodity Boom. (2016). Koczan, Zsoka ; Bems, Rudolfs ; Aslam, Aqib ; Celasun, Oya ; Beidas-Strom, Samya ; Elik, Sinem Kala . In: IMF Working Papers. RePEc:imf:imfwpa:16/27.

Full description at Econpapers || Download paper

2016Exportaciones de manufacturas de origen industrial (moi) en Argentina. Manufactured exports of industrial origin (moi) in Argentina. (2016). lanteri, luis. In: Economía Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201612.

Full description at Econpapers || Download paper

2016Commodity prices and fiscal policy in a commodity exporting economy. (2016). Soto, Claudio ; Medina, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:335-351.

Full description at Econpapers || Download paper

2016Central Banking in Latin America; The Way Forward. (2016). Magud, Nicolas ; Jácome, Luis ; Carrière-Swallow, Yan ; Werner, Alejandro M ; Carriere-Swallow, Yan ; Jacome, Luis I. In: IMF Working Papers. RePEc:imf:imfwpa:16/197.

Full description at Econpapers || Download paper

2016Asymmetric Credit Growth and Current Account Imbalances in the Euro Area. (2016). Unger, Robert. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2016:i:166.

Full description at Econpapers || Download paper

2016EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area. (2016). Pisani, Massimiliano ; Jacquinot, Pascal ; Gomes, Sandra ; Gerali, Andrea ; Bokan, Nikola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1064_16.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area. (2016). Pisani, Massimiliano ; Jacquinot, Pascal ; Gomes, Sandra ; Gerali, Andrea ; Bokan, Nikola . In: Working Paper Series. RePEc:ecb:ecbwps:20161923.

Full description at Econpapers || Download paper

2016Optimal Macroprudential and Monetary Policy in a Currency Union. (2016). Sergeyev, Dmitriy. In: 2016 Meeting Papers. RePEc:red:sed016:463.

Full description at Econpapers || Download paper

2016Non-standard monetary policy, asset prices and macroprudential policy in a monetary union. (2016). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1089_16.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area. (2016). Pisani, Massimiliano ; Jacquinot, Pascal ; Gomes, Sandra ; Gerali, Andrea ; Bokan, N. In: Working Papers. RePEc:ptu:wpaper:w201610.

Full description at Econpapers || Download paper

2016On the limits of macroprudential policy. (2016). Kolasa, Marcin. In: Working Papers. RePEc:sgh:kaewps:2016002.

Full description at Econpapers || Download paper

2016Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices. (2016). Greenwood-Nimmo, Matthew ; Fuertes, Ana-Maria ; Raphael, Brun-Aguerre ; Matthew, Greenwood-Nimmo ; Ana-Maria, Fuertes . In: MPRA Paper. RePEc:pra:mprapa:71764.

Full description at Econpapers || Download paper

2016Macroeconomic trade effects of vehicle currencies: Evidence from 19th century China. (2016). Zhang, Lin ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:zbw:iwhdps:232016.

Full description at Econpapers || Download paper

2016International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through. (2016). Enders, Zeno ; Hoffmann, Mathias ; Buzaushina, Almira . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145494.

Full description at Econpapers || Download paper

2016Going to extremes: Politics after financial crises, 1870–2014. (2016). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:227-260.

Full description at Econpapers || Download paper

2016Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07.

Full description at Econpapers || Download paper

2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Reassessing the empirical relationship between the oil price and the dollar. (2016). Mignon, Valérie ; Coudert, Virginie. In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:147-157.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788.

Full description at Econpapers || Download paper

2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Evaluación de la Política Fiscal de Bolivia. (2016). Valdivia Coria, Joab. In: MPRA Paper. RePEc:pra:mprapa:78789.

Full description at Econpapers || Download paper

2016“Acelerador financiero, impacto del precio del gas”. (2016). Valdivia Coria, Joab. In: MPRA Paper. RePEc:pra:mprapa:78784.

Full description at Econpapers || Download paper

2016Fiscal rules as a response to commodity shocks: A welfare analysis of the Colombian scenario. (2016). Vargas, Carmina ; Parra-Polanía, Julián ; Ojeda-Joya, Jair ; Parra-Polania, Julian A. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:859-866.

Full description at Econpapers || Download paper

2016Commodity Prices, Growth and Productivity: a Sectoral View. (2016). Garcia Cicco, Javier ; de la Huerta, Claudia ; Garcia-Cicco, Javier . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:777.

Full description at Econpapers || Download paper

2016Fiscal Multipliers, Oil Revenues and Balance Sheet Effects. (2016). López, Martha ; Lopez, Martha . In: Borradores de Economia. RePEc:bdr:borrec:976.

Full description at Econpapers || Download paper

2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:540.

Full description at Econpapers || Download paper

2016Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification. (2016). . In: MPRA Paper. RePEc:pra:mprapa:70205.

Full description at Econpapers || Download paper

2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

Full description at Econpapers || Download paper

2016The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010.

Full description at Econpapers || Download paper

2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Devereux, Michael ; Banerjee, Ryan ; Lombardo, Giovanni . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:275-297.

Full description at Econpapers || Download paper

2016Quantitative easing and the post-crisis surge in financial flows to developing countries. (2016). Mohapatra, Sanket ; Lim, Jamus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:331-357.

Full description at Econpapers || Download paper

2016Global financial market impact of the announcement of the ECBs asset purchase programme. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:257-265.

Full description at Econpapers || Download paper

2016Spillovers of the United States’ Unconventional Monetary Policy to Emerging Asia: The Bank Lending Channel. (2016). La, Hai Anh ; Xu, Ying . In: ADBI Working Papers. RePEc:ris:adbiwp:0619.

Full description at Econpapers || Download paper

2016Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach. (2016). Spiegel, Mark ; Liu, Zheng ; Tai, Andrew . In: Working Paper Series. RePEc:fip:fedfwp:2016-30.

Full description at Econpapers || Download paper

2016Is the stock market impervious to monetary policy announcements: Evidence from emerging India. (2016). prabu A, edwin ; Bhattacharyya, Indranil ; Ray, Partha . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:166-179.

Full description at Econpapers || Download paper

2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

Full description at Econpapers || Download paper

2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

Full description at Econpapers || Download paper

2016Traspaso de tipo de cambio nominal a inflación desagregada en Chile. (2016). Contreras, Gabriela ; Pinto, Francisco . In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:2:p:154-170.

Full description at Econpapers || Download paper

2016Stock markets and effective exchange rates in European countries: threshold cointegration findings. (2016). Papadamou, Stephanos ; Kollias, Christos ; SIRIOPOULOS, COSTAS. In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-015-0040-7.

Full description at Econpapers || Download paper

2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

Full description at Econpapers || Download paper

2016Measuring fiscal spillovers in EMU and beyond: A global VAR approach. (2016). Belke, Ansgar ; Osowski, Thomas. In: Ruhr Economic Papers. RePEc:zbw:rwirep:661.

Full description at Econpapers || Download paper

2016Measuring fiscal spillovers in EMU and beyond: A Global VAR approach. (2016). Belke, Ansgar ; Osowski, Thomas. In: CEPS Papers. RePEc:eps:cepswp:12109.

Full description at Econpapers || Download paper

2016Fiscal and Financial Crises. (2016). Meissner, Christopher ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:22059.

Full description at Econpapers || Download paper

2016Fiscal and Financial Crises. (2016). Bordo, M D ; Meissner, C M. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-355.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Finance-augmented business cycles: A robustness check. (2016). Fernandez-Amador, Octavio . In: Papers. RePEc:wti:papers:1038.

Full description at Econpapers || Download paper

2016The credit channel during times of financial stress: A time varying VAR analysis. (2016). Dany, Geraldine . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145899.

Full description at Econpapers || Download paper

2016International reserves and gross capital flows dynamics. (2016). Serena Garralda, Jose Maria ; Erce, Aitor ; Alberola, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:151-171.

Full description at Econpapers || Download paper

2016Does reserve accumulation crowd out investment?. (2016). Reinhart, Vincent ; Tashiro, Takeshi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:89-111.

Full description at Econpapers || Download paper

2016The Role of Regime Type in the Political Economy of Foreign Reserve Accumulation. (2016). Jäger, Kai ; Jager, Kai . In: European Journal of Political Economy. RePEc:eee:poleco:v:44:y:2016:i:c:p:79-96.

Full description at Econpapers || Download paper

2016A theory of rollover risk, sudden stops, and foreign reserves. (2016). Kondo, Illenin ; Hur, Sewon. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:44-63.

Full description at Econpapers || Download paper

2016On cross-border bank credit and the U.S. financial crisis transmission to equity markets. (2016). Fuertes, Ana-Maria ; Yan, Cheng ; Phylaktis, Kate . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:108-134.

Full description at Econpapers || Download paper

2016Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:276.

Full description at Econpapers || Download paper

2016Financial liberalisation in China: economic policy outlook and global implications. (2016). Gallego, Sonsoles ; Cuadro-Saez, Lucia . In: Economic Bulletin. RePEc:bde:journl:y:2016:i:5:n:3.

Full description at Econpapers || Download paper

2016How to explain errors in budget balance forecasts in euro area countries? Empirical evidence based on real-time data. (2016). Paloviita, Maritta ; Ikonen, Pasi . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_017.

Full description at Econpapers || Download paper

2016Bias in Official Fiscal Forecasts: Can Private Forecasts Help?. (2016). Frankel, Jeffrey ; Schreger, Jesse. In: NBER Working Papers. RePEc:nbr:nberwo:22349.

Full description at Econpapers || Download paper

2016Bias in Official Fiscal Forecasts: Can Private Forecasts Help?. (2016). Frankel, Jeffrey ; Schreger, Jesse. In: Working Paper Series. RePEc:ecl:harjfk:16-021.

Full description at Econpapers || Download paper

2016Can Statistical Capacity Building Help Reduce Procyclical Fiscal Policy in Developing Countries?. (2016). Tapsoba, Sampawende ; York, Robert C. In: IMF Working Papers. RePEc:imf:imfwpa:16/209.

Full description at Econpapers || Download paper

2016The long-run effect of fiscal consolidation on economic growth: Evidence from quantitative case studies. (2016). Moessinger, Marc-Daniel ; Kleis, Mischa . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16047.

Full description at Econpapers || Download paper

2016Partisan Politics: The Empirical Evidence from OECD Panel Studies. (2016). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6024.

Full description at Econpapers || Download paper

2016Did Fiscal Consolidation Cause the Double-Dip Recession in the Euro Area?. (2016). Heimberger, Philipp. In: wiiw Working Papers. RePEc:wii:wpaper:130.

Full description at Econpapers || Download paper

2016The Impact of Sovereign Bond Yields on Fiscal Discipline. (2016). Tkacevs, Olegs ; Vilerts, Karlis . In: Working Papers. RePEc:ltv:wpaper:201605.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016On domestic demand and export performance in the euro area countries: does export concentration matter?. (2016). Esteves, Paulo ; Prades, Elvira . In: Working Paper Series. RePEc:ecb:ecbwps:20161909.

Full description at Econpapers || Download paper

2016Determinants of corruption: Can we put all countries in the same basket?. (2016). Gnimassoun, Blaise ; Massil, Joseph Keneck . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-12.

Full description at Econpapers || Download paper

2016Exchange rate regimes and current account adjustment: An empirical investigation. (2016). Eguren Martin, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:69-93.

Full description at Econpapers || Download paper

2016Housework and fiscal expansions. (2016). Pappa, Evi ; Hauser, Daniela ; Gnocchi, Stefano. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:94-108.

Full description at Econpapers || Download paper

2016US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter . In: MPRA Paper. RePEc:pra:mprapa:70770.

Full description at Econpapers || Download paper

2016Uncovered interest parity: The long and the short of it. (2016). Lothian, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:1-7.

Full description at Econpapers || Download paper

2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:71709.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

Full description at Econpapers || Download paper

2016Explosive bubbles in house prices? Evidence from the OECD countries. (2016). Pedersen, Thomas ; Engsted, Tom ; Hviid, Simon J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:14-25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Capital Flows and the Swiss Franc. (2016). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2016-08.

Full description at Econpapers || Download paper

2016Capital Flows and the Swiss Franc. (2016). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1604.

Full description at Econpapers || Download paper

2016Safe-haven demand for housing in London. (2016). Eraslan, Sercan . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:482-493.

Full description at Econpapers || Download paper

2016Austerity and Private Debt. (2016). Klein, Mathias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1611.

Full description at Econpapers || Download paper

2016Flexible Fiscal Rules and Countercyclical Fiscal Policy. (2016). Tapsoba, René ; Guerguil, Martine ; Mandon, Pierre . In: IMF Working Papers. RePEc:imf:imfwpa:16/8.

Full description at Econpapers || Download paper

2016Promoting sustainable public finances in the European Union: The role of fiscal rules and government efficiency. (2016). Bergman, Michael U ; Hougaard, Svend E ; Hutchison, Michael M. In: European Journal of Political Economy. RePEc:eee:poleco:v:44:y:2016:i:c:p:1-19.

Full description at Econpapers || Download paper

2016Forecasting exchange rates under parameter and model uncertainty. (2016). Beckmann, Joscha ; Schussler, Rainer . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:267-288.

Full description at Econpapers || Download paper

2016The impact of uncertainty on professional exchange rate forecasts. (2016). Czudaj, Robert ; Beckmann, Joscha. In: Ruhr Economic Papers. RePEc:zbw:rwirep:637.

Full description at Econpapers || Download paper

2016Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1607.08214.

Full description at Econpapers || Download paper

2016Capital flows and central banking : the Indian experience. (2016). Gupta, Poonam. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7569.

Full description at Econpapers || Download paper

2016Global Economic Prospects, January 2016. (2016). Group, World Bank . In: World Bank Publications. RePEc:wbk:wbpubs:23435.

Full description at Econpapers || Download paper

2016Output spillovers from changes in sovereign credit ratings. (2016). Chen, Sheng-Syan ; Chang, Chong-Chuo ; Yang, Shu-Ling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63.

Full description at Econpapers || Download paper

2016State capacity, redistributive compensation and the political economy of economic policy reform. (2016). Jain, Sanjay ; Majumdar, Sumon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:462-473.

Full description at Econpapers || Download paper

2016Capital accumulation in a politically unstable region. (2016). Turk Ariss, Rima ; Herrala, Risto ; Turk-Ariss, Rima . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:1-15.

Full description at Econpapers || Download paper

2016Cross-Border Resolution of Global Banks: Bail in under Single Point of Entry versus Multiple Points of Entry. (2016). Weder, Beatrice ; Faia, Ester. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11171.

Full description at Econpapers || Download paper

2016Post-crisis International Banking; An Analysis with New Regulatory Survey Data. (2016). Lambert, Frederic ; Ichiue, Hibiki . In: IMF Working Papers. RePEc:imf:imfwpa:16/88.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952.

Full description at Econpapers || Download paper

2016Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network. (2016). Goldberg, Linda ; Buch, Claudia. In: Staff Reports. RePEc:fip:fednsr:801.

Full description at Econpapers || Download paper

2016Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network. (2016). Goldberg, Linda ; Buch, Claudia. In: NBER Working Papers. RePEc:nbr:nberwo:22874.

Full description at Econpapers || Download paper

2016The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?. (2016). Martins, Bruno ; Bonomo, Marco. In: Working Papers Series. RePEc:bcb:wpaper:419.

Full description at Econpapers || Download paper

2016Brazil : self-inflicted pain. (2016). Terra, Cristina. In: Working Papers. RePEc:hal:wpaper:hal-01357890.

Full description at Econpapers || Download paper

2016Brazil : self-inflicted pain. (2016). Terra, Cristina. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-16011.

Full description at Econpapers || Download paper

2016Banks, regions and development after the crisis and under the new regulatory system. (2016). Zazzaro, Alberto ; Papi, Luca ; Fratianni, Michele ; Alessandrini, Pietro. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:124.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Governments’ payment discipline: The macroeconomic impact of public payment delays and arrears. (2016). Klemm, Alexander ; Checherita Westphal, Cristina ; Viefers, Paul ; Checherita-Westphal, Cristina . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:147-165.

Full description at Econpapers || Download paper

2016Fiscal multipliers in turbulent times: the case of Spain. (2016). Moral-Benito, Enrique ; Hernández de Cos, Pablo. In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0969-0.

Full description at Econpapers || Download paper

2016Tax multipliers: Pitfalls in measurement and identification. (2016). Vuletin, Guillermo ; Vegh, Carlos ; Riera-Crichton, Daniel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:30-48.

Full description at Econpapers || Download paper

2016Do fiscal multipliers depend on fiscal positions?. (2016). Ohnsorge, Franziska ; Lim, Jamus ; Kose, Ayhan ; Huidrom, Raju. In: CAMA Working Papers. RePEc:een:camaaa:2016-35.

Full description at Econpapers || Download paper

2016Do Fiscal Multipliers Depend on Fiscal Positions?. (2016). Ohnsorge, Franziska ; Lim, Jamus ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11346.

Full description at Econpapers || Download paper

2016Understanding the Size of the Government Spending Multiplier: Its in the Sign. (2016). Matthes, Christian ; Barnichon, Régis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11373.

Full description at Econpapers || Download paper

2016Liquidity Traps and Large-Scale Financial Crises. (2016). PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n32.

Full description at Econpapers || Download paper

2016The Effect of Fiscal Policy on Output in Times of Crisis and Prosperity: Historical Evidence From Greece . (2016). Chouliarakis, George ; Lazaretou, Sophia ; Gwiazdowski, Tadeusz . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:230.

Full description at Econpapers || Download paper

2016Uncertainty and the effectiveness of fiscal policy. (2016). Cover, James ; Arčabić, Vladimir ; Arabi, Vladimir . In: EFZG Working Papers Series. RePEc:zag:wpaper:1611.

Full description at Econpapers || Download paper

2016Terrorism and Capital Flight from Africa. (2016). Efobi, Uchenna ; Asongu, Simplice ; Uchenna, Efobi . In: MPRA Paper. RePEc:pra:mprapa:74651.

Full description at Econpapers || Download paper

2016East Asian Economies and Financial Globalization In the Post-Crisis World. (2016). Ito, Hiro ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22268.

Full description at Econpapers || Download paper

2016Chinas capital flight: Pre- and post-crisis experiences. (2016). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:88-112.

Full description at Econpapers || Download paper

2016International reserves for emerging economies: A liquidity approach. (2016). Pyun, Ju Hyun ; Jung, Kuk Mo ; Mo, Kuk ; Hyun, JU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:230-257.

Full description at Econpapers || Download paper

2016Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22737.

Full description at Econpapers || Download paper

2016Gromadzenie aktywów rezerwowych a motyw naśladownictwa - doświadczenia wybranych krajów z państwowymi funduszami majątkowymi. (2016). Urban, Dariusz . In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2016:i:3:p:127-143.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1618.

Full description at Econpapers || Download paper

2016Chinas Slowdown and Global Financial Market Volatility; Is World Growth Losing Out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: IMF Working Papers. RePEc:imf:imfwpa:16/63.

Full description at Econpapers || Download paper

2016Exchange Rate Predictability and State-of-the-Art Models. (2016). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2016-02.

Full description at Econpapers || Download paper

2016Exchange Rate Predictability and State-of-the-Art Models. (2016). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1603.

Full description at Econpapers || Download paper

2016China’s slowdown and global financial market volatility: is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:270.

Full description at Econpapers || Download paper

2016China’s slowdown and global financial market volatility: Is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: CAMA Working Papers. RePEc:een:camaaa:2016-57.

Full description at Econpapers || Download paper

2016Macroeconomic surprises, market environment and safe-haven currencies. (2016). Zanetti, Attilio ; Schlegel, Martin ; Jaggi, Adrian . In: Working Papers. RePEc:snb:snbwpa:2016-15.

Full description at Econpapers || Download paper

2016Stock market volatility using GARCH models: Evidence from South Africa and China stock markets. (2016). CHETENI, PRIVILEDGE. In: MPRA Paper. RePEc:pra:mprapa:77355.

Full description at Econpapers || Download paper

2016The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter. (2016). Ojeda-Joya, Jair ; Gomez-Gonzalez, Jose ; Ortiz, Maria Camila ; Kutan, Ali M. In: Borradores de Economia. RePEc:bdr:borrec:953.

Full description at Econpapers || Download paper

2016Modeling Financial Market Volatility in Transition Markets: A Multivariate Case. (2016). Oikonomikou, Leoni Eleni. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:204.

Full description at Econpapers || Download paper

2016The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Uluceviz, Erhan ; Schmidbauer, Harald ; Erkol, Narod ; Rosch, Angi . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509.

Full description at Econpapers || Download paper

2016International Trade Finance and the Cost Channel of Monetary Policy in Open Economies. (2016). Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:539.

Full description at Econpapers || Download paper

2016The Current Account Version of the Triffin Dilemma. (2016). McCauley, Robert ; Bordo, Michaeld . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:44:y:2016:i:2:d:10.1007_s11293-016-9499-1.

Full description at Econpapers || Download paper

2016The internationalisation of the RMB: New starts, jumps and tipping points. (2016). Batten, Jonathan ; Szilagyi, Peter G. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:221-238.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Does It Matter If Statistical Agencies Frame the Months CPI Report on a 1-Month or 12-Month Basis?. (2016). Saiki, Ayako ; Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:16-011.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus. (2016). Steffen, Sascha ; Pierret, Diane ; Acharya, Viral . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16019.

Full description at Econpapers || Download paper

2016.

Full description at Econpapers || Download paper

2016Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Dufrénot, Gilles ; Monsia, Fredia ; Gente, Karine ; Dufrenot, Gilles . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:123-146.

Full description at Econpapers || Download paper

2016The anatomy of sovereign risk contagion. (2016). Wu, Eliza ; Remolona, Eli ; Erdem, Magdalena ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:264-286.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Parsing financial fragmentation in the euro area: a multi-country DSGE perspective. (2016). Papadopoulou, Niki ; Jacquinot, Pascal ; DARRACQ PARIES, Matthieu. In: Working Paper Series. RePEc:ecb:ecbwps:20161891.

Full description at Econpapers || Download paper

2016Government expenditure composition and fiscal policy spillovers in small open economies within a monetary union. (2016). Lozej, Matija ; Jacquinot, Pascal ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:305-326.

Full description at Econpapers || Download paper

2016Synopsis of the Euro Area Financial Crisis. (2016). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Jacquinot, Pascal . In: Working Papers. RePEc:cyb:wpaper:2016-08.

Full description at Econpapers || Download paper

2016Forecast Disagreement and the Inflation Outlook: New International Evidence. (2016). Siklos, Pierre. In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-03.

Full description at Econpapers || Download paper

2016¿Están ancladas las expectativas de inflación en Colombia?. (2016). Melo-Velandia, Luis ; Gamba, Santiago ; Gonzalez, Eliana Rocio ; Santamaria, Santiago Gamba . In: Borradores de Economia. RePEc:bdr:borrec:940.

Full description at Econpapers || Download paper

2016International dynamics of inflation expectations. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-019.

Full description at Econpapers || Download paper

2016The time-varying degree of inflation expectations anchoring. (2016). Nautz, Dieter ; Melnick, Rafi ; Strohsal, Till. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:62-71.

Full description at Econpapers || Download paper

2016When did inflation expectations in the euro area de-anchor?. (2016). Probo, Rocco . In: DEM Working Papers. RePEc:trn:utwprg:2016/05.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus. (2016). Kruk, Dzmitry. In: BEROC Working Paper Series. RePEc:bel:wpaper:39.

Full description at Econpapers || Download paper

2016Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors. (2016). Reitz, Stefan ; JOCHEM, Axel. In: Discussion Papers. RePEc:zbw:bubdps:232016.

Full description at Econpapers || Download paper

2016Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; Bussiere, Matthieu ; Beirne, John ; Tilley, Thomas ; Estrada, Angel ; Schiavone, Alessandro ; Bruggemann, Axel ; Vonessen, Benjamin ; Balteanu, Irina ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Herzberg, Valerie . In: Occasional Paper Series. RePEc:ecb:ecbops:2016180.

Full description at Econpapers || Download Capital inflows — the good, the bad and the bubbly. (2016). Reinhardt, Dennis ; Hoggarth, Glenn ; Jung, Carsten . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0040.

Full description at Econpapers || Download paper

2016If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. (2016). Accominotti, Olivier ; Chambers, David . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64722.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets. (2016). Hamori, Shigeyuki ; Tian, Shuairu ; Cai, Xiao Jing . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:40:p:3789-3803.

Full description at Econpapers || Download paper

2016Empirical Analysis of ¡°Volatility Surprise¡± between Dollar Exchange Rate and CRB Commodity Future Markets. (2016). Wei, Ching-Chun . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:117-126.

Full description at Econpapers || Download paper

2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Marco, Chi Keung ; Gozgor, Giray . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45.

Full description at Econpapers || Download paper

2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1053-5.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Lending for growth? A Granger causality analysis of China’s finance–growth nexus. (2016). , Fredrik ; Opper, Sonja ; Burzynska, Katarzyna . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1034-8.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis. (2016). Buzkova, Petra ; Kopa, Milos . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:510-538.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Chinese stock market volatility and the role of U.S. economic variables. (2016). Jiang, Fuwei ; Xu, Weidong ; Li, Hongyi ; Chen, Jian . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:70-83.

Full description at Econpapers || Download paper

2016What we can learn from the early history of sovereign debt. (2016). Stasavage, David . In: Explorations in Economic History. RePEc:eee:exehis:v:59:y:2016:i:c:p:1-16.

Full description at Econpapers || Download paper

2016Flexible Fiscal Rules and Countercyclical Fiscal Policy. (2016). Tapsoba, René ; Guerguil, Martine ; Mandon, Pierre . In: IMF Working Papers. RePEc:imf:imfwpa:16/8.

Full description at Econpapers || Download paper

2016Do fiscal rules constrain fiscal policy? A meta-regression-analysis. (2016). Yeter, Mustafa ; Heinemann, Friedrich ; Moessinger, Marc-Daniel . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16027.

Full description at Econpapers || Download paper

2016Balanced Budget Rules and Fiscal Outcomes: Evidence from Historical Constitutions. (2016). Stratmann, Thomas ; Asatryan, Zareh ; Castellon, Cesar . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5893.

Full description at Econpapers || Download paper

2016Balanced budget rules and fiscal outcomes: Evidence from historical constitutions. (2016). Stratmann, Thomas ; Asatryan, Zareh ; Castellon, Cesar . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16034.

Full description at Econpapers || Download paper

2016Fiscal rules and compliance expectations – Evidence for the German debt brake. (2016). Janeba, Eckhard ; Heinemann, Friedrich ; Streif, Frank ; Schroder, Christoph . In: Journal of Public Economics. RePEc:eee:pubeco:v:142:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2016Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07.

Full description at Econpapers || Download paper

2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5709.

Full description at Econpapers || Download paper

2016The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5751.

Full description at Econpapers || Download paper

2016The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743.

Full description at Econpapers || Download paper

2016What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162.

Full description at Econpapers || Download paper

2016The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44.

Full description at Econpapers || Download paper

2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11035.

Full description at Econpapers || Download paper

2016The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11107.

Full description at Econpapers || Download paper

2016Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:30:y:2016:i:1:p:139-60.

Full description at Econpapers || Download paper

2016Time for Transition - an exploratory study of the transition to a carbon-neutral economy. (2016). de Vries-van Ewijk, Saskia ; Kakes, Jan ; Dicou, Diederik ; Schotten, Guido ; Regelink, Martijn . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1402.

Full description at Econpapers || Download paper

2016Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

Full description at Econpapers || Download paper

2016Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

Full description at Econpapers || Download paper

2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Chen, Hao ; Liao, Hua . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49.

Full description at Econpapers || Download paper

2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

Full description at Econpapers || Download paper

2016Global oil market and the U.S. stock returns. (2016). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:1277-1287.

Full description at Econpapers || Download paper

2016Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Nakajima, Jouchi ; Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Higashio, Naoto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e17.

Full description at Econpapers || Download paper

2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788.

Full description at Econpapers || Download paper

2016Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70.

Full description at Econpapers || Download paper

2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96.

Full description at Econpapers || Download paper

2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

Full description at Econpapers || Download paper

2016Business cycles and acquisition policy: Analysis of M&A deals of metallurgical companies. (2016). Fomin, M. In: Working Papers. RePEc:sps:wpaper:6441.

Full description at Econpapers || Download paper

2016Do the size, value, and momentum factors drive stock returns in emerging markets?. (2016). Yan, AN ; Cakici, Nusret ; Tang, YI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:179-204.

Full description at Econpapers || Download paper

2016International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135.

Full description at Econpapers || Download paper

2016Contemporaneous interactions among fuel, biofuel and agricultural commodities. (2016). Frijns, Bart ; Fernandez-Perez, Adrian ; Tourani-Rad, Alireza. In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:1-10.

Full description at Econpapers || Download paper

2016Supply response of corn farmers in Quebec: Analyzing the impact of prices volatility?. (2016). Tamini, Lota ; Sedghy, Bahareh Mosadegh ; Lambert, Remy . In: Cahiers de recherche CREATE. RePEc:lvl:creacr:2016-1.

Full description at Econpapers || Download paper

2016Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Rasiah, Devinaga ; Ying, Tay Lee . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236.

Full description at Econpapers || Download paper

2016Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20161905.

Full description at Econpapers || Download paper

2016Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

Full description at Econpapers || Download paper

2016A closer look at the Phillips curve using state-level data. (2016). Orrenius, Pia ; Kumar, Anil . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:84-102.

Full description at Econpapers || Download paper

2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses. (2016). Rubaszek, Michał ; Mućk, Jakub ; Ca' Zorzi, Michele ; Michele Ca, . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9386-4.

Full description at Econpapers || Download paper

2016Taylor rule deviations and out-of-sample exchange rate predictability. (2016). Molodtsova, Tanya ; Papell, David H ; Ince, Onur . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:22-44.

Full description at Econpapers || Download paper

2016Sovereign Risk, Bank Funding and Investors Pessimism. (2016). Faia, Ester. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11340.

Full description at Econpapers || Download paper

2016Sovereign risk, bank funding and investors pessimism. (2016). Faia, Ester. In: CFS Working Paper Series. RePEc:zbw:cfswop:542.

Full description at Econpapers || Download paper

2016Environmental Macroeconomics. (2016). Hassler, J ; Smith, A A ; Krusell, P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1893.

Full description at Econpapers || Download paper

2016The Current Account Version of the Triffin Dilemma. (2016). McCauley, Robert ; Bordo, Michaeld . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:44:y:2016:i:2:d:10.1007_s11293-016-9499-1.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Pernicious effects: How the credit rating agencies disadvantage emerging markets. (2016). Luitel, Prabesh ; De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:286-298.

Full description at Econpapers || Download paper

2016How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541.

Full description at Econpapers || Download paper

2016Terrorism and its impact on the cost of debt. (2016). Ujah, Nacasius U ; Procasky, William J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:253-266.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:32-48.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101.

Full description at Econpapers || Download paper

2016Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789.

Full description at Econpapers || Download paper

2016Inflation targeting credibility and sovereign risk: evidence from Colombia. (2016). de Mendonça, Helder ; Galvis Ciro, Juan Camilo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Applied Economics Letters. RePEc:taf:apeclt:v:23:y:2016:i:14:p:984-990.

Full description at Econpapers || Download paper

2016An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies. (2016). Medel, Carlos A. ; Alfaro, Rodrigo ; Moreno, Carola . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:795.

Full description at Econpapers || Download paper

2016Concentrated Production and Conditional Heavy Tails in Commodity Returns. (2016). Merener, Nicolas. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:1:p:46-65.

Full description at Econpapers || Download paper

2016The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective. (2016). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:266-277.

Full description at Econpapers || Download paper

2016Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach. (2016). Ergen, Ibrahim ; Rizvanoghlu, Islam . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:64-74.

Full description at Econpapers || Download paper

2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

Full description at Econpapers || Download paper

2016Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?. (2016). Cruz-Rodriguez, Alexis. In: MPRA Paper. RePEc:pra:mprapa:71949.

Full description at Econpapers || Download paper

2016Exchange Arrangements and Speculative Attacks: Is there a link?. (2016). Cruz-Rodriguez, Alexis. In: MPRA Paper. RePEc:pra:mprapa:72359.

Full description at Econpapers || Download paper

2016Cross-Border Banking and Business Cycles in Asymmetric Currency Unions. (2016). Dräger, Lena ; Drager, Lena ; Proao, Christian . In: IMK Working Paper. RePEc:imk:wpaper:161-2016.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). Roubaud, David ; GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201654.

Full description at Econpapers || Download paper

2016Momentum trading behavior in the FX market: Evidence from Japanese retail investors. (2016). Koga, Maiko . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00435.

Full description at Econpapers || Download paper

2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:540.

Full description at Econpapers || Download paper

2016Do capital flows change domestic credit allocation?. (2016). Samarina, Anna ; Bezemer, Dirk . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:98-121.

Full description at Econpapers || Download paper

2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Devereux, Michael ; Banerjee, Ryan ; Lombardo, Giovanni . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:275-297.

Full description at Econpapers || Download paper

2016Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Intergenerational Risk Sharing. (2016). Beetsma, R ; Romp, W. In: Handbook of the Economics of Population Aging. RePEc:eee:hapoch:v1_311.

Full description at Econpapers || Download paper

2016Monetary Union, Even Higher Integration, or Back to National Currencies?. (2016). Varthalitis, Petros ; Economides, George ; Philippopoulos, Apostolis . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5762.

Full description at Econpapers || Download paper

2016Public debt, bailouts, and common bonds. (2016). Kalamov, Zarko ; Staal, Klaas . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:23:y:2016:i:4:d:10.1007_s10797-016-9395-2.

Full description at Econpapers || Download paper

2016Monetary Union, Even Higher Integration, or Back to National Currencies?. (2016). Varthalitis, Petros ; Economides, George ; Philippopoulos, Apostolis . In: CESifo Economic Studies. RePEc:oup:cesifo:v:62:y:2016:i:2:p:232-255..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Interpreting the movement of oil prices: Driven by fundamentals or bubbles?. (2016). Zhang, Yue-Jun ; Yao, Ting . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:226-240.

Full description at Econpapers || Download paper

2016Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

Full description at Econpapers || Download paper

2016Housing markets and unconventional monetary policy. (2016). Rahal, Charles . In: Journal of Housing Economics. RePEc:eee:jhouse:v:32:y:2016:i:c:p:67-80.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice. (2016). Fischer, Christoph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:214-238.

Full description at Econpapers || Download paper

2016The real exchange rate and economic growth: revisiting the case using external instruments. (2016). Stracca, Livio ; Mileva, Elitza ; Habib, Maurizio Michael . In: Working Paper Series. RePEc:ecb:ecbwps:20161921.

Full description at Econpapers || Download paper

2016Exchange rate regimes and real exchange rate volatility: Does inflation targeting help or hurt?. (2016). Rajan, Ramkishen ; Li, Jie ; Ouyang, Alice Y. In: Japan and the World Economy. RePEc:eee:japwor:v:39:y:2016:i:c:p:62-72.

Full description at Econpapers || Download paper

2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Kang, Sang Hoon ; Hammoudeh, Shawkat ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276.

Full description at Econpapers || Download paper

2016Diversification with volatility products. (2016). Korovilas, Dimitris ; Kapraun, Julia ; Alexander, Carol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:213-235.

Full description at Econpapers || Download paper

2016Inflation targeting and public deficit in emerging countries: A time varying treatment effect approach. (2016). BEN AISSA, Mohamed ; Kadria, Mohamed. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:108-114.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria. (2016). Isola, Lawal Adedoyin . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-45.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time–varying Parameter VAR. (2016). Milas, Costas ; Ellington, Michael ; Florackis, Chris . In: Working Paper Series. RePEc:rim:rimwps:16-28.

Full description at Econpapers || Download paper

2016Endogenous trade participation with price rigidities. (2016). Imura, Yuko. In: Journal of International Economics. RePEc:eee:inecon:v:100:y:2016:i:c:p:14-33.

Full description at Econpapers || Download paper

2016A global trade model for the euro area. (2016). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello. In: Working Paper Series. RePEc:ecb:ecbwps:20161986.

Full description at Econpapers || Download paper

2016The Impact of Commodity Price Movements on the New Zealand Economy. (2016). Wong, Benjamin ; Nodari, Gabriela ; Kamber, Gunes. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2016/05.

Full description at Econpapers || Download paper

2016Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model. (2016). Kagraoka, Yusho . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:609-617.

Full description at Econpapers || Download paper

2016On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

Full description at Econpapers || Download paper

2016International Capital Market Frictions and Spillovers from Quantitative Easing. (2016). MacDonald, Margaux. In: Working Papers. RePEc:qed:wpaper:1346.

Full description at Econpapers || Download paper

2016Global corporate bond issuance: What role for US quantitative easing?. (2016). Lo Duca, Marco ; Martinez, Ariadna Vidal ; Nicoletti, Giulio . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:114-150.

Full description at Econpapers || Download paper

2016Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials. (2016). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: CEPS Papers. RePEc:eps:cepswp:11266.

Full description at Econpapers || Download paper

2016Currency intervention and the global portfolio balance effect: Japanese lessons. (2016). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:39:y:2016:i:c:p:1-16.

Full description at Econpapers || Download paper

2016Spillovers from Japan’s Unconventional Monetary Policy to Emerging Asia; a Global VAR approach. (2016). Ganelli, Giovanni ; Tawk, Nour . In: IMF Working Papers. RePEc:imf:imfwpa:16/99.

Full description at Econpapers || Download paper

2016Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

Full description at Econpapers || Download paper

2016Spillover of the ECBs monetary policy outside the euro area: How different is conventional from unconventional policy?. (2016). Vašíček, Bořek ; Claeys, Peter ; Babecká-Kucharčuková, Oxana ; Kucharukova, Oxana Babecka ; Vaiek, Boek . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:2:p:199-225.

Full description at Econpapers || Download paper

2016Asset managers, eurodollars and unconventional monetary policy. (2016). McCauley, Robert ; Kreicher, Lawrence L. In: BIS Working Papers. RePEc:bis:biswps:578.

Full description at Econpapers || Download paper

2016Unconventional monetary policy and the spillovers to emerging markets. (2016). PeterTillmann, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:136-156.

Full description at Econpapers || Download paper

2016Unconventional monetary policy in a small open economy. (2016). Popiel, Michal ; MacDonald, Margaux. In: Working Papers. RePEc:qed:wpaper:1367.

Full description at Econpapers || Download paper

2016Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices. (2016). Bernhard, Severin ; Ebner, Till . In: Working Papers. RePEc:snb:snbwpa:2016-09.

Full description at Econpapers || Download paper

2016Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation. (2016). Pereira da Silva, Luiz Awazu ; Barroso, João ; Barata, Joo ; Sales, Adriana Soares . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:102-122.

Full description at Econpapers || Download paper

2016Quantitative easing and the post-crisis surge in financial flows to developing countries. (2016). Mohapatra, Sanket ; Lim, Jamus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:331-357.

Full description at Econpapers || Download paper

2016Determinants of sovereign bond yields in emerging economies: Some panel inferences. (2016). Kamaiah, Bandi ; Goyari, Phanindra ; Naidu, Sri Hari . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:101-118.

Full description at Econpapers || Download paper

2016Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc. (2016). Fischer, Andreas ; Alvero, Adrien. In: Working Papers. RePEc:szg:worpap:1607.

Full description at Econpapers || Download paper

2016Global financial market impact of the announcement of the ECBs asset purchase programme. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:257-265.

Full description at Econpapers || Download paper

2016The response of sovereign bond yields to U.S. monetary policy. (2016). Zakrajsek, Egon ; Gilchrist, Simon ; Yue, Vivian Z ; Zakrajek, Egon . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:19:y:2016:i:2:p:102-106.

Full description at Econpapers || Download paper

2016Determinants of sovereign bond yields in emerging economies: Some panel inferences. (2016). Kamaiah, Bandi ; Goyari, Phanindra ; Naidu, Sri Hari . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:101-118.

Full description at Econpapers || Download paper

2016Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc. (2016). Fischer, Andreas ; Alvero, Adrien . In: Aussenwirtschaft. RePEc:usg:auswrt:2016:67:02:31-50.

Full description at Econpapers || Download paper

2016The Hawkes process with renewal immigration & its estimation with an EM algorithm. (2016). Wheatley, Spencer ; Sornette, Didier ; Filimonov, Vladimir . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:94:y:2016:i:c:p:120-135.

Full description at Econpapers || Download paper

2016Conditional interest rate risk and the cross-section of excess stock returns. (2016). Atanasov, Victoria . In: Review of Financial Economics. RePEc:eee:revfin:v:30:y:2016:i:c:p:23-32.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?. (2016). Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:117-139.

Full description at Econpapers || Download paper

2016Trade, finance or policies: What drives the cross-border spill-over of business cycles?. (2016). Stracca, Livio ; Montinari, Letizia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:131-148.

Full description at Econpapers || Download paper

2016Searching for the source of macroeconomic integration across advanced economies. (2016). Aysun, Uluc. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:68:y:2016:i:2:p:316-339..

Full description at Econpapers || Download paper

2016Global Risk and International Equity Portfolio Rebalancing. (2016). Lee, Dong Won ; Kim, Kyungkeun . In: Working Papers. RePEc:ucr:wpaper:201605.

Full description at Econpapers || Download paper

2016Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54.

Full description at Econpapers || Download paper

2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations. (2016). Park, Sung Y. ; Zhong, Wanling ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671.

Full description at Econpapers || Download paper

2016Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

Full description at Econpapers || Download paper

2016Price discovery and risk transfer in the Brent crude oil futures market. (2016). Abdullahi, Saada Abba ; Muhammad, Zahid . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:23-35.

Full description at Econpapers || Download paper

2016Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window. (2016). Xu, Haiyun . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:34:y:2016:i:2:p:309-332.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Chinese liquidity increases and the U.S. economy. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:764-771.

Full description at Econpapers || Download paper

2016Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212.

Full description at Econpapers || Download paper

2016Forecasting Chinas Economic Growth and Inflation. (2016). Zha, Tao ; Higgins, Patrick ; Zhong, Karen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-07.

Full description at Econpapers || Download paper

2016Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China. (2016). Zha, Tao ; Waggoner, Daniel ; Higgins, Patrick ; Chen, Kaiji. In: NBER Working Papers. RePEc:nbr:nberwo:22650.

Full description at Econpapers || Download paper

2016Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach. (2016). Spiegel, Mark ; Liu, Zheng ; Tai, Andrew . In: Working Paper Series. RePEc:fip:fedfwp:2016-30.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61.

Full description at Econpapers || Download paper

2016Fire-sale FDI or business as usual?. (2016). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda . In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:93-113.

Full description at Econpapers || Download paper

2016What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt. (2016). Márquez-Ramos, Laura ; Heid, Benedikt ; Alama-Sabater, Luisa ; Marquez-Ramos, Laura ; Jimenez-Fernandez, Eduardo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:466-474.

Full description at Econpapers || Download paper

2016International Reserves, External Debt Maturity, and the Reinforcement Effect for Financial Stability. (2016). Steiner, Andreas ; Qian, Xingwang. In: ifo Working Paper Series. RePEc:ces:ifowps:_211.

Full description at Econpapers || Download paper

2016Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330.

Full description at Econpapers || Download paper

2016Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22737.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Inflation dynamics and inflation expectations in Thailand. (2016). Direkudomsak, Wanicha . In: BIS Papers chapters. RePEc:bis:bisbpc:89-25.

Full description at Econpapers || Download paper

2016Financial globalisation and monetary policy effectiveness. (2016). Mehl, Arnaud ; Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:200-212.

Full description at Econpapers || Download paper

2016Asymmetric Exchange Rate Pass-through and Monetary Policy in Open Economy. (2016). GUO, Rufei ; Wang, Sheng . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:1:wangguo.

Full description at Econpapers || Download paper

2016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

2016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:329-340.

Full description at Econpapers || Download paper

2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets. (2016). El Ouadghiri, Imane ; Uctum, Remzi . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:218-234.

Full description at Econpapers || Download paper

2016Strategic and operational management of organizational resilience: Current state of research and future directions. (2016). Annarelli, Alessandro ; Nonino, Fabio . In: Omega. RePEc:eee:jomega:v:62:y:2016:i:c:p:1-18.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016What determines output losses after banking crises?. (2016). Devereux, John ; Dwyer, Gerald P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:69-94.

Full description at Econpapers || Download paper

2016Grexit News and Stock Returns. (2016). Neuenkirch, Matthias ; Haupenthal, Andreas . In: Research Papers in Economics. RePEc:trr:wpaper:201608.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Euro crash risk. (2016). Kräussl, Roman ; Kraussl, Roman ; Lehnert, Thorsten ; Senulyt, Sigita . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:417-428.

Full description at Econpapers || Download paper

2016The effect of political communication on European financial markets during the sovereign debt crisis. (2016). Conrad, Christian ; Zumbach, Klaus Ulrich . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:209-214.

Full description at Econpapers || Download paper

2016Commodity prices and fiscal policy design: Procyclical despite a rule. (2016). Thorsrud, Leif ; Bjørnland, Hilde. In: CAMA Working Papers. RePEc:een:camaaa:2016-27.

Full description at Econpapers || Download paper

2016Bayesian Estimation of the Storage Model using Information on Quantities. (2016). Legrand, Nicolas ; Gouel, Christophe. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235599.

Full description at Econpapers || Download paper

2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:109:y:2016:i:c:p:29-37.

Full description at Econpapers || Download paper

2016Stationarity changes in long-run energy commodity prices. (2016). Zaklan, Aleksandar ; Neumann, Anne ; Abrell, Jan. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:96-103.

Full description at Econpapers || Download paper

2016Credit booms, banking crises, and the current account. (2016). Davis, Jonathan ; Mack, Adrienne ; Phoa, Wesley ; Vandenabeele, Anne . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:360-377.

Full description at Econpapers || Download paper

2016The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CAMA Working Papers. RePEc:een:camaaa:2016-10.

Full description at Econpapers || Download paper

2016The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; Roeger, Werner . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:269.

Full description at Econpapers || Download paper

2016Consumer risk appetite, the credit cycle, and the housing bubble. (2016). Breeden, Joseph L ; Canals-Cerda, Jose J. In: Working Papers. RePEc:fip:fedpwp:16-5.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Pataracchia, Beatrice ; Roeger, Werner . In: Working Papers ECARES. RePEc:eca:wpaper:2013/227474.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11121.

Full description at Econpapers || Download paper

2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working Paper Series. RePEc:fip:fedfwp:2016-08.

Full description at Econpapers || Download paper

2016The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:21-41.

Full description at Econpapers || Download paper

2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:3-20.

Full description at Econpapers || Download paper

2016The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Kollmann, Robert ; Ratto, Marco ; Pataracchia, Beatrice ; Roeger, Werner . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145473.

Full description at Econpapers || Download paper

2016Current Account Dynamics and the Housing Cycle in Spain. (2016). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian ; Maas, Daniel . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145824.

Full description at Econpapers || Download paper

2016Trading-off volatility and distortions? Food policy during price spikes. (2016). Swinnen, Johan ; Pieters, Hannah . In: Food Policy. RePEc:eee:jfpoli:v:61:y:2016:i:c:p:27-39.

Full description at Econpapers || Download paper

2016Political Economy of Trade and Storage Policies Coordination, and the Role of Domestic Public Storage in the World Market. (2016). Yan, Wenshou. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-16.

Full description at Econpapers || Download paper

2016Savings and investment behaviour in the euro area. (2016). Özyurt, Selin ; Vicard, Vincent ; Strachotova, Anna ; Panagiotou, Stylianos ; Nagengast, Arne ; Jaccard, Ivan ; Gulan, Adam ; Gatt, William ; Felt, Marie-Helene ; Everett, Mary ; Dees, Stephane ; Costa, Sónia ; Piette, Cristophe ; Radde, Soren ; Ozyurt, Selin ; Rusinova, Desislava ; Morris, Richard ; Ferrando, Annalisa ; Buelens, Christian ; Audoly, Richard ; Bijsterbosch, Martin ; Zorell, Nico ; Force, Investment Task ; Forster, Katrin ; Rodriguez-Palenzuela, Diego ; Andersson, Malin ; Raudsaar, Taavi ; van Nieuwenhuyze, Christophe . In: Occasional Paper Series. RePEc:ecb:ecbops:2016167.

Full description at Econpapers || Download <

2016Asymmetric Credit Growth and Current Account Imbalances in the Euro Area. (2016). Unger, Robert. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2016:i:166.

Full description at Econpapers || Download paper

2016Die Kapitalmarktunion: eine zweifelhafte Vision. (2016). Gabrisch, Hubert. In: MPRA Paper. RePEc:pra:mprapa:72287.

Full description at Econpapers || Download paper

2016Euro Area Imbalances: Measuring the Contribution of Expenditure Growth and Expenditure Switching. (2016). Schröder, Enno ; Schroder, Enno . In: Working Papers. RePEc:new:wpaper:1604.

Full description at Econpapers || Download paper

2016Euro currency risk and the geography of debt flows to peripheral EMU. (2016). Nguyen, Ha ; Ersal Kiziler, Eylem ; Ersal-Kiziler, Eylem . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:1-20.

Full description at Econpapers || Download paper

2016On the estimation and testing of predictive panel regressions. (2016). , Joakimwesterlund ; Karabiyik, Hande ; Narayan, Paresh ; Westerlund, Joakim . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:115-125.

Full description at Econpapers || Download paper

2016Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

Full description at Econpapers || Download paper

2016Foreign exchange market intervention in EMEs: what has changed?. (2016). Kohlscheen, Emanuel ; Domanski, Dietrich ; Moreno, Ramon . In: BIS Quarterly Review. RePEc:bis:bisqtr:1609f.

Full description at Econpapers || Download paper

2016Emerging derivatives markets?. (2016). Upper, Christian ; Jorge, Marcos ; Valli, Marcos . In: BIS Quarterly Review. RePEc:bis:bisqtr:1612g.

Full description at Econpapers || Download paper

2016Non-deliverable forwards: impact of currency internationalisation and derivatives reform. (2016). McCauley, Robert ; Shu, Chang . In: BIS Quarterly Review. RePEc:bis:bisqtr:1612h.

Full description at Econpapers || Download paper

2016Is there a bubble in the art market?. (2016). Martelin, Nicolas ; Kräussl, Roman ; Kraussl, Roman ; Lehnert, Thorsten . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:99-109.

Full description at Econpapers || Download paper

2016Is the United States in the middle of a healthcare bubble?. (2016). Liang, Yia-Wun ; Lin, Yu-Hui ; Chen, Wen-Yi . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:17:y:2016:i:1:p:99-111.

Full description at Econpapers || Download paper

2016Commodity Price Bubbles and Macroeconomics: Evidence from Chinese Agricultural Markets. (2016). Etienne, Xiaoli ; Chavas, Jean-Paul ; Li, Jian . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235068.

Full description at Econpapers || Download paper

2016Is the United States in the middle of a healthcare bubble?. (2016). Lin, Yu-Hui ; Chen, Wen-Yi ; Liang, Yia-Wun . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:17:y:2016:i:1:d:10.1007_s10198-015-0668-y.

Full description at Econpapers || Download paper

2016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

2016Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I ; Robert, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574.

Full description at Econpapers || Download paper

2016The shine of precious metals around the global financial crisis. (2016). Figuerola-Ferretti, Isabel ; McCrorie, Roderick J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:717-738.

Full description at Econpapers || Download paper

2016Factores explicativos de la disposición a pagar por atributos culturales en nuez de Castilla. (2016). Mndez, Nexeai Luna ; Jurez, Javier Ramrez ; Jaramillo, Jos Luis . In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:241270.

Full description at Econpapers || Download paper

2016Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller. (2016). Caramugan, Karlo Martin ; Bayacag, Purisima . In: MPRA Paper. RePEc:pra:mprapa:74807.

Full description at Econpapers || Download paper

2016Testing for bubbles in agriculture commodity markets. (2016). Balcombe, Kelvin ; Areal, Francisco ; Rapsomanikis, George . In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:241272.

Full description at Econpapers || Download paper

2016Synergy or downward competition? Interactions between small credit institutions in local markets. (2016). Kozowski, Ukasz . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:66-74.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne . In: Arbeitspapiere. RePEc:zbw:wwuifg:167.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25.

Full description at Econpapers || Download paper

2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5755.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5782.

Full description at Econpapers || Download paper

2016Effects of energy price fluctuations on industries with energy inputs: An application to China. (2016). NIE, Pu-yan ; Yang, Yong-Cong . In: Applied Energy. RePEc:eee:appene:v:165:y:2016:i:c:p:329-334.

Full description at Econpapers || Download paper

2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:16-18.

Full description at Econpapers || Download paper

2016What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Zhou, Yimin ; Yin, Libo. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201620.

Full description at Econpapers || Download paper

2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

Full description at Econpapers || Download paper

2016The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Kaabia, Olfa ; Abid, Ilyes . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

Full description at Econpapers || Download paper

2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/684160.

Full description at Econpapers || Download paper

2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6282.

Full description at Econpapers || Download paper

2016Did the renewable fuel standard shift market expectations of the price of ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CFS Working Paper Series. RePEc:zbw:cfswop:563.

Full description at Econpapers || Download paper

2016Sentiment, mood and outbound tourism demand. (2016). Filis, George ; Dragouni, Mina ; Santamaria, Daniel ; Gavriilidis, Konstantinos . In: Annals of Tourism Research. RePEc:eee:anture:v:60:y:2016:i:c:p:80-96.

Full description at Econpapers || Download paper

2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

Full description at Econpapers || Download paper

2016Network effects and systemic risk in the banking sector. (2016). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62.

Full description at Econpapers || Download paper

2016Excess liquidity and the money market in the euro area. (2016). Beaupain, Renaud ; Durre, Alain . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:33-44.

Full description at Econpapers || Download paper

2016Global food prices and domestic inflation: some cross-country evidence. (2016). wachter, susan ; Simon, John ; Loungani, Prakash ; Furceri, Davide. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:68:y:2016:i:3:p:665-687..

Full description at Econpapers || Download paper

2016Increase in home bias in the Eurozone debt crisis: The role of domestic shocks. (2016). Cornand, Camille ; Gimet, Celine ; Gandre, Pauline . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:445-469.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Surviving the perfect storm: the role of the lender of last resort. (2016). Soares, Carla ; Bonfim, Diana ; Alves, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201617.

Full description at Econpapers || Download paper

2016The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis. (2016). Nusair, Salah. In: Energy Policy. RePEc:eee:enepol:v:91:y:2016:i:c:p:256-267.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard. In: MPRA Paper. RePEc:pra:mprapa:76382.

Full description at Econpapers || Download paper

2016Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:5-12.

Full description at Econpapers || Download paper

2016Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:16-37.

Full description at Econpapers || Download paper

2016THE IMPACT OF A CENTRAL BANK’S VERBAL INTERVENTIONS ON STOCK EXCHANGE INDICES IN A RESOURCE BASED ECONOMY: THE EVIDENCE FROM RUSSIA. (2016). Kuznetsova, Olga ; Ulyanova, Sofiya R. In: HSE Working papers. RePEc:hig:wpaper:155/ec/2016.

Full description at Econpapers || Download paper

2016Did the financial crisis affect environmental efficiency? evidence from the Japanese manufacturing sector. (2016). Managi, Shunsuke ; Fujii, Hidemichi ; Matousek, Roman ; Assaf, George A. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:18:y:2016:i:2:d:10.1007_s10018-015-0127-0.

Full description at Econpapers || Download paper

2016Historical Research Approaches to the Analysis of Internationalisation. (2016). Buckley, Peter J. In: Management International Review. RePEc:spr:manint:v:56:y:2016:i:6:d:10.1007_s11575-016-0300-0.

Full description at Econpapers || Download paper

2016Bank Secrecy in Offshore Centres and Capital Flows: Does Blacklisting Matter?. (2016). masciandaro, donato ; Dandrea, Angelo ; Balakina, Olga . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1620.

Full description at Econpapers || Download paper

2016Assessing European firms’ exports and productivity distributions: the CompNet trade module. (2016). Oropallo, Filippo ; Harasztosi, Péter ; Dhyne, Emmanuel ; BUGAMELLI, MATTEO ; Berthou, Antoine ; Merikull, Jaanika ; Lalinsky, Tibor ; Demian, Calin-Vlad ; Cazacu, Ana-Maria ; Soares, Ana Cristina . In: Working and Discussion Papers. RePEc:svk:wpaper:1041.

Full description at Econpapers || Download paper

2016Margins of Trade: Czech Firms Before, During and After the Crisis. (2016). Galuscak, Kamil ; Sutoris, Ivan . In: Working Papers. RePEc:cnb:wpaper:2016/12.

Full description at Econpapers || Download paper

2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70183.

Full description at Econpapers || Download paper

2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794.

Full description at Econpapers || Download paper

2016Exchange Rate Returns and External Adjustment: Evidence from Switzerland. (2016). Nitschka, Thomas ; Grisse, Christian. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9376-6.

Full description at Econpapers || Download paper

2016International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124.

Full description at Econpapers || Download paper

2016A lost century in economics: Three theories of banking and the conclusive evidence. (2016). Werner, Richard A. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:361-379.

Full description at Econpapers || Download paper

2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

Full description at Econpapers || Download paper

2016Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe. (2016). Choudhry, Taufiq . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:303-311.

Full description at Econpapers || Download paper

2016Financial Crisis Interventions. (2016). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:16-29.

Full description at Econpapers || Download paper

2016Why are some banks recapitalized and others taken over?. (2016). Frantz, Pascal ; Beccalli, Elena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:79-95.

Full description at Econpapers || Download paper

2016Approximating fixed-horizon forecasts using fixed-event forecasts. (2016). Knüppel, Malte ; Knuppel, Malte ; Vladu, Andreea L. In: Discussion Papers. RePEc:zbw:bubdps:282016.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area. (2016). de Haan, Jakob ; Fabian, Amtenbrink ; Rene, Repasi . In: Review of Law & Economics. RePEc:bpj:rlecon:v:12:y:2016:i:3:p:605-633:n:7.

Full description at Econpapers || Download paper

2016Freeing Greece from capital controls: Were the restrictions enforced in time?. (2016). Samitas, Aristeidis ; Polyzos, Stathis . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:196-213.

Full description at Econpapers || Download paper

2016Measuring on-going changes in Chinas capital controls: A de jure and a hybrid index data set. (2016). Qian, Xingwang ; CHEN, Jinzhao. In: China Economic Review. RePEc:eee:chieco:v:38:y:2016:i:c:p:167-182.

Full description at Econpapers || Download paper

2016The risk in capital controls. (2016). Gkillas (Gillas), Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266.

Full description at Econpapers || Download paper

2016Growth econometrics for agnostics and true believers. (2016). Temple, Jonathan ; Rockey, James. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:86-102.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal. (2016). Binici, Mahir ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:65-87.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016The effects of foreign ownership on competition in the banking industry: The key role of financial reforms. (2016). Lee, Chien-Chiang ; Hsieh, Meng-Fen ; Yang, Shih-Jui . In: Japan and the World Economy. RePEc:eee:japwor:v:37-38:y:2016:i::p:27-46.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16.

Full description at Econpapers || Download Testing 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.

Full description at Econpapers || Download paper

2016Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Comment on Rudebusch and Williams, “A wedge in the dual mandate: Monetary policy and long-term unemployment”. (2016). Lothian, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:19-25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:276.

Full description at Econpapers || Download paper

2016Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?. (2016). Adler, Gustavo ; Djigbenou, Marie-Louise ; Sosa, Sebastian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:8-28.

Full description at Econpapers || Download paper

2016Are U.S. investors blindly chasing returns in foreign countries?. (2016). Guo, Liang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:309-334.

Full description at Econpapers || Download paper

2016The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:16-9.

Full description at Econpapers || Download paper

2016Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:34:y:2016:i:81:p:175-190.

Full description at Econpapers || Download paper

2016International capital flows to emerging markets: National and global determinants. (2016). Fiess, Norbert ; Byrne, Joseph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:82-100.

Full description at Econpapers || Download paper

2016Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets. (2016). Barroso, João. In: Working Papers Series. RePEc:bcb:wpaper:420.

Full description at Econpapers || Download paper

2016Dynamic Capital inflow transmission of monetary policy to emerging markets. (2016). Olani, Adugna. In: Working Papers. RePEc:qed:wpaper:1358.

Full description at Econpapers || Download paper

2016The international transmission of risk: Causal relations among developed and emerging countries’ term premia. (2016). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Moreno-Gutierrez, Jose Fernando ; Espinosa-Torres, Juan Andres ; Moreno Gutiérrez, José. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:646-654.

Full description at Econpapers || Download paper

2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

Full description at Econpapers || Download paper

2016Negative Interest Rate Policies: Sources and Implications. (2016). Taskin, Temel ; Kose, Ayhan ; Arteta, Carlos ; Stocker, Marc . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1609.

Full description at Econpapers || Download paper

2016Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_351_16.

Full description at Econpapers || Download paper

2016Negative Interest Rate Policies: Sources and Implications. (2016). Taskin, Temel ; Kose, Ayhan ; Arteta, Carlos ; Stocker, Marc . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11433.

Full description at Econpapers || Download paper

2016Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; Bussiere, Matthieu ; Beirne, John ; Tilley, Thomas ; Estrada, Angel ; Schiavone, Alessandro ; Bruggemann, Axel ; Vonessen, Benjamin ; Balteanu, Irina ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Herzberg, Valerie . In: Occasional Paper Series. RePEc:ecb:ecbops:2016180.

Full description at Econpapers || Download The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952.

Full description at Econpapers || Download paper

2016The currency dimension of the bank lending channel in international monetary transmission. (2016). Takats, Elod ; Temesvary, Judit . In: BIS Working Papers. RePEc:bis:biswps:600.

Full description at Econpapers || Download paper

2016Changes in Prudential Policy Instruments — A New Cross-Country Database. (2016). Segalla, Esther ; Correa, Ricardo ; Cerutti, Eugenio ; Fiorentino, Elisabetta . In: IMF Working Papers. RePEc:imf:imfwpa:16/110.

Full description at Econpapers || Download paper

2016Changing Times for Frontier Markets; A Perspective from Portfolio Investment Flows and Financial Integration. (2016). Abidi, Nordine ; Nkusu, Mwanza ; Hacibedel, Burcu . In: IMF Working Papers. RePEc:imf:imfwpa:16/177.

Full description at Econpapers || Download paper

2016Real Effects of Capital Inflows in Emerging Markets. (2016). Mirzaei, Ali ; Igan, Deniz ; Kutan, Ali M. In: IMF Working Papers. RePEc:imf:imfwpa:16/235.

Full description at Econpapers || Download paper

2016Emerging Market Corporate Leverage and Global Financial Conditions. (2016). Alter, Adrian ; Elekdag, Selim . In: IMF Working Papers. RePEc:imf:imfwpa:16/243.

Full description at Econpapers || Download paper

2016US International Equity Investment and Economic Fundamentals. (2016). Hasler, Nicole . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145840.

Full description at Econpapers || Download paper

2016The effects of saving-investment gap on economic growth in developing countries: A clustering and panel data analysis. (2016). Gocer, Ismet ; Alatas, Sedat ; Akin, Tugba . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:157-172.

Full description at Econpapers || Download paper

2016U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates. (2016). Albagli, Elias ; Saravia, Diego ; Leiva-Leon, Danilo . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c09pp285-307.

Full description at Econpapers || Download paper

2016The Renminbi Central Parity: An Empirical Investigation. (2016). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5963.

Full description at Econpapers || Download paper

2016Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi. (2016). Yang, Jian ; Wang, Zijun . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:7:p:695-718.

Full description at Econpapers || Download paper

2016Piecewise linear trends and cycles in primary commodity prices. (2016). Winkelried, Diego. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:196-213.

Full description at Econpapers || Download paper

2016Selecting the tuning parameter of the ℓ1 trend filter. (2016). Hiroshi, Yamada ; Gawon, Yoon . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:97-105:n:5.

Full description at Econpapers || Download paper

2016Survey on New Zealanders’ Attitudes Towards and Knowledge of Macroeconomic Policy Issues: Documentation of Survey Methodology and Descriptive Results. (2016). Neumeier, Florian ; Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:201630.

Full description at Econpapers || Download paper

2016Speaking to the people? Money, trust, and central bank legitimacy in the age of quantitative easing. (2016). Braun, Benjamin . In: MPIfG Discussion Paper. RePEc:zbw:mpifgd:1612.

Full description at Econpapers || Download paper

2016Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:538.

Full description at Econpapers || Download paper

2016Market structure and exchange rate pass-through. (2016). Auer, Raphael ; Schoenle, Raphael S. In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:60-77.

Full description at Econpapers || Download paper

2016Pass-Through of Imported Input Prices to Domestic Producer Prices; Evidence from Sector-Level Data. (2016). Ahn, JaeBin ; Park, Chang-Gui . In: IMF Working Papers. RePEc:imf:imfwpa:16/23.

Full description at Econpapers || Download paper

2016The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China. (2016). Funke, Michael ; Chen, Hongyi ; Tsang, Andrew . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_011.

Full description at Econpapers || Download paper

2016Political Business Cycles 40 Years after Nordhaus. (2016). Dubois, Eric . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01291401.

Full description at Econpapers || Download paper

2016Political business cycles 40 years after Nordhaus. (2016). Dubois, Eric . In: Public Choice. RePEc:kap:pubcho:v:166:y:2016:i:1:d:10.1007_s11127-016-0313-z.

Full description at Econpapers || Download paper

2016Political Business Cycles 40 Years after Nordhaus. (2016). Dubois, Eric . In: Post-Print. RePEc:hal:journl:hal-01291401.

Full description at Econpapers || Download paper

2016Is there a link between politics and stock returns? A literature survey. (2016). Wisniewski, Tomasz Piotr . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:15-23.

Full description at Econpapers || Download paper

2016Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Government debt maturity and debt dynamics in euro area countries. (2016). Equiza-Goi, Juan . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:292-311.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

Full description at Econpapers || Download paper

2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

Full description at Econpapers || Download paper

2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2016.17.

Full description at Econpapers || Download paper

2016Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229.

Full description at Econpapers || Download paper

2016Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, PAUL ; Boako, Gideon. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

Full description at Econpapers || Download paper

2016The role of speculation in international futures markets on commodity prices. (2016). Fam, Papa Gueye . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:49-65.

Full description at Econpapers || Download paper

2016Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. (2016). Uddin, Gazi ; Reboredo, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Multifractal behavior of commodity markets: Fuel versus non-fuel products. (2016). Delbianco, Fernando ; Stosic, Tatijana ; Tohme, Fernando . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:573-580.

Full description at Econpapers || Download paper

2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

Full description at Econpapers || Download paper

2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Bubbling over! The behaviour of oil futures along the yield curve. (2016). Kellard, Neil ; Tsvetanov, Daniel ; Coakley, Jerry . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:516-533.

Full description at Econpapers || Download paper

2016Commodity returns co-movements: Fundamentals or “style” effect?. (2016). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:130-160.

Full description at Econpapers || Download paper

2016Treiben Indexfonds Agrarrohstoffpreise? Nein!. (2016). Martin, Bohl . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:17:y:2016:i:2:p:155-171:n:3.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Aktham, Maghyereh ; Cherif, Guermat ; Awartani, Basel . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
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.

Full description at Econpapers || Download paper

2016How Development and Liberalisation of the Financial Sector is Related to Income Inequality: Some New Evidence. (2016). Sturm, Jan-Egbert ; de Haan, Jakob. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1633.

Full description at Econpapers || Download paper

2016The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:16-9.

Full description at Econpapers || Download paper

2016Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries. (2016). Galesi, Alessandro ; Burriel, Pablo. In: Working Papers. RePEc:bde:wpaper:1631.

Full description at Econpapers || Download paper

2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter. (2016). Ojeda-Joya, Jair ; Gomez-Gonzalez, Jose ; Ortiz, Maria Camila ; Kutan, Ali M. In: Borradores de Economia. RePEc:bdr:borrec:953.

Full description at Econpapers || Download paper

2016How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541.

Full description at Econpapers || Download paper

2016Monetary policy spillovers and currency networks in cross-border bank lending. (2016). Takats, Elod ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:549.

Full description at Econpapers || Download paper

2016The currency dimension of the bank lending channel in international monetary transmission. (2016). Takats, Elod ; Temesvary, Judit . In: BIS Working Papers. RePEc:bis:biswps:600.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The Case for Flexible Exchange Rates in a Great Recession. (2016). Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1644.

Full description at Econpapers || Download paper

2016Risk Premiums in Slovak Government Bonds. (2016). Odor, Ludovit ; Povala, Pavol . In: Discussion Papers. RePEc:cbe:dpaper:201603.

Full description at Econpapers || Download paper

2016Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?. (2016). Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Nemla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5965.

Full description at Econpapers || Download paper

2016Analysing the Determinants of Credit Risk for General Insurance Firms in the UK. (2016). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5971.

Full description at Econpapers || Download paper

2016What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set. (2016). Stracca, Livio ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6184.

Full description at Econpapers || Download paper

2016The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy.. (2016). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2016-01.

Full description at Econpapers || Download paper

2016The Impact of Real Exchange Rate Shocks on Manufacturing Workers: An Autopsy from the MORG. (2016). Lusher, Lester ; Campbell, Douglas. In: Working Papers. RePEc:cfr:cefirw:w0223.

Full description at Econpapers || Download paper

2016Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789.

Full description at Econpapers || Download paper

2016International Financial Flows in the New Normal: Key Patterns (and Why We Should Care). (2016). Valla, Natacha ; Schmidt, Julia ; Bussiere, Matthieu. In: CEPII Policy Brief. RePEc:cii:cepipb:2016-10.

Full description at Econpapers || Download paper

2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014299.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The Case for Flexible Exchange Rates in a Great Recession. (2016). Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo ; Muller, Gernot. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11432.

Full description at Econpapers || Download paper

2016Income Distribution and Aggregate Saving: A Non-Monotonic Relationship. (2016). Bofinger, Peter ; Scheuermeyer, Philipp . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11435.

Full description at Econpapers || Download paper

2016QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691.

Full description at Econpapers || Download paper

2016Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1588.

Full description at Econpapers || Download paper

2016Analysing the Determinants of Credit Risk for General Insurance Firms in the UK. (2016). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1591.

Full description at Econpapers || Download paper

2016Necessity as the mother of invention monetary policy after the crisis. (2016). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan. In: DNB Working Papers. RePEc:dnb:dnbwpp:525.

Full description at Econpapers || Download paper

2016Finance and income inequality: A review and new evidence. (2016). Sturm, Jan-Egbert ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:530.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016What do we know about the global financial safety net? Rationale, data and possible evolution. (2016). Stracca, Livio ; Scheubel, Beatrice . In: Occasional Paper Series. RePEc:ecb:ecbops:2016177.

Full description at Econpapers || Download paper

2016Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; Bussiere, Matthieu ; Beirne, John ; Tilley, Thomas ; Estrada, Angel ; Schiavone, Alessandro ; Bruggemann, Axel ; Vonessen, Benjamin ; Balteanu, Irina ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Herzberg, Valerie . In: Occasional Paper Series. RePEc:ecb:ecbops:2016180.

Full description at Econpapers || Download The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952.

Full description at Econpapers || Download paper

2016Portfolio Diversification in the Sovereign Credit Swap Markets. (2016). Zenios, Stavros A ; Lotfi, Somayyeh ; Consiglio, Andrea . In: Working Papers. RePEc:ecl:upafin:16-06.

Full description at Econpapers || Download paper

2016The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification. (2016). Broby, Daniel ; Dehut, Christophe ; Josavac, Milenko ; Faessler, Raphael . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-58.

Full description at Econpapers || Download paper

2016Market reforms in the time of imbalance. (2016). Ghironi, Fabio ; Fiori, Giuseppe ; Duval, Romain ; Cacciatore, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:69-93.

Full description at Econpapers || Download paper

2016Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

Full description at Econpapers || Download paper

2016What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt. (2016). Márquez-Ramos, Laura ; Heid, Benedikt ; Alama-Sabater, Luisa ; Marquez-Ramos, Laura ; Jimenez-Fernandez, Eduardo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:466-474.

Full description at Econpapers || Download paper

2016Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101.

Full description at Econpapers || Download paper

2016Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938. (2016). McLaughlin, Eoin ; Foley-Fisher, Nathan. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:272-286.

Full description at Econpapers || Download paper

2016The internationalisation of the RMB: New starts, jumps and tipping points. (2016). Batten, Jonathan ; Szilagyi, Peter G. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:221-238.

Full description at Econpapers || Download paper

2016Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan. (2016). Yoshino, Naoyuki ; McNelis, Paul. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:122-136.

Full description at Econpapers || Download paper

2016Benchmarking macroprudential policies: An initial assessment. (2016). Siklos, Pierre ; Lombardi, Domenico . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:35-49.

Full description at Econpapers || Download paper

2016Financial globalisation and monetary policy effectiveness. (2016). Mehl, Arnaud ; Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:200-212.

Full description at Econpapers || Download paper

2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Output spillovers from changes in sovereign credit ratings. (2016). Chen, Sheng-Syan ; Chang, Chong-Chuo ; Yang, Shu-Ling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016International reserves for emerging economies: A liquidity approach. (2016). Pyun, Ju Hyun ; Jung, Kuk Mo ; Mo, Kuk ; Hyun, JU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:230-257.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2015

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR. (2015). Divino, Jose Angelo ; da Silva, Fernando . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:4:p:691-731.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20151782.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo. In: European Journal of Political Economy. RePEc:eee:poleco:v:39:y:2015:i:c:p:288-304.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2014

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Macroprudential Research: Selected Issues. (2014). 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Crude oil: Commodity or financial asset?. (2014). Maystre, Nicolas ; Kaufmann, Robert ; Bicchetti, David ; Kulatilaka, Nalin ; Kolodziej, Marek . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:216-223.

Full description at Econpapers || Download paper

2014Understanding recent oil price dynamics: A novel empirical approach. (2014). Montalbano, Pierluigi ; Magrini, Emiliano ; Triulzi, Umberto ; D'Ecclesia, Rita L.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s11-s17.

Full description at Econpapers || Download paper

2014Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014How do banks create money, and why can other firms not do the same? An explanation for the coexistence of lending and deposit-taking. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:71-77.

Full description at Econpapers || Download paper

2014Importance of skewness in decision making: Evidence from the Indian stock exchange. (2014). Narayan, Paresh ; Ahmed, Huson Ali . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:3:p:260-269.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2013

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013Efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). Ramirez-Giraldo, Maria ; Melo-Velandia, Luis ; Iregui, Ana. In: Borradores de Economia. RePEc:bdr:borrec:801.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). Ramirez-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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team