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!!

International Review of Economics & Finance / Elsevier

0.94

Impact Factor

1.07

5-Years IF

32

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10100 (%)0.04
19910.090100 (%)0.04
19920.09323210.03490013 (26.5%)10.030.04
19930.1336549323211 (22.4%)0.05
19940.11339810.013665656 (16.7%)0.05
19950.050.20.033613480.06936639838 (8.6%)10.030.07
19960.030.230.033116540.02103692134418 (17.5%)0.09
19970.030.270.043019570.046867216568 (11.8%)10.030.09
19980.070.290.0732227180.081026141631214 (13.7%)30.090.1
19990.080.320.0632259160.06218625162927 (12.4%)0.13
20000.090.40.0927286290.11986461611523 (11.6%)20.070.15
20010.150.40.1224310350.111115991521819 (17.1%)10.040.15
20020.180.420.1428338360.111725191452136 (20.9%)0.18
20030.370.440.2930368550.1525552191434133 (12.9%)0.19
20040.310.490.3527395730.1835058181415023 (6.6%)50.190.2
20050.440.530.38354301000.2352057251365155 (10.6%)70.20.21
20060.770.510.56344641300.2810262481448130 (29.4%)50.150.2
20070.590.450.56475111600.31496694115486103 (20.8%)50.110.18
20080.330.480.68585692130.37358812717311795 (26.5%)40.070.2
20090.440.470.62726412440.3847510546201125103 (21.7%)200.280.19
20100.60.450.86777184080.5748413078246211124 (25.6%)230.30.16
20110.70.520.69787964340.55493149104288198118 (23.9%)170.220.2
20120.770.550.84788745190.59419155120332279151 (36%)230.290.2
20130.850.620.91919656880.71571156132363329181 (31.7%)480.530.22
20141.420.641.24136110110220.93578169240396493182 (31.5%)960.710.21
20151.560.691.32147124811030.8832722735546060785 (26%)630.430.22
20160.940.851.07181142910130.7117528326653056938 (21.7%)470.260.26
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
12005Two-dimensional fragmentation in East Asia: Conceptual framework and empirics. (2005). Kimura, Fukunari ; Ando, Mitsuyo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:3:p:317-348.

Full description at Econpapers || Download paper

107
22011Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:4:p:717-732.

Full description at Econpapers || Download paper

102
32004Relationships among U.S. oil prices and oil industry equity indices. (2004). Hammoudeh, Shawkat ; Dibooglu, Selahattin ; Aleisa, Eisa . In: International Review of Economics & Finance. RePEc:eee:reveco:v:13:y:2004:i:4:p:427-453.

Full description at Econpapers || Download paper

99
42004Bilateral donors aid allocation decisions--a three-dimensional panel analysis. (2004). Tichit, Ariane ; Berthélemy, Jean-Claude ; Berthelemy, Jean-Claude . In: International Review of Economics & Finance. RePEc:eee:reveco:v:13:y:2004:i:3:p:253-274.

Full description at Econpapers || Download paper

93
52010Precious metals-exchange rate volatility transmissions and hedging strategies. (2010). McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, Mark A. ; Yuan, Yuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:19:y:2010:i:4:p:633-647.

Full description at Econpapers || Download paper

90
62007Shock and volatility transmission in the oil, US and Gulf equity markets. (2007). Hammoudeh, Shawkat ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:3:p:357-368.

Full description at Econpapers || Download paper

83
72005Labour demand effects of international outsourcing: Evidence from plant-level data. (2005). Hanley, Aoife ; Gorg, Holger . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:3:p:365-376.

Full description at Econpapers || Download paper

63
82013Volatility transmission between gold and oil futures under structural breaks. (2013). Ewing, Bradley ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:25:y:2013:i:c:p:113-121.

Full description at Econpapers || Download paper

62
91999Convergence of international output Time series evidence for 16 OECD countries. (1999). Papell, David ; Li, Qing . In: International Review of Economics & Finance. RePEc:eee:reveco:v:8:y:1999:i:3:p:267-280.

Full description at Econpapers || Download paper

60
102009Trade costs and foreign direct investment. (2009). Neary, J. Peter. In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:2:p:207-218.

Full description at Econpapers || Download paper

58
112007A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets. (2007). Kim, Jae ; Pyun, Chong Soo ; Hoque, Hafiz A. A. B., . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:4:p:488-502.

Full description at Econpapers || Download paper

57
122007Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets. (2007). Liu, Angela Y. ; Fok, Robert Chi-Wing ; Pan, Ming-Shiun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:4:p:503-520.

Full description at Econpapers || Download paper

56
132005What does evidence tell us about fragmentation and outsourcing?. (2005). Kierzkowski, Henryk ; Jones, Ronald ; CHEN, Lurong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:3:p:305-316.

Full description at Econpapers || Download paper

55
142011Markets contagion during financial crisis: A regime-switching approach. (2011). Chen, Carl R. ; Huang, Ying Sophie ; Guo, Feng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:1:p:95-109.

Full description at Econpapers || Download paper

54
152004Aid effort and its determinants. (2004). Round, Jeffery I. ; Odedokun, Matthew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:13:y:2004:i:3:p:293-309.

Full description at Econpapers || Download paper

49
162005Extreme value theory and extremely large electricity price changes. (2005). Byström, Hans ; Bystrom, Hans N. E., . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:1:p:41-55.

Full description at Econpapers || Download paper

46
172002Imports and exports in 50 countries: Tests of cointegration and structural breaks. (2002). Arize, Augustine C.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:11:y:2002:i:1:p:101-115.

Full description at Econpapers || Download paper

44
182008Currency crisis contagion and the identification of transmission channels. (2008). Pozo, Susan ; Haile, Fasika. In: International Review of Economics & Finance. RePEc:eee:reveco:v:17:y:2008:i:4:p:572-588.

Full description at Econpapers || Download paper

44
192007The determinants of capital structure in transitional economies. (2007). Delcoure, Natalya . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:3:p:400-415.

Full description at Econpapers || Download paper

43
202014Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

Full description at Econpapers || Download paper

43
212005The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility. (2005). Pierdzioch, Christian ; Stadtmann, Georg ; Frenkel, Michael . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:1:p:27-39.

Full description at Econpapers || Download paper

43
222010Selective swap arrangements and the global financial crisis: Analysis and interpretation. (2010). Pasricha, Gurnain ; Aizenman, Joshua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:19:y:2010:i:3:p:353-365.

Full description at Econpapers || Download paper

41
232008Exchange-rate volatility in Latin America and its impact on foreign trade. (2008). Osang, Thomas ; Arize, Augustine C. ; Slottje, Daniel J.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:17:y:2008:i:1:p:33-44.

Full description at Econpapers || Download paper

41
242000A vector error correction model of the Singapore stock market. (2000). Maysami, Ramin Cooper ; Koh, Tiong Sim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:9:y:2000:i:1:p:79-96.

Full description at Econpapers || Download paper

40
252009Multinationals and plant exit: Evidence from Chile. (2009). Görg, Holger ; Alvarez, Roberto ; Gorg, Holger . In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:1:p:45-51.

Full description at Econpapers || Download paper

40
262012The comovement between exchange rates and stock prices in the Asian emerging markets. (2012). Lin, Chien-Hsiu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:161-172.

Full description at Econpapers || Download paper

40
272009Volatility of capital flows and financial liberalization: Do specific flows respond differently?. (2009). Tanku, Altin ; Neumann, Rebecca ; Penl, Ron . In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:3:p:488-501.

Full description at Econpapers || Download paper

39
282013Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables. (2013). Naifar, Nader ; Al Dohaiman, Mohammed Saleh . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:416-431.

Full description at Econpapers || Download paper

38
292007Economic liberalization and wage inequality in the presence of labour market imperfection. (2007). Chaudhuri, Sarbajit ; Yabuuchi, Shigemi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:4:p:592-603.

Full description at Econpapers || Download paper

37
302014Investor herding behaviour of Chinese stock market. (2014). Ma, Chuanchan ; He, William Peng ; Yao, Juan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:12-29.

Full description at Econpapers || Download paper

36
312005Globalization, globalisation: Trade, technology, and wages. (2005). Ethier, Wilfred. In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:3:p:237-258.

Full description at Econpapers || Download paper

35
322003Nonlinear aspects of capital market integration and real interest rate equalization. (2003). Grennes, Thomas ; Goodwin, Barry ; Mancuso, Anthony J.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:12:y:2003:i:3:p:283-303.

Full description at Econpapers || Download paper

32
332005Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market. (2005). Nieto, Belen ; Tapia, Mikel ; Martinez, Miguel A. ; Rubio, Gonzalo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:1:p:81-103.

Full description at Econpapers || Download paper

32
34All banks great, small, and global: Loan pricing and foreign competition. (2013). Russ, Katheryn ; de Blas, Beatriz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:26:y:2013:i:c:p:4-24.

Full description at Econpapers || Download paper

31
352011International reserves and swap lines: Substitutes or complements?. (2011). PARK, DONGHYUN ; Jinjarak, Yothin ; Aizenman, Joshua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:1:p:5-18.

Full description at Econpapers || Download paper

31
362014The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

Full description at Econpapers || Download paper

30
372013Growth and productivity: The role of government debt. (2013). Jalles, Joao ; Afonso, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:25:y:2013:i:c:p:384-407.

Full description at Econpapers || Download paper

30
382007Trade theory and the role of time zones. (2007). Marjit, Sugata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:2:p:153-160.

Full description at Econpapers || Download paper

30
392000Adjusting for risk:: An improved Sharpe ratio. (2000). Dowd, Kevin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:9:y:2000:i:3:p:209-222.

Full description at Econpapers || Download paper

30
402009The choice of market entry mode: Greenfield investment, M&A and joint venture. (2009). Stähler, Frank ; Ryan, Michael ; Raff, Horst ; Stahler, Frank. In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:1:p:3-10.

Full description at Econpapers || Download paper

29
412014Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:208-223.

Full description at Econpapers || Download paper

29
422014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

Full description at Econpapers || Download paper

28
431998The empirical relationship between trade, growth and the environment. (1998). Mendez, Jose ; Gale, Lewis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:7:y:1998:i:1:p:53-61.

Full description at Econpapers || Download paper

28
442005Two centuries of bull and bear market cycles. (2005). Wilson, Antony ; Gonzalez, Liliana ; Powell, John G. ; Shi, Jing . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:4:p:469-486.

Full description at Econpapers || Download paper

27
452010Finance-growth nexus in China revisited: New evidence from principal components and ARDL bounds tests. (2010). Jalil, Abdul ; Feridun, Mete ; Ma, Ying . In: International Review of Economics & Finance. RePEc:eee:reveco:v:19:y:2010:i:2:p:189-195.

Full description at Econpapers || Download paper

27
462003Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach. (2003). Venetis, Ioannis ; Peel, David ; Paya, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:12:y:2003:i:2:p:187-206.

Full description at Econpapers || Download paper

26
472003Periodically collapsing bubbles in the US stock market?. (2003). Bohl, Martin T.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:12:y:2003:i:3:p:385-397.

Full description at Econpapers || Download paper

26
482005Production disintegration and integration of Central Europe into global markets. (2005). Ng, Francis ; Kaminski, Bartlomiej . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:3:p:377-390.

Full description at Econpapers || Download paper

26
492007An inventory of simple monetary policy rules in a New Keynesian macroeconomic model. (2007). Marzo, Massimiliano ; Lubik, Thomas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:1:p:15-36.

Full description at Econpapers || Download paper

26
502011The exchange rate regime in Asia: From crisis to crisis. (2011). Shah, Ajay ; Patnaik, Ila ; Balasubramaniam, Vimal ; Sethy, Anmol . In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:1:p:32-43.

Full description at Econpapers || Download paper

25

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

#YearTitleCited
12011Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:4:p:717-732.

Full description at Econpapers || Download paper

60
22013Volatility transmission between gold and oil futures under structural breaks. (2013). Ewing, Bradley ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:25:y:2013:i:c:p:113-121.

Full description at Econpapers || Download paper

46
32010Precious metals-exchange rate volatility transmissions and hedging strategies. (2010). McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, Mark A. ; Yuan, Yuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:19:y:2010:i:4:p:633-647.

Full description at Econpapers || Download paper

42
42007Shock and volatility transmission in the oil, US and Gulf equity markets. (2007). Hammoudeh, Shawkat ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:3:p:357-368.

Full description at Econpapers || Download paper

39
52014Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176.

Full description at Econpapers || Download paper

37
62011Markets contagion during financial crisis: A regime-switching approach. (2011). Chen, Carl R. ; Huang, Ying Sophie ; Guo, Feng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:1:p:95-109.

Full description at Econpapers || Download paper

33
72014Investor herding behaviour of Chinese stock market. (2014). Ma, Chuanchan ; He, William Peng ; Yao, Juan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:12-29.

Full description at Econpapers || Download paper

28
82014Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:208-223.

Full description at Econpapers || Download paper

26
92007Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets. (2007). Liu, Angela Y. ; Fok, Robert Chi-Wing ; Pan, Ming-Shiun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:4:p:503-520.

Full description at Econpapers || Download paper

25
102014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

Full description at Econpapers || Download paper

25
112012The comovement between exchange rates and stock prices in the Asian emerging markets. (2012). Lin, Chien-Hsiu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:22:y:2012:i:1:p:161-172.

Full description at Econpapers || Download paper

24
122014The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

Full description at Econpapers || Download paper

23
132004Bilateral donors aid allocation decisions--a three-dimensional panel analysis. (2004). Tichit, Ariane ; Berthélemy, Jean-Claude ; Berthelemy, Jean-Claude . In: International Review of Economics & Finance. RePEc:eee:reveco:v:13:y:2004:i:3:p:253-274.

Full description at Econpapers || Download paper

22
142014The impact of oil price shocks on the large emerging countries stock prices: Evidence from China, India and Russia. (2014). Fang, Chung-Rou ; You, Shih-Yi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:330-338.

Full description at Econpapers || Download paper

21
152010Selective swap arrangements and the global financial crisis: Analysis and interpretation. (2010). Pasricha, Gurnain ; Aizenman, Joshua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:19:y:2010:i:3:p:353-365.

Full description at Econpapers || Download paper

21
162004Relationships among U.S. oil prices and oil industry equity indices. (2004). Hammoudeh, Shawkat ; Dibooglu, Selahattin ; Aleisa, Eisa . In: International Review of Economics & Finance. RePEc:eee:reveco:v:13:y:2004:i:4:p:427-453.

Full description at Econpapers || Download paper

20
172013Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables. (2013). Naifar, Nader ; Al Dohaiman, Mohammed Saleh . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:416-431.

Full description at Econpapers || Download paper

20
182009Trade costs and foreign direct investment. (2009). Neary, J. Peter. In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:2:p:207-218.

Full description at Econpapers || Download paper

17
192004Aid effort and its determinants. (2004). Round, Jeffery I. ; Odedokun, Matthew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:13:y:2004:i:3:p:293-309.

Full description at Econpapers || Download paper

16
202013Growth and productivity: The role of government debt. (2013). Jalles, Joao ; Afonso, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:25:y:2013:i:c:p:384-407.

Full description at Econpapers || Download paper

16
212013All banks great, small, and global: Loan pricing and foreign competition. (2013). Russ, Katheryn ; de Blas, Beatriz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:26:y:2013:i:c:p:4-24.

Full description at Econpapers || Download paper

15
222011Terrorism and capital markets: The effects of the Madrid and London bomb attacks. (2011). STAGIANNIS, APOSTOLOS ; Papadamou, Stephanos ; Kollias, Christos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:4:p:532-541.

Full description at Econpapers || Download paper

15
232007A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets. (2007). Kim, Jae ; Pyun, Chong Soo ; Hoque, Hafiz A. A. B., . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:4:p:488-502.

Full description at Econpapers || Download paper

15
242014Gold and exchange rates: Downside risk and hedging at different investment horizons. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:267-279.

Full description at Econpapers || Download paper

15
252013Financial frictions, trade credit, and the 2008–09 global financial crisis. (2013). Zlate, Andrei ; Sapriza, Horacio ; Coulibaly, Brahima . In: International Review of Economics & Finance. RePEc:eee:reveco:v:26:y:2013:i:c:p:25-38.

Full description at Econpapers || Download paper

14
262014Patterns of volatility transmissions within regime switching across GCC and global markets. (2014). Otranto, Edoardo ; Hammoudeh, Shawkat ; Khalifa, Ahmed A. A., . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:512-524.

Full description at Econpapers || Download paper

14
272005Two-dimensional fragmentation in East Asia: Conceptual framework and empirics. (2005). Kimura, Fukunari ; Ando, Mitsuyo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:14:y:2005:i:3:p:317-348.

Full description at Econpapers || Download paper

14
282011International reserves and swap lines: Substitutes or complements?. (2011). PARK, DONGHYUN ; Jinjarak, Yothin ; Aizenman, Joshua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:1:p:5-18.

Full description at Econpapers || Download paper

14
292015Granger causality between debt and growth: Evidence from OECD countries. (2015). Puente-Ajovin, Miguel ; Sanso-Navarro, Marcos . In: International Review of Economics & Finance. RePEc:eee:reveco:v:35:y:2015:i:c:p:66-77.

Full description at Econpapers || Download paper

14
302013Causality between trading volume and returns: Evidence from quantile regressions. (2013). Wohar, Mark ; Gebka, Bartosz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:144-159.

Full description at Econpapers || Download paper

13
312013Volatility and return spillovers in Canadian and U.S. industry ETFs. (2013). Krause, Timothy ; Tse, Yiuman . In: International Review of Economics & Finance. RePEc:eee:reveco:v:25:y:2013:i:c:p:244-259.

Full description at Econpapers || Download paper

13
322012The financial crisis and sizable international reserves depletion: From ‘fear of floating’ to the ‘fear of losing international reserves’?. (2012). Aizenman, Joshua ; Sun, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:24:y:2012:i:c:p:250-269.

Full description at Econpapers || Download paper

13
332009The choice of market entry mode: Greenfield investment, M&A and joint venture. (2009). Stähler, Frank ; Ryan, Michael ; Raff, Horst ; Stahler, Frank. In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:1:p:3-10.

Full description at Econpapers || Download paper

13
342015The power of print: Uncertainty shocks, markets, and the economy. (2015). Alexopoulos, Michelle ; Cohen, Jon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:8-28.

Full description at Econpapers || Download paper

13
352014Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:72-88.

Full description at Econpapers || Download paper

13
362013Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?. (2013). Ferrer, Elena ; Santamaria, Rafael ; Corredor, Pilar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:572-591.

Full description at Econpapers || Download paper

13
372009Volatility of capital flows and financial liberalization: Do specific flows respond differently?. (2009). Tanku, Altin ; Neumann, Rebecca ; Penl, Ron . In: International Review of Economics & Finance. RePEc:eee:reveco:v:18:y:2009:i:3:p:488-501.

Full description at Econpapers || Download paper

13
382014Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets. (2014). Wang, Ping ; Moore, Tomoe . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:1-11.

Full description at Econpapers || Download paper

12
392014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach. (2014). Tamakoshi, Go ; Hamori, Shigeyuki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:105-113.

Full description at Econpapers || Download paper

12
402014The global financial crisis: World market or regional contagion effects?. (2014). Andreosso-O'Callaghan, Bernadette ; Morales, Lucia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:108-131.

Full description at Econpapers || Download paper

12
412012Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now. (2012). Kemme, David ; Roy, Saktinil . In: International Review of Economics & Finance. RePEc:eee:reveco:v:24:y:2012:i:c:p:270-294.

Full description at Econpapers || Download paper

12
422010Finance-growth nexus in China revisited: New evidence from principal components and ARDL bounds tests. (2010). Jalil, Abdul ; Feridun, Mete ; Ma, Ying . In: International Review of Economics & Finance. RePEc:eee:reveco:v:19:y:2010:i:2:p:189-195.

Full description at Econpapers || Download paper

12
432015European exchange rate regimes and purchasing power parity: An empirical study on eleven eurozone countries. (2015). Huang, Chao-Hsi ; Yang, Chih-Yuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:35:y:2015:i:c:p:100-109.

Full description at Econpapers || Download paper

11
442007The determinants of capital structure in transitional economies. (2007). Delcoure, Natalya . In: International Review of Economics & Finance. RePEc:eee:reveco:v:16:y:2007:i:3:p:400-415.

Full description at Econpapers || Download paper

11
452014Can gold prices forecast the Australian dollar movements?. (2014). Apergis, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:75-82.

Full description at Econpapers || Download paper

11
462011Commodities and financial variables: Analyzing relationships in a changing regime environment. (2011). Hammoudeh, Shawkat ; Bhar, Ramaprasad . In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:4:p:469-484.

Full description at Econpapers || Download paper

11
472008Currency crisis contagion and the identification of transmission channels. (2008). Pozo, Susan ; Haile, Fasika. In: International Review of Economics & Finance. RePEc:eee:reveco:v:17:y:2008:i:4:p:572-588.

Full description at Econpapers || Download paper

11
482016Global 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

11
492013Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

Full description at Econpapers || Download paper

11
502008Exchange-rate volatility in Latin America and its impact on foreign trade. (2008). Osang, Thomas ; Arize, Augustine C. ; Slottje, Daniel J.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:17:y:2008:i:1:p:33-44.

Full description at Econpapers || Download paper

11

Citing documents used to compute impact factor 266:

YearTitle
2016Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro. (2016). Kar, Muhsin ; Kayhan, Selim ; Bayat, Tayfur . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:3:p:14-:d:73200.

Full description at Econpapers || Download paper

2016Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160040.

Full description at Econpapers || Download paper

2016Management science, economics and finance: A connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1607.

Full description at Econpapers || Download paper

2016Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93113.

Full description at Econpapers || Download paper

2016On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks. (2016). Wong, Wing-Keung ; Clark, Ephraim ; Chan, Raymond H. In: MPRA Paper. RePEc:pra:mprapa:75002.

Full description at Econpapers || Download paper

2016Constant versus Variable Markups: Implications for the Law of One Price. (2016). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:1601.

Full description at Econpapers || Download paper

2016Constant versus variable markups: Implications for the law of one price. (2016). YILMAZKUDAY, HAKAN. In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:154-168.

Full description at Econpapers || Download paper

2016Sovereign and private default risks over the business cycle. (2016). Scholl, Almuth ; Kaas, Leo ; Mellert, Jan . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1609.

Full description at Econpapers || Download paper

2016Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

Full description at Econpapers || Download paper

2016Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233.

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

2016Purchasing power parity and real exchange rate in Central Eastern European countries. (2016). Jiang, Chun ; Su, Chi-Wei ; Liu, Tie-Ying . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:349-358.

Full description at Econpapers || Download paper

2016Conditional PPP and Real Exchange Rate Convergence in the Euro Area. (2016). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin . In: NBER Working Papers. RePEc:nbr:nberwo:21979.

Full description at Econpapers || Download paper

2016“Conditional PPP” and Real Exchange Rate Convergence in the Euro Area. (2016). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin . In: Working Paper Series. RePEc:fip:fedfwp:2016-29.

Full description at Econpapers || Download paper

2016Eurozones Leader and its Followers: Are their Markets Integrated Enough?. (2016). Giannellis, Nikolaos ; Koukouritakis, Minoas . In: Working Papers. RePEc:crt:wpaper:1607.

Full description at Econpapers || Download paper

2016Global risk spillover and the predictability of sovereign CDS spread: International evidence. (2016). Lin, Hai ; Roberts, Helen ; Premachandra, Inguruwatte M ; Srivastava, Sasha . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:371-390.

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

2016International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

Full description at Econpapers || Download paper

2016Ambiguity and the multinational firm. (2016). Wong, Kit Pong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:404-414.

Full description at Econpapers || Download paper

2016Literature review of 100 empirical studies of Foreign Direct Investment: 1950-2015. (2016). METAXAS, THEODORE ; Kechagia, Polyxeny. In: MPRA Paper. RePEc:pra:mprapa:71414.

Full description at Econpapers || Download paper

2016Trade liberalisation, inward FDI and productivity within Australia’s manufacturing sector. (2016). Sun, Sizhong ; Turnbull, Christopher ; Anwar, Sajid . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:50:y:2016:i:c:p:41-51.

Full description at Econpapers || Download paper

2016How does the Flow of Remittances Affect the Trade Balance of the Middle East and North Africa?. (2016). Hassan, Sherif ; Farzanegan, Mohammad Reza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6172.

Full description at Econpapers || Download paper

2016Intraday risk management in International stock markets: A conditional EVT approach. (2016). Karmakar, Madhusudan ; Paul, Samit . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:34-55.

Full description at Econpapers || Download paper

2016The effect of leverage and liquidity on earnings and capital management: Evidence from U.S. commercial banks. (2016). Gombola, Michael J ; Huang, Chin-Chuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:35-58.

Full description at Econpapers || Download paper

2016The overconfident trading behavior of individual versus institutional investors. (2016). Liu, Hsiang-Hsi ; Chen, Yu-Hao ; Huang, Jih-Jeng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:518-539.

Full description at Econpapers || Download paper

2016Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. (2016). Doytch, Nadia ; Nguyen, Tri Tung ; Narayan, Seema ; Kluegel, Karl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:485-503.

Full description at Econpapers || Download paper

2016A new approach to risk-return trade-off dynamics via decomposition. (2016). Liu, Xiaochun ; Frazier, David T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:43-55.

Full description at Econpapers || Download paper

2016A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

Full description at Econpapers || Download paper

2016Commodity Dynamics: A Sparse Multi-class Approach. (2016). Barbaglia, Luca ; Croux, Christophe ; Wilms, Ines . In: Papers. RePEc:arx:papers:1604.01224.

Full description at Econpapers || Download paper

2016Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.

Full description at Econpapers || Download paper

2016Commodity dynamics: A sparse multi-class approach. (2016). Wilms, Ines ; Croux, Christophe ; Barbaglia, Luca . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:62-72.

Full description at Econpapers || Download paper

2016Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; Ryu, Doojin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

Full description at Econpapers || Download paper

2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

Full description at Econpapers || Download paper

2016Interest rate changes and stock returns: A European multi-country study with wavelets. (2016). Ferrer, Roman ; Benitez, Rafael ; Bolos, Vicente J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:1-12.

Full description at Econpapers || Download paper

2016CORPORATE GOVERNANCE STRUCTURES AND PERFORMANCE OF FIRMS IN ASIAN MARKETS: A COMPARATIVE ANALYSIS BETWEEN SINGAPORE AND VIETNAM. (2016). Nguyen, Tuan ; Tuan, Nguyen Anh ; van Tuan, Nguyen . In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:7:y:2016:i:2:id:211.

Full description at Econpapers || Download paper

2016Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500. (2016). Yang, Jen-Wei ; Chang, Chia-Chien ; Shyu, So-De ; Tsai, Shu-Yu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:139-150.

Full description at Econpapers || Download paper

2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619.

Full description at Econpapers || Download paper

2016Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

Full description at Econpapers || Download paper

2016Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis. (2016). Koltuniak, Marcin . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:47:y:2016:i:3:p:251-266.

Full description at Econpapers || Download paper

2016Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis. (2016). Miller, Stephen ; GUPTA, RANGAN ; Chang, Shinhye . In: Working papers. RePEc:uct:uconnp:2016-14.

Full description at Econpapers || Download paper

2016Impact of International Oil Price on Energy Conservation and Emission Reduction in China. (2016). Zhou, Youhong ; Xing, Limin ; Chai, Jian ; Liang, Ting ; Lai, Kin Keung. In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:6:p:508-:d:70864.

Full description at Econpapers || Download paper

2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

Full description at Econpapers || Download paper

2016Is the refining margin stationary?. (2016). Poblacion, Javier ; Serna, Gregorio . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:169-186.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Another January effect—Evidence from stock split announcements. (2016). Beladi, Hamid ; Hu, May ; Chao, Chi Chur . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:123-138.

Full description at Econpapers || Download paper

2016The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?. (2016). Hao, Ying ; Ko, Kuan-Cheng ; Ho, Keng-Yu ; Chu, Hsiang-Hui . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:121-138.

Full description at Econpapers || Download paper

2016Does control-ownership disparity matter to foreign investors in Korea?. (2016). Lee, Youkyoung ; Cho, Myeonghyeon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:219-231.

Full description at Econpapers || Download paper

2016Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation. (2016). Li, Xuelian ; Lin, Jyh-Horng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:98-109.

Full description at Econpapers || Download paper

2016Time-varying saving–investment relationship and the Feldstein–Horioka puzzle. (2016). Ma, Wei ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:166-178.

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

2016Wage inequality and welfare in developing countries: Privatization and reforms in the short and long run. (2016). Sgro, Pasquale ; Nguyen, Xuan ; Nabin, Munirul ; Chao, Chi-Chur . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:474-483.

Full description at Econpapers || Download paper

2016Stock prices and macroeconomic factors: Some European evidence. (2016). Peiro, Amado . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:287-294.

Full description at Econpapers || Download paper

2016Effects of government capital injection on bank and bank-dependent borrower. (2016). Chen, Shi ; Lin, Ku-Jun . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:618-629.

Full description at Econpapers || Download paper

2016Pay for accounting performance and R&D investment: Evidence from China. (2016). Chen, Shenglan ; Ma, Hui ; Lu, Rui ; Lin, Bingxuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:142-153.

Full description at Econpapers || Download paper

2016The impact of foreign direct investments on regional air pollution in the Republic of Korea: A way ahead to achieve the green growth strategy?. (2016). Hille, Erik. In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145517.

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

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

Full description at Econpapers || Download paper

2016The meltdown of the Chinese equity market in the summer of 2015. (2016). Gu, Hongmei ; Liu, Dehong ; Xing, Tiancai . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:504-517.

Full description at Econpapers || Download paper

2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. (2016). Lau, Chi Keung ; Yarovaya, Larisa ; Marco, Chi Keung ; Hkiri, Besma ; Aloui, Chaker . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59.

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

2016Estimation of historical inflation expectations. (2016). Binder, Carola. In: Explorations in Economic History. RePEc:eee:exehis:v:61:y:2016:i:c:p:1-31.

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

2016Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

Full description at Econpapers || Download paper

2016Hukou system reforms and skilled-unskilled wage inequality in China. (2016). Zhang, Pengqing ; Pi, Jiancai . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:90-103.

Full description at Econpapers || Download paper

2016Using VIX futures to hedge forward implied volatility risk. (2016). Lin, Yueh-Neng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:88-106.

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

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

2016Intra-safe haven currency behavior during the global financial crisis. (2016). Yamamoto, Yohei ; Fatum, Rasmus . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:49-64.

Full description at Econpapers || Download paper

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

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

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 Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU. (2016). ribba, antonio ; Dallari, Pietro . In: EcoMod2016. RePEc:ekd:009007:9245.

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

2016Public Debt, Economic Growth and the Real Interest Rate:A Panel VAR Approach to EU and OECD Countries. (2016). Sterken, Elmer ; Ogawa, Kazuo ; Tokutsu, Ichiro . In: ISER Discussion Paper. RePEc:dpr:wpaper:0955.

Full description at Econpapers || Download paper

2016Public debt and economic growth: Economic systems matter. (2016). Ahlborn, Markus ; Schweickert, Rainer. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:281.

Full description at Econpapers || Download paper

2016In search of causality between debt and growth: a graph theoretic approach. (2016). Khan, Nazmus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00726.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Public debt sustainability and economic growth in Malaysia: Threshold and causality analysis. (2016). Munir, Qaiser ; Abdulnasir, Winnie ; Kok, Sook Ching . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:5306868.

Full description at Econpapers || Download paper

2016Financial liberalization, insurance market, and the likelihood of financial crises. (2016). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Lin, Chun-Wei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:25-51.

Full description at Econpapers || Download paper

2016The dynamic linkage between insurance activities and banking credit: Some new evidence from global countries. (2016). Zhang, Chengsi ; Liu, Guanchun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:40-53.

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

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

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

Full description at Econpapers || Download paper

2016Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21.

Full description at Econpapers || Download paper

2016Previdência e taxa de juros no Brasil. (2016). Rodrigues, Mauro ; Ogundairo, Brian Bolarinwa . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2016wpecon11.

Full description at Econpapers || Download paper

2016Intra- and extra-bank determinants of Latin American Banks profitability. (2016). Saona, Paolo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:197-214.

Full description at Econpapers || Download paper

2016Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Omori, Yasuhiro ; Kurose, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1024.

Full description at Econpapers || Download paper

2016Economic integration, product cycles and regime effects. (2016). Liu, Ying ; Yin, Xiaopeng ; Wang, Zhe . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:275-283.

Full description at Econpapers || Download paper

2016Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

Full description at Econpapers || Download paper

2016Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. (2016). Yarovaya, Larisa ; Keung, Marco Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:605-619.

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

2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

Full description at Econpapers || Download paper

2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Real option, debt maturity and equity default swaps under negotiation. (2016). Luo, Pengfei ; Yang, Zhaojun ; Gan, Liu . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:278-284.

Full description at Econpapers || Download paper

2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

Full description at Econpapers || Download paper

2016THE POWER OF TRADE COSTS OVER INTERNATIONAL TRADE: CAUSALITY ANALYSIS IN FREQUENCY DOMAIN FOR TURKEY. (2016). Simdi, Halil ; TUNAHAN, Hakan. In: Journal Articles. RePEc:cmk:journl:y:2016:p:41-50.

Full description at Econpapers || Download paper

2016Idiosyncratic risk and stock returns: a quantile regression approach. (2016). Aziz, Tariq ; Ansari, Valeed Ahmad . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:3205769.

Full description at Econpapers || Download paper

2016A self-exciting threshold jump–diffusion model for option valuation. (2016). Siu, Tak Kuen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:168-193.

Full description at Econpapers || Download paper

2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201620.

Full description at Econpapers || Download paper

2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622.

Full description at Econpapers || Download paper

2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x.

Full description at Econpapers || Download paper

2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201681.

Full description at Econpapers || Download paper

2016Loan-commitment borrowing and performance-sensitive debt. (2016). Zhang, Chuanqian ; Sarkar, Sudipto . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0527-z.

Full description at Econpapers || Download paper

2016Marginal Rate of Transformation and Rate of Substitution measured by DEA environmental assessment: Comparison among European and North American nations. (2016). Yuan, Yan ; Sueyoshi, Toshiyuki. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:270-287.

Full description at Econpapers || Download paper

2016Increasing Returns in a Model With Creative and Physical Capital: Does a Balanced Growth Path Exist?. (2016). Batabyal, Amitrajeet. In: MPRA Paper. RePEc:pra:mprapa:74107.

Full description at Econpapers || Download paper

2016Does FDI influence renewable energy consumption? An analysis of sectoral FDI impact on renewable and non-renewable industrial energy consumption. (2016). Doytch, Nadia ; Narayan, Seema . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:291-301.

Full description at Econpapers || Download paper

2016The effect of foreign direct investment and stock market growth on clean energy use across a panel of emerging market economies. (2016). Paramati, Sudharshan Reddy ; Apergis, Nicholas ; Ummalla, Mallesh . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:29-41.

Full description at Econpapers || Download paper

2016Nonlinear association between ownership concentration and leverage: The role of family control. (2016). Lo, Huai-Chun ; Kweh, Qian Long ; Kiong, Irene Wei . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:113-123.

Full description at Econpapers || Download paper

2016Does the Reserve Options Mechanism really decrease exchange rate volatility? The Synthetic Control Method Approach. (2016). Aytug, Huseyin. In: MPRA Paper. RePEc:pra:mprapa:71400.

Full description at Econpapers || Download paper

2016Turkeys experience with macroprudential policy. (2016). Of, Central Bank . In: BIS Papers chapters. RePEc:bis:bisbpc:86-17.

Full description at Econpapers || Download paper

2016A brief assessment of Turkeys macroprudential policy approach : 2011–2015. (2016). Kara, Hakan. In: Central Bank Review. RePEc:tcb:cebare:v:16:y:2016:i:3:p:85-92.

Full description at Econpapers || Download paper

2016Swiss francs one-sided target zone during 2011–2015. (2016). Hui, Cho-Hoi ; Lo, Chi-Fai . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:54-67.

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

2016A new look at exchange rate pass-through in the G-7 countries. (2016). Jiménez-Rodríguez, Rebeca ; Morales-Zumaquero, Amalia ; Jimenez-Rodriguez, Rebeca . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:5:p:985-1000.

Full description at Econpapers || Download paper

2016Managerial compensation, product market competition and fraud. (2016). Andergassen, Rainer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:1-15.

Full description at Econpapers || Download paper

2016Investment and financing for SMEs with a partial guarantee and jump risk. (2016). Wang, Huamao ; Yang, Zhaojun ; Luo, Pengfei . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:3:p:1161-1168.

Full description at Econpapers || Download paper

2016Modelling Extreme Risks in Commodities and Commodity Currencies. (2016). Clements, Adam ; Herrera, Rodrigo ; Fuentes, Fernanda . In: NCER Working Paper Series. RePEc:qut:auncer:2016_06.

Full description at Econpapers || Download paper

2016The new Keynesian Phillips curve: An update on recent empirical advances. (2016). Sgro, Pasquale ; Bhattacharya, Prasad ; Abbas, Syed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:378-403.

Full description at Econpapers || Download paper

2016Optimal licensing of uncertain patents in a differentiated Stackelberg duopolistic competition market. (2016). Qing, Ping ; Hong, Xianpei ; Zhang, Huaige ; Wang, Xuejun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:215-229.

Full description at Econpapers || Download paper

2016How does a mixed ownership firm license a patent?. (2016). Heywood, John ; GELVES, JUAN ALEJANDRO . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:278-284.

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

2016On the output and welfare effects of a non-profit firm in a mixed duopoly: A generalization. (2016). Flores, Daniel ; Garcia, Arturo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:4:p:631-637.

Full description at Econpapers || Download paper

2016Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500. (2016). Yang, Jen-Wei ; Chang, Chia-Chien ; Shyu, So-De ; Tsai, Shu-Yu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:139-150.

Full description at Econpapers || Download paper

2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

Full description at Econpapers || Download paper

2016Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide . In: International Economics. RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

Full description at Econpapers || Download paper

2016Banking stability, competition, and economic volatility. (2016). Fernandez, Ana I ; Suarez, Nuria ; Gonzalez, Francisco . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:101-120.

Full description at Econpapers || Download paper

2016The influence of the CEO and the largest shareholder on dividend payout policy in Thailand. (2016). Sitthipongpanich, Thitima . In: Proceedings of Business and Management Conferences. RePEc:sek:ibmpro:3405493.

Full description at Econpapers || Download paper

2016Another January effect—Evidence from stock split announcements. (2016). Beladi, Hamid ; Hu, May ; Chao, Chi Chur . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:123-138.

Full description at Econpapers || Download paper

2016Political connection, government policy, and investor trading: Evidence from an emerging market. (2016). Lin, Chih-Yung ; Shen, Chung-Hua ; Ho, Po-Hsin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:153-166.

Full description at Econpapers || Download paper

2016Government protection, political connection and management turnover in China. (2016). Leung, T Y. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:160-176.

Full description at Econpapers || Download paper

2016A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

Full description at Econpapers || Download paper

2016Trade Creation, Home-Market Effects under Regional Economic Integration. (2016). Huang, Yo-Yi ; Tsay, Ching-Lung . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:16-a015.

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

2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

Full description at Econpapers || Download paper

2016On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

Full description at Econpapers || Download paper

2016Asymmetry cointegration between the value of the dollar and sectoral stock indices in the U.S. (2016). Bahmani-Oskooee, Mohsen ; Saha, Sujata . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:78-86.

Full description at Econpapers || Download paper

2016Do exchange rate changes have symmetric or asymmetric effects on stock prices?. (2016). Bahmani-Oskooee, Mohsen ; Saha, Sujata . In: Global Finance Journal. RePEc:eee:glofin:v:31:y:2016:i:c:p:57-72.

Full description at Econpapers || Download paper

2016Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach. (2016). Frimpong, Joseph Magnus ; Omane-Adjepong, Maurice ; Boako, Gideon. In: South African Journal of Economics. RePEc:bla:sajeco:v:84:y:2016:i:1:p:149-179.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226.

Full description at Econpapers || Download paper

2016The impacts of the 2008 and 2011 crises on the Japan REIT market. (2016). Li, Kui ; Shimada, Junji ; Miyakoshi, Tatsuyoshi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:41:y:2016:i:c:p:30-40.

Full description at Econpapers || Download paper

2016A multivariate analysis of United States and global real estate investment trusts. (2016). Asteriou, Dimitrios ; Pilbeam, Keith ; Begiazi, Kyriaki . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:3:d:10.1007_s10368-016-0349-z.

Full description at Econpapers || Download paper

2016A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices. (2016). Kiviet, Jan ; Chen, Zhenxi. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1606.

Full description at Econpapers || Download paper

2016Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

Full description at Econpapers || Download paper

2016Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

Full description at Econpapers || Download paper

2016Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. (2016). Yarovaya, Larisa ; Keung, Marco Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:605-619.

Full description at Econpapers || Download paper

2016Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (2016). Kiviet, Jan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1508.

Full description at Econpapers || Download paper

2016Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market. (2016). Gong, PU ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:441:y:2016:i:c:p:173-191.

Full description at Econpapers || Download paper

2016Real effective exchange rates comovements and the South African currency. (2016). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:68667.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Corporate Governance Quality and Cash Conversion Cycle: Evidence from Jordan. (2016). Al-Rahahleh, Ayat S. In: International Business Research. RePEc:ibn:ibrjnl:v:9:y:2016:i:10:p:140-150.

Full description at Econpapers || Download paper

2016Market Interaction and Efficient Cooperation. (2016). Riedl, Arno ; Brandts, Jordi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5694.

Full description at Econpapers || Download paper

2016Market competition and efficient cooperation. (2016). Riedl, Arno. In: Research Memorandum. RePEc:unm:umagsb:2016006.

Full description at Econpapers || Download paper

2016The role of savings rate in exchange rate and trade imbalance nexus: Cross-countries evidence. (2016). Chiu, Yi-Bin ; Sun, Chia-Hung D. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:1017-1025.

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

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

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

2016Do production managers predict turning points? A directional analysis. (2016). Tsuchiya, Yoichi. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:1-8.

Full description at Econpapers || Download paper

2016Does the identity of multiple large shareholders affect the value of excess cash? Evidence from China. (2016). Hung, Jung-Hua ; Lin, Tsui-Jung ; Tsai, Han-Fang ; Imamah, Nur . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:173-190.

Full description at Econpapers || Download paper

2016Finding the multipath propagation of multivariable crude oil prices using a wavelet-based network approach. (2016). Sun, Xiaoqi ; Jia, Xiaoliang ; Huang, Xuan ; Gao, Xiangyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:331-344.

Full description at Econpapers || Download paper

2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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

2016The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun . In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

Full description at Econpapers || Download paper

2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania. In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

Full description at Econpapers || Download paper

2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs. (2016). Gupta, Rakesh ; Roca, Eduardo ; Yuan, Tian . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:230-239.

Full description at Econpapers || Download paper

2016Interest rate changes and stock returns: A European multi-country study with wavelets. (2016). Ferrer, Roman ; Benitez, Rafael ; Bolos, Vicente J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:1-12.

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

2016Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis. (2016). Koltuniak, Marcin . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:47:y:2016:i:3:p:251-266.

Full description at Econpapers || Download paper

2016On the isolated impact of copulas on risk measurement: Asimulation study. (2016). Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:475-481.

Full description at Econpapers || Download paper

2016Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity. (2016). Masih, Abul ; Farouk, Faizal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:360-375.

Full description at Econpapers || Download paper

2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

Full description at Econpapers || Download paper

2016Shari’ah screening, market risk and contagion: A multi-country analysis. (2016). Masih, Abul ; Bacha, Obiyathulla ; el Alaoui, Abdelkader Ouatik ; Asutay, Mehmet . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:93-112.

Full description at Econpapers || Download paper

2016Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach. (2016). Polanco-Martinez, Josue M ; Abadie, Luis M. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1089-:d:85667.

Full description at Econpapers || Download paper

2016Anti-dumping protection, price undertaking and product innovation. (2016). Peng, Cheng-Hau ; Kao, Kuo-Feng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:53-64.

Full description at Econpapers || Download paper

2016Size matters! Who is bashing whom in trade war?. (2016). Vandenbussche, Hylke ; Song, Huasheng ; Miyagiwa, Kaz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:33-45.

Full description at Econpapers || Download paper

2016The good, the bad and the ugly: Chinese imports, EU anti-dumping measures and firm performance. (2016). Vanino, Enrico ; Jabbour, Liza ; Zhang, Yan ; Tao, Zhigang . In: Discussion Papers. RePEc:not:notgep:16/16.

Full description at Econpapers || Download paper

2016Endogenous labour market imperfection, foreign direct investment and external terms-of-trade shocks in a developing economy. (2016). Chaudhuri, Sarbajit ; Biswas, Anindya . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:416-424.

Full description at Econpapers || Download paper

2016Stock prices and macroeconomic factors: Some European evidence. (2016). Peiro, Amado . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:287-294.

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 relationship between judicial efficiency and corporate cash holdings: An international study. (2016). Shah, Attaullah. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:448-462.

Full description at Econpapers || Download paper

2016Is the refining margin stationary?. (2016). Poblacion, Javier ; Serna, Gregorio . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:169-186.

Full description at Econpapers || Download paper

2016Compensation and performance in Major League Baseball: Evidence from salary dispersion and team performance. (2016). Lin, Eric ; Tao, Yu-Li . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:151-159.

Full description at Econpapers || Download paper

2016Gender Quota inside the Boardroom: Female Directors as New Key Players?. (2016). Reberioux, Antoine ; Roudaut, Gwenael . In: Working Papers. RePEc:hal:wpaper:hal-01297884.

Full description at Econpapers || Download paper

2016International joint venture and welfare-improving tariff-tax reforms. (2016). Chen, Tai-Liang ; Zou, Yuxiang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:27-35.

Full description at Econpapers || Download paper

2016Nonlinear association between ownership concentration and leverage: The role of family control. (2016). Lo, Huai-Chun ; Kweh, Qian Long ; Kiong, Irene Wei . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:113-123.

Full description at Econpapers || Download paper

2016Export rivalry, vertically-related markets, and optimal public ownership policy. (2016). Chang, Winston ; Ryu, Han Eol . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:392-401.

Full description at Econpapers || Download paper

2016Do industrial and trade policy lead to excess entry and social inefficiency?. (2016). , Leonard . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:354-362.

Full description at Econpapers || Download paper

2016Strategic managerial delegation and industrial policy competition in vertically-related markets. (2016). Chang, Winston ; Chen, Fang-yueh . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:429-442.

Full description at Econpapers || Download paper

2016Bank ownership and connected lending. (2016). Dheera-aumpon, Siwapong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:274-286.

Full description at Econpapers || Download paper

2016Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; Ryu, Doojin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

Full description at Econpapers || Download paper

2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17.

Full description at Econpapers || Download paper

2016Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011.

Full description at Econpapers || Download paper

2016From bond yield to macroeconomic instability: The effect of negative interest rates. (2016). Tedeschi, Gabriele ; Recchioni, Maria Cristina . In: Working Papers. RePEc:jau:wpaper:2016/06.

Full description at Econpapers || Download paper

2016Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

Full description at Econpapers || Download paper

2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

Full description at Econpapers || Download paper

2016Extreme bounds of sovereign defaults: Evidence from the MENA region. (2016). Zeaiter, Hussein ; El-Khalil, Raed . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:391-410.

Full description at Econpapers || Download paper

2016Leading Indicators of Fiscal Distress; Evidence from the Extreme Bound Analysis. (2016). Poghosyan, Tigran ; Bruns, Martin . In: IMF Working Papers. RePEc:imf:imfwpa:16/28.

Full description at Econpapers || Download paper

2016Transaction costs, liquidity risk, and the CCAPM. (2016). Liu, Wei Min ; Zhao, Huainan ; Luo, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:126-145.

Full description at Econpapers || Download paper

2016Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran. (2016). Mohammadzadeh, Azam ; Roshan, Reza ; Shahiki, Mohammad Nabi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-79.

Full description at Econpapers || Download paper

2016Examining Monetary Policy Transmission in the Peoples Republic of China–Structural Change Models with a Monetary Policy Index. (2016). Egan, Paul G ; Leddin, Anthony J. In: Asian Development Review. RePEc:tpr:adbadr:v:33:y:2016:i:1:p:74-110.

Full description at Econpapers || Download paper

2016Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies. (2016). Dos, Marco Aurelio ; Distadio, Luiz Fernando ; Lopes, Luiz Paulo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:179-189.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Increasing Returns in a Model With Creative and Physical Capital: Does a Balanced Growth Path Exist?. (2016). Batabyal, Amitrajeet. In: MPRA Paper. RePEc:pra:mprapa:74107.

Full description at Econpapers || Download paper

2016INCREASING RETURNS IN A MODEL WITH CREATIVE AND PHYSICAL CAPITAL: DOES A BALANCED GROWTH PATH EXIST?. (2016). . In: Regional Science Inquiry. RePEc:hrs:journl:v:viii:y:2016:i:2:p:31-35.

Full description at Econpapers || Download paper

2016INCREASING RETURNS IN A MODEL WITH CREATIVE AND PHYSICAL CAPITAL: DOES A BALANCED GROWTH PATH EXIST?. (2016). Batabyal, Amitrajeet. In: Regional Science Inquiry. RePEc:hrs:journl:v:viii:y:2016:i:3:p:31-35.

Full description at Econpapers || Download paper

2016Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock.

Full description at Econpapers || Download paper

2016Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

Full description at Econpapers || Download paper

2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

Full description at Econpapers || Download paper

2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach. (2016). Reboredo, Juan ; Nguyen, Duc Khuong ; Hernandez, Jose Arreola ; Hammoudeh, Shawkat . In: MPRA Paper. RePEc:pra:mprapa:73399.

Full description at Econpapers || Download paper

2016Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9.

Full description at Econpapers || Download paper

2016R2 and idiosyncratic volatility: Which captures the firm-specific return variation?. (2016). Teglio, Andrea ; Shen, Dehua ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:298-304.

Full description at Econpapers || Download paper

2016Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach. (2016). Shi, Yanlin ; Liu, Wai-Man ; Ho, Kin-Yip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:291-312.

Full description at Econpapers || Download paper

2016Australian firm characteristics and the cross-section variation in equity returns. (2016). Heaney, Richard ; Lan, Yihui ; Koh, Szekee . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:104-115.

Full description at Econpapers || Download paper

2016Long-run relationship between inequality and growth in post-reform China: New evidence from dynamic panel model. (2016). Lai, Jennifer ; Li, Tingting ; Zhao, Dingtao ; Wang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:238-252.

Full description at Econpapers || Download paper

2016Under-consumption, trade surplus, and income inequality in China. (2016). Chan, Kenneth ; Li, Tingting . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:241-256.

Full description at Econpapers || Download paper

2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201643.

Full description at Econpapers || Download paper

2016Experimental Study of Crack Initiation and Extension Induced by Hydraulic Fracturing in a Tree-Type Borehole Array. (2016). Ge, Zhaolong ; Lu, Yiyu ; Zuo, Shaojie . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:7:p:514-:d:73181.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Solar PV and solar water heaters in China: Different pathways to low carbon energy. (2016). Urban, Frauke ; Wang, YU ; Geall, Sam . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:64:y:2016:i:c:p:531-542.

Full description at Econpapers || Download paper

2016Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21.

Full description at Econpapers || Download paper

2016Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

Full description at Econpapers || Download paper

2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456.

Full description at Econpapers || Download paper

2016A public firm in a vertically linked price discriminating spatial duopoly. (2016). Beladi, Hamid ; Hollas, Daniel ; Chakrabarti, Avik . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:59-63.

Full description at Econpapers || Download paper

2016Managerial attributes and equity mutual fund performance: evidence from china. (2016). mamatzakis, emmanuel ; Xu, Bingrun . In: MPRA Paper. RePEc:pra:mprapa:76139.

Full description at Econpapers || Download paper

2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

Full description at Econpapers || Download paper

2016Global risk spillover and the predictability of sovereign CDS spread: International evidence. (2016). Lin, Hai ; Roberts, Helen ; Premachandra, Inguruwatte M ; Srivastava, Sasha . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:371-390.

Full description at Econpapers || Download paper

2016Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis. (2016). JOUINI, Jamel ; Lahiani, Amine ; Boubaker, Sabri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:14-28.

Full description at Econpapers || Download paper

2016Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.

Full description at Econpapers || Download paper

2016Detecting Convergence Clubs. (2016). Yazgan, Ege ; Stengos, Thanasis ; Beylunioglu, Fuat C. In: Working Papers. RePEc:gue:guelph:2016-04.

Full description at Econpapers || Download paper

2016Which market integration measure?. (2016). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max. In: SAFE Working Paper Series. RePEc:zbw:safewp:159.

Full description at Econpapers || Download paper

2016Stock market efficiency and liquidity: The Indonesia Stock Exchange merger. (2016). Yang, Ann Shawing ; Pangastuti, Airin . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:28-40.

Full description at Econpapers || Download paper

2016Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Extreme risk spillover effects in world gold markets and the global financial crisis. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:55-77.

Full description at Econpapers || Download paper

2016Hukou system reforms and skilled-unskilled wage inequality in China. (2016). Zhang, Pengqing ; Pi, Jiancai . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:90-103.

Full description at Econpapers || Download paper

2016Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence. (2016). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Emirmahmutoglu, Furkan. In: Working papers. RePEc:uct:uconnp:2016-20.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Systematic risk, government policy intervention, and dynamic contrarian investments. (2016). Hou, Wenxuan ; Liu, Jiapeng ; Zhang, Ting ; Tao, Qizhi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:334-343.

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

2016Capital market financing, firm growth, and firm size distribution. (2016). Schmukler, Sergio ; Levine, Ross ; Didier, Tatiana . In: ESRB Working Paper Series. RePEc:srk:srkwps:201604.

Full description at Econpapers || Download paper

2016State-owned enterprises, competition and product quality. (2016). Sgro, Pasquale ; Nguyen, Xuan ; Chao, Chi Chur ; Nabin, Munirul H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:200-209.

Full description at Econpapers || Download paper

2016Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip . In: Papers. RePEc:arx:papers:1506.03347.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016European Government Bond Market Contagion in Turbulent Times. (2016). Chuliá, Helena ; Abad, Pilar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276.

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

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

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

2016Managerial compensation, product market competition and fraud. (2016). Andergassen, Rainer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:1-15.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:211-223.

Full description at Econpapers || Download paper

2016Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela . In: Working Papers. RePEc:igi:igierp:586.

Full description at Econpapers || Download paper

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

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

2016Do venture capitalists improve the operating performance of IPOs?. (2016). Chen, Hung-Kun ; Liang, Woan-Lih . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:291-304.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016The Turkish appetite for gold: An Islamic explanation. (2016). Ekici, Ozgun ; Gulseven, Osman . In: Resources Policy. RePEc:eee:jrpoli:v:48:y:2016:i:c:p:41-49.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Does control-ownership disparity matter to foreign investors in Korea?. (2016). Lee, Youkyoung ; Cho, Myeonghyeon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:219-231.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
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

2016Privatization, Unemployment, and Welfare in the Harris-Todaro Model with a Mixed Duopoly. (2016). Jun, Yin ; Jiancai, PI. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:16:y:2016:i:4:p:12:n:13.

Full description at Econpapers || Download paper

2016Tax Competition and Fiscal Equalization under Corporate Income Taxation. (2016). Runkel, Marco ; Liesegang, Caterina . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6011.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Environmental awareness: The case of climate change. (2016). Weber, Shlomo ; Wiesmet, Hans . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11525.

Full description at Econpapers || Download paper

2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

Full description at Econpapers || Download paper

2016Hukou system reforms and skilled-unskilled wage inequality in China. (2016). Zhang, Pengqing ; Pi, Jiancai . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:90-103.

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

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

2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171.

Full description at Econpapers || Download paper

2016Considering all microstructure effects: The extension of a trade indicator model. (2016). Ryu, Doojin . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:107-110.

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

2016Environmental Kuznets Curve in China: New evidence from dynamic panel analysis. (2016). Li, Tingting ; Zhao, Dingtao ; Wang, Yong. In: Energy Policy. RePEc:eee:enepol:v:91:y:2016:i:c:p:138-147.

Full description at Econpapers || Download paper

2016A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

Full description at Econpapers || Download paper

2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

Full description at Econpapers || Download paper

2016Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide . In: International Economics. RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

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

2016A note on geographical constraints and housing markets in China. (2016). Dong, Yilin . In: Journal of Housing Economics. RePEc:eee:jhouse:v:33:y:2016:i:c:p:15-21.

Full description at Econpapers || Download paper

2016The relationship amongst energy consumption, foreign direct investment and output in developed and developing Countries. (2016). Amri, Fethi . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:64:y:2016:i:c:p:694-702.

Full description at Econpapers || Download paper

2016State-owned enterprises, competition and product quality. (2016). Sgro, Pasquale ; Nguyen, Xuan ; Chao, Chi Chur ; Nabin, Munirul H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:200-209.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456.

Full description at Econpapers || Download paper

2016Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; Ryu, Doojin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

Full description at Econpapers || Download paper

2016Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change. (2016). Akturk, Halit . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:230-246.

Full description at Econpapers || Download paper

2016Optimal allocation of government bond funds through the business cycle. Is money smart?. (2016). Laborda, Ricardo ; Muoz, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:46-67.

Full description at Econpapers || Download paper

2016Does inflation cause growth in the reform-era China? Theory and evidence. (2016). zou, heng-fu ; He, Qichun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:470-484.

Full description at Econpapers || Download paper

2016Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. (2016). Doytch, Nadia ; Nguyen, Tri Tung ; Narayan, Seema ; Kluegel, Karl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:485-503.

Full description at Econpapers || Download paper

2016Geography of cross-border portfolio investments and ICT diffusion. (2016). Lee, Soyean . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:540-552.

Full description at Econpapers || Download paper

2016When ad valorem tax prevails in international tax competition. (2016). Ogawa, Hikaru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:1-9.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Institutional constraints and economic development. (2016). Gurvich, Evsey . In: Russian Journal of Economics. RePEc:eee:rujoec:v:2:y:2016:i:4:p:349-374.

Full description at Econpapers || Download paper

2016A Solution to the Missing Globalization Puzzle by Non-CES Preferences. (2016). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:1608.

Full description at Econpapers || Download paper

2016Impacts on CO 2 Emission Allowance Prices in China: A Quantile Regression Analysis of the Shanghai Emission Trading Scheme. (2016). Zhang, Jie . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:11:p:1195-:d:83200.

Full description at Econpapers || Download paper

2016Evaluating the Influence of Criteria to Attract Foreign Direct Investment (FDI) to Develop Supporting Industries in Vietnam by Utilizing Fuzzy Preference Relations. (2016). Wang, Tien-Chin ; Nguyen, Xuan Huynh . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:447-:d:69541.

Full description at Econpapers || Download paper

2016Evaluating the Influence of Criteria to Attract Foreign Direct Investment (FDI) to Develop Supporting Industries in Vietnam by Utilizing Fuzzy Preference Relations. (2016). Wang, Chia-Nan ; Nguyen, Xuan Huynh . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:447:d:69541.

Full description at Econpapers || Download paper

2016ASSESSING NATIONAL ENVIRONMENTAL PERFORMANCE IN THE EASTERN PARTNERSHIP COUNTRIES. (2016). Apostoaie, Constantin-Marius . In: EURINT. RePEc:jes:eurint:y:2016:v:3:p:149-168.

Full description at Econpapers || Download paper

2016Networks of volatility spillovers among stock markets. (2016). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard. In: KIER Working Papers. RePEc:kyo:wpaper:941.

Full description at Econpapers || Download paper

2016Opening the Pandoras Box – Liberalised Input Trade and Wage Inequality with Non-traded Goods and Segmented Unskilled Labour Markets. (2016). Mukherjee, Soumyatanu. In: Discussion Papers. RePEc:not:notgep:16/15.

Full description at Econpapers || Download paper

2016International trade and risk aversion elasticities. (2016). Mukherjee, Soumyatanu ; Broll, Udo . In: Discussion Papers. RePEc:not:notgep:16/17.

Full description at Econpapers || Download paper

2016The Road to International Currency: Global Perspective and Chinese Experience. (2016). Liu, Tao ; Wang, Xiaosong . In: MPRA Paper. RePEc:pra:mprapa:72877.

Full description at Econpapers || Download paper

2016Does diversity in the payroll affect soccer teams’ performance? Evidence from the Italian Serie A. (2016). Di Domizio, Marco ; Caruso, Raul ; Carlo, Bellavite Pellegrini . In: MPRA Paper. RePEc:pra:mprapa:75644.

Full description at Econpapers || Download paper

2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622.

Full description at Econpapers || Download paper

2016Can Weather Conditions in New York Predict South African Stock Returns?. (2016). GUPTA, RANGAN ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201634.

Full description at Econpapers || Download paper

2016Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty. (2016). Lee, Chien-Chiang ; GUPTA, RANGAN ; Lahiani, Amine . In: Working Papers. RePEc:pre:wpaper:201673.

Full description at Econpapers || Download paper

2016The Meow Factor - An Investigation of Cat Content in Todays Media. (2016). Podhovnik, Edith . In: Proceedings of Arts & Humanities Conferences. RePEc:sek:iahpro:3806257.

Full description at Econpapers || Download paper

2016Ad Valorem Capital Tax Competition. (2016). Yamagishi, Atsushi ; Ogawa, Hikaru. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1030.

Full description at Econpapers || Download paper

2016Leadership in Tax Ccompetition with Fiscal Equalization Transfers . (2016). Ogawa, Hikaru ; Haraguchi, Junichi. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1031.

Full description at Econpapers || Download paper

Recent citations received in 2015
YearCiting document
2015The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:133-144.

Full description at Econpapers || Download paper

2015The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:135-146.

Full description at Econpapers || Download paper

2015The Interest Rate Corridor as a Macroprudential Tool to Mitigate Rapid Growth in Credits: Evidence from Turkey. (2015). Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxii:y:2015:i:4(605):p:133-144.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model. (2015). Yang, Zhaojun ; Zhang, Chunhong . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:yang.

Full description at Econpapers || Download paper

2015Financial Development and Energy Consumption Nexus in Nigeria: An Application of Autoregressive Distributed Lag Bound Testing Approach. (2015). Law, Siong Hook ; Ali, Hamisu Sadi ; Hook, Law Siong ; Yusop, Zulkornain Bin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-03-24.

Full description at Econpapers || Download paper

2015Taxation of labour income and the skilled–unskilled wage inequality. (2015). Sun, Sizhong ; Anwar, Sajid . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:18-22.

Full description at Econpapers || Download paper

2015Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.

Full description at Econpapers || Download paper

2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Ownership concentration and corporate performance from a dynamic perspective: Does national governance quality matter?. (2015). Nguyen, Tuan ; Reddy, Krishna ; Locke, Stuart . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:148-161.

Full description at Econpapers || Download paper

2015Investment timing and capital structure with loan guarantees. (2015). Xiang, Hua ; Yang, Zhaojun . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:179-187.

Full description at Econpapers || Download paper

2015Trade openness, financial openness, and financial development in China. (2015). Zhang, Chengsi ; Zhu, Yueteng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:287-309.

Full description at Econpapers || Download paper

2015The causal relationship between debt and growth in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:6:p:974-989.

Full description at Econpapers || Download paper

2015Analysis for Green Mine (phosphate) performance of China: An evaluation index system. (2015). Shang, Delei ; Zhang, Chi ; Liu, Chao ; Kang, Xiangtao ; Jiang, Changbao ; Yin, Guangzhi . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:71-84.

Full description at Econpapers || Download paper

2015Trends of offshore wind projects. (2015). Rodrigues, S. ; Bauer, P. ; Pinto, Teixeira R. ; Kontos, E. ; Restrepo, C.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:49:y:2015:i:c:p:1114-1135.

Full description at Econpapers || Download paper

2015Is the long-run relationship between economic growth, electricity consumption, carbon dioxide emissions and financial development in Gulf Cooperation Council Countries robust?. (2015). Ozturk, Ilhan ; Salahuddin, Mohammad ; Gow, Jeff . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:51:y:2015:i:c:p:317-326.

Full description at Econpapers || Download paper

2015Government insurance, information, and asset prices. (2015). Lopomo Beteto Wegner, Danilo ; Lopomo Beteto Wegner, Danilo, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:165-183.

Full description at Econpapers || Download paper

2015The impact of the economic crisis on the financial performance of multinational corporations. (2015). Zhao, Xin ; Li, Zhaoyang ; Jiang, Xianling . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:55-68.

Full description at Econpapers || Download paper

2015Exchange listing type and firm financial reporting behavior. (2015). Lin, Wen-Chun ; Liao, Tsai-Ling . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:234-249.

Full description at Econpapers || Download paper

2015Taxation of labour, product varieties and skilled–unskilled wage inequality: Short run versus long run. (2015). Sun, Sizhong ; Anwar, Sajid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:250-257.

Full description at Econpapers || Download paper

2015An analysis of policy harmonization on privatization and trade liberalization. (2015). Wang, Chia-Chi ; Chiou, Jiunn-Rong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:279-290.

Full description at Econpapers || Download paper

2015The effects of business cycle and debt maturity on a firms investment and default decisions. (2015). Jeon, Haejun ; Nishihara, Michi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:326-351.

Full description at Econpapers || Download paper

2015Equity premia and state-dependent risks. (2015). Normandin, Michel ; Larocque, Denis ; Bouaddi, Mohammed . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:393-409.

Full description at Econpapers || Download paper

2015Capital inflows and the interest premium problem: The effects of monetary sterilisation in selected Asian economies. (2015). Rajan, Ramkishen ; Cavoli, Tony . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:1-18.

Full description at Econpapers || Download paper

2015Do strong corporate governance firms still require political connection, and vice versa?. (2015). Shen, Chung-Hua ; Lin, Chih-Yung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:107-120.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Anticipation of takeovers in stock and options markets. (2015). Liu, Dehong ; Lallemand, Justin ; Lung, Pei Peter . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:19-35.

Full description at Econpapers || Download paper

2015Intraday jumps in Chinas Treasury bond market and macro news announcements. (2015). Cui, Jing ; Zhao, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:211-223.

Full description at Econpapers || Download paper

2015Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:295-310.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Commonality in liquidity in emerging markets: Another supply-side explanation. (2015). Bai, Min ; Qin, Yafeng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:90-106.

Full description at Econpapers || Download paper

2015Advances in financial risk management and economic policy uncertainty: An overview. (2015). McAleer, Michael ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:1-7.

Full description at Econpapers || Download paper

2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

Full description at Econpapers || Download paper

2015Forecasting Value-at-Risk using block structure multivariate stochastic volatility models. (2015). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50.

Full description at Econpapers || Download paper

2015Forecasting stock index volatility with GARCH models: international evidence. (2015). Sharma, Prateek ; Vipul, . In: Studies in Economics and Finance. RePEc:eme:sefpps:v:32:y:2015:i:4:p:445-463.

Full description at Econpapers || Download paper

2015Behavioural, Financial, and Health & Medical Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:78718.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

Full description at Econpapers || Download paper

2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

Full description at Econpapers || Download paper

2015The Role of Government Debt in Economic Growth. (2015). Alves, José ; Afonso, Antonio. In: Hacienda Pública Española. RePEc:hpe:journl:y:2015:v:215:i:4:p:9-26.

Full description at Econpapers || Download paper

2015Women on board and performance of family firms: Evidence from India. (2015). Sarkar, Jayati ; Selarka, Ekta . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2015-026.

Full description at Econpapers || Download paper

2015“On the bi-directional causal relationship between public debt and economic growth in EMU countries”. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201512.

Full description at Econpapers || Download paper

2015Gender and other major board characteristics in China: Explaining corporate dividend policy and governance. (2015). McGuinness, Paul ; Vieito, Joo ; Lam, Kevin . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:32:y:2015:i:4:p:989-1038.

Full description at Econpapers || Download paper

2015Women on Board and Performance of Family Firms: Evidence from India. (2015). Sarkar, Jayati ; Selarka, Ekta . In: Working Papers. RePEc:mad:wpaper:2015-130.

Full description at Econpapers || Download paper

2015Growth in a Time of Austerity: Evidence From the UK. (2015). Middleditch, Paul ; Amann, Jurgen . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:204.

Full description at Econpapers || Download paper

2015The Interrelationship of FDI and GDP in European Transition Countries. (2015). Sorić, Petar. In: International Journal of Management Science and Business Administration. RePEc:mgs:ijmsba:v:1:y:2015:i:4:p:41-58.

Full description at Econpapers || Download paper

2015Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU. (2015). Dallari, Pietro ; Ribba, Antonio . In: Department of Economics (DEMB). RePEc:mod:dembwp:0057.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

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

Full description at Econpapers || Download paper

2014Quantum spatial-periodic harmonic model for daily price-limited stock markets. (2014). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014A joint longitudinal and survival model with health care usage for insured elderly. (2014). Guillen, Montserrat ; Alemany, Ramon ; Piulachs, Xavier . In: Working Papers. RePEc:bak:wpaper:201407.

Full description at Econpapers || Download paper

2014Financial Imbalance Index as a New Early Warning Indicator: Methods and Applications in the Chinese Economy. (2014). Ma, Yong . In: China & World Economy. RePEc:bla:chinae:v:22:y:2014:i:6:p:64-86.

Full description at Econpapers || Download paper

2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4669.

Full description at Econpapers || Download paper

2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach. (2014). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4881.

Full description at Econpapers || Download paper

2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1362.

Full description at Econpapers || Download paper

2014Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Anwar, Sajid ; Al-Shboul, Mohammad. In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463.

Full description at Econpapers || Download paper

2014Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets. (2014). Otranto, Edoardo ; Hammoudeh, Shawkat ; Khalifa, Ahmed A. A., . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:365-374.

Full description at Econpapers || Download paper

2014Long-run analysis on convergence of Japanese local price levels: A pairwise approach. (2014). Ikeno, Hidehiro . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:390-397.

Full description at Econpapers || Download paper

2014Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?. (2014). Paradiso, Antonio ; Donadelli, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:206-220.

Full description at Econpapers || Download paper

2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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

2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

Full description at Econpapers || Download paper

2014Smart money or dumb money? A study on the selection ability of mutual fund investors in China. (2014). Feng, Xunan ; Chan, Kam C. ; Zhou, Mingshan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:154-170.

Full description at Econpapers || Download paper

2014Tax competition in federations revisited. (2014). Pi, Jiancai ; Zhou, YU. In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:1:p:104-107.

Full description at Econpapers || Download paper

2014Understanding the sovereign credit ratings of emerging markets. (2014). Varlı, Yusuf ; Erdem, Orhan ; Varli, Yusuf . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:42-57.

Full description at Econpapers || Download paper

2014Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

Full description at Econpapers || Download paper

2014Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century. (2014). Valadkhani, Abbas. In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:33-44.

Full description at Econpapers || Download paper

2014Short-selling bans and institutional investors herding behaviour: Evidence from the global financial crisis. (2014). Siklos, Pierre ; Klein, Arne C. ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:262-269.

Full description at Econpapers || Download paper

2014Corporate yield spreads and real interest rates. (2014). Batten, Jonathan ; Jacoby, Gady ; Liao, Rose C.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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

2014China׳s secondary privatization: Perspectives from the Split-Share Structure Reform. (2014). Liu, bibo ; liao, li ; Wang, Hao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:500-518.

Full description at Econpapers || Download paper

2014Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test. (2014). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:175-201.

Full description at Econpapers || Download paper

2014Chaos recognition and fractal analysis in the term structure of Shanghai Interbank Offered Rate. (2014). Gu, Rongbao ; Li, Xinjie ; Chen, XI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:101-112.

Full description at Econpapers || Download paper

2014Variance swaps, non-normality and macroeconomic and financial risks. (2014). Novales, Alfonso ; Nieto, Belen ; Rubio, Gonzalo . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:257-270.

Full description at Econpapers || Download paper

2014Can cost asymmetry be a rationale for privatisation?. (2014). Sinha, Uday ; Mukherjee, Arijit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:497-503.

Full description at Econpapers || Download paper

2014Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market. (2014). Gharghori, Philip ; faff, robert ; Nguyen, Annette . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:627-638.

Full description at Econpapers || Download paper

2014Do ADR investors herd?: Evidence from advanced and emerging markets. (2014). Kutan, Ali ; Demirer, Riza ; Zhang, Huacheng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:138-148.

Full description at Econpapers || Download paper

2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach. (2014). Tamakoshi, Go ; Hamori, Shigeyuki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:105-113.

Full description at Econpapers || Download paper

2014Privatization, foreign competition, and social efficiency of free entry. (2014). Hsu, Chu-Chuan ; Wang, Leonard F. S., ; Lee, Jen-yao . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:138-147.

Full description at Econpapers || Download paper

2014Evidence of contagion in global REITs investment. (2014). Chen, Chia-Shih ; Chang, Guang-Di . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:148-158.

Full description at Econpapers || Download paper

2014Technology licensing in mixed oligopoly. (2014). Wu, Shih-Jye ; Chen, Yi-Wen ; Yang, Ya-Po ; Wang, Leonard F. S., . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:193-204.

Full description at Econpapers || Download paper

2014Causes and consequences of corporate asset exchanges by listed companies in China. (2014). Wang, Jiwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:205-217.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Foreign capital, non-traded goods and welfare in a developing economy in the presence of externalities. (2014). Chaudhuri, Sarbajit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:249-262.

Full description at Econpapers || Download paper

2014Re-examining the Feldstein–Horioka and Sachs views of capital mobility: A heterogeneous panel setup. (2014). Otero, Jesus ; Holmes, Mark. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:1-11.

Full description at Econpapers || Download paper

2014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

Full description at Econpapers || Download paper

2014Fiscal reform and fiscal sustainability: Evidence from Australia and Sweden. (2014). Miyazaki, Tomomi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:141-151.

Full description at Econpapers || Download paper

2014Herding of institutional investors and margin traders on extreme market movements. (2014). Lin, Anchor Y.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:186-198.

Full description at Econpapers || Download paper

2014Non-parametric analysis of equity arbitrage. (2014). VORTELINOS, DIMITRIOS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216.

Full description at Econpapers || Download paper

2014A dark side of international capital market integration: Domestic investors view. (2014). In Joon Kim, ; Yoon, Sun-Joong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:238-256.

Full description at Econpapers || Download paper

2014Fund flow bias in market timing skill. Evidence of the clientele effect. (2014). Muoz, Fernando ; Vicente, Ruth ; Vargas, Maria . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:257-269.

Full description at Econpapers || Download paper

2014A view to the long-run dynamic relationship between crude oil and the major asset classes. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:286-299.

Full description at Econpapers || Download paper

2014The determinants of sovereign default: A sensitivity analysis. (2014). Chakrabarti, Avik ; Zeaiter, Hussein . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:300-318.

Full description at Econpapers || Download paper

2014Information content of unsolicited credit ratings and incentives of rating agencies: A theory. (2014). Byoun, Soku . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:338-349.

Full description at Econpapers || Download paper

2014Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation. (2014). Yen, Chen-Hui ; Liang, Kuo-Yuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:39-51.

Full description at Econpapers || Download paper

2014Risk sharing in an asymmetric environment. (2014). Santugini, Marc ; mirman, leonard ; Fesselmeyer, Eric. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:1-8.

Full description at Econpapers || Download paper

2014Capacity choice in a duopoly with a consumer-friendly firm and an absolute profit-maximizing firm. (2014). Nakamura, Yasuhiko . In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:105-117.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2013
YearCiting document
2013Public Debt and Economic Growth in Advanced Economies: A Survey. (2013). Presbitero, Andrea ; Panizza, Ugo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:78.

Full description at Econpapers || Download paper

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

2013What Does the 1930s’ Experience Tell Us about the Future of the Eurozone?. (2013). Crafts, Nicholas. In: CAGE Online Working Paper Series. RePEc:cge:wacage:142.

Full description at Econpapers || Download paper

2013Market Deregulation and Optimal Monetary Policy in a Monetary Union. (2013). Ghironi, Fabio ; Fiori, Giuseppe ; Cacciatore, Matteo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9742.

Full description at Econpapers || Download paper

2013Cross-Border Banking, Bank Market Structures and Market Power: Theory and Cross-Country Evidence. (2013). Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1344.

Full description at Econpapers || Download paper

2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

Full description at Econpapers || Download paper

2013The performance of transnational corporations: Evidence for the manufacturing industry in Chile. (2013). Vergara Marezco, Sebastián. In: Revista CEPAL. RePEc:ecr:col070:37009.

Full description at Econpapers || Download paper

2013Foreign exchange markets and oil prices in Asia. (2013). Narayan, Seema. In: Journal of Asian Economics. RePEc:eee:asieco:v:28:y:2013:i:c:p:41-50.

Full description at Econpapers || Download paper

2013Devaluation, pass-through and foreign reserves dynamics in a tourism economy. (2013). Lai, Ching-chong ; Chao, Chi-Chur ; Wang, Vey ; Hu, Shih-Wen ; Lu, Lee-Jung . In: Economic Modelling. RePEc:eee:ecmode:v:30:y:2013:i:c:p:456-461.

Full description at Econpapers || Download paper

2013Optimal bank interest margins under capital regulation in a call-option utility framework. (2013). Tsai, Jeng-Yan . In: Economic Modelling. RePEc:eee:ecmode:v:31:y:2013:i:c:p:557-565.

Full description at Econpapers || Download paper

2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22.

Full description at Econpapers || Download paper

2013Effect of piracy on innovation in the presence of network externalities. (2013). Banerjee, Dyuti . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:526-532.

Full description at Econpapers || Download paper

2013High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables. (2013). Hammoudeh, Shawkat ; Alves, Isabel Fraga ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:487-496.

Full description at Econpapers || Download paper

2013Bond yields in emerging economies: It matters what state you are in. (2013). Weber, Anke ; Jaramillo, Laura . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:169-185.

Full description at Econpapers || Download paper

2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

Full description at Econpapers || Download paper

2013Dynamic relationship between precious metals. (2013). Sensoy, Ahmet ; Şensoy, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511.

Full description at Econpapers || Download paper

2013GFC-robust risk management under the Basel Accord using extreme value methodologies. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237.

Full description at Econpapers || Download paper

2013Horizontal inventive step and international protection of intellectual property. (2013). Yang, Xuebing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:25:y:2013:i:c:p:338-355.

Full description at Econpapers || Download paper

2013Nonlinear bilateral trade balance-fundamentals nexus: A panel smooth transition regression approach. (2013). Wu, Po-Chin ; Liu, Shiao-Yen ; Pan, Sheng-Chieh . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:318-329.

Full description at Econpapers || Download paper

2013Governance, foreign direct investment and domestic welfare. (2013). Mukherjee, Arijit ; Maiti, Dibyendu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:406-415.

Full description at Econpapers || Download paper

2013The market structure of the banking sector and financially dependent manufacturing sectors. (2013). Hoxha, Indrit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:432-444.

Full description at Econpapers || Download paper

2013Cash dividend policy, corporate pyramids, and ownership structure: Evidence from China. (2013). bradford, william ; Chen, Chao ; Zhu, Song . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:445-464.

Full description at Econpapers || Download paper

2013Determinants of target selection and acquirer returns: Evidence from cross-border acquisitions. (2013). Chang, Kiyoung ; Bae, Sung C.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:552-565.

Full description at Econpapers || Download paper

2013Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?. (2013). Ferrer, Elena ; Santamaria, Rafael ; Corredor, Pilar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:572-591.

Full description at Econpapers || Download paper

2013Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

Full description at Econpapers || Download paper

2013Banking across borders with heterogeneous banks. (2013). Niepmann, Friederike. In: Staff Reports. RePEc:fip:fednsr:609.

Full description at Econpapers || Download paper

2013Did relational capital matter during the financial crisis?. (2013). Bykova, Anna ; Kuminova, Evgeniia . In: HSE Working papers. RePEc:hig:wpaper:23/fe/2013.

Full description at Econpapers || Download paper

2013This Time They Are Different; Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: IMF Working Papers. RePEc:imf:imfwpa:13/248.

Full description at Econpapers || Download paper

2013Instability and time-varying dependence structure between oil prices and stock markets in GCC countries. (2013). Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2013-023.

Full description at Econpapers || Download paper

2013Instability and time. (2013). Boubaker, Heni ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:2013-23.

Full description at Econpapers || Download paper

2013Anatomy of a fiscal débacle: the case of Portugal. (2013). Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp012013.

Full description at Econpapers || Download paper

2013This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: Discussion Papers. RePEc:not:notcfc:13/10.

Full description at Econpapers || Download paper

2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: MPRA Paper. RePEc:pra:mprapa:44395.

Full description at Econpapers || Download paper

2013Medidas de concentración y estabilidad de mercado. Una aplicación para Excel. (2013). Lis-Gutiérrez, Jenny ; Lis-Gutierrez, Jenny-Paola . In: MPRA Paper. RePEc:pra:mprapa:47615.

Full description at Econpapers || Download paper

2013Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets. (2013). Tiwari, Aviral ; Shahbaz, Muhammad ; Tahir, Mohammad Iqbal . In: MPRA Paper. RePEc:pra:mprapa:48086.

Full description at Econpapers || Download paper

2013Natural resource curse: a non linear approach in a panel of oil exporting countries. (2013). SEGHIR, Majda ; Damette, Olivier. In: MPRA Paper. RePEc:pra:mprapa:51604.

Full description at Econpapers || Download paper

2013Oil Price and Exchange Rate Volatility in Nigeria. (2013). Ogundipe, Adeyemi. In: MPRA Paper. RePEc:pra:mprapa:51668.

Full description at Econpapers || Download paper

2013تفكيك اثرات منشأ شوك‌هاي نفتي بر همبستگی پویای بین رشد بخش صنعت و معدن و قیمت نفت خام در ایران. (2013). Ebrahimi Torki, Mahyar ; Babaei Balderlou, Saharnaz ; Heidari, Hassan . In: MPRA Paper. RePEc:pra:mprapa:79257.

Full description at Econpapers || Download paper

2013Measuring Non-Performing Loans During (and After) Credit Booms. (2013). Serwa, Dobromił. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:3:p:163-183.

Full description at Econpapers || Download paper

2013Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function. (2013). Yanli LI, Hongfeng PENG, . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2013:i:3:p:132-143.

Full description at Econpapers || Download paper

2013Public Debt and Economic Growth in Advanced Economies: A Survey. (2013). Presbitero, Andrea ; Panizza, Ugo. In: Swiss Journal of Economics and Statistics (SJES). RePEc:ses:arsjes:2013-ii-6.

Full description at Econpapers || Download paper

2013Demand pull and technological flows within innovation systems: the intra-European evidence. (2013). Gehringer, Agnieszka ; antonelli, cristiano. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201303.

Full description at Econpapers || Download paper

2013Innovation and Income Inequality.. (2013). Gehringer, Agnieszka ; antonelli, cristiano. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201324.

Full description at Econpapers || Download paper

2013Demand pull and technological flows within innovation systems: the intra-European evidence. (2013). Gehringer, Agnieszka ; antonelli, cristiano. In: Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation Franco Momigliano, Bureau of Research i. RePEc:uto:labeco:201301.

Full description at Econpapers || Download paper

2013Innovation and Income Inequality.. (2013). Gehringer, Agnieszka ; antonelli, cristiano. In: Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation Franco Momigliano, Bureau of Research i. RePEc:uto:labeco:201311.

Full description at Econpapers || Download paper

2013Cost leadership and bank internationalization. (2013). Koetter, Michael ; Liesegang, Caroline ; Galema, Rients . In: Discussion Papers. RePEc:zbw:bubdps:572013.

Full description at Econpapers || Download paper

2013Granularity in Banking and Growth: Does Financial Openness Matter?. (2013). Buch, Claudia ; Bremus, Franziska. In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-14-13.

Full description at Econpapers || Download paper

2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha. In: Ruhr Economic Papers. RePEc:zbw:rwirep:431.

Full description at Econpapers || Download paper

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