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Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
99
Impact Factor
1.91
5 Years IF
1.91
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.18 0.08 1.93 0.15 29 29 666 55 56 71 13 186 27 0 4 0.14 0.04
1991 0.25 0.08 1.32 0.21 43 72 1156 93 151 65 16 180 37 0 5 0.12 0.04
1992 0.24 0.09 0.81 0.17 39 111 1263 89 241 72 17 174 29 0 2 0.05 0.04
1993 0.3 0.1 0.73 0.25 36 147 1394 106 348 82 25 182 45 0 11 0.31 0.05
1994 0.4 0.11 0.77 0.3 43 190 1145 142 494 75 30 183 54 0 0 0.06
1995 0.52 0.2 1.23 0.62 45 235 2264 284 784 79 41 190 117 5 1.8 9 0.2 0.08
1996 0.55 0.22 1.3 0.67 50 285 1443 361 1154 88 48 206 137 19 5.3 7 0.14 0.1
1997 0.76 0.23 1.49 0.92 51 336 1260 492 1656 95 72 213 197 66 13.4 17 0.33 0.1
1998 0.74 0.27 1.48 0.87 49 385 1799 562 2225 101 75 225 195 99 17.6 16 0.33 0.12
1999 0.85 0.29 1.47 0.91 44 429 2128 627 2855 100 85 238 216 60 9.6 30 0.68 0.14
2000 1.33 0.34 1.74 1.19 45 474 1827 803 3680 93 124 239 285 64 8 9 0.2 0.15
2001 1.6 0.36 1.86 1.17 49 523 2885 940 4653 89 142 239 279 86 9.1 19 0.39 0.16
2002 1.27 0.4 1.76 1.28 46 569 1729 943 5655 94 119 238 304 67 7.1 26 0.57 0.21
2003 1.86 0.41 2.36 1.95 52 621 1286 1394 7119 95 177 233 455 57 4.1 26 0.5 0.2
2004 1.65 0.46 2.13 1.86 52 673 1673 1372 8554 98 162 236 438 68 5 37 0.71 0.21
2005 1.51 0.47 2.17 1.82 65 738 2794 1552 10155 104 157 244 445 99 6.4 91 1.4 0.22
2006 1.97 0.47 2.34 2.09 66 804 2638 1845 12036 117 231 264 551 97 5.3 66 1 0.21
2007 1.94 0.42 2.14 1.78 68 872 2472 1842 13901 131 254 281 499 81 4.4 67 0.99 0.19
2008 2.15 0.45 2.25 2.05 73 945 1656 2098 16025 134 288 303 622 99 4.7 53 0.73 0.21
2009 1.91 0.44 2.27 2.04 69 1014 2088 2267 18328 141 270 324 660 113 5 51 0.74 0.21
2010 1.62 0.44 1.93 1.97 97 1111 1923 2123 20467 142 230 341 672 133 6.3 60 0.62 0.18
2011 1.64 0.46 1.97 1.85 94 1205 1709 2361 22844 166 273 373 691 159 6.7 46 0.49 0.21
2012 1.52 0.47 2.08 1.8 105 1310 2359 2706 25571 191 291 401 723 158 5.8 118 1.12 0.19
2013 2.21 0.53 2.59 2.28 144 1454 2733 3742 29330 199 439 438 1000 304 8.1 158 1.1 0.22
2014 2.68 0.55 2.65 2.3 123 1577 2064 4165 33503 249 668 509 1171 211 5.1 149 1.21 0.21
2015 2.69 0.55 2.47 2.29 115 1692 1335 4177 37687 267 717 563 1292 195 4.7 81 0.7 0.21
2016 2.58 0.56 2.53 2.45 117 1809 961 4573 42267 238 614 581 1422 226 4.9 120 1.03 0.2
2017 2.17 0.58 2.51 2.3 119 1928 621 4833 47113 232 503 604 1390 271 5.6 122 1.03 0.21
2018 1.77 0.7 2.07 1.97 98 2026 291 4176 51302 236 417 618 1218 183 4.4 80 0.82 0.28
2019 1.91 0.88 1.88 1.91 141 2167 124 4069 55371 217 414 572 1094 208 5.1 71 0.5 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12001Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272.

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1134
21995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

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552
31995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

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528
41992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

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467
52005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

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424
61999Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

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392
72007Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

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329
82005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

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315
92000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53.

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288
102001Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471.

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270
111995Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762.

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265
122013Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36.

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260
132001Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296.

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257
142013The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82.

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256
151993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. (1993). Olsen, Richard ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A. ; Nagler, Robert J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438.

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249
162006The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952.

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249
171998Central bank intervention and exchange rate volatility1. (1998). Dominguez, Kathryn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190.

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249
182006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

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240
192000Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

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239
202002International financial integration and economic growth. (2002). Slok, Torsten ; Ricci, Luca ; Levine, Ross ; Edison, Hali. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776.

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239
211993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA. (1993). Gentry, William ; Bodnar, Gordon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45.

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237
221983Foreign currency option values. (1983). Garman, Mark B. ; Kohlhagen, Steven W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237.

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232
231999Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586.

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222
241991Cointegration: how short is the long run?. (1991). Rush, Mark ; Hakkio, Craig. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581.

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219
252009Financial development and economic growth: Convergence or divergence?. (2009). Fung, Michael K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:56-67.

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217
262011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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216
272000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

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211
281998Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

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207
291999What triggers market jitters?: A chronicle of the Asian crisis. (1999). Schmukler, Sergio ; Kaminsky, Graciela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560.

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201
302006Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403.

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199
312014Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:221-248.

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194
321999Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s. (1999). Reinhart, Carmen ; Montiel, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:619-635.

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193
332011Thresholds in the process of international financial integration. (2011). Taylor, Ashley ; Prasad, Eswar ; Kose, Ayhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179.

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193
342007Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569.

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190
352004Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733.

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182
361999Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602.

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182
372013Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

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181
381996Purchasing power parity and unit root tests using panel data. (1996). Oh, Keun-Yeob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418.

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181
392007Explaining the global pattern of current account imbalances. (2007). Gruber, Joseph W. ; Kamin, Steven B.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:500-522.

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181
402004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25.

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175
412000The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488.

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173
421993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. (1993). Thomas, Lee III ; Levich, Richard M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474.

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173
432003The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

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172
441998On inflation and inflation uncertainty in the G7 countries. (1998). Grier, Kevin ; Perry, Mark J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689.

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168
452002The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

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166
462006Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639.

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165
472001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399.

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162
482012Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638.

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161
491996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. (1996). Bonser-Neal, Catherine ; Tanner, Glenn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878.

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160
502007Home bias and international risk sharing: Twin puzzles separated at birth. (2007). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605.

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160
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272.

Full description at Econpapers || Download paper

187
22011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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89
32013Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36.

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75
42014Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:221-248.

Full description at Econpapers || Download paper

75
52007Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

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66
62013The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82.

Full description at Econpapers || Download paper

61
72013Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

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58
82006The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952.

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58
92014Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin ; Buyukahin, Bahattin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70.

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51
101995Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26.

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49
111998Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

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48
122009Financial development and economic growth: Convergence or divergence?. (2009). Fung, Michael K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:56-67.

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48
132016Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330.

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47
142014Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

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43
152016Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

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42
162006The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

Full description at Econpapers || Download paper

41
171999Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617.

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40
182015U.S. unconventional monetary policy and transmission to emerging market economies. (2015). Sapriza, Horacio ; Bowman, David ; Londono, Juan M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:55:y:2015:i:c:p:27-59.

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40
192005Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

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39
202014Competition and financial stability in European cooperative banks. (2014). Mare, Davide Salvatore ; Fiordelisi, Franco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:1-16.

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38
212013What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. (2013). Jinjarak, Yothin ; Hutchison, Michael ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:37-59.

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38
222005Stock prices and exchange rate dynamics. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1031-1053.

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37
232007Explaining the global pattern of current account imbalances. (2007). Gruber, Joseph W. ; Kamin, Steven B.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:500-522.

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37
242001Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296.

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36
252017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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261995Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492.

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272011Thresholds in the process of international financial integration. (2011). Taylor, Ashley ; Prasad, Eswar ; Kose, Ayhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179.

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282005Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

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292012Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638.

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302013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2013). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:719-738.

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312014International channels of the Feds unconventional monetary policy. (2014). Neely, Christopher ; Bauer, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:24-46.

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322014Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37.

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332015Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141.

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342016Financial crisis, US unconventional monetary policy and international spillovers. (2016). He, Dong ; Filardo, Andrew ; Zhu, Feng ; Chen, Qianying . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:62-81.

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352015Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries. (2015). Reitz, Stefan ; Falagiarda, Matteo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:276-295.

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362009Corruption and cross-border investment in emerging markets: Firm-level evidence. (2009). Wei, Shang-Jin ; Javorcik, Beata. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:4:p:605-624.

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372015Systemic risk in European sovereign debt markets: A CoVaR-copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:214-244.

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382010The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration. (2010). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua ; MenzieD. Chinn, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:4:p:615-641.

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392012Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:639-656.

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402017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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30
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432007Home bias in global bond and equity markets: The role of real exchange rate volatility. (2007). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:631-655.

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30
441992The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314.

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452007Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569.

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462018Macroprudential policy and bank risk. (2018). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:203-220.

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472000The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832.

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482013Debt and growth: New evidence for the euro area. (2013). Rother, Philipp ; Checherita Westphal, Cristina ; Baum, Anja ; Checherita-Westphal, Cristina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:809-821.

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492002Inflation thresholds and the finance-growth nexus. (2002). Wachtel, Paul ; Rousseau, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:777-793.

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502015A non-standard monetary policy shock: The ECBs 3-year LTROs and the shift in credit supply. (2015). DARRACQ PARIES, Matthieu ; Darracq-Paries, Matthieu ; De Santis, Roberto A.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:1-34.

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2019Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151.

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2019Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325.

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2019Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local. (2019). Garcia-Andrade, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1094.

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2019Faith-based norms and portfolio performance: Evidence from India. (2019). Hassan, M. Kabir ; Dharani, M ; Paltrinieri, Andrea. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:79-89.

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2019A statistical analysis of uncertainty for conventional and ethical stock indexes. (2019). JAWADI, Fredj ; Cheffou, Abdoukarim Idi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:9-17.

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2019Tracking foreign capital: the effect of capital inflows on bank lending in the UK. (2019). Raabe, Alexander ; Kneer, Christiane. In: Bank of England working papers. RePEc:boe:boeewp:0804.

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2019Tracking Foreign Capital: The Effect of Capital Inflows on Bank Lending in the UK. (2019). Kneer, Christiane ; Raabe, Alexander. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2019.

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2019Tracking foreign capital: the effect of capital inflows on bank lending in the UK. (2019). Raabe, Alexander ; Kneer, Christiane. In: ECON - Working Papers. RePEc:zur:econwp:326.

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2019Regulatory competition in capital standards: a ‘race to the top’ result. (2019). Haufler, Andreas ; Maier, Ulf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:180-194.

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2019International Lending: The Crisis and Its Policy Response. (2019). Muting, Miriam. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203647.

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2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

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2019Effects of Japanese quantitative easing policy on the economies of Japan and Korea. (2019). Kim, Won Joong ; Baak, Saang Joon ; Ryou, Jai Won. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:241-252.

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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201903.

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2019Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Schienle, Melanie ; Urban, Jorg ; Buse, Rebekka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201990.

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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2019Financial contagion across major stock markets: A study during crisis episodes. (2019). Bensaida, Ahmed ; Benmim, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201.

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2019Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146.

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2019REVISITING THE ECONOMIC CASE FOR FISCAL UNION IN THE EURO AREA. (2019). Obstfeld, Maurice ; Dellariccia, Giovanni ; Berger, Helge . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13813.

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2019Revisiting the Economic Case for Fiscal Union in the Euro Area. (2019). Obstfeld, Maurice ; Berger, Helge ; Dellariccia, Giovanni. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:3:d:10.1057_s41308-019-00089-x.

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2019News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries. (2019). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:149-173.

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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203484.

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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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2019Inflation target and (a)symmetries in the oil price pass-through to inflation. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Post-Print. RePEc:hal:journl:hal-02082415.

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2019Does Inflation Targeting Always Matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; LopezVillavicencio, Antonia . In: Working Papers. RePEc:hal:wpaper:hal-02082568.

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2019Informal Sector and Mobile Financial Services in Developing Countries: Does Financial Innovation Matter?. (2019). NOAH, Alphonse ; Jacolin, Luc ; Keneck, Massil. In: Working papers. RePEc:bfr:banfra:721.

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2019Economic complexity and sovereign risk premia. (2019). Ozmen, Utku. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00975.

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2019Does inflation targeting always matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Lopez-Villavicencio, Antonia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:360-377.

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2019Assessing the Sustainability of Inflation Targeting: Evidence from EU Countries with Non-EURO Currencies. (2019). Dumitrescu, Bogdan Andrei ; Strchinaru, Adina Ionela . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5654-:d:276184.

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2019Inflation target and (a)symmetries in the oil price pass-through to inflation. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:860-875.

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2019Does Inflation Targeting Always Matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Villavicencio, Antonia Lopez ; LopezVillavicencio, Antonia . In: Post-Print. RePEc:hal:journl:hal-02082568.

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2019The inequality-credit nexus. (2019). Fischer, Ronald ; Valenzuela, Patricio ; Huerta, Diego. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:105-125.

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2019Renewable Natural Gas Research Center Project. (2018). Roy, Partho S ; Raju, Arun. In: Institute of Transportation Studies, Working Paper Series. RePEc:cdl:itsdav:qt0055g3kb.

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2019Income inequality, consumption, credit and credit risk in a data-driven agent-based model. (2019). Papadopoulos, Georgios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:39-73.

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2019Interest-only-mortgages and housing market fluctuations in Denmark. (2019). Karpestam, Peter ; Johansson, Sebastian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137717300529.

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2019Medium term treatment and side effects of quantitative easing: international evidence. (2019). Stracca, Livio ; Duca, Ioana A ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20192229.

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2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

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2019Can the Hybridity of Law and Finance Save Central Banking in a Zero-Lower Bound Recession? A Money and Legal View. (2019). Saeidinezhad, Elham ; Hovhannisyan, Tatev. In: MPRA Paper. RePEc:pra:mprapa:97719.

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2019Bank market power and the intensity of borrower discouragement: analysis of SMEs across developed and developing European countries. (2019). Koeter-Kant, Johanna ; Hernandez-Canovas, Gines ; Mol-Gomez, Ana. In: Small Business Economics. RePEc:kap:sbusec:v:53:y:2019:i:1:d:10.1007_s11187-018-0056-y.

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2019Commodity Price Uncertainty as a Leading Indicator of Economic Activity. (2019). Bakas, Dimitrios ; Ioakimidis, Marilou ; Triantafyllou, Athanasios. In: Working Paper series. RePEc:rim:rimwps:19-03.

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2019Dynamics of monetary policy spillover: The role of exchange rate regimes. (2019). Dash, Pradyumna ; Rohit, Abhishek Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:276-288.

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2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

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2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics. (2019). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Drakonaki, Emmanouela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304856.

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2019Unconventional monetary policy effects on output and inflation: A meta-analysis. (2019). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:295-305.

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2019Host-country financial development and multinational activity. (2019). Chor, Davin ; Bilir, Kamran L ; Manova, Kalina. In: European Economic Review. RePEc:eee:eecrev:v:115:y:2019:i:c:p:192-220.

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2019Does VIX scare stocks of tourism companies?. (2019). Yildirim, Hakan ; Kili, Lker ; Akda, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:12:y:2019:i:3:d:10.1007_s12076-019-00238-w.

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2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2019Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach. (2019). tissaoui, KAIS. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:232-249.

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2019Predicting the volatility of the iShares China Large-Cap ETF: What is the role of the SSE 50 ETF?. (2019). Jin, Xuejun ; Luo, Xingguo ; Zhu, Fangfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19301040.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2019What drives European Union stock market co-movements?. (2019). Pochea, Maria Miruna ; NIOI, Mihai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:57-69.

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2019Do financial crises cleanse the banking industry? Evidence from US commercial bank exits. (2019). Vallascas, Francesco ; Keasey, Kevin ; Spokeviciute, Laima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:222-236.

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2019Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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2019Analysing of exchange rate and gross domestic product (GDP) by adaptive neuro fuzzy inference system (ANFIS). (2019). Jovic, Srdjan ; Rakic, Goran ; Markovic, Sanja ; Micic, Radmila ; Miladinovic, Jasmina Smigic. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:333-338.

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2019How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_522_19.

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2019Real exchange rate misalignments in CEECs: have they hindered growth?. (2019). Regis, Paulo ; Cuestas, Juan ; Mourelle, Estefania . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2018-05.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2019Steel product prices transmission activities in the midstream industrial chain and global markets. (2019). Sun, Qingru ; An, Haizhong ; Li, Huajiao ; Guo, Sui ; Liu, Yanxin ; Hao, Xiaoqing. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:56-71.

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2019The Third Round of the Euro Area Enlargement: Are the Candidates Ready?. (2019). Deskar-Škrbić, Milan ; Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Working Papers. RePEc:hnb:wpaper:57.

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2019The role of asymmetry in the interplay between internal and external factors: Empirical evidence from the US, Brazil, Canada and Mexico. (2019). Ozdemir, Ali Sezin ; Ozcelebi, Oguzhan ; Tokmakcioglu, Kaya . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:37:y:2019:i:1:p:55-75.

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2019Current account dynamics under information rigidity and imperfect capital mobility. (2019). Tsuruga, Takayuki ; Shibata, Akihisa ; Shintani, Mototsugu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:153-176.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

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2019Disinflationary shocks and inflation target uncertainty. (2019). Ropele, Tiziano ; Neri, Stefano. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:77-80.

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2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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2019Disinflationary shocks and inflation target uncertainty. (2019). Ropele, Tiziano ; Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1230_19.

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2019Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Ruan, Weihua ; Fu, Yuyuan ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119306016.

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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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2019Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach. (2019). Zardoub, Amna ; Abed, Riadh. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:4:d:10.1007_s10368-019-00444-3.

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2019A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Soares, Maria Joana ; Ojo, Mustapha Olalekan. In: NIPE Working Papers. RePEc:nip:nipewp:11/2019.

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2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Roubaud, David. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

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2019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

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2019Co-movements between Bitcoin and Gold: A wavelet coherence analysis. (2019). Hernandez, Jose Arreola ; McIver, Ron P ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304637.

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2019Hoarding for Stormy Days - Test of International Reserves Providing Financial Buffer Services. (2019). Jinjarak, Yothin ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:25909.

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2019On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve. (2019). Tavlas, George ; Petroulas, Pavlos ; Hall, Stephen ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:270.

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2019A consumption-based approach to exchange rate predictability. (2019). Ojeda-Joya, Jair. In: MPRA Paper. RePEc:pra:mprapa:94231.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019Forecasting European Economic Policy Uncertainty. (2019). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:96268.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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2019Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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2019Central banks’ preferences and banking sector vulnerability. (2019). Lucotte, Yannick ; Pradines-Jobet, F ; Levieuge, G. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:110-131.

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2019Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. (2019). D'Orazio, Paola ; Popoyan, Lilit ; Dorazio, Paola. In: Ecological Economics. RePEc:eee:ecolec:v:160:y:2019:i:c:p:25-37.

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2019A Re-Evaluation of the Choice of an Inflation Target in the Wake of the Global Financial Crisis. (2019). Guender, Alfred V ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:19/17.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2019Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls. (2019). Boero, Gianna ; Taylor, Mark P ; Mandalinci, Zeyyad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:142-160.

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2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201915.

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2019Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds. (2019). Tillmann, Peter ; PeterTillmann, ; Heyden, Thomas ; Bannier, Christina E. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:37-45.

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2019On international integration of emerging sovereign bond markets. (2019). Sharma, Sunil ; Goswami, Mangal ; Chan, Melissa ; Agur, Itai. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:347-363.

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2019The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory. (2019). Chen, Dewen ; Zhang, Feiyan. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:5:f:9_5_5.

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2019Spillovers from Japans Unconventional Monetary Policy: A global VAR Approach. (2019). Ganelli, Giovanni ; Tawk, Nour . In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163.

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2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

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2019Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence. (2019). Taniguchi, Kiyoshi ; PARK, DONGHYUN ; Tian, Shu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:287-303.

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2019The long overhang of bad decisions in agro-industrial development: Sugar and tomato paste in Ghana. (2019). Boamah, Emmanuel Frimpong ; Sumberg, James. In: Food Policy. RePEc:eee:jfpoli:v:89:y:2019:i:c:s0306919219306086.

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2019Traps on the Road to High Income. (2019). Canuto, Otaviano. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb19-14.

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2019The communication and European Regional economic growth: The interactive fixed effects approach. (2019). Liu, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:299-311.

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2019Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. (2019). Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Pui, Kiew Ling ; Furuoka, Fumitaka. In: MPRA Paper. RePEc:pra:mprapa:98672.

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2019“What difference does it make (to be in the Middle Income Trap)?”: An empirical exploration of the drivers of growth slowdowns. (2019). ROUGIER, ERIC ; Andrianjaka, Riana Razafimandimby. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:225-236.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019Financial Shocks and Exchange Market Pressure. (2019). Pundit, Madhavi ; Patnaik, Ila. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0581.

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2019The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?. (2019). Serati, Massimiliano ; Venegoni, Andrea. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:118-141.

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2019Real exchange rate persistence and country characteristics: A global analysis. (2019). Velic, Adnan ; Curran, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:35-56.

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2019The Impact of E-Commerce on Relative Prices and Consumer Welfare. (2019). Weinstein, David ; Matsumura, Misaki ; Jo, Yoon J. In: NBER Working Papers. RePEc:nbr:nberwo:26506.

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2019A Tale of Two Surplus Countries: China and Germany. (2019). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: IEER Working Papers. RePEc:iee:wpaper:wp0114.

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2019A Tale of Two Surplus Countries: China and Germany. (2019). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_010.

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2019The effects of alternative wage regimes in a monetary union: A multi-country agent based-stock flow consistent model. (2019). Gallegati, Mauro ; Catullo, Ermanno ; Caiani, Alessandro . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:389-416.

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2019Increasing public debt and the role of central bank independence for debt maturities. (2019). Noh, Lukas. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:179-198.

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2019Capital flows in the euro area and TARGET2 balances. (2019). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:242019.

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2019Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M. In: Econometric Institute Research Papers. RePEc:ems:eureir:122072.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Is the negative interest rate policy effective?. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep034.

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2019Does Trilemma Speak Chinese?. (2019). Rudkin, Simon ; Magkonis, Georgios. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-01.

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2019Invoice Currency Choice in Malawis Imports from Asia: Is there any evidence of Renminbi Internationalization?. (2019). Montfaucon, Angella ; Kiyotaka, Sato ; Lapukeni, Angella Faith . In: Discussion papers. RePEc:eti:dpaper:19060.

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2019Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices. (2019). Kiyotaka, Sato ; Keddad, Benjamin. In: Discussion papers. RePEc:eti:dpaper:19073.

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2019Does Islamic stock sensitivity to oil prices have economic significance?. (2019). Sharma, Susan Sunila ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:497-512.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2019The Balassa-Samuelson effect reversed: new evidence from OECD countries. (2019). Gubler, Matthias ; Sax, Christoph . In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:155:y:2019:i:1:d:10.1186_s41937-019-0029-3.

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2019Capital Flows, Macroprudential Policies and Capital Controls. (2019). Saravia, Diego ; Bauducco, Sofia ; Aguirre, Alvaro . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c04pp083-110.

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2019Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio. (2019). GUPTA, RANGAN ; Lv, Zhihui ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201968.

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2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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2019The effectiveness of the counter-cyclical loan-to-value regulation: Generic versus sector-specific rules. (2019). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers335.

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2019Distance(s) and the Volatility of International Trade(s). (2019). Tille, Cédric ; Schmitz, Martin ; Mehl, Arnaud. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2019.

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2019Distance(s) and the volatility of international trade(s). (2019). Tille, Cédric ; Schmitz, Martin ; Mehl, Arnaud. In: Working Paper Series. RePEc:ecb:ecbwps:20192252.

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2019Distance(s) and the volatility of international trade(s). (2019). Tille, Cédric ; Schmitz, Martin ; Mehl, Arnaud. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2125.

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2019Distance(s) and the Volatility of International Trade(s). (2019). Schmitz, Martin ; Mehl, Arnaud ; Tille, Cedric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13630.

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2019International debt and Special Purpose Entities: evidence from Ireland. (2019). McQuade, Peter ; Galstyan, Vahagn ; Maqui, Eduardo . In: Working Paper Series. RePEc:ecb:ecbwps:20192301.

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2019International Debt and Special Purpose Entities: Evidence from Ireland. (2019). McQuade, Peter ; Maqui, Eduardo ; Galstyan, Vahagn. In: Research Technical Papers. RePEc:cbi:wpaper:13/rt/19.

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2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: Working Paper Series. RePEc:ecb:ecbwps:20192267.

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2019The Interest Rate Effect on Private Saving: Alternative Perspectives. (2019). Cheung, Yin-Wong ; Aizenman, Joshua ; Ito, Hiro. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_004.

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2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_009.

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2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:797.

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2019The U.S.-China Trade Balance and the Theory of Free Trade: Debunking the Currency Manipulation Argument. (2018). Shaikh, Anwar ; Weber, Isabella . In: Working Papers. RePEc:new:wpaper:1805.

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2019Truths and Myths About RMB Misalignment: A Meta-analysis. (2019). He, Shi ; Cheung, Yin-Wong. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:3:d:10.1057_s41294-019-00093-0.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019The Relationship between Economic Uncertainty and Corporate Tax Rates. (2019). GUPTA, RANGAN ; Gözgör, Giray ; Clance, Matthew ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201945.

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2019Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

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2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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2019The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27.

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2019Can spillover effects provide forecasting gains? The case of oil price volatility. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis ; Delis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:96266.

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2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

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2019Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). He, Minyuan ; Fang, Hongsheng ; Dang, Dandan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6.

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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2019Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Feng, Sida ; Guo, Sui ; Qi, Yajie ; Li, Huajiao. In: Complexity. RePEc:hin:complx:3540523.

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2019Measuring Global Economic Activity. (2019). Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:25778.

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2019Impact of Oil Prices on Stock Market Performance: Evidence from Top Oil Importing Countries. (2019). Iraqi, Khalid M. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:2:p:1-14.

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2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging. (2019). Demirer, Riza ; Badshah, Ihsan ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303482.

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2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13601.

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2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1904.

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2019Facing the Quadrilemma: Taylor Rules, Intervention Policy and Capital Controls in Large Emerging Markets. (2019). Zink, David ; Hutchison, Michael ; Chertman, Fernando. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_016.

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2019Covered Interest Parity deviations: Macrofinancial determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13886.

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2019Covered Interest Parity Deviations: Macrofinancial Determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: NBER Working Papers. RePEc:nbr:nberwo:26129.

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2019The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy. (2019). Österholm, Pär ; Osterholm, Par ; Nordstrom, Martin ; Knezevic, David. In: Working Papers. RePEc:hhs:oruesi:2019_006.

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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941.

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2019Cost of debt financing: Does political connection matter?. (2019). Khaw, Karren Lee-Hwei ; Rashid, Rasidah Mohd ; Zainudin, Rozaimah. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119301347.

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2019The implications of central bank transparency for uncertainty and disagreement. (2019). Jitmaneeroj, Boonlert ; Wood, Andrew ; Lamla, Michael J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:222-240.

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2019Financial Stability and the Fed: Evidence from Congressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: DNB Working Papers. RePEc:dnb:dnbwpp:633.

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2019Financial Stability and the Fed: Evidence from Congressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Research Papers in Economics. RePEc:trr:wpaper:201908.

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2019Forecasting Inflation Uncertainty in the United States and Euro Area. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9794-9.

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2019The ECB’s monetary pillar after the financial crisis. (2019). Kempa, Bernd ; Dybowski, Philipp T. In: CQE Working Papers. RePEc:cqe:wpaper:8519.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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2019Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

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2019Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998.

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2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis. (2019). lucey, brian ; Hernandez, Jose Areola ; Boako, Gideon ; Hussain, Syed Jawad ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x.

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2019Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46.

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2019Is individual trading priced in the preferred stock discount?. (2019). Choi, Joung Hwa ; Sub, Paul Moon ; Park, Cheol. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:326-346.

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2019The limits to integration before and after the great financial crisis. (2019). Marchionne, Francesco ; Lazareva, Evelina . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00114.

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2019Macroprudential policy spillovers and international banking - Taking the gravity approach. (2019). Norring, Anni. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019101.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2019Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts. (2019). Prein, Timm. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203654.

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2019MANAGING RISK TAKING WITH INTEREST RATE POLICY AND MACROPRUDENTIAL REGULATIONS. (2019). Shukayev, Malik ; Cociuba, Simona ; Ueberfeldt, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1056-1081.

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2019Money laundering and bank risk: evidence from US banks. (2019). Thornton, John ; Uymaz, Yurtsev ; Altunba, Yener. In: Working Papers. RePEc:bng:wpaper:19005.

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2019MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971.

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2019The Dark Side of Prudential Measures. (2019). Tabak, Benjamin ; Scalco, Paulo ; Teixeira, Anderson Mutter . In: Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG. RePEc:ufb:wpaper:078.

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2019Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments. (2019). Varraso, Paolo ; Marques, Aurea Ponte ; Budrys, Ymantas ; Peeters, Jonas ; Cappelletti, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20192292.

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2019Heterogeneous effects of the implementation of macroprudential policies on bank risk. (2019). Teixeira, Anderson Mutter ; Tabak, Benjamin Miranda ; Ely, Regis Augusto. In: MPRA Paper. RePEc:pra:mprapa:94546.

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2019Oil and macro-financial linkages: Evidence from the GCC countries. (2019). Ibrahim, Mansor. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:1-13.

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2019Macroeconomic Institutions: Lessons from World Experience for MENA Countries. (2019). Schmidt-Hebbel, Klaus. In: Working Papers. RePEc:erg:wpaper:1311.

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2019Macroprudencial and Monetary Policies : The Need to Dance the Tango in Harmony. (2019). Pradines-Jobet, Florian ; Lucotte, Yannick ; Garcia, Jose David. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2691.

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2019Macro-prudential policies, the global financial cycle and the real exchange rate. (2019). Guo, Shen ; Ouyang, Alice Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:147-167.

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2019Monetary and macroprudential policy coordination among multiple equilibria. (2019). Agur, Itai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:192-209.

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2019The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe. (2019). Moagr-Poladian, Simona ; Clichici, Dorina ; NIOI, Mihai . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:148-160.

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2019(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Campmas, Alexandra ; Brana, Sophie . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593.

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2019A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

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2019A Measure of Bindingness in the Irish Mortgage Market. (2019). Kelly, Robert ; Mazza, Elena. In: Financial Stability Notes. RePEc:cbi:fsnote:12/fs/19.

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2019Electoral cycles in macroprudential regulation. (2019). Muller, Karsten. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019106.

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2019Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany. (2019). Sibbertsen, Philipp ; Nguyen, Duc Khuong ; Wegener, Christoph ; Basse, Tobias. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-019-03326-8.

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2019Energy subsidy and oil price fluctuation, and price behavior in Malaysia:A time series analysis. (2019). Puah, Chin-Hong ; Lean, Hooi Hooi ; Husaini, Dzul Hadzwan . In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:1000-1008.

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2019Oil price shocks and U.S. economic activity. (2019). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar . In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:89-99.

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2019Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis. (2019). Shahbaz, Muhammad ; Nasir, Muhammad ; Hammoudeh, Shawkat ; Al-Emadi, Ahmed Abdulsalam. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:166-179.

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2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

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2019Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93.

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2019The macroeconomic effects of oil price and risk-premium shocks on Vietnam: Evidence from an over-identifying SVAR analysis. (2019). Sala, Hector ; Pham, Thai-Binh. In: MPRA Paper. RePEc:pra:mprapa:96873.

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2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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2019Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Liu, Siyao ; Wang, ZE ; Guo, Sui ; Gao, Xiangyun ; Sun, Qingru ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2019Banks Risk Taking and Creditors Bargaining Power. (2019). Raviv, Alon ; Lazar, Sharon Peleg ; Heller, Yuval. In: MPRA Paper. RePEc:pra:mprapa:91381.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2019Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

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2019Relative performance and systemic risk contributions of small and large banks during the financial crisis. (2019). Elyasiani, Elyas ; Jia, Jingyi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:220-241.

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2019Sudden stops of international fund flows: Occurrence and magnitude. (2019). Scholtens, Bert ; de Haan, Jakob ; Li, Suxiao. In: Review of International Economics. RePEc:bla:reviec:v:27:y:2019:i:1:p:468-497.

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2019The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6.

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2019Monetary policy and the top one percent: Evidence from a century of modern economic history. (2019). Leroy, Aurélien ; El Herradi, Mehdi. In: DNB Working Papers. RePEc:dnb:dnbwpp:632.

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2019Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth. (2019). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp286.

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2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:61.

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2019Effects of the ECBs Unconventional Monetary Policy on Real and Financial Wealth. (2019). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7040.

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2019Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/2okfbeuvhi9g2pirgpimtke7pn.

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2019ECB policy consistency – loss of independence and the real estate bubble?. (2019). Rybacki, Jakub. In: MPRA Paper. RePEc:pra:mprapa:95906.

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2019Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creet, Jerome. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1915.

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2019Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Papers. RePEc:arx:papers:1912.09702.

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2019The effect of the single currency on exports: Comparative firm-level evidence. (2019). Lalinsky, Tibor ; Merikull, Jaanika. In: IWH-CompNet Discussion Papers. RePEc:zbw:iwhcom:12019.

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2019The effect of the single currency on exports: comparative firm-level evidence. (2019). Merikull, Marian Jaanika ; Lalinsky, Tibor. In: Working and Discussion Papers. RePEc:svk:wpaper:1059.

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2019The euros effect on trade: an analysis of old and new EMU members. (2019). Mensah, Isaac . In: Review of Economics and Institutions. RePEc:pia:review:v:10:y:2019:i:1:n:3.

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2019Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks. (2019). Castle, Jennifer ; Kurita, Takamitsu. In: Economics Series Working Papers. RePEc:oxf:wpaper:866.

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2019New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Working Papers Series. RePEc:thk:wpaper:89.

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2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

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2019Public Debt and Economic Growth nexus: A Dynamic Panel ARDL approach. (2019). Attard, Juergen . In: MPRA Paper. RePEc:pra:mprapa:96023.

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2019Investment potential of Russia’s economy: Opportunities for financing the development. (2019). Vorobyova, Elena I. In: Journal of New Economy. RePEc:url:izvest:v:20:y:2019:i:1:p:41-60.

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2019Import competition and financial flexibility: Evidence from corporate payout policy. (2019). Zhou, Jun ; Wang, Mengying ; Booth, Laurence . In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:382-396.

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2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

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2019Too small to be independent? On the influence of ECB monetary policy on interest rates of the EEA countries. (2019). Goczek, Lukasz ; Partyka, Karol J. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:180-191.

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2019International monetary policy transmission through banks in small open economies. (2019). Towbin, Pascal ; Paligorova, Teodora ; Ganarin, Maja ; Friedrich, Christian ; Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:34-53.

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2019Inequality and the Business Cycle: Evidence from U.S. survey data. (2019). Mayer, Eric ; Scharler, Johann ; Geiger, Martin. In: Working Papers. RePEc:inn:wpaper:2019-01.

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2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh. In: DNB Working Papers. RePEc:dnb:dnbwpp:626.

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2019Macroeconomic Shocks and Racial Labour Market Differences in the U.S.. (2019). Giedeman, Daniel ; Compton, Ryan ; Hoover, Gary A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8004.

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2019Housing sector and optimal macroprudential policy in an estimated DSGE model for Luxembourg. (2019). Sangare, Ibrahima. In: BCL working papers. RePEc:bcl:bclwop:bclwp129.

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2019Why rating agencies disagree on sovereign ratings. (2019). Bartels, Bernhard . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1503-y.

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2019Managerial risk-taking incentives and the systemic risk of financial institutions. (2019). Vahamaa, Sami ; Iqbal, Jamshed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0780-z.

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2019The Transmission of Unconventional Monetary Policy to Bank Credit Supply: Evidence from the TLTRO. (2019). Sousa-Leite, Joana ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0652019.

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2019The transmission of unconventional monetary policy to bank credit supply: evidence from the TLTRO. (2019). Sousa-Leite, Joana ; Afonso, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201901.

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2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data. (2019). Savona, Roberto ; Balduzzi, Pierluigi ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201903.

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2019Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt. (2019). van Spronsen, Josha ; Beetsma, Roel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14099.

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2019Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7925.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-48.pdf.

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2019On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779.

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2019International Financial US Linkages: Networks Theory and MS-VAR Analyses. (2019). Cabello, Alejandra ; Ortiz, Edgar ; Sosa, Miriam. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:pnea:p:459-584.

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2019Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2697.

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2019The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility. (2019). Haug, Alfred ; Basher, Syed ; Perry, Sadorsky ; Alfred, Haug ; Abul, Basher Syed . In: MPRA Paper. RePEc:pra:mprapa:96577.

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2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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2019Does uncertainty influence the leverage-investment association in Chinese firms?. (2019). Jebran, Khalil ; Qin, Xuezhi ; Khan, Muhammad Arif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:134-152.

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2019Cryptocurrency or usury? Crime and alternative money laundering techniques. (2019). masciandaro, donato ; Barone, Raffaella. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:47:y:2019:i:2:d:10.1007_s10657-019-09609-6.

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2019Forecasting ECB policy rates with different monetary policy rules. (2019). Klose, Jens ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:815.

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2019Forecasting ECB Policy Rates with Different Monetary Policy Rules. (2019). Klose, Jens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201906.

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2019Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

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2019Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-144.

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2019The corporate saving glut and the current account in Germany. (2019). Schuler, Tobias ; Mayer, Eric ; Klug, Thorsten. In: W.E.P. - Würzburg Economic Papers. RePEc:zbw:wuewep:100.

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2019The Corporate Saving Glut and the Current Account in Germany. (2019). Mayer, Eric ; Schuler, Tobias ; Klug, Thorsten. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203523.

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2019Current account and structural change in European transition economies. (2019). Cuestas, Juan ; Coleman, Simeon. In: Working Papers. RePEc:jau:wpaper:2019/08.

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2019Local Capital Scarcity and Small Firm Growth: Evidence from Real Estate Booms in China. (2019). Hau, Harald ; Ouyang, Difei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7928.

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2019Current account dynamics and exchange rate regimes in Central and Eastern Europe. (2019). Staehr, Karsten ; Harkmann, Kersti. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2018-08.

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2019Monetary policy divergence and net capital flows: Accounting for endogenous policy responses. (2019). Zlate, Andrei ; Davis, Scott J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:15-31.

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2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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2019Effects of capital controls on foreign exchange liquidity. (2019). Cantu, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:201-222.

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2019Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures. (2019). Chen, Chun-Da ; Chiang, Shu-Mei ; Huang, Chien-Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:37-48.

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2019The link between financial capital movements and the exchange rate in Turkey. (2019). olak, Olcay ; KARAHAN, Ozcan. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:263-281.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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2019Oil price volatility forecasts: What do investors need to know?. (2019). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:94445.

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2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201943.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Forecasting Realized Volatility of Agricultural Commodities. (2019). Walther, Thomas ; Filis, George ; Degiannakis, Stavros ; Klein, Tony. In: MPRA Paper. RePEc:pra:mprapa:96267.

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2019Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:96446.

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2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972.

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2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

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2019Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649.

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2019Forecasting oil price volatility: Forecast combination versus shrinkage method. (2019). Wei, YU ; Zhang, Yaojie ; Jin, Daxiang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:423-433.

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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978.

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2019A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

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2019Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators. (2019). Palladini, Fabio ; Guizzardi, Andrea ; Ballestra, Luca Vincenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1250-1262.

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2019The impact of oil price uncertainty on GCC stock markets. (2019). Khalid, Ali ; Klein, Tony ; Alqahtani, Abdullah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719305021.

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2019Leviathan is in Action? The Political Motivation behind the Outbound Investments of SWFs. (2019). An, Guozhi ; Chang, Huadong. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:9:y:2019:i:5:f:9_5_4.

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2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

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2019The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty. (2019). Aye, Goodness C ; Gupta, Rangan ; Clance, Matthew W. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0752-3.

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2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

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2019Measuring Brazilian Economic Uncertainty. (2019). Ferreira, Pedro Costa ; Silva, Felipi Bruno ; Marotta, Raira. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-00034-3.

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2019Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Nie, HE ; Meng, Juan ; He, Luli ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:626-634.

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2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-142.

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2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_020.

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2019Uncertainty and oil volatility: New evidence. (2019). Cao, Xiang ; Zeng, Qing ; Mei, Dexiang ; Diao, Xiaohua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

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2019A shadow rate New Keynesian model. (2019). Wu, Jing Cynthia ; Zhang, JI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:7.

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2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

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2019The effects of economic policy uncertainty on outward foreign direct investment. (2019). Chi, Thi Huyen ; Boarelli, Sofia ; Hsieh, Hui-Ching. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:377-392.

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2019Economic uncertainty, precautionary motive and the augmented form of money demand function. (2019). Gan, Pei-Tha . In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:16:y:2019:i:2:d:10.1007_s40844-019-00125-5.

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2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2019Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

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2019The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries. (2019). Sheng, Xuguang Simon ; Liu, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:967-979.

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2019Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

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2019How important are different aspects of uncertainty in driving industrial production in the CEE countries?. (2019). Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:252-266.

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2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets. (2019). Kyei, Clement ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201939.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234.

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2019What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444.

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2019The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: MPRA Paper. RePEc:pra:mprapa:96667.

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2019Debt maturity, leverage, and political uncertainty. (2019). Yang, Shanxiang ; Wang, Xinjie ; Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830617x.

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2019A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-74.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

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2019Measuring Global Real Economic Activity: Do Recent Critiques Hold Up to Scrutiny?. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7461.

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2019
2019An analysis of the global oil market using SVARMA models. (2019). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:29543.

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2019Measuring global real economic activity: Do recent critiques hold up to scrutiny?. (2019). Kilian, Lutz. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:106-110.

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2019Problems and Prospects of Development of the Oil Exchange Market in the Russian Federation. (2019). Volkova, Maria V ; Maramygin, Maksim S ; Kuznetsov, Nikolay V ; Kharlamova, Elena Y ; Ponkratov, Vadim V ; Vasiljeva, Marina V. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-9.

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2019A Structural Model of the Global Oil Market. (2019). Ellwanger, Reinhard. In: Staff Analytical Notes. RePEc:bca:bocsan:19-17.

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2019Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes. (2019). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5305-:d:270889.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Transport services and the valuation of flexibility over business cycles. (2019). Tvedt, Jostein. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:130:y:2019:i:c:p:517-528.

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2019Exchange rate effects of financial regulations. (2019). Villamizar-Villegas, mauricio ; Perez-Reyna, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:228-245.

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2019Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R. In: MPRA Paper. RePEc:pra:mprapa:97524.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7900.

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2019Inflation Anchoring, Real Borrowing Costs, and Growth: Evidence from Sectoral Data. (2019). Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2019rwp-143.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n13.

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2019Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2019The Impact of Banking Regulation on the Emergence of Crises in Emerging Countries. (2019). Mekki, Rim. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:901-912.

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2019The international transmission of monetary policy. (2019). Bussiere, Matthieu ; Hills, Robert ; Goldberg, Linda ; Buch, Claudia M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:29-48.

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2019From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773.

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2019Global liquidity and impairment of local monetary policy. (2000). Peydro, Jose-Luis ; Gulsen, Eda ; Fendoglu, Salih ; Gulen, Eda ; Fendolu, Salih. In: Economics Working Papers. RePEc:upf:upfgen:1680.

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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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2019Credit and the economy: lessons from a decade of research at Banco de Portugal. (2019). Felix, Sonia ; Farinha, Luisa ; Bonfim, Diana. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e201909.

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2019What went wrong?: The Puerto Rican debt crisis, the Treasury Put, and the failure of market discipline. (2019). Chirinko, Bob ; Henderson, Shaina ; Chiu, Ryan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7558.

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2019How can states benefit from the equity premium puzzle? Debt as revenue source for Swiss cantons. (2019). Christen, Ramon ; Soguel, Nils C. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:155:y:2019:i:1:d:10.1186_s41937-019-0030-x.

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2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

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2019Compliance effects of sovereign debt cuts. (2019). Steinbach, Armin ; Janeba, Eckhard. In: International Review of Law and Economics. RePEc:eee:irlaec:v:60:y:2019:i:c:s0144818818302813.

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2019Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region. (2019). Ehigiamusoe, Kizito Uyi ; Lean, Hooi Hooi. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:23-:d:216954.

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2019Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates. (2019). Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/09.

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2019Real exchange rates and competitiveness in Central and Eastern Europe: have they fundamentally changed?. (2019). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: Working Papers. RePEc:jau:wpaper:2019/12.

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2019Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool. (2019). Comunale, Mariarosaria ; Paolomongelli, Francesco. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:70.

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2019Global inflation dynamics and inflation expectations. (2019). Feldkircher, Martin ; Siklos, Pierre L. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:217-241.

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2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

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Recent citations
Recent citations received in 2019

YearCiting document
2019Monetary Policy Transmission Mechanism of Pakistan: Evidence from Bank Lending and Asset Price Channels. (2019). Younas, Muhammad Zeeshan ; Mukhtar, Tayyaba. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:121-139.

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2019Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local. (2019). Garcia-Andrade, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1094.

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2019The currency composition of foreign exchange reserves. (2019). Ito, Hiro ; McCauley, Robert N. In: BIS Working Papers. RePEc:bis:biswps:828.

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2019The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads. (2019). Roberts, Crystal ; Springfield, Samantha ; Anvari, Vafa ; Kilp, Jenny. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:43-66.

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2019Inflation and Social Welfare in a New Keynesian Model: The Case of Japan and the U.S.. (2019). Nishizaki, Kenji ; Hirata, Wataru ; Mineyama, Tomohide. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e10.

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2019Understanding the Euro Area Current Account. (2019). Galstyan, Vahagn. In: Economic Letters. RePEc:cbi:ecolet:7/el/19.

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2019Factor Income and the Euro Area Current Account. (2019). Galstyan, Vahagn. In: Economic Letters. RePEc:cbi:ecolet:8/el/19.

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2019The Future of Global Financial Centres after Brexit: an EU Perspective. (2019). Herzberg, Valerie ; Calo, Silvia. In: Financial Stability Notes. RePEc:cbi:fsnote:9/fs/19.

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2019Another Look at Cryptocurrency Bubbles. (2019). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7743.

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2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates. (2019). Cheung, Yin-Wong ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7840.

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2019The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?. (2019). Tille, Cédric ; Cedric, Tille ; Stracca, Livio ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7967.

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2019The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes. (2019). Morita, Rubens ; Aksoy, Yunus ; Psaradakis, Zacharias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8035.

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2019Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports. (2019). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2019-03ua.

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2019Post-Crisis Changes in the Pattern of Capital Flows - The Case of Korea. (2019). Yun, Youngjin. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_028.

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2019Approaches on the Vulnerability of Romanias Economy in Terms of Budget Deficit and Inflation in a Continuous Form. (2019). Ionescu, Romeo Victor ; Antohi, Valentin Marian ; Zlati, Monica Laura. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2019:p:128-137.

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2019Mortgage lending, monetary policy, and prudential measures in small euro-area economies: Evidence from Ireland and the Netherlands. (2019). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:659.

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2019Overcapacities in banking: measurements, trends and determinants. (2019). Klaus, Benjamin ; Gardo, Sandor. In: Occasional Paper Series. RePEc:ecb:ecbops:2019236.

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2019The global financial cycle and capital flow episodes: a wobbly link?. (2019). Tille, Cédric ; Stracca, Livio ; Scheubel, Beatrice. In: Working Paper Series. RePEc:ecb:ecbwps:20192337.

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2019Transfer Money Policy through Credit Channels in Vietnam. (2019). Quynh, Nguyen Thi ; Ha, Pham Thi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-4.

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2019East Asian value chains, exchange rates, and regional exchange rate arrangements. (2019). Thorbecke, Willem. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007819301320.

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2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2019Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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2019The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267.

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2019The effect of inflation targeting and financial openness on currency composition of sovereign international debt. (2019). Rodriguez, Cesar M ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:1-18.

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2019Does inflation targeting always matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Lopez-Villavicencio, Antonia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:360-377.

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2019Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

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2019Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies. (2019). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313627.

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2019Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles. (2019). Kohler, Karsten. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:270-283.

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2019Business Models and Banking Regulation Are Going Forward. (2019). Handro, Paul Ovidiu. In: European Research Studies Journal. RePEc:ers:journl:v:xxii:y:2019:i:4:p:168-178.

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2019Have Irish sovereign bonds decoupled from the euro area periphery, and why?. (2019). McQuinn, Kieran ; Dunne, Peter ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp625.

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2019Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices. (2019). Kiyotaka, Sato ; Keddad, Benjamin. In: Discussion papers. RePEc:eti:dpaper:19073.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019What Drives Stops in Cross-Border Bond Flows?. (2019). Song, Chi-Young ; Baek, Seung-Gwan . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3763-:d:247025.

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2019Current Account and International Networks. (2019). Grechyna, Daryna. In: ThE Papers. RePEc:gra:wpaper:19/08.

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2019What is the impact of macroprudential regulations on the Swedish housing market?. (2019). Wilhelmsson, Mats. In: Working Paper Series. RePEc:hhs:kthrec:2019_006.

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2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates. (2019). Cheung, Yin-Wong ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0116.

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2019The Measurement of External Accounts. (2019). Krogstrup, Signe ; Garcia-Macia, Daniel ; Adler, Gustavo. In: IMF Working Papers. RePEc:imf:imfwpa:19/132.

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2019International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country. (2019). de Haan, Leo ; Duijm, Patty ; Bonner, Clemens ; Frost, Jon. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09531-z.

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2019Macroprudencial and Monetary Policies : The Need to Dance the Tango in Harmony. (2019). Pradines-Jobet, Florian ; Lucotte, Yannick ; Garcia, Jose David. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2691.

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2019One size does not fit all. Cooperative banking and income inequality. (2019). Peruzzi, Valentina ; Murro, Pierluigi ; Minetti, Raoul. In: Working Papers CASMEF. RePEc:lui:casmef:1902.

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2019Trump Pressuring the Fed. (2019). Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201920.

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2019GLOBALISATION AND GOVERNANCE: THRESHOLDS FOR THE IMPACTS OF THE MAIN DETERMINANTS OF CAPITAL INFLOWS?. (2019). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: ERC Working Papers. RePEc:met:wpaper:1902.

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2019Inflation and Exchange Rate Targeting Challenges Under Fiscal Dominance. (2019). Jinjarak, Yothin ; Aizenman, Joshua ; Ahmed, Rashad. In: NBER Working Papers. RePEc:nbr:nberwo:25996.

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2019The sources of international investment income in emerging market economies. (2019). Joyce, Joseph. In: MPRA Paper. RePEc:pra:mprapa:96568.

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2019Forecasting Aluminum Prices with Commodity Currencies. (2019). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:97005.

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2019Fettered Cross-Border Capital Flows, External Finance Dependence, and International Trade. (2019). Ndubuisi, Gideon. In: MPRA Paper. RePEc:pra:mprapa:98559.

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Recent citations received in 2018

YearCiting document
2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604.

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2018CRYPTOCURRENCY OR USURY? CRIME AND ALTERNATIVE MONEY LAUNDERING TECHNIQUES. (2018). masciandaro, donato ; Barone, Raffaella. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp18101.

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2018The relevance of currency-denomination for the cross-border effects of monetary policy. (2018). argimon, isabel. In: Working Papers. RePEc:bde:wpaper:1827.

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2018The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146.

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2018Determinants of bank profitability in emerging markets. (2018). Murcia, Andrés ; Kohlscheen, Emanuel ; Contreras, Juan ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:686.

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2018The effects of prudential regulation, financial development and financial openness on economic growth. (2018). Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:752.

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2018Financial structure and income inequality. (2018). Gambacorta, Leonardo ; Ferri, Giovanni ; Brei, Michael. In: BIS Working Papers. RePEc:bis:biswps:756.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2018Currency Unions, Trade and Heterogeneity. (2018). Novy, Dennis ; Chen, Natalie. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1550.

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2018Currency Unions, Trade, and Heterogeneity. (2018). Novy, Dennis ; Chen, Natalie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7123.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7166.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2018The Corporate Saving Glut and the Current Account in Germany. (2018). Schuler, Tobias ; Mayer, Eric ; Klug, Thorsten. In: ifo Working Paper Series. RePEc:ces:ifowps:_280.

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2018Interest Rates. (2018). Babecký, Jan ; Audzei, Volha ; Hlavacek, Michal ; Broz, Vaclav ; Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal ; Vlcek, Jan ; Hledik, Tibor ; Franta, Michal. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/2.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2018Currency Unions, Trade, and Heterogeneity. (2018). Novy, Dennis ; Chen, Natalie. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12954.

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2018Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13068.

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2018Financial structure and income inequality. (2018). Gambacorta, Leonardo ; Ferri, Giovanni ; Brei, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13330.

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2018
2018Central bank policies and income and wealth inequality: A survey. (2018). Samarina, Anna ; de Haan, Jakob ; Colciago, Andrea. In: DNB Working Papers. RePEc:dnb:dnbwpp:594.

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2018Macroprudential policy and income inequality. (2018). Frost, Jon ; van Stralen, Rene. In: DNB Working Papers. RePEc:dnb:dnbwpp:598.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

Full description at Econpapers || Download Monetary policy and household inequality. (2018). Vermeulen, Philip ; Slacalek, Jiri ; Georgarakos, Dimitris ; Ampudia Fraile, Miguel ; Violante, Giovanni L ; Tristiani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20182170.

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2018How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area. (2018). Slacalek, Jiri ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20182190.

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2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2018The happy few: cross-country evidence of the euro effect on trade. (2018). Gil-Pareja, Salvador ; Martinez-Serrano, Jose Antonio ; Llorca-Vivero, Rafael. In: Working Papers. RePEc:eec:wpaper:1803.

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2018An empirical examination of the relationship between income inequality and corruption in Africa. (2018). Sulemana, Iddisah ; Kpienbaareh, Daniel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:27-42.

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2018Bi- and Unilateral trade effects of joining the Euro. (2018). Yotov, Yoto ; Larch, Mario ; Wanner, Joschka. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:230-234.

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2018Domestic and multilateral effects of capital controls in emerging markets. (2018). Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin ; Pasricha, Gurnain Kaur. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:48-58.

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2018Diversification and bank stability in the GCC. (2018). Abuzayed, Bana ; Molyneux, Phil ; Al-Fayoumi, Nedal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:17-43.

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2018Unobservable systematic risk, economic activity and stock market. (2018). De Santis, Roberto A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:51-69.

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2018A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households. (2018). Casiraghi, Marco ; Secchi, Alessandro ; Rodano, Lisa ; Gaiotti, Eugenio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:215-235.

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2018Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111.

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2018Measures of global uncertainty and carry-trade excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227.

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2018Uncertainty, currency excess returns, and risk reversals. (2018). Husted, Lucas ; Sun, BO ; Rogers, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:228-241.

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2018Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis. (2018). Mouabbi, Sarah ; Istrefi, Klodiana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:296-313.

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2018Transmission of monetary policy through global banks: Whose policy matters?. (2018). von Peter, Goetz ; McGuire, Patrick ; Koch, Catherine ; Avdjiev, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:67-82.

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2018Sectoral intermediate goods and redistributive effects of economic policies. (2018). Nalban, Valeriu . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:292-307.

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2018Price puzzle in a small open New Keynesian model. (2018). Anwar, Sajid ; Ali, Syed Zahid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:29-42.

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2018Were Reinhart and Rogoff right?. (2018). Zeaiter, Hussein ; Chakrabarti, Avik ; Bitar, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:614-620.

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2018.

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2018Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking. (2018). Andrieș, Alin Marius ; Nistor, Simona ; Melnic, Florentina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:3:p:202-244.

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2018Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. (2018). Mojon, Benoit ; Horny, Guillaume ; Manganelli, Simone. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985.

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2018Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Zhang, Xing ; Xu, Yingying ; Li, Zhen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708.

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2018Macroprudential Regulation for the Chinese Banking Network System with Complete and Random Structures. (2018). Gao, Qianqian ; Jiang, Shanshan ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:69-:d:192698.

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2018An Investigation of the Predictive Speed of the UK VIX for the Downside Risk in European Equity Markets. (2018). Tsuji, Chikashi. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:12:p:18-25.

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2018Commodity Price Movements and Banking Crises. (2018). Presbitero, Andrea ; Eberhardt, Markus. In: IMF Working Papers. RePEc:imf:imfwpa:18/153.

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2018Trend Inflation and Inflation Compensation. (2018). Poon, Aubrey ; Garcia, Juan Angel. In: IMF Working Papers. RePEc:imf:imfwpa:18/154.

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2018The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model. (2018). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Working Papers. RePEc:jrs:wpaper:201812.

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Recent citations received in 2017

YearCiting document
2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Shamloo, Maral ; Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2017External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622.

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2017The international dimensions of macroprudential policies. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:643.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Impact of Bankruptcy Eligibility Requirements and Statutory Liens on Borrowing Costs. (2017). Hildreth, W. Bartley ; Kioko, Sharon N ; Moldogaziev, Tima T. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:37:y:2017:i:4:p:47-73.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2017International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/05.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: Documentos de Trabajo CIEF. RePEc:col:000122:016359.

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2017Precaution Versus Mercantilism: Reserve Accumulation, Capital Controls, and the Real Exchange Rate. (2017). Choi, Woo Jin ; Taylor, Alan M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11963.

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2017The International Dimensions of Macroprudential Policies. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12108.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria. In: Working Paper Series. RePEc:ecb:ecbwps:20172026.

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2017Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20172095.

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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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2017Do domestic bond markets participation help reduce financial dollarization in developing countries?. (2017). BALIMA, HIPPOLYTE. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:146-155.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Kempa, Bernd ; Hanisch, Max. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2017Foreign aid and domestic absorption. (2017). Van de Sijpe, Nicolas ; Temple, Jonathan. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:431-443.

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2017Unemployment fluctuations and the predictability of currency returns. (2017). Nucera, Federico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:88-106.

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2017Capital flows and GDP in emerging economies and the role of global spillovers. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:140-163.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone. (2017). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:39-71.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017The asymmetric impact of currency purchasing power imparities on ADR mispricing. (2017). Grossmann, Axel ; Simpson, Marc W ; Ngo, Thanh. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:74-94.

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2017Contained crisis and socialized risk. (2017). Nakabayashi, Masaki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:231-241.

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2017Exploring the nexus between financial sector reforms and the emergence of digital banking culture – Evidences from a developing country. (2017). Glavee-Geo, Richard ; Shaikh, Aijaz A ; Karjaluoto, Heikki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1030-1039.

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2017Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017Taxation, Debt and Relative Prices in the Long Run: The Irish Experience. (2017). Velic, Adnan ; Galstyan, Vahagn. In: The Economic and Social Review. RePEc:eso:journl:v:48:y:2017:i:3:p:231-251.

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2017The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2017). Kapounek, Svatopluk. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:372-395.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization Institute Working Papers. RePEc:fip:feddgw:295.

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2017Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses. (2017). Zlate, Andrei ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:328.

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2017International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach. (2017). Spiegel, Mark ; Tai, Andrew. In: Working Paper Series. RePEc:fip:fedfwp:2017-08.

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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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2017IT Countries: A Breed Apart? the case of Exchange Rate Pass-Through. (2017). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Working Papers. RePEc:gat:wpaper:1728.

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2017Quantitative Easing by the Fed and International Capital Flows. (2017). Khatiwada, Sameer. In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2017.

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2017Are current accounts driven by competitiveness or asset prices? A synthetic model and an empirical test. (2017). Stockhammer, Engelbert ; Guschanski, Alexander. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:17935.

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Recent citations received in 2016

YearCiting document
2016Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey. (2016). Ozsari, Mustafa ; Yuksel, Serhat. In: World Journal of Applied Economics. RePEc:ana:journl:v:2:y:2016:i:2:p:3-14.

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

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

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

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

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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.

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

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

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

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

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

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2016The Effect of Terrorist Incidents on Capital Flows. (2016). Filer, Randall ; Stanii, Dragana . In: Review of Development Economics. RePEc:bla:rdevec:v:20:y:2016:i:2:p:502-513.

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2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

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

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

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

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

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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.

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

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

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

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

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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.

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

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

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

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

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2016The Role of Push and Pull Factors in Driving Global Capital Flows. (2016). Marfatia, Hardik. In: Applied Economics Quarterly (formerly: Konjunkturpolitik). RePEc:dah:aeqaeq:v62_y2016_i2_q2_p117-146.

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

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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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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