1.33
Impact Factor
1.76
5-Years IF
86
5-Years H index
1.33
Impact Factor
1.76
5-Years IF
86
5-Years H index
[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]
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.03 | 0.09 | 0.06 | 66 | 66 | 24 | 0.36 | 700 | 100 | 3 | 239 | 15 | 67 (9.6%) | 3 | 0.05 | 0.03 |
1991 | 0.11 | 0.09 | 0.08 | 66 | 132 | 45 | 0.34 | 816 | 119 | 13 | 239 | 19 | 114 (14%) | 4 | 0.06 | 0.04 |
1992 | 0.1 | 0.09 | 0.08 | 64 | 196 | 38 | 0.19 | 915 | 132 | 13 | 276 | 22 | 122 (13.3%) | 2 | 0.03 | 0.04 |
1993 | 0.13 | 0.1 | 0.09 | 71 | 267 | 49 | 0.18 | 1213 | 130 | 17 | 296 | 26 | 158 (13%) | 6 | 0.08 | 0.05 |
1994 | 0.15 | 0.11 | 0.13 | 64 | 331 | 75 | 0.23 | 990 | 135 | 20 | 320 | 43 | 124 (12.5%) | 4 | 0.06 | 0.05 |
1995 | 0.21 | 0.19 | 0.27 | 81 | 412 | 252 | 0.61 | 1127 | 135 | 28 | 331 | 91 | 146 (13%) | 16 | 0.2 | 0.07 |
1996 | 0.36 | 0.23 | 0.5 | 87 | 499 | 397 | 0.8 | 1570 | 145 | 52 | 346 | 174 | 177 (11.3%) | 11 | 0.13 | 0.09 |
1997 | 0.46 | 0.27 | 0.66 | 71 | 570 | 617 | 1.08 | 1513 | 168 | 78 | 367 | 242 | 183 (12.1%) | 15 | 0.21 | 0.09 |
1998 | 0.42 | 0.27 | 0.54 | 81 | 651 | 521 | 0.8 | 2102 | 158 | 66 | 374 | 201 | 207 (9.8%) | 20 | 0.25 | 0.1 |
1999 | 0.76 | 0.31 | 0.7 | 95 | 746 | 743 | 1 | 1523 | 152 | 116 | 384 | 270 | 179 (11.8%) | 21 | 0.22 | 0.13 |
2000 | 0.85 | 0.39 | 0.86 | 80 | 826 | 881 | 1.07 | 2035 | 176 | 149 | 415 | 355 | 253 (12.4%) | 35 | 0.44 | 0.15 |
2001 | 0.89 | 0.41 | 0.96 | 97 | 923 | 1068 | 1.16 | 2071 | 175 | 155 | 414 | 398 | 243 (11.7%) | 49 | 0.51 | 0.16 |
2002 | 1 | 0.43 | 1.15 | 114 | 1037 | 1347 | 1.3 | 2576 | 177 | 177 | 424 | 487 | 277 (10.8%) | 39 | 0.34 | 0.19 |
2003 | 1.07 | 0.45 | 1.22 | 115 | 1152 | 1559 | 1.35 | 1593 | 211 | 226 | 467 | 569 | 169 (10.6%) | 37 | 0.32 | 0.19 |
2004 | 0.85 | 0.51 | 1.26 | 137 | 1289 | 1871 | 1.45 | 2742 | 229 | 194 | 501 | 631 | 328 (12%) | 81 | 0.59 | 0.21 |
2005 | 0.88 | 0.54 | 1.31 | 137 | 1426 | 2010 | 1.41 | 2654 | 252 | 222 | 543 | 709 | 338 (12.7%) | 94 | 0.69 | 0.22 |
2006 | 1.27 | 0.52 | 1.39 | 172 | 1598 | 2181 | 1.36 | 2796 | 274 | 348 | 600 | 836 | 435 (15.6%) | 81 | 0.47 | 0.21 |
2007 | 1.02 | 0.45 | 1.24 | 199 | 1797 | 2198 | 1.22 | 2508 | 309 | 314 | 675 | 837 | 494 (19.7%) | 64 | 0.32 | 0.18 |
2008 | 1.04 | 0.48 | 1.27 | 224 | 2021 | 2717 | 1.34 | 2864 | 371 | 385 | 760 | 968 | 665 (23.2%) | 54 | 0.24 | 0.2 |
2009 | 1.37 | 0.48 | 1.71 | 218 | 2239 | 3693 | 1.65 | 2610 | 423 | 581 | 869 | 1482 | 726 (27.8%) | 148 | 0.68 | 0.19 |
2010 | 1.67 | 0.44 | 1.61 | 252 | 2491 | 3957 | 1.59 | 2553 | 442 | 740 | 950 | 1529 | 589 (23.1%) | 149 | 0.59 | 0.16 |
2011 | 1.7 | 0.53 | 1.68 | 264 | 2755 | 4759 | 1.73 | 1993 | 470 | 800 | 1065 | 1790 | 315 (15.8%) | 145 | 0.55 | 0.21 |
2012 | 1.45 | 0.58 | 1.59 | 255 | 3010 | 4900 | 1.63 | 1256 | 516 | 749 | 1157 | 1834 | 174 (13.9%) | 136 | 0.53 | 0.22 |
2013 | 1.52 | 0.71 | 1.84 | 384 | 3394 | 6418 | 1.89 | 1091 | 519 | 788 | 1213 | 2232 | 103 (9.4%) | 161 | 0.42 | 0.25 |
2014 | 1.33 | 0.81 | 1.76 | 295 | 3689 | 6853 | 1.86 | 478 | 639 | 852 | 1373 | 2420 | 31 (6.5%) | 122 | 0.41 | 0.28 |
  IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %SC: Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
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50 most cited documents in this series:
[Click on heading to sort table]
Year | Title | Cited |
---|---|---|
1997 | Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947. Full description at Econpapers || Download paper | 451 |
1998 | The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673. Full description at Econpapers || Download paper | 382 |
2001 | How does foreign entry affect domestic banking markets?. (2001). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911. Full description at Econpapers || Download paper | 363 |
2002 | Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471. Full description at Econpapers || Download paper | 267 |
1999 | The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194. Full description at Econpapers || Download paper | 249 |
1997 | Problem loans and cost efficiency in commercial banks. (1997). De Young, Robert ; Deyoung, Robert . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870. Full description at Econpapers || Download paper | 235 |
2005 | Bank performance, efficiency and ownership in transition countries. (2005). Bonin, John P. ; Wachtel, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53. Full description at Econpapers || Download paper | 218 |
2004 | Stock markets, banks, and growth: Panel evidence. (2004). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442. Full description at Econpapers || Download paper | 206 |
1995 | The role of capital in financial institutions. (1995). Szego, Giorgio P. ; Herring, Richard J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430. Full description at Econpapers || Download paper | 205 |
1998 | The importance of relationships to the availability of credit. (1998). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977. Full description at Econpapers || Download paper | 205 |
2006 | Bank concentration, competition, and crises: First results. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603. Full description at Econpapers || Download paper | 192 |
1993 | Resolving the scale efficiency puzzle in banking. (1993). McManus, Douglas ; McAllister, Patrick H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405. Full description at Econpapers || Download paper | 188 |
2001 | The ability of banks to lend to informationally opaque small businesses. (2001). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167. Full description at Econpapers || Download paper | 187 |
1998 | Is relationship lending special? Evidence from credit-file data in Germany. (1998). Elsas, Ralf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316. Full description at Econpapers || Download paper | 187 |
1980 | A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344. Full description at Econpapers || Download paper | 183 |
2000 | A comparative anatomy of credit risk models. (2000). Gordy, Michael B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149. Full description at Econpapers || Download paper | 182 |
2002 | On the coherence of expected shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503. Full description at Econpapers || Download paper | 180 |
2006 | A more complete conceptual framework for SME finance. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966. Full description at Econpapers || Download paper | 173 |
2002 | Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214. Full description at Econpapers || Download paper | 170 |
1977 | An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11. Full description at Econpapers || Download paper | 170 |
1998 | Lending relationships in Germany - Empirical evidence from survey data. (1998). Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353. Full description at Econpapers || Download paper | 161 |
2000 | Stability of rating transitions. (2000). Nickell, Pamela ; Perraudin, William . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227. Full description at Econpapers || Download paper | 160 |
2004 | Factors explaining the interest margin in the banking sectors of the European Union. (2004). de Guevara, Juan Fernandez . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281. Full description at Econpapers || Download paper | 160 |
2004 | The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811. Full description at Econpapers || Download paper | 159 |
1993 | The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Timme, Stephen G. ; Hunter, William C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249. Full description at Econpapers || Download paper | 154 |
1998 | Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954. Full description at Econpapers || Download paper | 152 |
2000 | A comparative analysis of current credit risk models. (2000). Galai, Dan ; Mark, Robert ; Crouhy, Michel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117. Full description at Econpapers || Download paper | 152 |
1996 | A study of bank efficiency taking into account risk-preferences. (1996). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045. Full description at Econpapers || Download paper | 151 |
1993 | Bank efficiency derived from the profit function. (1993). Humphrey, David B. ; Hancock, Diana . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347. Full description at Econpapers || Download paper | 148 |
2000 | Competition, contestability and market structure in European banking sectors on the eve of EMU. (2000). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066. Full description at Econpapers || Download paper | 145 |
2009 | Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Berger, Allen N. ; Zhou, Mingming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130. Full description at Econpapers || Download paper | 141 |
2005 | Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81. Full description at Econpapers || Download paper | 140 |
1992 | The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457. Full description at Econpapers || Download paper | 140 |
2002 | Ratings migration and the business cycle, with application to credit portfolio stress testing. (2002). Kronimus, Andre ; Schagen, Christian ; Bangia, Anil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474. Full description at Econpapers || Download paper | 136 |
2002 | Costs of banking system instability: Some empirical evidence. (2002). Hoggarth, Glenn ; Saporta, Victoria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855. Full description at Econpapers || Download paper | 136 |
1994 | Competitive conditions in european banking. (1994). Lloyd-Williams, D. M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459. Full description at Econpapers || Download paper | 134 |
2006 | Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952. Full description at Econpapers || Download paper | 133 |
2005 | International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767. Full description at Econpapers || Download paper | 130 |
2002 | Analyzing rating transitions and rating drift with continuous observations. (2002). Skodeberg, Torben M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:423-444. Full description at Econpapers || Download paper | 130 |
2005 | Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. (2005). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:10:p:2475-2502. Full description at Econpapers || Download paper | 129 |
2007 | Bank ownership and performance. Does politics matter?. (2007). Yanez, Monica. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241. Full description at Econpapers || Download paper | 125 |
2006 | The dark side of diversification: The case of US financial holding companies. (2006). Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161. Full description at Econpapers || Download paper | 124 |
1995 | Bank regulation and the credit crunch. (1995). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692. Full description at Econpapers || Download paper | 123 |
1990 | Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis. (1990). Morgenegg, Claude ; Muller, Ulrich A. ; Pictet, Olivier V. ; Schwarz, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:14:y:1990:i:6:p:1189-1208. Full description at Econpapers || Download paper | 123 |
1999 | Building an incentive-compatible safety net. (1999). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:10:p:1499-1519. Full description at Econpapers || Download paper | 122 |
1979 | A continuous time approach to the pricing of bonds. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:3:y:1979:i:2:p:133-155. Full description at Econpapers || Download paper | 122 |
1991 | Bank commercial loan markets and the role of market structure: evidence from surveys of commercial lending. (1991). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:15:y:1991:i:1:p:133-149. Full description at Econpapers || Download paper | 121 |
1989 | Capital regulation and bank risk-taking: A note. (1989). Furlong, Frederick T. ; Keeley, Michael C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891. Full description at Econpapers || Download paper | 120 |
1998 | Small business lending and the changing structure of the banking industry1. (1998). Weston, James P. ; Strahan, Philip E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:821-845. Full description at Econpapers || Download paper | 120 |
2002 | Bank concentration and retail interest rates. (2002). Corvoisier, Sandrine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2155-2189. Full description at Econpapers || Download paper | 119 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
Year | Title | Cited |
---|---|---|
2002 | Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471. Full description at Econpapers || Download paper | 110 |
2006 | Bank concentration, competition, and crises: First results. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603. Full description at Econpapers || Download paper | 100 |
2004 | Stock markets, banks, and growth: Panel evidence. (2004). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442. Full description at Econpapers || Download paper | 87 |
1997 | Problem loans and cost efficiency in commercial banks. (1997). De Young, Robert ; Deyoung, Robert . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870. Full description at Econpapers || Download paper | 82 |
1998 | The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673. Full description at Econpapers || Download paper | 82 |
2010 | Is gold a safe haven? International evidence. (2010). Baur, Dirk G. ; McDermott, Thomas K.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898. Full description at Econpapers || Download paper | 81 |
2002 | On the coherence of expected shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503. Full description at Econpapers || Download paper | 78 |
1997 | Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947. Full description at Econpapers || Download paper | 76 |
2006 | A more complete conceptual framework for SME finance. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966. Full description at Econpapers || Download paper | 71 |
2009 | Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Berger, Allen N. ; Zhou, Mingming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130. Full description at Econpapers || Download paper | 68 |
2008 | Bank income structure and risk: An empirical analysis of European banks. (2008). Tarazi, Amine ; Rous, Philippe ; Nys, Emmanuelle . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467. Full description at Econpapers || Download paper | 67 |
2006 | Small and medium-size enterprises: Access to finance as a growth constraint. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943. Full description at Econpapers || Download paper | 63 |
2007 | Ownership structure, risk and performance in the European banking industry. (2007). Sironi, Andrea ; Iannotta, Giuliano ; Nocera, Giacomo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:7:p:2127-2149. Full description at Econpapers || Download paper | 62 |
2001 | How does foreign entry affect domestic banking markets?. (2001). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911. Full description at Econpapers || Download paper | 60 |
2005 | International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767. Full description at Econpapers || Download paper | 59 |
2011 | Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). ben Aissa, Mohamed Safouane ; Aloui, Riadh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141. Full description at Econpapers || Download paper | 57 |
2005 | Bank performance, efficiency and ownership in transition countries. (2005). Bonin, John P. ; Wachtel, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53. Full description at Econpapers || Download paper | 56 |
2004 | The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811. Full description at Econpapers || Download paper | 56 |
2007 | Bank ownership and performance. Does politics matter?. (2007). Yanez, Monica. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241. Full description at Econpapers || Download paper | 55 |
2006 | The dark side of diversification: The case of US financial holding companies. (2006). Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161. Full description at Econpapers || Download paper | 54 |
2011 | Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. (2011). Mistrulli, Paolo Emilio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1114-1127. Full description at Econpapers || Download paper | 52 |
1980 | A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344. Full description at Econpapers || Download paper | 52 |
2011 | New evidence on oil price and firm returns. (2011). Narayan, Paresh Kumar ; Sharma, Susan Sunila . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262. Full description at Econpapers || Download paper | 51 |
2009 | A framework for assessing the systemic risk of major financial institutions. (2009). Zhu, Haibin ; Huang, Xin ; Zhou, Hao . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2036-2049. Full description at Econpapers || Download paper | 51 |
2004 | Factors explaining the interest margin in the banking sectors of the European Union. (2004). de Guevara, Juan Fernandez . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281. Full description at Econpapers || Download paper | 50 |
2000 | An examination of herd behavior in equity markets: An international perspective. (2000). Khorana, Ajay ; Cheng, Joseph W. ; Chang, Eric C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:10:p:1651-1679. Full description at Econpapers || Download paper | 50 |
1999 | The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194. Full description at Econpapers || Download paper | 49 |
2008 | Socially responsible investments: Institutional aspects, performance, and investor behavior. (2008). Zhang, Chendi ; Horst, Jenke Ter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1723-1742. Full description at Econpapers || Download paper | 47 |
2010 | On the implications of market power in banking: Evidence from developing countries. (2010). Ariss, Rima Turk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775. Full description at Econpapers || Download paper | 45 |
2012 | Credit spread interdependencies of European states and banks during the financial crisis. (2012). Alter, Adrian ; Schuler, Yves S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3444-3468. Full description at Econpapers || Download paper | 45 |
2005 | Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81. Full description at Econpapers || Download paper | 45 |
2011 | Does corporate social responsibility affect the cost of capital?. (2011). Kwok, Chuck C. Y., ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406. Full description at Econpapers || Download paper | 44 |
1998 | The importance of relationships to the availability of credit. (1998). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977. Full description at Econpapers || Download paper | 43 |
2011 | Efficiency and risk in European banking. (2011). Marques-Ibanez, David ; Molyneux, Phil ; Fiordelisi, Franco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326. Full description at Econpapers || Download paper | 43 |
1977 | An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11. Full description at Econpapers || Download paper | 42 |
2006 | Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952. Full description at Econpapers || Download paper | 42 |
2009 | Getting PPP right: Identifying mean-reverting real exchange rates in panels. (2009). Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:2:p:390-404. Full description at Econpapers || Download paper | 41 |
1992 | The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457. Full description at Econpapers || Download paper | 40 |
1998 | Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954. Full description at Econpapers || Download paper | 40 |
2010 | An empirical analysis of herd behavior in global stock markets. (2010). Zheng, Dazhi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1911-1921. Full description at Econpapers || Download paper | 40 |
2011 | Do market capitalization and stocks traded converge? New global evidence. (2011). Mishra, Sagarika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2771-2781. Full description at Econpapers || Download paper | 39 |
2010 | Loan growth and riskiness of banks. (2010). Foos, Daniel ; Weber, Martin ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2929-2940. Full description at Econpapers || Download paper | 38 |
2000 | Equity markets and growth: Cross-country evidence on timing and outcomes, 1980-1995. (2000). Wachtel, P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:12:p:1933-1957. Full description at Econpapers || Download paper | 38 |
2002 | Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214. Full description at Econpapers || Download paper | 38 |
2012 | Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos T. ; Metaxas, Vasilios L. ; Louzis, Dimitrios P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027. Full description at Econpapers || Download paper | 37 |
2002 | Putting order in risk measures. (2002). Gianin, Emanuela Rosazza ; Frittelli, Marco ; RosazzaGianin, Emanuela . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1473-1486. Full description at Econpapers || Download paper | 37 |
1998 | Lending relationships in Germany - Empirical evidence from survey data. (1998). Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353. Full description at Econpapers || Download paper | 37 |
1989 | Concentration and other determinants of bank profitability in Europe, North America and Australia. (1989). Bourke, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:1:p:65-79. Full description at Econpapers || Download paper | 37 |
2005 | Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. (2005). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:10:p:2475-2502. Full description at Econpapers || Download paper | 37 |
2006 | Capital structure and firm performance: A new approach to testing agency theory and an application to the banking industry. (2006). di Patti, Emilia Bonaccorsi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:4:p:1065-1102. Full description at Econpapers || Download paper | 36 |
Citing documents used to compute impact factor 852:
[Click on heading to sort table]
Year | Title | See |
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2014 | The value premium, aggregate risk innovations, and average stock returns. (2014). Lindaas, Knut F. ; Simlai, Prodosh . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:303-317. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effects of private equity and venture capital on sales and employment growth in small and medium-sized businesses. (2014). Paglia, John K. ; Harjoto, Maretno A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:177-197. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | INVESTMENTS AND DEVELOPMENT: MILESTONES OF ROMANIAâS EVOLUTION. (2014). Rovinaru, Flavius . In: Romanian Journal of Economics. RePEc:ine:journl:v:1:y:2014:i:47:p:208-219. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Risk Within and Across Equilibria. (2014). Agur, Itai . In: IMF Working Papers. RePEc:imf:imfwpa:14/116. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank risk within and across equilibria. (2014). Agur, Itai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Constraints, Antitakeover Protection, and Corporate Innovation: An Empirical Analysis using Antitakeover Legislation. (2014). Zeng, Hongchao . In: Review of Economics & Finance. RePEc:bap:journl:140301. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Thuraisamy, Kannan ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What expenditure does Anglosphere foreign borrowing fund?. (2014). Makin, Anthony J. ; Narayan, Seema . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:63-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan Sivananthan ; Narayan, Paresh Kumar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:167-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Panel versus GARCH information in unit root testing with an application to financial markets. (2014). Westerlund, Joakim ; Narayan, Paresh . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:173-176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh Kumar . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock returns, mutual fund flows and spillover shocks. (2014). K. P, Prabheesh, ; Narayan, Seema . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:146-162. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Price Discovery in Brazilian FX Markets. (2014). Santos, Francisco ; Garcia, Marcio ; Medeiros, Marcelo . In: Textos para discussão. RePEc:rio:texdis:622. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Equity-like Behaviour of Sovereign Bonds. (2014). Stancu, Andrei ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Innovation and credit constraints: Evidence from Swedish exporting
firms. (2014). Nabavi, Pardis . In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0387. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Impact of the Financial Crisis on Innovation and Growth:
Evidence from Technology Research and Development. (2014). Alfranseder, Emanuel ; Dzhamalova, Valeriia . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2014_008. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Relationship Between the Board of Directors and the Performance/Value Creation in a Context of Privatization: The Case of French Companies. (2014). Mrad, Mouna ; Hallara, Slaheddine . In: Public Organization Review. RePEc:kap:porgrv:v:14:y:2014:i:1:p:83-108. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending. (2014). Bellucci, Andrea ; Favaretto, Ilario ; Giombini, Germana . In: IAW Discussion Papers. RePEc:iaw:iawdip:104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transaction Partners and Firm Relocation Choice: Evidence from the Tohoku Earthquake. (2014). Kaoru, HOSONO ; Iichiro, UESUGI ; Taisuke, UCHINO ; Hirofumi, UCHIDA ; Arito, ONO ; Daisuke, MIYAKAWA . In: Discussion papers. RePEc:eti:dpaper:14054. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transaction Partners and Firm Relocation Choice: Evidence from the Tohoku Earthquake. (2014). Ono, Arito ; Uchino, Taisuke ; Hosono, Kaoru ; Uesugi, Iichiro ; Uchida, Hirofumi ; Miyakawa, Daisuke . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What determines takeover premia: An empirical analysis. (2014). Simonyan, Karen . In: Journal of Economics and Business. RePEc:eee:jebusi:v:75:y:2014:i:c:p:93-125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Locus of Control and Savings. (2014). Cobb-Clark, Deborah A. ; Kassenboehmer, Sonja C. ; SonjaC. Kassenboehmer, . In: Discussion Papers Series. RePEc:qld:uq2004:498. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of saving in Poland: Are they different than in other OECD countries?. (2014). Kolasa, Aleksandra ; Liberda, Barbara . In: Working Papers. RePEc:war:wpaper:2014-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Economic Importance of Financial Literacy: Theory and Evidence. (2014). Lusardi, Annamaria ; Mitchell, Olivia S.. In: Journal of Economic Literature. RePEc:aea:jeclit:v:52:y:2014:i:1:p:5-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Knowledge and 401(k) Investment Performance. (2014). Lusardi, Annamaria ; Clark, Robert L.. In: NBER Working Papers. RePEc:nbr:nberwo:20137. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Literacy and Its Consequences in the Emerging Middle Class. (2014). Grohmann, Antonia ; Kouwenberg, Roy . In: Kiel Working Papers. RePEc:kie:kieliw:1943. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Adults Financial Literacy and Households Financial Assets: The Role of Banks Information Policies. (2014). Manaresi, Francesco ; Trucchi, Serena ; Fort, Margherita . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5047. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2014_18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of education in equity portfolios during the recent financial crisis. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:614. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric Cointegration: Barley and Crude Oil Price in United States. (2014). MAT RAHIM, SITI ROHAYA, . In: MPRA Paper. RePEc:pra:mprapa:58447. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | IMPORTANCE OF PUBLIC WAREHOUSE SYSTEM FOR FINANCING AGRIBUSINESS SECTOR. (2014). Ivkov, Ivana ; Kovaevi, Vlado ; Zaki, Vladimir ; Mirovi, Vera . In: Economics of Agriculture. RePEc:ags:iepeoa:196667. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exit Strategies and Their Impact on the Euro Area - A Model Based View. (2014). Belke, Ansgar . In: Ruhr Economic Papers. RePEc:zbw:rwirep:467. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Surplus of Ambition: Can Europe Rely on Large Primary Surpluses to Solve its Debt Problem?. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10069. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Surplus of Ambition: Can Europe Rely on Large Primary Surpluses to Solve its Debt Problem?. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20316. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign rating actions and the implied volatility of stock index options. (2014). ap Gwilym, Owain ; Tran, VU ; Alsakka, Rasha . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:101-113. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Vu, Tuyet Nhung ; Alsakka, Rasha . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:235-257. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why Rating Agencies Disagree on Sovereign Ratings. (2014). Bartels, Bernd . In: Working Papers. RePEc:jgu:wpaper:1416. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100274. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Eficiencia financiera en los portafolios de inversión de las AFP en el Perú: Un enfoque robusto de Multifondos. (2014). . In: Working Papers. RePEc:rbp:wpaper:2014-005. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A jackknife-type estimator for portfolio revision. (2014). Trubenbach, Fabian ; Fuss, Roland ; ROLAND FÜSS, ; Miebs, Felix . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:14-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Identity theft as a teachable moment. (2014). Ritter, Dubravka ; Mikhed, Vyacheslav ; Vogan, Michael ; Cheney, Julia S.. In: Working Papers. RePEc:fip:fedpwp:14-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk aggregation with dependence uncertainty. (2014). Bernard, Carole ; Jiang, Xiao ; Wang, Ruodu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Extreme-quantile tracking for financial time series. (2014). Embrechts, P. ; Chavez-Demoulin, V. ; Sardy, S.. In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:44-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial Crisis. (2014). O'Brien, James M. ; Szerszen, Pawel J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-21. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A General Duality Relation with Applications in Quantitative Risk
Management. (2014). Embrechts, Paul ; Shahverdyan, Sergey ; Hauser, Raphael . In: Papers. RePEc:arx:papers:1410.0852. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do correlated defaults matter for CDS premia? An empirical analysis. (2014). Schon, Thomas . In: Discussion Papers. RePEc:zbw:bubdps:212014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | MIKROFINANÄNÃ REVOLUCE: AKTUÃLNÃ KONTROVERZE A VÃZVY. (2014). Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:54098. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Survey of Microfinance Controversies and Challenges. (2014). Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:56657. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling the U.S. sovereign credit rating. (2014). Wickens, Mike ; Polito, Vito . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:202-218. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Pettenuzzo, Davide ; Ravazzolo, Francesco . In: Working Papers. RePEc:brd:wpaper:80. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation and Determinants of Chinese Banksââ¬â¢ Total Factor Efficiency: A New
Vision Based on Unbalanced Development of Chinese Banks and Their Overall
Risk. (2014). Wang, LI ; Hardle, Wolfgang K. ; Chen, Shiyi . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-068. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new set of improved Value-at-Risk backtests. (2014). Ziggel, Daniel ; WeiÃ, Gregor N. F., ; Berens, Tobias ; Wied, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:29-41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting VaR and ES of stock index portfolio: A Vine copula method. (2014). Zhang, Bangzheng ; Peng, Zhenfeng ; Wei, Yu ; Lai, Xiaodong ; Yu, Jiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:112-124. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization. (2014). Agnihotri, Shalini . In: MPRA Paper. RePEc:pra:mprapa:56307. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The home bias is here to stay. (2014). Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:29-40. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Energy regulation in China: Objective selection, potential assessment and responsibility sharing by partial frontier analysis. (2014). Alsaedi, A. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Tasawar, H.. In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:292-302. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana ; Vranceanu, Radu . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-14003. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana . In: Post-Print. RePEc:hal:journl:hal-00952641. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Banking Regulatory Bubble and How to Get out of It. (2014). Neuberger, Doris ; Ferri, Giovanni . In: Rivista di Politica Economica. RePEc:rpo:ripoec:y:2014:i:2:p:39-69. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does bank ownership affect lending behavior? Evidence from the Euro area. (2014). Kerola, Eeva ; Kalmi, Panu ; Ferri, Giovanni . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:194-209. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth. (2014). Koziol, Philipp . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:4:p:459-472. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Understanding bank-run contagion. (2014). Brown, Martin ; Trautmann, Stefan T. ; Vlahu, Razvan . In: Working Paper Series. RePEc:ecb:ecbwps:20141711. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do social networks prevent or promote bank runs?. (2014). Rosa-Garcia, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:101:y:2014:i:c:p:87-99. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking on Experiments?. (2014). Dufwenberg, Martin . In: Working Papers. RePEc:igi:igierp:534. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Behavior and asset markets : Individual decisions, emotions and fundamental value trajectories. (2014). Breaban, A. G.. In: Other publications TiSEM. RePEc:tiu:tiutis:a20e6a40-f15e-4331-83cb-caa71d4292af. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007â2009 US financial crisis. (2014). Yamamoto, Shugo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:88-103. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | House Prices, Capital Inflows and Macroprudential Policy. (2014). Mendicino, Caterina ; Punzi, Maria Teresa . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp180. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The interest rate pass-through in the Euro area during the global financial crisis. (2014). Hristov, Nikolay ; Wollmershauser, Timo ; Hulsewig, Oliver . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:104-119. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Macroeconomic Effects of Debt- and Equity-Based Capital Inflows. (2014). . In: Working Papers. RePEc:hkm:wpaper:282014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?. (2014). Cotter, John . In: Working Papers. RePEc:ucd:wpaper:201402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?. (2014). Avino, Davide ; Cotter, John . In: MPRA Paper. RePEc:pra:mprapa:55208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Anatomy of a Bail-In. (2014). Cotter, John ; Conlon, Thomas . In: Papers. RePEc:arx:papers:1403.7628. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo ; van Ewijk, Saskia . In: DNB Working Papers. RePEc:dnb:dnbwpp:425. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). Diaye, Marc-Arthur ; Oueghlissi, Rim ; Crifo, Patricia . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis. (2014). . In: Working Papers. RePEc:bol:bodewp:wp961. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk spillovers in the European banking and sovereign network. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Hautsch, Nikolaus ; Schienle, Melanie . In: CFS Working Paper Series. RePEc:zbw:cfswop:467. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CDS and equity market reactions to stock issuances in the U.S. financial industry: evidence from the 2002-13 period. (2014). Pan, Kevin ; Phan, Minh ; Cornette, Marcia Millon . In: Staff Reports. RePEc:fip:fednsr:697. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does business regulation matter for banks in the European Union?. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:278-324. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). Avino, Davide ; Cotter, John . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo J. M., ; van Ewijk, Saskia E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:340-357. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets. (2014). Deev, Oleg . In: MPRA Paper. RePEc:pra:mprapa:62539. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Risk and the Pricing of Corporate Credit Default Swaps. (2014). Haerri, Matthias ; Morkoetter, Stefan ; Westerfeld, Simone . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does bank market power affect SME financing constraints?. (2014). O'Toole, Conor M. ; Ryan, Robert M.. In: Research Technical Papers. RePEc:cbi:wpaper:03/rt/14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Attenuation bias, recall error and the housing wealth effect. (2014). McCarthy, Yvonne . In: Research Technical Papers. RePEc:cbi:wpaper:06/rt/14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah . In: Working Papers. RePEc:ipg:wpaper:2014-545. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dependence patterns among Banking Sectors in Asia: A Copula Approach. (2014). Premaratne, Gamini . In: MPRA Paper. RePEc:pra:mprapa:60119. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial fragility in the Great Moderation. (2014). Bezemer, Dirk ; Grydaki, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:49:y:2014:i:c:p:169-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Schumpeter might be right again: the functional differentiation of credit. (2014). Bezemer, Dirk . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:24:y:2014:i:5:p:935-950. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The CCCTB option: An experimental study. (2014). Oestreicher, Andreas ; Kimpel, Gerrit ; Keser, Claudia . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Lyon Taming by the IRS: Evidence on Tax Deductions. (2014). Nayar, Nandkumar . In: EcoMod2014. RePEc:ekd:006356:7163. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The CCCTB option  an experimental study. (2014). Oestreicher, Andreas ; Kimpel, Gerrit ; Keser, Claudia . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fiscal Federalism, Decentralization and Economic Growth: Survey and Meta-Analysis. (2014). Schnellenbach, Jan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4985. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tax reforms and the capital structure of banks. (2014). Teichmann, Daniel ; Hemmelgarn, Thomas . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:21:y:2014:i:4:p:645-693. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Extending taxation of interest and royalty income at source: An option to limit base erosion and profit shifting?. (2014). Spengel, Christoph ; Finke, Katharina ; Nusser, Hannah ; Fuest, Clemens . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14073. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The CCCTB option an experimental study. (2014). Oestreicher, Andreas ; Kimpel, Gerrit ; Keser, Claudia . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100490. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo . In: Economics Series. RePEc:ihs:ihsesp:305. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evolving intraday foreign exchange trading strategies utilizing multiple
instruments price series. (2014). Nordin, Peter ; Lloyd, Stefan ; Cirillo, Simone . In: Papers. RePEc:arx:papers:1411.2153. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systematic liquidity and the funding liquidity hypothesis. (2014). Zhang, Bohui ; Qian, Xiaolin ; Tam, Lewis H. K., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:304-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Better Together? Retail Chain Performance Dynamics in Store Expansion Before and After Mergers. (2014). Nishida, Mitsukuni ; Yang, Nathan . In: Working Papers. RePEc:net:wpaper:1408. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Crisis and Financing Constraints of SMEs in Visegrad Countries. (2014). . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2014:i:485. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | GLOBALIZATION AND TOP INCOME SHARES. (2014). Ma, Lin . In: Working Papers. RePEc:cen:wpaper:14-07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does gold offer a better protection against losses in sovereign debt bonds than other metals?. (2014). Gounopoulos, Dimitrios ; Agyei-Ampomah, Sam ; Mazouz, Khelifa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:507-521. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The international business cycle and gold-price fluctuations. (2014). Pierdzioch, Christian ; Rohloff, Sebastian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:292-305. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Precious metals shine? A market efficiency perspective. (2014). Charles, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01010516. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach. (2014). Beckmann, Joscha ; Berger, Theo . In: Ruhr Economic Papers. RePEc:rwi:repape:0502. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can gold hedge and preserve value when the US dollar depreciates?. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:168-173. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Gold and exchange rates: Downside risk and hedging at different investment horizons. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:267-279. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy. (2014). Pierdzioch, Christian ; Rohloff, Sebastian ; Risse, Marian . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100429. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach. (2014). Beckmann, Joscha ; Czudaj, Robert ; Berger, Theo . In: Ruhr Economic Papers. RePEc:zbw:rwirep:502. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relative Liquidity and Future Volatility. (2014). Zer, Ilknur ; Rheinlander, Thorsten ; Fryzlewicz, Piotr ; Valenzuela, Marcela . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Executive board composition and bank risk taking. (2014). Berger, Allen N. ; Kick, Thomas ; Schaeck, Klaus . In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:48-65. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor M. ; Casey, Eddie . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment. (2014). Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of Operational Efficiency and Total Factor Productivity Change of Major Cambodian Financial Institutions : A Data Envelopment Analysis during the Period of 2006-2013. (2014). Aiba, Daiju ; Okuda, Hidenobu . In: Discussion Papers. RePEc:hit:econdp:2014-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency in Spanish banking: A multistakeholder approach analysis. (2014). Retolaza, Jose Luis ; San-Jose, Leire ; Pruonosa, Jose Torres . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:240-255. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The nexus between competition and efficiency: The European banking industries experience. (2014). Cpraru, Bogdan . In: International Business Review. RePEc:eee:iburev:v:23:y:2014:i:3:p:566-579. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | ANALYZING THE RELATIONSHIP BETWEEN EONIA AND EONIASWAP RATES. A COINTEGRATION APPROACH. (2014). Fat, Codruta Maria ; MUTU, Simona . In: Romanian Journal of Economics. RePEc:ine:journl:v:1:y:2014:i:47:p:197-207. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic Banksâ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values. (2014). Daher, Hassan ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56947. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The recent turmoil and monetary policy in a dual financial system with Islamic perspective. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). Ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are Dow Jones Islamic equity indices exposed to interest rate risk?. (2014). Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:273-281. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Finance-Growth Nexus and Dual Banking System: Relative Importance of Islamic Banks. (2014). Hasan, Iftekhar ; Abedifar, Pejman . In: Working Papers. RePEc:hal:wpaper:hal-01065676. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic Banking and Finance: Recent Empirical Literature and Directions for Future Research. (2014). Abedifar, Pejman ; Ebrahim, Shahid ; Molyneux, Philip . In: Working Papers. RePEc:hal:wpaper:hal-01073185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency Analysis in Islamic Banks: A Study for Malaysia and Turkey. (2014). ADA, Aysen ALTUN ; DALKILIC, Nilufer . In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:8:y:2014:i:1:p:9-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic banks do not turn âmore Islamicâ when their contracting environments get better: They remain similar to conventional banks. (2014). Alam, Nafis . In: MPRA Paper. RePEc:pra:mprapa:59939. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches. (2014). Kamaruzdin, Thaqif . In: MPRA Paper. RePEc:pra:mprapa:60248. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method. (2014). SAKIN, lker ; GuLEN, Merve . In: Journal of Economic and Social Thought. RePEc:ksp:journ3:v:1:y:2014:i:1:p:3-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method. (2014). SAKIN, lker ; GuLEN, Merve . In: EconStor Open Access Articles. RePEc:zbw:espost:105838. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regulation and Supervision of Islamic Banks. (2014). Mejia, Aledjandro Lopez ; Aljabrin, Suliman ; Awad, Rachid ; Norat, Mohamed ; Song, Inwon . In: IMF Working Papers. RePEc:imf:imfwpa:14/219. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Delegated Portfolio Management under Ambiguity Aversion. (2014). Fabretti, Annalisa ; Herzel, Stefano ; Pinar, Mustafa C.. In: CEIS Research Paper. RePEc:rtv:ceisrp:304. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The socially responsible choice in a duopolistic market: A dynamic model of âethical productâ differentiation. (2014). Palestini, Arsen ; Solferino, Nazaria ; Tessitore, Elisabetta M.. In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:114-123. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ownership concentration, contestability, family firms, and capital structure. (2014). Moreira, Antonio ; Santos, Mario ; Vieira, Elisabete . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:4:p:1063-1107. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:61-73. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Diversification and systemic risk. (2014). Raffestin, Louis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:85-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marin, Matej ; Li, Shaofang . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:46-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Ke, Yu-Pei . In: MPRA Paper. RePEc:pra:mprapa:57625. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bailouts, Bonuses and Bankers Short-Termism. (2014). Hilmer, Michael . In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2014-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Sources of Heterogeneity in Banking Efficiency Literature. (2014). Aiello, Francesco ; Bonanno, Graziella . In: MPRA Paper. RePEc:pra:mprapa:58591. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regional and Ownership Drivers of Bank Efficiency. (2014). . In: CEPA Working Papers Series. RePEc:qld:uqcepa:97. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An analysis of risk-taking behavior for public defined benefit pension plans. (2014). Mohan, Nancy ; Zhang, Ting . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:403-419. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock market liquidity and macro-liquidity shocks: Evidence from the 2007â2009 financial crisis. (2014). Kontonikas, Alexandros ; Florackis, Chris ; Kostakis, Alexandros . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:97-117. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign currency borrowing and knowledge about exchange rate risk. (2014). Beckmann, Elisabeth ; Stix, Helmut . In: Working Papers. RePEc:onb:oenbwp:188. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mortgage risks, debt literacy and financial advice. (2014). van Rooij, Maarten ; van Ooijen, Raun . In: DNB Working Papers. RePEc:dnb:dnbwpp:449. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Roots of Financial Literacy. (2014). Grohmann, Antonia ; Kouwenberg, Roy ; Menkhoff, Lukas . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100550. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are government interventions effective in regulating Chinafs house prices?. (2014). Yuan, Nannan . In: Discussion Papers. RePEc:koe:wpaper:1427. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China. (2014). Yuan, Nannan ; Chen, Wang . In: Discussion Papers. RePEc:koe:wpaper:1428. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring and testing for the systemically important financial institutions. (2014). Castro, Carlos ; Ferrari, Stijn . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201426. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Indicadores Antecedentes ExtraÃdos de Preços de Ativos em Corte Transversal. (2014). Araujo, Gustavo Silva ; Jose Valentim Machado Vicente, . In: Working Papers Series. RePEc:bcb:wpaper:361. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | TENET: Tail-Event driven NETwork risk. (2014). Sirotko-Sibirskaya, Natalia ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-066. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Pea, Juan Ignacio ; Mayordomo, Sergio ; Rodriguez-Moreno, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia. (2014). , FredericTeulon ; Guesmi, Khaled ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-096. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia. (2014). Abid, Ilyes ; Kaabia, Olfa . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:408-416. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-365. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regional stock market integration in Singapore: A multivariate analysis. (2014). Guesmi, Khaled ; Mankai, Selim . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:217-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The evolution of risk premium as a measure for intra-regional equity market integration. (2014). Muzaffar, Ahmed Taneem ; Guesmi, Khaled ; Teulon, Frederic . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:13-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Behavioral Influences in Non-Ferrous Metals Prices. (2014). Lucey, Brian M. ; Dowling, Michael M. ; Cummins, Mark . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp459. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The determinants of the volatility of returns on cross-border asset holdings. (2014). Rana, Faisal ; Basher, Syed Abul ; Balli, Faruk . In: CAMA Working Papers. RePEc:een:camaaa:2014-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of risk sharing through remittances: cross-country evidence. (2014). Rana, Faisal . In: CAMA Working Papers. RePEc:een:camaaa:2014-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The determinants of the volatility of returns on cross-border asset holdings. (2014). Rana, Faisal ; Basher, Syed Abul ; Balli, Faruk . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:1-23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign portfolio diversification and risk-sharing. (2014). Pierucci, E. ; Pericoli, F. M. ; Balli, F.. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:187-190. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan Carlos ; Mensi, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-159. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). Ben Rejeb, Aymen ; ARFAOUI, Mongi . In: MPRA Paper. RePEc:pra:mprapa:61516. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach. (2014). Nadal De Simone, Francisco de A., ; Jin, Xisong . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:81-101. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Earnings baths by bank CEOs during turnovers. (2014). Schertler, Andrea ; Kick, Thomas ; Bornemann, Sven ; Pfingsten, Andreas . In: Discussion Papers. RePEc:zbw:bubdps:052014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan loss provisioning and procyclicality: Evidence from an expected loss model. (2014). Pfingsten, Andreas ; Bornemann, Sven ; Duellmann, Klaus ; Domikowsky, Christian . In: Discussion Papers. RePEc:zbw:bubdps:392014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). Chaouachi, Slim ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-147. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim . In: Working Papers. RePEc:ipg:wpaper:2014-390. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loss given default for leasing: Parametric and nonparametric estimations. (2014). Tows, Eugen ; Hartmann-Wendels, Thomas ; Miller, Patrick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:364-375. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CEO inside debt holdings and risk-shifting: Evidence from bank payout policies. (2014). Srivastav, Abhishek ; Armitage, Seth ; Hagendorff, Jens . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:41-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Governance and Corporate Social Responsibility Disclosure: Evidence from the US Banking Sector. (2014). Salama, Aly ; Dixon, Robert ; STRaTLING, Rebecca ; Jizi, Mohammad . In: Journal of Business Ethics. RePEc:kap:jbuset:v:125:y:2014:i:4:p:601-615. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate social responsibility disclosure: The case of international shipping. (2014). Merikas, Andreas ; Drobetz, Wolfgang ; Tsionas, Mike G.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:71:y:2014:i:c:p:18-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Fernandez-Perez, Adrian ; Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predicting the direction of US stock markets using industry returns. (2014). . In: MPRA Paper. RePEc:pra:mprapa:62942. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing. (2014). Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing. (2014). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2014cf931. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option
pricing. (2014). Fujii, Masaaki . In: Papers. RePEc:arx:papers:1405.0378. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Controls in the 21st Century. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:1-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The spillover effects of unremunerated reserve requirements: Evidence from Thailand. (2014). Tongurai, Jittima . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:338-351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Controls and Macroprudential Measures: What Are They Good For?. (2014). Forbes, Kristin ; Straub, Roland ; Fratzscher, Marcel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9798. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of prompt corrective action on the default risk of the U.S. commercial banking sector. (2014). Kanas, Angelos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:2:p:393-404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes. (2014). Kanas, Angelos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:244-258. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | One Currency, Two Markets: The Renminbis Growing Influence in Asia-Pacific. (2014). Shu, Chang ; Cheng, Xiaoqiang . In: Working Papers. RePEc:hkm:wpaper:102014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | One currency, two markets: the renminbiâs growing influence in Asia-Pacific. (2014). Shu, Chang ; Cheng, Xiaoqiang . In: BIS Working Papers. RePEc:bis:biswps:446. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks. (2014). Mark K. Chan; Simon Kwok, . In: Working Papers. RePEc:syd:wpaper:2014-08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks. (2014). Chan, Marc K ; Kwok, Simon . In: Working Paper Series. RePEc:uts:ecowps:24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exploiting the Choice-Consumption Mismatch: A New Approach to
Disentangle State Dependence and Heterogeneity. (2014). Sudhir, K. ; Yang, Nathan . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1941. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework. (2014). Ghosh, Pulak . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:285-298. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Two EGARCH models and one fat tail. (2014). Harvey, Andrew ; Caivano, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_954_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the robustness of location estimators in models of firm growth under heavy-tailedness. (2014). Ibragimov, Rustam . In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:25-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Safer ratios, riskier portfolios: Banks׳ response to government aid. (2014). Sosyura, Denis ; Duchin, Ran . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:1-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial regulation in geographically-segmented executive labor markets: Evidence from TARP. (2014). Cazier, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:219-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The economic consequences of the TARP: The effectiveness of bank recapitalization policies in the U.S.. (2014). Montgomery, Heather ; Takahashi, Yuki . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:49-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Impact of the Small Business Lending Fund on Community Bank Lending to Small Businesses. (2014). Amel, Dean F. ; Mach, Traci L.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-111. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Impact of Government Intervention on the Stabilization of Domestic Financial Markets and on U.S. Banksâ Asset Composition. (2014). Johnk, David W. ; Egly, Peter V.. In: MPRA Paper. RePEc:pra:mprapa:62244. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). and Philip Hans Franses, ; Gresnigt, Francine ; Kole, Erik . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140067. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does money buy credit? Firm-level evidence on bribery and bank debt. (2014). Kochanova, Anna ; Weill, Laurent . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_004. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Money Buy Credit? Firm-Level Evidence on Bribery and Bank Debt. (2014). Kochanova, Anna ; Fungacova, Zuzana ; Weill, Laurent . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2014-05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cultures impact on institutional investors trading frequency. (2014). Beracha, Eli ; Fedenia, Mark ; Skiba, Hilla . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:34-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Productivity and welfare: an application to the Spanish banking industry. (2014). Pardo, Sonia Ruano ; Fumas, Vicente Salas . In: Banco de España Working Papers. RePEc:bde:wpaper:1426. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | MEASURING THE FINANCIAL PERFORMANCE OF THE EUROPEAN SYSTEMICALLY IMPORTANT BANKS. (2014). TOMULEASA, Ioana-Iuliana ; COCRI, Vasile . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:18:y:2014:i:4:p:31-51. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Usefulness of Financial Soundness Indicators for risk assessment: The case of EU member countries. (2014). Urea, Antonio Parta ; Parrado-Martinez, Purificacion ; Fernandez-Aguado, Pilar Gomez . In: Working Papers. RePEc:pab:fiecac:14.01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:ipg:wpaper:2014-469. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is Volatility Clustering of Asset Returns Asymmetric?. (2014). Ning, Cathy ; Wirjanto, Tony ; Xu, Dinghai . In: Working Papers. RePEc:rye:wpaper:wp050. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Review of renewable energy investment and financing in China: Status, mode, issues and countermeasures. (2014). Ximei, Liu ; Ming, Zeng ; Lilin, Peng ; Yulong, Li. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:31:y:2014:i:c:p:23-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Preemption, leverage, and financing constraints. (2014). Nishihara, Michi ; Shibata, Takashi . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:2:p:75-89. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Valuation of sequential R&D investment under
technological, market, and rival preemption uncertainty. (2014). Nishihara, Michi . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Preemptive investment game with alternative projects. (2014). Nishihara, Michi . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:124-135. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forward premium anomaly of the British pound and the euro. (2014). Lee, Allissa A. ; Simpson, Marc W.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:140-156. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank competition and financial stability in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:64-77. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does regulation improve bank peroformance in South and East Asia?. (2014). Hu, Wentao . In: MPRA Paper. RePEc:pra:mprapa:60193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank efficiency and shareholder value in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:200-222. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Markowitz efficiency and size effect: evidence from the UK stock market. (2014). Owen, Heather ; Hwang, Tienyu ; Gao, Simon . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:4:p:721-750. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The predictability of aggregate returns on commodity futures. (2014). Lutzenberger, Fabian T.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:3:p:120-130. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Interest Groups Unduly Influence Bank Regulation?. (2014). Prabha, Apanard Penny ; Lu, Wenling ; Barth, James R.. In: CESifo DICE Report. RePEc:ces:ifodic:v:11:y:2014:i:4:p:19-25. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Regulation and the Grabbing Hand. (2014). Buck, Florian . In: CESifo DICE Report. RePEc:ces:ifodic:v:11:y:2014:i:4:p:03-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Politically connected firms in Poland and their access to bank
financing. (2014). Hasan, Iftekhar ; Kowalewski, Oskar ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Election Results Affect the Value of Politically Connected Firms? - The Effect of the Schroeder-Merkel Change of Government on German Prime Standard Firms. (2014). Janssen, Elmar A.. In: Working Papers Dissertations. RePEc:pdn:dispap:05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate distress and lobbying: Evidence from the Stimulus Act. (2014). Adelino, Manuel ; DINC, SERDAR I.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:256-272. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Semi-nonparametric VaR forecasts for hedge funds during the recent crisis. (2014). Mora-Valencia, Andres ; Perote, Javier ; Del Brio, Esther B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:330-343. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Efficiency of Chinese Local Banks: A comparison of DEA and SFA. (2014). Tabak, Benjamin Miranda ; Marina V. B. Dias, ; Cajueiro, Daniel Oliveira . In: Working Papers Series. RePEc:bcb:wpaper:346. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Interconnections Matter for Bank Efficiency?. (2014). Tabak, Benjamin Miranda ; Guerra, Solange Maria ; Rodrigo Cesar de Castro Miranda, . In: Working Papers Series. RePEc:bcb:wpaper:374. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking stress test effects on returns and risks. (2014). Sahin, Cenkhan ; de Haan, Jakob ; Neretina, Ekaterina . In: DNB Working Papers. RePEc:dnb:dnbwpp:419. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information asymmetry in US banks and the 2009 bank stress test. (2014). Quijano, Margot . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:2:p:203-205. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comment lutter contre la fragmentation du système bancaire de la zone euro: Etude spéciale. (2014). Antonin, Celine ; Touze, Vincent ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7986np0ssj9fu9fg833t5dehhf. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2014). Pierret, Diane ; Acharya, Viral V ; Engle, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9800. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comment lutter contre la fragmentation du système bancaire de la zone euro. (2014). Antonin, Celine ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe . In: Post-Print. RePEc:hal:journl:hal-01093021. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model. (2014). Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon ; Nautz, Dieter . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-029. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional herding in financial markets: New evidence through the lens of a simulated model. (2014). Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon ; Nautz, Dieter . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100455. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why do firms (not) hedge? â Novel evidence on cultural influence. (2014). Lievenbruck, Martin ; Schmid, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:92-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Differential Effects of Law, Culture and Political Risk on Fees, Performance and Risk-Taking Behavior of Islamic and Conventional Funds. (2014). Mehri, Meryem . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13099. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model. (2014). Odening, M. ; Muhoff, O. ; Ritter, M.. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:1:p:67-86. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Basel III, capital stability, risk-taking, ownership: Evidence from Asia. (2014). Chalermchatvichien, Pichaphop ; Jumreornvong, Seksak ; Jiraporn, Pornsit . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:28-46. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cash management and payment choices: A simulation model with international comparisons. (2014). Arango, Carlos ; Bouhdaoui, Yassine ; Eschelbach, Martina ; Hernandez, Lola ; Bounie, David . In: Discussion Papers. RePEc:zbw:bubdps:042014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data. (2014). Kosse, Anneke ; Schmidt, Tobias ; Schuh, Scott ; Bagnall, John ; Stix, Helmut ; Bounie, David . In: Staff Working Papers. RePEc:bca:bocawp:14-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumer cash usage: a cross-country comparison with payment diary survey data. (2014). Kosse, Anneke ; Schmidt, Tobias ; Schuh, Scott ; Bagnall, John ; Stix, Helmut ; Bounie, David . In: Working Papers. RePEc:fip:fedbwp:14-4. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumer cash usage: A cross-country comparison with payment diary survey data. (2014). Kosse, Anneke ; Schmidt, Tobias ; Schuh, Scott ; Bagnall, John ; Stix, Helmut ; Bounie, David . In: Discussion Papers. RePEc:zbw:bubdps:132014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cash versus debit card: the role of budget control. (2014). Kosse, Anneke ; Hernandez, Lola . In: DNB Working Papers. RePEc:dnb:dnbwpp:429. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consumer cash usage: a cross-country comparison with payment diary survey data. (2014). Kosse, Anneke ; Schmidt, Tobias ; Schuh, Scott ; Huynh, Kim P. ; Bagnall, John ; Stix, Helmut ; Bounie, David . In: Working Paper Series. RePEc:ecb:ecbwps:20141685. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What explains the lack of monetary policy influence on bank holding companies?. (2014). Mamun, Abdullah ; Hassan, Kabir M.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:227-235. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank bonds: Size, systemic relevance and the sovereign. (2014). . In: CFS Working Paper Series. RePEc:zbw:cfswop:454. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Effects of Unconventional Monetary Policies on Bank Soundness. (2014). Lambert, Frederic ; Ueda, Kenichi . In: IMF Working Papers. RePEc:imf:imfwpa:14/152. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking sector contingent liabilities and sovereign risk. (2014). Arslanalp, Serkan ; Liao, Yin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:316-330. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea . In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15. (2014). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201415. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America. (2014). Goddard, John ; Molyneux, Philip ; Williams, Jonathan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:130-142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking efficiency in Brazil. (2014). Barros, Carlos Pestana ; Wanke, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:54-65. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. (2014). Fujii, Hidemichi ; Managi, Shunsuke ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:41-50. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients. (2014). Sarmiento, Miguel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142013. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are the Bailouts of Wall Street Complements or Substitutes?. (2014). Wilson, Linus ; Wu, Yan ; Prejean, Stephanie . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:1:p:21-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimating Operational Risk Capital with Greater Accuracy, Precision,
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2014 | Bank Leverage, Financial Fragility and Prudential Regulation. (2014). . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of Basel III on financial (in)stability: An agent-based credit network approach. (2014). . In: Economics Working Papers. RePEc:zbw:cauewp:201413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Value versus growth in IPOs: New evidence from Finland. (2014). Aijo, Janne ; Hahl, Teemu ; Vahamaa, Sami . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:17-31. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Failures and the Source of Strength Doctrine. (2014). Yang, Xi. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:56730. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior. (2014). Hryckiewicz, Aneta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:246-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign risk and the bank lending channel in Europe. (2014). Torre-Olmo, Begoa ; Sanfilippo-Azofra, Sergio ; Cantero-Saiz, Maria ; Lopez-Gutierrez, Carlos . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:1-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:64074. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What impact does a change of fund manager have on mutual fund performance?. (2014). Clare, Andrew ; Sapuric, Svetlana ; Motson, Nick ; Todorovic, Natasa . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:167-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Euroization of Bank Deposits in Eastern Europe. (2014). Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-term precaution, insurance and saving mechanisms in rural Vietnam. (2014). van Dung, Ha. In: Working Papers CIE. RePEc:pdn:ciepap:82. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Cellier, Alexis ; Rouatbi, Wael . In: Working Papers. RePEc:ipg:wpaper:2014-186. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Cellier, Alexis ; Rouatbi, Wael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:226-246. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | âAn Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysisâ. (2014). Maria del Carmen Ramos-Herrera, ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201407. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Maria del Carmen Ramos-Herrera, ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | âEMU sovereign debt market crisis: Fundamentals-based or pure contagion?â. (2014). Gomez-Puig, Marta ; Sosvilla-Rivero, Simon . In: IREA Working Papers. RePEc:ira:wpaper:201402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of bank capital on profitability and risk in GCC countries: Islamic vs. Conventional. (2014). Hasnaoui, Habib ; Ftiti, Zied ; Fatnassi, Ibrahim . In: Working Papers. RePEc:ipg:wpaper:2014-413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | IMPACT OF FINANCIAL CRISIS ON BANKING EFFICIENCY: EVIDENCE FROM ROMANIA. (2014). POPOVICI, Mihi-Cosmin M.. In: SEA - Practical Application of Science. RePEc:cmj:seapas:y:2014:i:3:p:451-456. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Domestic Credit in Times of Supervision: An Empirical Investigation of European Countries. (2014). . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of corporate governance on the performance of US investment banks.. (2014). . In: MPRA Paper. RePEc:pra:mprapa:60198. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Legal rights, information sharing, and private credit: New cross-country evidence. (2014). Nketcha Nana, P. V., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:3:p:315-323. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Unexpected tails in risk measurement: Some international evidence. (2014). Tolikas, Konstantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:476-493. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Classifying returns as extreme: European stock and bond markets. (2014). Christiansen, Charlotte . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:1-4. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are there common factors in individual commodity futures returns?. (2014). Kostakis, Alexandros ; Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commodity Risk Factors and the Cross-Section of Equity Returns. (2014). Fernandez-Perez, Adrian ; Nneji, Ogonna ; Miffre, Joelle ; Brooks, Chris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F.. In: Other publications TiSEM. RePEc:tiu:tiutis:1ebdac58-bf37-499d-8835-1ba1e8153940. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Topics in Fiscal Policy: Evidence from a Representative Survey of the German Population. (2014). Hayo, Bernd ; Uhl, Matthias ; Neumeier, Florian . In: MAGKS Papers on Economics. RePEc:mar:magkse:201412. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants. (2014). Hayo, Bernd . In: MAGKS Papers on Economics. RePEc:mar:magkse:201404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The (Home) Bias of European Central Bankers: New Evidence Based on Speeches. (2014). . In: Research Papers in Economics. RePEc:trr:wpaper:201416. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The market microstructure of the European climate exchange. (2014). Mizrach, Bruce ; Otsubo, Yoichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of information flow and trading activity on gold
and oil futures volatility. (2014). Todorova, Neda . In: NCER Working Paper Series. RePEc:qut:auncer:2014_03. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity commonality does not imply liquidity resilience commonality: A
functional characterisation for ultra-high frequency cross-sectional LOB data. (2014). Panayi, Efstathios ; Kosmidis, Ioannis ; Peters, Gareth . In: Papers. RePEc:arx:papers:1406.5486. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | (Un)skilled leveraged trading of retail investors. (2014). Weinhardt, Christof ; Meyer, Stephan ; Schroff, Sebastian . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:111-138. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | âCausality and Contagion in EMU Sovereign Debt Marketsâ. (2014). Gomez-Puig, Marta ; Sosvilla-Rivero, Simon . In: IREA Working Papers. RePEc:ira:wpaper:201403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Causality and contagion in EMU sovereign debt markets. (2014). Gomez-Puig, Marta ; Sosvilla-Rivero, Simon . In: Working Papers. RePEc:bak:wpaper:201403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Long-run and short-run determinants of sovereign bond yields in advanced economies. (2014). Poghosyan, Tigran . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:1:p:100-114. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb142911. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Causality and contagion in EMU sovereign debt markets. (2014). Gomez-Puig, Marta ; Sosvilla-Rivero, Simon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate financial soundness and its impact on firm performance: Implications for corporate debt restructuring in Slovenia. (2014). Damijan, Joe P.. In: Working Papers. RePEc:ebd:wpaper:168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Schaumburg, Julia ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs. (2014). Yang, Chung-Jen ; Tseng, Yung-Ching ; Lee, Hsiu-Chuan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:35-58. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity and the Value at Risk. (2014). Groma, Lidan . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:234:y:2014:i:5:p:572-602. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r2. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?. (2014). Gnimassoun, Blaise ; Coulibaly, Issiaka . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:208-226. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risky adjustments or adjustments to risks: Decomposing bank leverage. (2014). . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:242-254. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Press freedom, externally-generated transparency, and stock price informativeness: International evidence. (2014). Tian, Gaoliang ; Li, Liuchuang ; Kim, Jeong-Bon ; Zhang, Hao . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:299-310. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investment Decisions: Are we fully-Rational?. (2014). Reichhardt, Joaquin Pereira ; Iqbal, Tabassum . In: MPRA Paper. RePEc:pra:mprapa:57686. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Random switching exponential smoothing and inventory forecasting. (2014). Silvestrini, Andrea ; Sbrana, Giacomo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_971_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What drives heterogeneity of loan loss provisionsâ procyclicality in the EU?. (2014). Kowalska, Iwona ; Roszkowska, Sylwia ; Pipie, Mateusz . In: MPRA Paper. RePEc:pra:mprapa:56834. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Competition and Loan Quality. (2014). Gomez, Fabiana ; Ponce, Jorge . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:46:y:2014:i:3:p:215-233. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predicting distress in European banks. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Opric, Silviu ; Sarlin, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On corporate financial distress prediction: what can we learn from private firms in a small open economy?. (2014). Charalambakis, Evangelos C.. In: Working Papers. RePEc:bog:wpaper:188. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Effects of Margin Changes on Commodity Futures Markets. (2014). Daskalaki, Charoula ; Skiadopoulos, George . In: Working Papers. RePEc:qmw:qmwecw:wp736. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Information asymmetry around operational risk announcements. (2014). Barakat, Ahmed ; Wahrenburg, Mark ; Chernobai, Anna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:152-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of bank cost efficiency in transition economies: evidence for Latin America, Central and Eastern Europe and South-East Asia. (2014). . In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:16:p:1940-1952. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:208-223. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Boubaker, Heni ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:2014-094. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2014-281. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Taxing Banks: An Evaluation of the German Bank Levy. (2014). Hilberg, Bjorn ; Tonzer, Lena ; Buch, Claudia M.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4704. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Taxing banks: An evaluation of the German bank levy. (2014). Hilberg, Bjorn ; Tonzer, Lena . In: Discussion Papers. RePEc:zbw:bubdps:382014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial crises: lessons from history for today. (2014). Taskin, Fatma ; Sayek, Selin . In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:79:p:447-493. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Government spending shocks, sovereign risk and the exchange rate regime. (2014). Bonam, Dennis ; Lukkezen, Jasper . In: CPB Discussion Paper. RePEc:cpb:discus:263. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Government spending shocks, sovereign risk and the exchange rate regime. (2014). Bonam, Dennis ; Lukkezen, Jasper . In: Working Papers. RePEc:use:tkiwps:1401. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Debt Crises. (2014). Sapriza, Horacio ; Correa, Ricardo . In: International Finance Discussion Papers. RePEc:fip:fedgif:1104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can European bank bailouts work?. (2014). Siegmann, Arjen ; Schoenmaker, Dirk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:334-349. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank bailouts and bank-sovereign risk contagion channels. (2014). Stang, Irina M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:17-40. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally. (2014). . In: IHEID Working Papers. RePEc:gii:giihei:heidwp16-2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Competitive Pressure and Corporate Crime. (2014). Baumann, Florian ; Friehe, Tim . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100454. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Financing of Innovative SMEs: a multicriteria credit rating model. (2014). Mazzu, Sebastiano ; Angilella, Silvia . In: Papers. RePEc:arx:papers:1308.0889. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impact of ethical behavior on syndicated loan rates. (2014). Surroca, Jordi ; Kim, Moshe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:122-144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Actual Trends in Business Risks for Small and Medium Enterprises. Case Studies from the Czech Republic and Slovakia. (2014). Cipovova, Eva ; Novak, Petr ; Habanik, Jozef ; Belas, Jaroslav . In: Economic Studies journal. RePEc:bas:econst:y:2014:i:4:p:159-181. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2014). Ma, Jun ; Lansing, Kevin J. ; KevinJ. Lansing, . In: Working Paper Series. RePEc:fip:fedfwp:2014-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Wegener, Christoph ; Basse, Tobias ; Sibbertsen, Philipp . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are Banks Less Likely to Issue Equity When They Are
Less Capitalized?. (2014). Vallascas, Francesco ; Dinger, Valeriya . In: Working Papers. RePEc:iee:wpaper:wp0100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integration of Central and Eastern European and the Euro-Area Financial Markets: Repercussions from the Global Financial Crisis. (2014). Tsibulina, Anna ; Orlowski, Lucjan T. In: Comparative Economic Studies. RePEc:pal:compes:v:56:y:2014:i:3:p:376-395. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Household Risk Taking after the Financial Crisis. (2014). Ziegelmeyer, Michael ; Necker, Sarah . In: BCL working papers. RePEc:bcl:bclwop:bclwp085. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Household Risk Taking after the Financial Crisis. (2014). Necker, Sarah . In: MEA discussion paper series. RePEc:mea:meawpa:14279. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?. (2014). Ernstberger, Jurgen ; Bergheim, Ralf ; Michael W. M. Roos, . In: Ruhr Economic Papers. RePEc:rwi:repape:0487. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Dan . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do investors put their money where their mouth is? Stock market expectations and investing behavior. (2014). Merkle, Christoph ; Weber, Martin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:372-386. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Understanding producersâ motives to adopt sustainable practices: the role of expected rewards, risk perception, and risk tolerance. (2014). Trujillo-Barrera, Andres ; Pennings, Joost ; Hofenk, Dianne . In: 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia. RePEc:ags:eaae14:182740. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Understanding Producersâ Motives for Adopting Sustainable Practices: The Role of Expected Rewards, Risk Perception, and Risk Tolerance. (2014). Trujillo-Barrera, Andres ; Pennings, Joost M. E., ; Pennings, Joost M. E., ; Hofenk, Dianne . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170624. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Household Risk Taking after the Financial Crisis. (2014). Necker, Sarah ; Ziegelmeyer, Michael . In: MEA discussion paper series. RePEc:mea:meawpa:201402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?. (2014). Bergheim, Ralf ; Roos, Michael W. M., ; Ernstberger, Jurgen . In: Ruhr Economic Papers. RePEc:zbw:rwirep:487. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroeconomic risks of supply chain counterparties and corporate bond yield spreads. (2014). Huang, Hsiao-Chun ; Chen, Tsung-Kang ; Liao, Hsien-Hsing . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:3:p:463-481. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Demand and supply drivers of foreign currency loans in CEECs: A meta-analysis. (2014). Hake, Mariya . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:1:p:26-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | In lands of foreign currency credit, bank lending channels run through? The effects of monetary policy at home and abroad on the currency denomination of the supply of credit. (2014). Vonnak, Dzsamila ; Ongena, Steven ; Schindele, Ibolya . In: CFS Working Paper Series. RePEc:zbw:cfswop:474. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?
The Effects of Monetary Policy at Home and Abroad on the Currency Denomination of the Supply of Credit. (2014). Vonnak, Dzsamila ; Ongena, Steven ; Schindele, Ibolya . In: IEHAS Discussion Papers. RePEc:has:discpr:1424. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Regulation versus taxation. (2014). Alesina, Alberto . In: Journal of Public Economics. RePEc:eee:pubeco:v:110:y:2014:i:c:p:147-156. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Kurz zum Klima: Fundamentales zu Spekulation. (2014). Lippelt, Jana ; Gronwald, Marc . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:67:y:2014:i:21:p:58-59. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Using stockpile delegation to improve China׳s strategic oil policy: A multi-dimension stochastic dynamic programming approach. (2014). Mu, Hailin ; Chen, Xin ; Gui, Shusen ; Li, Huanan . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:28-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interconnected risk contributions: an heavy-tail approach to analyse US
financial sectors. (2014). Petrella, L. ; Bernardi, M.. In: Papers. RePEc:arx:papers:1401.6408. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten . In: DNB Working Papers. RePEc:dnb:dnbwpp:442. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Guilmin, Gregory ; Bernal, Oscar ; Gnabo, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2014). Papanikolaou, Nikolaos I. ; Wolff, Christian C. P., . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:3-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Model risk of risk models. (2014). Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R. ; Danielsson, Jon . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:59296. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Rubtsov, Alexey ; Munk, Claus . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2014). Rieth, Malte ; Fratzscher, Marcel . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100277. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization. (2014). Hernandez, Jose Arreola . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:528-536. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling of dependence in high-dimensional financial time series by
cluster-derived canonical vines. (2014). Reisinger, Christoph ; Walsh-Jones, David . In: Papers. RePEc:arx:papers:1411.4970. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | ECB Policy and Eurozone Fragility: Was De Grauwe Right?. (2014). Kalotychou, Elena ; Saka, Orkun . In: CEPS Papers. RePEc:eps:cepswp:9414. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does too much finance harm economic growth?. (2014). Singh, Nirvikar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:36-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Innovation and financial liberalization. (2014). Ang, James B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:214-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Innovation and Financial Liberalization: The Case of India. (2014). Ang, James B.. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does diversity of bank board members affect performance and risk? Evidence from an emerging market. (2014). Setiyono, Bowo . In: Working Papers. RePEc:hal:wpaper:hal-01070988. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does the presence of institutional investors in family banks affect profitability and risk? Evidence from an emerging market. (2014). Setiyono, Bowo . In: Working Papers. RePEc:hal:wpaper:hal-01077118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?. (2014). Tabak, Benjamin Miranda ; Bruno Freitas Boynard de Vasconcelos, . In: Working Papers Series. RePEc:bcb:wpaper:365. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR. (2014). Du, Jiangze ; Chen, Yanhui ; Lai, Kin . In: Eurasian Economic Review. RePEc:spr:eurase:v:4:y:2014:i:2:p:113-132. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does linkage fuel the fire? The transmission of financial stress across the markets. (2014). Chau, Frankie ; Deesomsak, Rataporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:57-70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity commonalities in the corporate CDS market around the 2007â2012 financial crisis. (2014). Pea, Juan Ignacio ; Mayordomo, Sergio ; Rodriguez-Moreno, Maria . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:171-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market. (2014). Reddy, Nagi V. ; Syamala, Sudhakar Reddy . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:317-334. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial crises and the global value premium: Revisiting Fama and French. (2014). Yamani, Ehab A. ; Swanson, Peggy E.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:115-136. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan ; Veronesi, Pietro . In: NBER Working Papers. RePEc:nbr:nberwo:19812. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan T. ; Veronesi, Pietro ; Pastor, Lubos . In: Working Papers. RePEc:bfi:wpaper:2014-001. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest. (2014). Walid M. A. Ahmed, . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:20:p:1347-1359. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Political uncertainty and financial market uncertainty in an Australian context. (2014). Smales, Lee A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:415-435. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Kelly, Bryan ; Veronesi, Pietro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9822. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial development and barriers to the cross-border diffusion of financial innovation. (2014). Ang, James B. ; Kumar, Sanjesh . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:43-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | State History and Economic Development: Evidence from Six Millennia. (2014). Putterman, Louis ; Olsson, Ola ; Borcan, Oana . In: Working Papers in Economics. RePEc:hhs:gunwpe:0602. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Export price adjustments under financial constraints.. (2014). Secchi, Angelo ; Tomasi, Chiara . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:13057r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic Crisis and Smesâ Behavior: An Analysis on the Furniture Sector in Italy. (2014). Savelli, Elisabetta ; Cioppi, Marco ; Musso, Fabio . In: Manager Journal. RePEc:but:manage:v:4:y:2014:i:1:p:115-126. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic Crisis and Smesâ Behavior: An Analysis on the Furniture Sector in Italy. (2014). Savelli, Elisabetta ; Cioppi, Marco ; Musso, Fabio . In: The International Journal of Economic Behavior - IJEB. RePEc:but:ijebfa:v:4:y:2014:i:1:p:115-126. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financialisation and the Financial and Economic Crises: The Case of France. (2014). Cornilleau, Gerard ; Creel, Jerome . In: FESSUD studies. RePEc:fes:fstudy:fstudy22. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Role of Foreign Banks in Monetary Policy Transmission: Evidence from Asia during the Crisis of 2008-9. (2014). Wu, Ji. In: Working Papers. RePEc:hkm:wpaper:012014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of foreign banks on monetary policy transmission during the global financial crisis of 2008-2009: Evidence from Korea. (2014). Lim, Hosung . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2014_007. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial synergies and the Organization of Bank Affiliates; A Theoretical Perspective on Risk and Efficiency. (2014). Wihlborg, Clas ; Luciano, Elisa . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:322. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Global banks and internal capital markets: Evidence from bank-level panel data in emerging economies. (2014). Jeon, Bang Nam ; Wu, Ji. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:79-94. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Internal Organization of Banks and the Transmission of Lending Shocks Across Borders. (2014). Radev, Deyan ; Gropp, Reint . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100349. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector. (2014). Fiala, Tomas . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1069. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimares, Rodrigo . In: Bank of England working papers. RePEc:boe:boeewp:0489. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary policy regimes: Implications for the yield curve and bond pricing. (2014). De Giorgi, Enrico ; Filipova, Kameliya ; Audrino, Francesco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:427-454. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Evolution of Bank Boards of Directors in New York, 1840â1950. (2014). White, Eugene N. ; Bodenhorn, Howard . In: NBER Chapters. RePEc:nbr:nberch:13135. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Evolution of Bank Boards of Directors in New York, 1840-1950. (2014). Bodenhorn, Howard . In: NBER Working Papers. RePEc:nbr:nberwo:20078. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | THE EVOLUTION OF BANK BOARDS OF DIRECTORS IN NEW YORK, 1840-1950. (2014). White, Eugene ; Bodenhorn, Howard . In: Departmental Working Papers. RePEc:rut:rutres:201404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CAREER MANAGEMENT IN THE EUROPEAN BANKING
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2014 | Corporate Governance in Banks and its Impact on Risk and Performance: Review of Literature on the Selected Governance Mechanisms. (2014). Himaj, Shkendije . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:3:y:2014:i:3:p:53-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market variance risk premiums in Japan for asset predictability. (2014). Ubukata, Masato ; Watanabe, Toshiaki . In: Empirical Economics. RePEc:spr:empeco:v:47:y:2014:i:1:p:169-198. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Real Financial Market Exchange Rates and Capital Flows. (2014). . In: Kiel Working Papers. RePEc:kie:kieliw:1946. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers. (2014). Heinz, Frigyes F ; Sun, Yan . In: IMF Working Papers. RePEc:imf:imfwpa:14/17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing. (2014). McKenzie, Michael ; Wongwachara, Warapong ; Satchell, Stephen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:215-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Evaluación de impactos ambientales y sociales del negocio de banca comercial en Europa durante el periodo 2006-2010/Assessment of Social and Environmental Impacts Originated in Europe during the Peri. (2014). OLIT, BEATRIZ FERNaNDEZ ; DE LA CUESTA GONZaLEZ, MARTA, . In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:32_2_5. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Der Einfluss von Steuern auf Corporate Social Responsibility-Instrumente: Dargestellt am Beispiel von Spenden. (2014). Weber, Stefan . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:159. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relationship between Corporate Social Responsibility and Financial Performance in the Mineral Industry: Evidence from Chinese Mineral Firms. (2014). Zhang, Hongliang ; Pan, Xiping ; KE, WenLan ; Sha, Jinghua . In: Sustainability. RePEc:gam:jsusta:v:6:y:2014:i:7:p:4077-4101:d:37620. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in hedge fund returns: driving factors and implications. (2014). Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141658. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Amado, Daniel Parra ; Wilmar Alexander Cabrera Rodriguez, ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:810. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dependence structure between CEEC-3 and German government securities markets. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Amado, Daniel Parra ; Wilmar Alexander Cabrera Rodriguez, ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Preferential regulatory treatment and banks demand for government bonds. (2014). Bonner, Clemens . In: DNB Working Papers. RePEc:dnb:dnbwpp:433. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Impact of Liquidity Regulation on Banks. (2014). Mio, Hitoshi ; Banerjee, Ryan N.. In: BIS Working Papers. RePEc:bis:biswps:470. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The IPO underwriting market share in China: Do ownership and quality matter?. (2014). Chen, Chao ; Xu, Haoping ; Shi, Haina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:177-189. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mutual Funds and Information Diffusion: The Role of Country-Level Governance. (2014). Zhang, and Hong ; Massa, Massimo ; Lin, Chunmei . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140079. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A spatialâtemporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:42:y:2014:i:2:p:304-327. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Evolution of Theory and Practice of Monetary Policy as a Result of the Global Economic Crisis. (2014). Trunin, P. ; Drobyshevsky, S.. In: Journal of the New Economic Association. RePEc:nea:journl:y:2014:i:24:p:141-158. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors. (2014). Dimitriou, Dimitrios ; Kenourgios, Dimitris . In: Panoeconomicus. RePEc:voj:journl:v:61:y:2014:i:3:p:275-288. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Fry-McKibbin, Renee ; Hsiao, Cody . In: Open Economies Review. RePEc:kap:openec:v:25:y:2014:i:3:p:521-570. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International yield curve comovements: impact of the recent financial crisis. (2014). Coleman, Simeon . In: Discussion Paper Series. RePEc:lbo:lbowps:2014_07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock market integration of emerging Asian economies: Patterns and causes. (2014). Narayan, S. ; Islam, S. Z. ; Sriananthakumar, S.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:19-31. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equity market contagion during the global financial crisis: Evidence from the worlds eight largest economies. (2014). Gajurel, Dinesh ; Dungey, Mardi . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:2:p:161-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | International transmission and business-cycle effects of financial stress. (2014). van Roye, Bjorn ; Dovern, Jonas . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The dynamic contagion of the global financial crisis into Japanese markets. (2014). Shimada, Junji ; Tsukuda, Yoshihiko ; Takahashi, Toyoharu ; Miyakoshi, Tatsuyoshi . In: Japan and the World Economy. RePEc:eee:japwor:v:31:y:2014:i:c:p:47-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Eurozone crisis and its contagion effects on the European stock markets. (2014). Sehgal, Sanjay ; Ahmad, Wasim . In: Studies in Economics and Finance. RePEc:eme:sefpps:v:31:y:2014:i:3:p:325-352. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs. (2014). Yang, Chung-Jen ; Tseng, Yung-Ching ; Lee, Hsiu-Chuan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:35-58. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Leverage, Financial Fragility and Prudential Regulation. (2014). . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Risk Within and Across Equilibria. (2014). Agur, Itai . In: IMF Working Papers. RePEc:imf:imfwpa:14/116. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank risk within and across equilibria. (2014). Agur, Itai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk, governance and global financial stability. (2014). Haldane, Andy ; Ellis, Luci ; Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:175-181. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of Basel III on financial (in)stability: An agent-based credit network approach. (2014). . In: Economics Working Papers. RePEc:zbw:cauewp:201413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The financial crisis and bankâclient relationships: Foreign ownership, transparency, and portfolio selection. (2014). Pennathur, Anita ; Vishwasrao, Sharmila . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:232-246. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does business regulation matter for banks in the European Union?. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:278-324. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Costly information, entry, and credit access. (2014). Gormley, Todd A.. In: Journal of Economic Theory. RePEc:eee:jetheo:v:154:y:2014:i:c:p:633-667. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Ke, Yu-Pei . In: MPRA Paper. RePEc:pra:mprapa:57625. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan. (2014). Ko, Kwangsoo ; Paek, Miyoun . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:85-95. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systematic liquidity and the funding liquidity hypothesis. (2014). Zhang, Bohui ; Qian, Xiaolin ; Tam, Lewis H. K., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:304-320. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Role of Accrual Decomposition in Increasing the Information Value. (2014). Heirany, Forough ; Nazemizadeh, Manije ; Moeinadin, Mahmoud . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:4:y:2014:i:1:p:309-318. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of accruals quality in the access to bank debt. (2014). Sanchez-Ballesta, Juan Pedro ; Martinez-Solano, Pedro ; Garcia-Teruel, Pedro J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:186-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Preemption, leverage, and financing constraints. (2014). Nishihara, Michi ; Shibata, Takashi . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:2:p:75-89. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal stopping time with stochastic volatility. (2014). Zhang, Ran ; Xu, Shuang . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:319-328. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Board of directorsâ composition and financing choices. (2014). Couto, Eduardo ; Francisco, Paulo ; Alves, Paulo . In: MPRA Paper. RePEc:pra:mprapa:52973. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | SOX, corporate transparency, and the cost of debt. (2014). Hood, Frederick M. ; Andrade, Sandro C. ; Bernile, Gennaro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:145-165. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Suppliers Applaud Corporate Social Performance?. (2014). Su, Jun ; Zhang, Wen ; Ma, Lijun . In: Journal of Business Ethics. RePEc:kap:jbuset:v:121:y:2014:i:4:p:543-557. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effects of corporate and country sustainability characteristics on the cost of debt: An international investigation. (2014). Hoepner, Andreas ; Schroder, Michael ; Oikonomou, Ioannis . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Politicization, banking experience and risk in savings banks. (2014). Garcia-Meca, Emma ; Sanchez-Ballesta, Juan . In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:38:y:2014:i:3:p:535-553. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multifractality and value-at-risk forecasting of exchange rates. (2014). Kinateder, Harald ; Wagner, Niklas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:71-81. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric effects of householdsâ financial participation on banking diversification. (2014). Zeng, Jhih-Hong ; Chen, Pei-Fen . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:18-29. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Almost marginal conditional stochastic dominance. (2014). Wang, Christine W. ; Huang, Rachel J. ; Denuit, Michel M. ; Tzeng, Larry Y.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:57-66. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exploiting stochastic dominance to generate abnormal stock returns. (2014). CLARK, EPHRAIM ; Kassimatis, Konstantinos . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:20-38. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does it pay to be ethical? Evidence from the FTSE4Good. (2014). CLARK, EPHRAIM ; Belghitar, Yacine ; Deshmukh, Nitin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:54-62. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimizing MCSD Portfolios. (2014). Gersman, Gleb ; Shalit, Haim . In: Working Papers. RePEc:bgu:wpaper:1410. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Changing banking relationships and client-firm performance: Evidence from Japan for the 1990s. (2014). Tsuruta, Daisuke . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:3:p:107-119. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Collective behavior and options volatility smile: An agent-based explanation. (2014). Xu, Hai-Chuan ; Liu, Yi-Fang ; Zhang, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:232-239. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests. (2014). Bernales, Alejandro ; Guidolin, Massimo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:326-342. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings.. (2014). Bernales, A.. In: Working papers. RePEc:bfr:banfra:495. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quality of PIN estimates and the PIN-return relationship. (2014). Zhang, Shaojun ; Yan, Yuxing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:137-149. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What we do and do not know about convertible bond financing. (2014). Veld, Chris ; Dutordoir, Marie ; Seward, James ; Lewis, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Anatomy of a Bail-In. (2014). Cotter, John ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201405. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Anatomy of a Bail-In. (2014). Cotter, John ; Conlon, Thomas . In: Papers. RePEc:arx:papers:1403.7628. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; GRILLI, Ruggero ; Gallegati, Mauro . In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:72-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A theory of mandatory convertibles. (2014). Yan, An ; Jiao, Jie ; Nandy, Debarshi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:352-370. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Oil Prices Predict Economic Growth? New Global Evidence. (2014). Narayan, Paresh Kumar ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do oil prices predict economic growth? New global evidence. (2014). Westerlund, Joakim ; Poon, Wai Ching ; Sharma, Susan ; Narayan, Paresh Kumar . In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:137-146. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What expenditure does Anglosphere foreign borrowing fund?. (2014). Makin, Anthony J. ; Narayan, Seema . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:63-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Vivian, Andrew ; Jordan, Steven J. ; Wohar, Mark E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Applied Econometrics and a Decade of Energy Economics Research. (2014). Narayan, Paresh . In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Has Oil Pirce Predicted Stock Returns for Over a Century?. (2014). Narayan, Paresh K.. In: Working Papers. RePEc:pre:wpaper:201446. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-69. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59527. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh Kumar . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Pea, Juan Ignacio ; Mayordomo, Sergio ; Rodriguez-Moreno, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Stock returns, mutual fund flows and spillover shocks. (2014). K. P, Prabheesh, ; Narayan, Seema . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:146-162. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Controlling shareholder entrenchment: Bonuses versus dividends. (2014). Wang, Jin-Ying . In: International Review of Economics & Finance. RePEc:eee:reveco:v:32:y:2014:i:c:p:143-158. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of banking system reform on investmentâcash flow sensitivity: Evidence from China. (2014). Lin, Chi-Ling ; Tsai, Ying-Ju ; Chen, Yi-Pei ; Hung, Jung-Hua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:166-176. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Government Governance, Legal Environment and Sustainable Economic Development. (2014). Wei, Feng ; Kong, Yu. In: Sustainability. RePEc:gam:jsusta:v:6:y:2014:i:4:p:2248-2263:d:35144. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance Effects of Appointing Other Firms Executive Directors to Corporate Boards: An Analysis of UK Firms. (2014). Muravyev, Alexander ; Weir, Charlie . In: IZA Discussion Papers. RePEc:iza:izadps:dp7962. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Executive compensation structure and credit spreads. (2014). Curatola, Giuliano ; Colonnello, Stefano ; Hoang, Ngoc Giang . In: SAFE Working Paper Series. RePEc:zbw:safewp:60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis. (2014). Fiordelisi, Franco ; Ricci, Ornella ; Galloppo, Giuseppe . In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:49-61. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does trade credit play a signalling role? Some evidence from SMEs microdata. (2014). Trivieri, Francesco ; Agostino, Mariarosaria . In: Small Business Economics. RePEc:kap:sbusec:v:42:y:2014:i:1:p:131-151. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor M. ; Casey, Eddie . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | MEASURING THE FINANCIAL PERFORMANCE OF THE EUROPEAN SYSTEMICALLY IMPORTANT BANKS. (2014). TOMULEASA, Ioana-Iuliana ; COCRI, Vasile . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:18:y:2014:i:4:p:31-51. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transaction Partners and Firm Relocation Choice: Evidence from the Tohoku Earthquake. (2014). Kaoru, HOSONO ; Iichiro, UESUGI ; Taisuke, UCHINO ; Hirofumi, UCHIDA ; Arito, ONO ; Daisuke, MIYAKAWA . In: Discussion papers. RePEc:eti:dpaper:14054. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Transaction Partners and Firm Relocation Choice: Evidence from the Tohoku Earthquake. (2014). Ono, Arito ; Uchino, Taisuke ; Hosono, Kaoru ; Uesugi, Iichiro ; Uchida, Hirofumi ; Miyakawa, Daisuke . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:11. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The limits of granularity adjustments. (2014). Fermanian, Jean-David . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:9-25. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | New evidence on turn-of-the-month effects. (2014). Narayan, Paresh Kumar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:92-108. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Long-term U.S. infrastructure returns and portfolio selection. (2014). Bornholt, Graham ; Bianchi, Robert J. ; Howard, Michael F.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:314-325. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is there a Banking Risk Premium in the US Stock Market?. (2014). Robert, Faff ; Liujing, Zeng ; Yong Hue Hwa Au, ; Sirimon, Treepongkaruna . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/77235:y:2014:i:1:p:27-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests. (2014). . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2014:q:1:a:5. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of CEO luck on the informativeness of stock prices: Do lucky CEOs improve stock price informativeness?. (2014). Jiraporn, Napatsorn ; Chintrakarn, Pandej . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:289-294. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?. (2014). . In: Working Papers. RePEc:snb:snbwpa:2014-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Oil shocks, stock market prices, and the U.S. dividend yield decomposition. (2014). Noikokyris, Emmanouil ; Chortareas, Georgios . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:639-649. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Speculative Asset Prices. (2014). Shiller, Robert J.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determining what drives stock returns: Proper inference is crucial: Evidence from the UK. (2014). Ma, Jun ; Wohar, Mark E.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:371-390. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:170-194. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pay increase may not be a strong incentive for undertaking acquisitions. (2014). . In: Working Papers. RePEc:lan:wpaper:66910750. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Governance, Bank Mergers and Executive Compensation. (2014). Padgett, Carol ; Liu, Yan ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?. (2014). Monks, A. ; J-S. Mesonnier, . In: Working papers. RePEc:bfr:banfra:491. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia using Dynamic OLS and Two-step Dynamic System GMM Estimators. (2014). Wahab, Hishamuddin Abdul ; Rosly, Saiful Azhar ; Masih, Abul Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56975. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Growth and Bank Capital Requirements: Binding or Not?. (2014). Labonne, C.. In: Working papers. RePEc:bfr:banfra:481. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How might macroprudential capital policy affect credit conditions?. (2014). Nelson, Benjamin ; Harimohan, Rashmi . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0149. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Capital Adjustment Process and Aggregate Lending.. (2014). Le, M.. In: Working papers. RePEc:bfr:banfra:499. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The international transmission of bank capital requirements: Evidence from the UK. (2014). Calomiris, Charles W. ; Korniyenko, Yevgeniya ; Wieladek, Tomasz ; Aiyar, Shekhar ; Hooley, John . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:368-382. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Exploring the Nexus Between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area. (2014). Kok, Christoffer ; Carboni, Giacomo . In: Working Papers. RePEc:bfi:wpaper:bfi_2013-005. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The interaction of the FPC and the MPC. (2014). Shakir, Tamarah . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0158. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Growth and Capital Requirements: Binding or Not?. (2014). Labonne, C ; Lame, G. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2014-07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Returns to scale at large banks in the US: A random coefficient stochastic frontier approach. (2014). Feng, Guohua ; Zhang, Xiaohui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:135-145. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring performance improvement of Taiwanese commercial banks under uncertainty. (2014). Kao, Chiang ; Liu, Shiang-Tai . In: European Journal of Operational Research. RePEc:eee:ejores:v:235:y:2014:i:3:p:755-764. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients. (2014). Sarmiento, Miguel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142013. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The double-edged sword of CEO/chairperson duality in corporatized state-owned firms: evidence from top management turnover in China. (2014). Firth, Michael ; Yang, Yong ; Wong, Sonia . In: Journal of Management and Governance. RePEc:kap:jmgtgv:v:18:y:2014:i:1:p:207-244. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan Carlos ; Mensi, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-159. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). Ben Rejeb, Aymen ; ARFAOUI, Mongi . In: MPRA Paper. RePEc:pra:mprapa:61516. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming. (2014). Linsley, Philip ; Manahov, Viktor ; Hudson, Robert . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:299-316. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor sentiment and return predictability of disagreement. (2014). Ryu, Doojin ; Seo, Sung Won ; Kim, Jun Sik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic Banking and Finance: Recent Empirical Literature and Directions for Future Research. (2014). Abedifar, Pejman ; Ebrahim, Shahid ; Molyneux, Philip . In: Working Papers. RePEc:hal:wpaper:hal-01073185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marin, Matej ; Li, Shaofang . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:46-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign Exchange Risk and the Predictability of Carry Trade Returns. (2014). Cenedese, Gino ; Sarno, Lucio ; Tsiakas, Ilias . In: Working Paper Series. RePEc:rim:rimwps:02_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign exchange risk and the predictability of carry trade returns. (2014). Cenedese, Gino ; Sarno, Lucio ; Tsiakas, Ilias . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:302-313. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Pettenuzzo, Davide ; Ravazzolo, Francesco . In: Working Papers. RePEc:brd:wpaper:80. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantiles of the realized stockâbond correlation and links to the macroeconomy. (2014). Christiansen, Charlotte ; Aslanidis, Nektarios . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:321-331. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predicting the direction of US stock markets using industry returns. (2014). . In: MPRA Paper. RePEc:pra:mprapa:62942. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Competition, premature trading and excess volatility. (2014). Koo, Bonsoo ; Liu, Zijun ; Deb, Pragyan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:178-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic capital structure and political patronage: The case of Malaysia. (2014). Shah, Eskandar M. ; Girma, Sourafel ; Ebrahim, Shahid M. ; Williams, Jonathan . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:117-128. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional investors, political connections and analyst following in Malaysia. (2014). Abdul Wahab, Effiezal Aswadi, ; Verhoeven, Peter ; How, Janice . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:158-167. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law. (2014). Kuran, Timur . In: Working Papers. RePEc:chu:wpaper:14-22. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The international syndicated loan market network: An âunholy trinityâ?. (2014). Champagne, Claudia . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:2:p:148-168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate payout policy in dual-class firms. (2014). Jordan, Bradford D. ; Wu, Qun ; Liu, Mark H.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cojumps in stock prices: Empirical evidence. (2014). Gilder, Dudley ; Taylor, Stephen J. ; Shackleton, Mark B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | ECB monetary policy surprises: identification through cojumps in interest rates. (2014). Winkelmann, Lars ; Linzert, Tobias ; Bibinger, Markus . In: Working Paper Series. RePEc:ecb:ecbwps:20141674. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. (2014). Gnabo, Jean-Yves ; Hvozdyk, Lyudmyla ; LAHAYE, Jerome . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:147-174. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe. (2014). Herinckx, Astrid ; Bernal, Oscar. In: International Review of Law and Economics. RePEc:eee:irlaec:v:37:y:2014:i:c:p:244-256. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Conditional coverage and its role in determining and assessing long-term capital requirements. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1412. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring bank competition in China: A comparison of new versus conventional approaches applied to loan markets. (2014). van Rixtel, Adrian ; van Leuvensteijn, Michiel ; Xu, Bing . In: Banco de España Working Papers. RePEc:bde:wpaper:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America. (2014). Goddard, John ; Molyneux, Philip ; Williams, Jonathan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:130-142. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Competition, performance and portfolio quality in microfinance
markets. (2014). Kar, Ashim Kumar ; Swain, Ranjula Bali . In: Working Paper Series. RePEc:hhs:uunewp:2014_008. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Interconnections Matter for Bank Efficiency?. (2014). Tabak, Benjamin Miranda ; Guerra, Solange Maria ; Rodrigo Cesar de Castro Miranda, . In: Working Papers Series. RePEc:bcb:wpaper:374. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The delta- and vega-related information content of near-the-money option market trading activity. (2014). Rourke, Thomas . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:175-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can spanned term structure factors drive stochastic yield volatility?. (2014). Christensen, Jens H. E., . In: Working Paper Series. RePEc:fip:fedfwp:2014-03. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cyclicity in the French PropertyLiability Insurance Industry - New Findings over the Recent Period. (2014). Bruneau, Catherine ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:201406. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). , FredericTeulon ; Guesmi, Khaled ; Moisseron, Jean-Yves ; Teulon, Frederic . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:204-212. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Australiaâs integration into the ASEAN- 5 Region. (2014). Lahiani, Amine . In: Working Papers. RePEc:ipg:wpaper:2014-207. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk. (2014). Moisseron, Jean-Yves ; Guesmi, Khaled . In: Working Papers. RePEc:ipg:wpaper:2014-293. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market Structure and the Cost of. (2014). SOVA, Ana Maria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Equity Risk Premium and Regional Integration. (2014). Rault, Christophe ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-371. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Greeceâs Stock Market Integration with Southeast Europe. (2014). Abid, Ilyes ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-440. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets. (2014). Ben Sita, Bernard ; Abdallah, Wissam . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:183-199. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A comprehensive study of liquidity before and after SEOs and SEO underpricing. (2014). John Wei, K. C., ; He, Yan ; Wang, Junbo . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:61-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Firm age, idiosyncratic risk, and long-run SEO underperformance. (2014). Huang, Chia-Wei ; Ho, Po-Hsin ; Yen, Ju-Fang ; Lin, Chih-Yung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:246-266. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Politically connected firms in Poland and their access to bank
financing. (2014). Hasan, Iftekhar ; Kowalewski, Oskar ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Political connections, government subsidies and firm financial performance: Evidence from renewable energy manufacturing in China. (2014). Zhou, Dequn ; Li, Lianshui ; Zhang, Huiming . In: Renewable Energy. RePEc:eee:renene:v:63:y:2014:i:c:p:330-336. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Global Preference for Dividends in Declining Markets. (2014). Goyal, Abhinav ; Goldstein, Michael A. ; Muckley, Carl B. ; Lucey, Brian M.. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp461. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas. (2014). Popov, Maxim . In: FCN Working Papers. RePEc:ris:fcnwpa:2014_005. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:68-86. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth. (2014). Koziol, Philipp . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:4:p:459-472. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Applying a Macro-Finance Yield Curve to UK Quantitative Easing. (2014). . In: Studies in Economics. RePEc:ukc:ukcedp:1418. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Regulation Matter? Riskiness and Procyclicality of Pension Asset Allocation. (2014). Boon, Ling-Ni ; Rigot, Sandra ; Briere, Marie . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13624. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convertible Debt and Shareholder Incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian . In: Cahiers de recherche. RePEc:lvl:lacicr:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | In- and out-of-the-money convertible bond calls: Signaling or price pressure?. (2014). Zebedee, Allan A. ; Bechmann, Ken L. ; Lunde, Asger . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:135-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick ; Veld, Chris . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Convertible debt and shareholder incentives. (2014). Jeanneret, Alexandre ; Franois, Pascal ; Grass, Gunnar ; Dorion, Christian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:38-56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | More than meets the eye: Convertible bond issuers concurrent transactions. (2014). Zhao, BO ; Henderson, Brian J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:57-79. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Bayesian Beta Markov Random Field Calibration of the Term Structure of
Implied Risk Neutral Densities. (2014). Horst, Enrique ter ; Casarin, Roberto ; Molina, German ; Leisen, Fabrizio . In: Papers. RePEc:arx:papers:1409.1956. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201426. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting. (2014). Lahiani, Amine ; Hammoudeh, Shawkat ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201456. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The reaction of European credit default swap spreads to the U.S. credit rating downgrade. (2014). Blau, Benjamin M. ; Roseman, Brian S.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:131-141. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets. (2014). Deev, Oleg . In: MPRA Paper. RePEc:pra:mprapa:62539. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Distribution of stock ratings and analyst recommendation revision. (2014). Chan, Chia-Ying ; Su, Yi-Ru ; Lo, Huai-Chun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:273-286. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank lending and capital. (2014). Hebbink, Gerbert ; Kruidhof, Mark ; Slingenberg, Jan Willem . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1203. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantifying the components of the banks net interest margin. (2014). Busch, Ramona . In: Discussion Papers. RePEc:zbw:bubdps:152014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan loss provisioning, bank credit and the real economy. (2014). de Haan, Leo ; Pool, Sebastiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:445. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of demographics in small business loan pricing. (2014). Neuberger, Doris ; Rathke-Doppner, Solvig . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:134. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Collateral requirements of SMEs: The evidence from less-developed countries. (2014). Broccardo, Eleonora ; Bazzana, Flavio ; Hanedar, Elmas Yaldz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:106-121. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Default and Risk Premia in Microfinance Group Lending. (2014). Simmons, P. In: Discussion Papers. RePEc:yor:yorken:14/28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Portfolio optimization in an upside potential and downside risk framework. (2014). Nawrocki, David ; Cumova, Denisa . In: Journal of Economics and Business. RePEc:eee:jebusi:v:71:y:2014:i:c:p:68-89. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Survey on the Viewpoints of Credit Beneficiaries Qua Consumers  in Order to increase Banking Accountability. (2014). Ilie, Dragos ; Ungureanu, Laura . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:1:y:2014:i:35:p:138. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forward-looking reaction to bank regulation. (2014). Herrala, Risto . In: Working Paper Series. RePEc:ecb:ecbwps:20141645. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Conditional graphical models for systemic risk measurement. (2014). Cerchiello, Paola ; Giudici, Paolo . In: DEM Working Papers Series. RePEc:pav:demwpp:087. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial fragility and natural disasters: An empirical analysis. (2014). Klomp, Jeroen . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:180-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural Disposal and Cyclical Adjustment: Non-performing Loans, Structural Transition, and Regulatory Reform in Japan, 1997-2011. (2014). KAWASHIMA, Toshiki . In: ISS Discussion Paper Series (series F). RePEc:itk:issdps:f167. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries. (2014). Maghyereh, Aktham I. ; Awartani, Basel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:126-147. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan quality determinants: evaluating the contribution of bank-specific variables, macroeconomic factors and firm level information. (2014). Belaid, Faial . In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Risk Determinants for the Bulgarian Banking System. (2014). Nikolaidou, Eftychia ; Vogiazas, Sofoklis . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:1:p:87-102. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of non-performing loans in Central and Eastern European countries. (2014). Skarica, Bruna . In: Financial Theory and Practice. RePEc:ipf:finteo:v:38:y:2014:i:1:p:37-59. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How accounting information and macroeconomic environment determine credit risk? Evidence from Greece. (2014). Papadatos, Konstantinos ; Makri, Vasiliki . In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:7:y:2014:i:1:p:129-143. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | ÃvÄry v selhánà a makroekonomika: Modelovánà systémového kreditnÃho rizika v Äeské republice. (2014). Sulganova, Monika . In: MPRA Paper. RePEc:pra:mprapa:59917. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of non-performing loans before and after the beginning of the international financial crisis. (2014). MUNTEAN, Radu . In: Theoretical and Applied Economics. RePEc:agr:journl:v:6(595)(supplement):y:2014:i:6(595)(supplement):p:322-332. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | THE INFLUENCE OF MACROECONOMIC CONDITIONS ON CREDIT RISK: CASE OF ROMANIAN BANKING SYSTEM. (2014). Dragomirescu, Simona Elena . In: Studies and Scientific Researches. Economics Edition. RePEc:bac:fsecub:14-19-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | THE IMPACT OF MACROECONOMIC FACTORS ON NON-PERFORMING LOANS IN THE REPUBLIC OF MOLDOVA. (2014). CLICHICI, Dorina ; COLESNICOVA, Tatiana . In: Journal of Financial and Monetary Economics. RePEc:vls:rojfme:v:1:y:2014:i:1:p:73-78. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Determinants of NPLs in Emerging Europe, 2000-2011. (2014). ERDINC, Didar ; ABAZI, Eda . In: Journal of Economics and Political Economy. RePEc:ksp:journ1:v:1:y:2014:i:2:p:112-125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Determinants of NPLs in Emerging Europe, 2000-2011. (2014). Erdin, Didar ; ABAZI, Eda . In: EconStor Open Access Articles. RePEc:zbw:espost:105844. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial soundness indicators and financial crisis episodes. (2014). Tagkalakis, Athanasios ; Kasselaki, Maria . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:4:p:623-669. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural Estimation of Expert Strategic Bias: The Case of Movie Reviewers. (2014). Camara, Fanny ; Dupuis, Nicolas . In: TSE Working Papers. RePEc:tse:wpaper:28663. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ratings as regulatory stamps. (2014). Ozerturk, Saltuk . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:105:y:2014:i:c:p:17-29. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate dividend policy in Thailand: Theory and evidence. (2014). Fairchild, Richard ; Thanatawee, Yordying ; Guney, Yilmaz . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:129-151. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Are founding families special blockholders? An investigation of controlling shareholder influence on firm performance. (2014). ISAKOV, Duan ; Weisskopf, Jean-Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:1-16. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does Corporate Governance Improve Transparency in Emerging Markets?. (2014). Pornanong, Budsaratragoon ; Suntharee, Lhaopadchan ; David, Hillier . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/77238:y:2014:i:1:p:87-104. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation and Determinants of Chinese Banksââ¬â¢ Total Factor Efficiency: A New
Vision Based on Unbalanced Development of Chinese Banks and Their Overall
Risk. (2014). Wang, LI ; Hardle, Wolfgang K. ; Chen, Shiyi . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-068. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model. (2014). Dewandaru, Ginanjar ; Bacha, Obiyathulla ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56965. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the robustness of persistence in mutual fund performance. (2014). Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili . In: Working Papers. RePEc:jau:wpaper:2014/01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does revenue momentum drive or ride earnings or price momentum?. (2014). Lee, Cheng-Few ; Chen, Sheng-Syan ; Hsin, Chin-Wen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:166-185. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why are rights offers in Hong Kong so different?. (2014). Lee, Chin-Chong ; POON, Wai-Ching ; Sinnakkannu, Jothee . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:176-197. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Business Groups Help or Hinder Technological Progress in Emerging Markets? Evidence from India. (2014). Bhaumik, Sumon K. ; Zhou, Ying . In: IZA Discussion Papers. RePEc:iza:izadps:dp7885. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do business groups help or hinder technological progress in emerging markets?
Evidence from India. (2014). Bhaumik, Sumon K. ; Zhou, Ying . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1066. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling Returns and Volatilities During Financial Crises: a Time
Varying Coefficient Approach. (2014). Paraskevopoulos, Alexandros ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos ; Ali, Faek Menla . In: Papers. RePEc:arx:papers:1403.7179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial markets development and bank risk: Experience from Thailand during 1990â2012. (2014). . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina since the 1890s. (2014). Tan, Bin ; Karanasos, Menelaos G.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8654. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How has the international harmonization of financial reporting standards affected merger premiums within the European Union?. (2014). Bozos, Konstantinos ; Ratnaike, Yasanji C. ; Alsharairi, Malek . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:48-60. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | âToo systemically important to failâ in banking â Evidence from bank mergers and acquisitions. (2014). Schaeck, Klaus ; Zhou, Tim Mi ; Molyneux, Philip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:258-282. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The determinants of abandoned M&As in the banking sector. (2014). Caiazza, Stefano . In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp14074. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Religious holidays, investor distraction, and earnings announcement effects. (2014). Pantzalis, Christos ; Ucar, Erdem . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:102-117. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Kalbaska, Alesia ; Gabbi, Giampaolo ; Vercelli, Alessandro . In: Working papers. RePEc:fes:wpaper:wpaper56. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20149. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?. (2014). Cotter, John . In: Working Papers. RePEc:ucd:wpaper:201402. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Wegener, Christoph ; Basse, Tobias ; Sibbertsen, Philipp . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign and bank CDS spreads: two sides of the same coin?. (2014). Avino, Davide ; Cotter, John . In: MPRA Paper. RePEc:pra:mprapa:55208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Alter, Adrian ; Beyer, Andreas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:134-153. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Clerc, L. ; El Omari, Y. ; Kern, S. ; Gabrieli, S.. In: Working papers. RePEc:bfr:banfra:477. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia. (2014). . In: Panoeconomicus. RePEc:voj:journl:v:61:y:2014:i:3:p:331-348. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form. (2014). Jentsch, Carsten ; Bruggemann, Ralf ; Trenkler, Carsten . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1413. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inference in VARs with Conditional
Heteroskedasticity of Unknown Form. (2014). Jentsch, Carsten ; Bruggemann, Ralf . In: Working Papers. RePEc:mnh:wpaper:36858. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Zinna, Gabriele ; Li, Junye . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_951_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk spillovers in the European banking and sovereign network. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Hautsch, Nikolaus ; Schienle, Melanie . In: CFS Working Paper Series. RePEc:zbw:cfswop:467. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies. (2014). . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:64:y:2014:i:4:p:330-350. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). Avino, Davide ; Cotter, John . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign risk and the bank lending channel in Europe. (2014). Torre-Olmo, Begoa ; Sanfilippo-Azofra, Sergio ; Cantero-Saiz, Maria ; Lopez-Gutierrez, Carlos . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:1-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Can European bank bailouts work?. (2014). Siegmann, Arjen ; Schoenmaker, Dirk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:334-349. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Vu, Tuyet Nhung ; Alsakka, Rasha . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:235-257. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vaiek, Boek ; Miao, RongHui ; Calice, Giovanni ; trba, Filip . In: Working Paper Series. RePEc:ecb:ecbwps:20141717. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Market perception of sovereign credit risk in the euro area during the financial crisis. (2014). Serwa, Dobromil ; Camba-Mendez, Gonzalo . In: Working Paper Series. RePEc:ecb:ecbwps:20141710. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally. (2014). . In: IHEID Working Papers. RePEc:gii:giihei:heidwp16-2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2014). Rieth, Malte ; Fratzscher, Marcel . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100277. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?. (2014). Tonzer, Lena ; Buchholz, Manuel . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100443. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sovereign Risk and the Pricing of Corporate Credit Default Swaps. (2014). Haerri, Matthias ; Morkoetter, Stefan ; Westerfeld, Simone . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2014). Drechsler, Itamar ; Acharya, Viral ; Schnabl, Philipp . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:6:p:2689-2739. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does gold offer a better protection against losses in sovereign debt bonds than other metals?. (2014). Gounopoulos, Dimitrios ; Agyei-Ampomah, Sam ; Mazouz, Khelifa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:507-521. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Precious metals shine? A market efficiency perspective. (2014). Charles, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01010516. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-561. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Autocorrelation in the global stochastic trend. (2014). . In: Applied Econometrics. RePEc:ris:apltrx:0243. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia. (2014). Amin, Abu S. ; Orlowski, Lucjan T.. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:50:y:2014:i:3:p:5-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Efficiency, Credit Status and Investment. (2014). Quader, Manzur . In: IZA Discussion Papers. RePEc:iza:izadps:dp8285. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How smooth is the stock market integration of CEE-3?. (2014). Baumohl, Eduard ; Lyocsa, tefan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1079. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Money to fill the gap? Local financial development and energy intensity in Europe and Central Asia. (2014). Najman, Boris . In: MPRA Paper. RePEc:pra:mprapa:55193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Private capital flows and economic growth in Africa: The role of domestic financial markets. (2014). Adjasi, Charles Komla Delali, ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Yawson, Alfred . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:137-152. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Impact of financial development on SAARCâS human development. (2014). Akhmat, Ghulam ; Shukui, Tan ; Zaman, Khalid. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:5:p:2801-2816. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Local financial development, socio-institutional environment, and firm productivity: Evidence from Italy. (2014). Moretti, Luigi . In: European Journal of Political Economy. RePEc:eee:poleco:v:35:y:2014:i:c:p:38-51. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pay Attention or Pay Extra: Evidence on the Compensation of Investors for the Implicit Credit Risk of Structured Products. (2014). Wagner, Alexander ; Arnold, Marc ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:06. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | ANALYZING THE RELATIONSHIP BETWEEN EONIA AND EONIASWAP RATES. A COINTEGRATION APPROACH. (2014). Fat, Codruta Maria ; MUTU, Simona . In: Romanian Journal of Economics. RePEc:ine:journl:v:1:y:2014:i:47:p:197-207. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | INVESTMENTS AND DEVELOPMENT: MILESTONES OF ROMANIAâS EVOLUTION. (2014). Rovinaru, Flavius . In: Romanian Journal of Economics. RePEc:ine:journl:v:1:y:2014:i:47:p:208-219. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007â2011. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:452-472. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How did the financial crisis alter the correlations of U.S. yield spreads?. (2014). Guidolin, Massimo ; Contessi, Silvio ; De Pace, Pierangelo ; DePace, Pierangelo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:362-385. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A simple and general approach to fitting the discount curve under no-arbitrage constraints. (2014). Hin, Lin-Yee . In: Economics Working Paper Series. RePEc:usg:econwp:2014:23. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements. (2014). Vasquez, Joseph ; Mauck, Nathan ; Krieger, Kevin . In: MPRA Paper. RePEc:pra:mprapa:52959. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:343-354. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector. (2014). Hunter, Delroy ; Burns, Natasha ; Williams, Michael ; Bhanot, Karan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:51-63. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Majdoub, Jihed ; Mansour, Walid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial liberalisation and international market interdependence: Evidence from Chinaâs stock market in the post-WTO accession period. (2014). He, Hongbo ; Yao, Shujie ; Chen, Shou ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:434-444. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Liquidity crisis, relationship lending and corporate finance. (2014). Dewally, Michael ; Shao, Yingying . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:223-239. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring and testing for the systemically important financial institutions. (2014). Castro, Carlos ; Ferrari, Stijn . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interest rate risk propagation: Evidence from the credit crunch. (2014). Liu, Chih-Liang ; Chou, Ray Yeutien ; Yang, Hsin-Feng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten . In: DNB Working Papers. RePEc:dnb:dnbwpp:442. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions. (2014). Cerutti, Eugenio ; Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/180. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Guilmin, Gregory ; Bernal, Oscar ; Gnabo, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Main Romanian Commercial Banksâ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Oanea, Dumitru-Cristian ; Anghelache, Gabriela . In: The Review of Finance and Banking. RePEc:rfb:journl:v:06:y:2014:i:2:p:069-080. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Social trust and international trade: the interplay between social trust and formal finance. (2014). Munasib, Abdul ; Chen, Xing . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:150:y:2014:i:4:p:693-714. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Association between microfinance rating scores and corporate governance: a global survey. (2014). Beisland, Leif Atle ; Randoy, Trond ; Mersland, Roy . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:268-280. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A new set of improved Value-at-Risk backtests. (2014). Ziggel, Daniel ; WeiÃ, Gregor N. F., ; Berens, Tobias ; Wied, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:29-41. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinantes de la inclusion financiera en Mexico a partir de la ENIF 2012. (2014). Hoyo, Carmen ; Pena, Ximena ; Tuesta, David . In: Working Papers. RePEc:bbv:wpaper:1414. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of financial inclusion in Mexico based on the 2012 National Financial Inclusion Survey (ENIF). (2014). Hoyo, Carmen ; Pena, Ximena ; Tuesta, David . In: Working Papers. RePEc:bbv:wpaper:1415. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit CARD Act of 2009: What did banks do?. (2014). Stavins, Joanna ; Jambulapati, Vikram . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:21-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility spillovers and macroeconomic announcements evidence from crude oil markets. (2014). Lahiani, Amine ; Creti, Anna . In: Working Papers. RePEc:ipg:wpaper:2014-050. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quantification of the high level of endogeneity and of structural regime shifts in commodity markets. (2014). Bicchetti, David ; Filimonov, Vladimir ; Maystre, Nicolas ; Sornette, Didier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:174-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom . In: Working Papers. RePEc:hal:wpaper:hal-00980125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of macroeconomic announcements in the Brazilian futures markets. (2014). Francisco Eduardo de Luna e Almeida Santos, ; Garcia, Marcio ; Medeiros, Marcelo . In: Textos para discussão. RePEc:rio:texdis:623. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Downside risk, portfolio diversification and the financial crisis in the euro-zone. (2014). AraujoSantos, Paulo ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:368-396. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:456-467. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books. (2014). Alexander, Gordon J. ; Yan, Shu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:107-130. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state. (2014). Baesens, Bart ; Van Gestel, Tony ; Tobback, Ellen ; MARTENS, David . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:65:y:2014:i:3:p:376-392. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-sellers: Informed but restricted. (2014). De Genaro, Alan ; De-Losso, Rodrigo ; Chague, Fernando ; Giovannetti, Bruno . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:56-70. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Should hedge funds be cautious reporting high returns?. (2014). Auer, Benjamin R.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:195-201. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Unveiling the embedded coherence in divergent performance rankings. (2014). Montllor-Serrats, Joan ; Bosch-Badia, Maria Teresa ; Tarrazon-Rodon, Maria-Antonia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:154-165. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sufficient conditions under which SSD- and MR-efficient sets are identical. (2014). Auer, Benjamin R. ; Schuhmacher, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:239:y:2014:i:3:p:756-763. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Daily seasonality in crude oil returns and volatilities. (2014). Auer, Benjamin R.. In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:82-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Portfolio management with robustness in both prediction and decision: A mixture model based learning approach. (2014). Li, Duan ; Zhu, Shushang ; Fan, Minjie . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:1-25. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Services to the Unbanked: the case of the Mzansi intervention in South Africa. (2014). Kostov, Philip ; Annim, Samuel ; Arun, Thankom . In: Contemporary Economics. RePEc:wyz:journl:id:342. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | åºäºéå¾åBML-DEA模åçä¸å½å°åºå·¥ä¸ç¯å¢ç»©ææµåº¦. (2014). tang, liwei ; Hu, Zongyi ; Zhang, Yongjun . In: MPRA Paper. RePEc:pra:mprapa:55380. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. (2014). Fujii, Hidemichi ; Managi, Shunsuke ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:41-50. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency measures of the Chinese commercial banking system using an additive two-stage DEA. (2014). Wu, Jie ; Liu, Ying-Nan ; Huang, Wei ; Wang, KE. In: Omega. RePEc:eee:jomega:v:44:y:2014:i:c:p:5-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Green-to-Grey China: Determinants and Forecasts of its Green Growth. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57468. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Lending for Growth? A Granger Causality Analysis of Chinas
Finance-Growth Nexus. (2014). Andersson , Fredrik N. G., ; Opper, Sonja ; Burzynska, Katarzyna ; Andersson, Fredrik N. G., . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2014_006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency measures of the Chinese commercial banking system using an additive two-stage DEA. (2014). Wu, Jie ; Liu, Ying-Nan ; Huang, Wei ; Wang, KE. In: CEEP-BIT Working Papers. RePEc:biw:wpaper:68. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). . In: Working Papers. RePEc:bog:wpaper:184. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2014). Carriero, Andrea ; Clark, Todd . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9848. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Global Financial Crisis and Investorsâ
Behaviour; Evidence from the
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2014 | State Capacity and the Quality of Policies. Revisiting the Relationship between Openness and Government Size. (2014). Scartascini, Carlos ; Tommasi, Mariano ; Chuaire, Maria Franco . In: Working Papers. RePEc:sad:wpaper:115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why do firms (not) hedge? â Novel evidence on cultural influence. (2014). Lievenbruck, Martin ; Schmid, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:92-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The behavioral foundations of corporate dividend policy a cross-country analysis. (2014). Soypak, Can K. ; Breuer, Wolfgang ; Rieger, Oliver M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:247-265. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | National cultural effects on leverage decisions: Evidence from emerging-market ADRs. (2014). Wang, Daphne ; Esqueda, Omar A.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:152-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of culture on market timing in capital structure choices. (2014). Arosa, Clara Maria Verduch, ; Schuhmann, Peter W. ; Richie, Nivine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:178-192. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cross-national differences in access to finance: Influence of culture and institutional environments. (2014). Goodell, John W.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:193-211. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Debt Maturity - An international comparison of firm debt maturity choices. (2014). Brando, Elisio ; Correia, Sandra ; Brito, Paula . In: FEP Working Papers. RePEc:por:fepwps:544. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | CULTURAL DISTANCE AND BOND PRICING: EVIDENCE IN THE YANKEE AND RULE 144A BOND MARKETS. (2014). Zhu, Hui ; Cai, Kelly . In: Journal of Financial Research. RePEc:bla:jfnres:v:37:y:2014:i:3:p:357-384. Full description at Econpapers || Download paper | [Citation Analysis] |
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2014 | Cash holdings and business group membership. (2014). Van Hulle, Cynthia ; Locorotondo, Rosy ; Dewaelheyns, Nico . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:3:p:316-323. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor protection and corporate cash holdings around the world: new evidence. (2014). Iskandar-Datta, Mai ; Jia, Yonghong . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:2:p:245-273. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Studying the Effective Factors of Investors Sensitivity towards Performance and Price of Investment Funds in
Tehran Stock Exchange. (2014). Zareei, Alireza ; Siahboumi, Davoud Gholami . In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:4:y:2014:i:4:p:259-269. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial conservatism of private firms. (2014). Sanchez-Vidal, Javier F. ; Martin-Ugedo, Juan Francisco . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:11:p:2419-2427. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility spreads and earnings announcement returns. (2014). Atilgan, Yigit . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:205-215. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Innovations and Issuer Sophistication in Municipal Securities Markets. (2014). . In: Working Paper. RePEc:fip:fedcwp:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Extreme-quantile tracking for financial time series. (2014). Embrechts, P. ; Chavez-Demoulin, V. ; Sardy, S.. In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:44-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Markov Chain Model for Contagion. (2014). Dassios, Angelos ; Zhao, Hongbiao . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:434-455:d:42003. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling multivariate extreme events using self-exciting point processes. (2014). Manner, Hans ; Korniichuk, Volodymyr ; Grothe, Oliver . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:269-289. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Markov chain model for contagion. (2014). Dassios, Angelos ; Zhao, Hongbiao . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60155. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). and Philip Hans Franses, ; Gresnigt, Francine ; Kole, Erik . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140067. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P. ; Arvin, Mak B.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of stock exchange integration: evidence in worldwide perspective. (2014). Dorodnykh, Ekaterina . In: Journal of Economic Studies. RePEc:eme:jespps:v:41:y:2014:i:2:pp:292-316. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Technological Change, Financial Innovation, and Diffusion in Banking. (2014). White, Lawrence J. ; Frame, Scott W.. In: Working Papers. RePEc:ste:nystbu:14-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Securitization, competition and monitoring. (2014). Ahn, Jung-Hyun ; Breton, Regis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:195-210. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; WeiÃ, Gregor N. F., ; Neumann, Sascha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Riskiness-minimizing spot-futures hedge ratio. (2014). Ho, Keng-Yu ; Chen, Yi-Ting ; Tzeng, Larry Y.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:154-164. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Existence and computation of the AumannâSerrano index of riskiness and its extension. (2014). Schulze, Klaas . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:219-224. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is More Less? Propensity to diversify via M&A and market reactions. (2014). Nguyen, Zachary . In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2014-002. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares. (2014). Al-Suhaibani, Mohammad ; Naifar, Nader . In: Journal of Business Ethics. RePEc:kap:jbuset:v:124:y:2014:i:4:p:623-632. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is more less? Propensity to diversify via M&A and market reactions. (2014). Nguyen, Zachary . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:76-88. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How Does Group Affiliation Affect The Diversification Performance Of Family-Controlled Firms In Malaysia? ââ¬â A Governance Perspective. (2014). Huei, Ng Sin . In: Asian Academy of Management Journal of Accounting and Finance. RePEc:usm:journl:aamjaf01002_81-115. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions. (2014). Wiley, Jonathan . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:49:y:2014:i:2:p:205-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short sale constraints, disperse pessimistic beliefs and market efficiency â Evidence from the Chinese stock market. (2014). XIONG, Heping ; Zhao, Zhongkuang ; Li, Shuqi . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:333-342. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Short-sale constraints and financial stability: Evidence from the Spanish market. (2014). Arce, oscar ; Mayordomo, Sergio . In: Banco de España Working Papers. RePEc:bde:wpaper:1410. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial flexibility, corporate investment and performance: evidence from financial crises. (2014). Ozkan, Aydin ; Arslan-Ayaydin, ozgur ; Florackis, Chris . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:211-250. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2014_18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Policy initiatives and Â
firms Âaccess to external fiÂ
nance: Evidence from a panel of emerging Asian economies. (2014). MacDonald, Ronald ; Bose, Udichibarna ; Tsoukas, Serafeim . In: Working Papers. RePEc:gla:glaewp:2015_01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of education in equity portfolios during the recent financial crisis. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:614. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?. (2014). Byrne, Joseph P ; Serafeim, Tsoukas ; Spaliara, Marina-Eliza . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:657. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Deciphering robust portfolios. (2014). Fabozzi, Frank J. ; Kim, Woo Chang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:1-8. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses. (2014). Glaser, Markus ; Schaarschmidt, Stefan ; Stankiewicz, Sandra ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1424. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign ownership and market power in banking: Evidence from a world sample. (2014). . In: MPRA Paper. RePEc:pra:mprapa:53957. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Foreign ownership and market power in banking: Evidence from a world sample. (2014). . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:03-2014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The interest rate spreads in the Czech Republic: Different loans, different determinants?. (2014). Hainz, Christa ; Hlavaek, Michal . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:1:p:43-54. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Yes, the CAPM is testable. (2014). Guermat, Cherif . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:31-42. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank earnings forecasts, risk and the crisis. (2014). Beccalli, Elena ; Molyneux, Philip ; Anolli, Mario . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:309-335. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Study on the Differences in Adopting Cash Refund Capital Reduction and Stock Repurchase By Companies in Bull and Bear Stock Markets. (2014). Wang, Ma-Ju . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2014:p:1237-1253. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Economic freedom and the stability of stock prices: A cross-country analysis. (2014). Blau, Benjamin M. ; Brough, Tyler J. ; Thomas, Diana W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:182-196. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Disciplinary tools and bank risk exposure. (2014). Haq, Mamiza ; Mohanty, Sunil . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:37-64. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do banksâ internal Basel risk estimates reflect risk?. (2014). Palvia, Ajay ; Barakova, Irina . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:167-179. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Relationship between Foreign Banking and Credit Access: Panel Analysis Method. (2014). AKBULUT, Gizem ; BALTACI, Nuri ; Civelek, Gursan . In: EconStor Open Access Articles. RePEc:zbw:espost:103465. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Relationship between Foreign Banking and Credit Access: Panel Analysis Method. (2014). AKBULUT, Gizem ; BALTACI, Nuri ; CVELEK, Gursan . In: Journal of Economics and Political Economy. RePEc:ksp:journ1:v:1:y:2014:i:1:p:39-48. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk and bank consolidation: International evidence. (2014). Bostandzic, Denefa ; WeiÃ, Gregor N. F., ; Neumann, Sascha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of enterprise risk management on the marginal cost of reducing risk: Evidence from the insurance industry. (2014). Eckles, David L. ; Miller, Steve M. ; Hoyt, Robert E.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:247-261. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Governance, Risk Management, and Risk-Taking in Banks. (2014). Stulz, Rene M.. In: NBER Working Papers. RePEc:nbr:nberwo:20274. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment. (2014). Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Corporate Governance in Banks and its Impact on Risk and Performance: Review of Literature on the Selected Governance Mechanisms. (2014). Himaj, Shkendije . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:3:y:2014:i:3:p:53-85. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does diversity of bank board members affect performance and risk? Evidence from an emerging market. (2014). Setiyono, Bowo . In: Working Papers. RePEc:hal:wpaper:hal-01070988. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | âMargin Callâ: Using Film to Explore Behavioural Aspects of the Financial Crisis. (2014). Werner, Andrea . In: Journal of Business Ethics. RePEc:kap:jbuset:v:122:y:2014:i:4:p:643-654. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of corporate governance on the performance of US investment banks.. (2014). . In: MPRA Paper. RePEc:pra:mprapa:60198. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Why do some insurers become systemically relevant?. (2014). Muhlnickel, Janina ; WeiÃ, Gregor N. F., . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:95-117. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What drives the association between health and portfolio choice?. (2014). Kronenberg, C. ; Rohde, K. I. M.;, ; van Kippersluis, H.. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:14/27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity. (2014). Becker, Gideon . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:74. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Efficiency decomposition for general multi-stage systems in data envelopment analysis. (2014). Kao, Chiang . In: European Journal of Operational Research. RePEc:eee:ejores:v:232:y:2014:i:1:p:117-124. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Multi-period efficiency and Malmquist productivity index in two-stage production systems. (2014). Kao, Chiang ; Hwang, Shiuh-Nan . In: European Journal of Operational Research. RePEc:eee:ejores:v:232:y:2014:i:3:p:512-521. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The role of fund size in the performance of mutual funds assessed with DEA models. (2014). Funari, Stefania . In: Working Papers. RePEc:vnm:wpdman:89. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets. (2014). Galagedera, Don U. A., . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:400-416. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Assessing the strictness of portfolio-related regulation of pension funds: Rethinking the definition of prudent. (2014). Senderski, Marcin . In: MPRA Paper. RePEc:pra:mprapa:56610. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling the U.S. sovereign credit rating. (2014). Wickens, Mike ; Polito, Vito . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:202-218. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetric and nonlinear passthrough
of energy prices to CO2
emission allowance prices. (2014). Lahiani, Amine ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-082. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What explains the short-term dynamics
of the prices of CO2 emissions?. (2014). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-081. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan C.. In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The market microstructure of the European climate exchange. (2014). Mizrach, Bruce ; Otsubo, Yoichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:107-116. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Kizys, Renatas . In: MPRA Paper. RePEc:pra:mprapa:53876. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An agent-based computational model for Chinas stock market and stock
index futures market. (2014). Xu, Hai-Chuan ; Xiong, Xiong ; Zhang, Wei ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1404.1052. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The timeline of trading frictions in the European carbon market. (2014). Pardo, angel ; Medina, Vicente ; Pascual, Roberto . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Catalysts for price discovery in the European Union Emissions Trading System. (2014). Schultz, Emma ; Swieringa, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:112-122. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Balclar, Mehmet ; Hammoudeh, Shawkat ; Demirer, Rza . In: Working Papers. RePEc:ipg:wpaper:2014-552. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | An Examination of Fisher Effect for Selected New EU Member States. (2014). Pardo, angel ; Medina, Vicente ; Carchano, Oscar . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-03-21. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Hammoudeh, Shawkat ; Nguyen, Duc Khuong . In: Working Papers. RePEc:emu:wpaper:15-10.pdf. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem. (2014). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. ; Kuo, I-Doun, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:172-190. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective. (2014). Prasetyo, Ahmad Danu ; Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad ; Hassanzadeh, Ali . In: ADBI Working Papers. RePEc:ris:adbiwp:0497. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Globalization of corporate risk taking. (2014). Shin, Hyun Song ; Bruno, Valentina . In: Journal of International Business Studies. RePEc:pal:jintbs:v:45:y:2014:i:7:p:800-820. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Family firms and R&D behavior â New evidence from a large-scale survey. (2014). Achleitner, Ann-Kristin ; Schmid, Thomas ; Ampenberger, Markus ; Kaserer, Christoph . In: Research Policy. RePEc:eee:respol:v:43:y:2014:i:1:p:233-244. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does the decision to issue public debt affect firm valuation? Russian evidence. (2014). Davydov, Denis ; Vahamaa, Sami ; Nikkinen, Jussi . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:136-151. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The informational efficiency of bonds and stocks: The role of institutional sized bond trades. (2014). Tsai, Hui-Ju . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:34-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The asymmetric predictability of high-yield bonds. (2014). Zhang, Tai-Wei ; Wu, Wei-Hwa . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:146-155. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Predictions of corporate bond excess returns. (2014). Wu, Chunchi ; Wang, Junbo . In: Journal of Financial Markets. RePEc:eee:finmar:v:21:y:2014:i:c:p:123-152. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Option pricing in a conditional Bilateral Gamma model. (2014). Bellini, Fabio ; Mercuri, Lorenzo . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:22:y:2014:i:2:p:373-390. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Pricing range notes within Wishart affine models. (2014). da Fonseca, Jose ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:193-203. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Effects of Uncertainties on Inventory Management of Petroleum Products: A Case Study of Thailand. (2014). Chiarawongse, Anant ; Roekchamnong, Weerawich ; Pornchaiwiseskul, Pongsa . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2014-03-7. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Cellier, Alexis ; Rouatbi, Wael . In: Working Papers. RePEc:ipg:wpaper:2014-186. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The sources of shareholder wealth gains from going private transactions: The role of controlling shareholders. (2014). Cellier, Alexis ; Rouatbi, Wael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:226-246. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of US financial fragility conditions. (2014). Morana, Claudio ; Bagliano, Fabio C.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:377-392. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, orjan . In: Working Paper. RePEc:bno:worpap:2014_05. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand. (2014). . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:145-155. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Latin American Performance to External Shocks: What Has Really Been Sweat?. (2014). Pagliacci, Carolina . In: MPRA Paper. RePEc:pra:mprapa:57816. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | GDP Volatility Spillovers from the US and EU to Turkey: A Dynamic Investigation. (2014). Gebeolu, Fulya P ; ERTURUL, Hasan Murat . In: Ekonomi-tek - International Economics Journal. RePEc:tek:journl:v:3:y:2014:i:2:p:51-66. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The linkage between bank net interest margins and non-interest income : The case of the Cambodian Banking industry. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58230. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional Reform and Depositors Portfolio Choice - Evidence from Censored Quantile Regressions. (2014). Luik, Marc-Andre ; Berlemann, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4782. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios. (2014). Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus . In: Discussion Papers. RePEc:zbw:bubdps:072014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Individual Investor Activity and Performance. (2014). Martinez, Jose Vincente ; Soderlind, Paul ; Dahlquist, Magnus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:08. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does product familiarity matter for participation?. (2014). Fuchs-Schundeln, Nicola . In: SAFE Working Paper Series. RePEc:zbw:safewp:63. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2014). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Money Doctors. (2014). Shleifer, Andrei ; Vishny, Robert W. ; Gennaioli, Nicola . In: Scholarly Articles. RePEc:hrv:faseco:12965657. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios. (2014). Ruprecht, Benedikt ; Kick, Thomas ; Schaeck, Klaus ; Onali, Enrico . In: Working Paper Series. RePEc:ecb:ecbwps:20141662. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows. (2014). Kempf, Alexander ; Cici, Gjergji ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1209r4. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Mortgage risks, debt literacy and financial advice. (2014). van Rooij, Maarten ; van Ooijen, Raun . In: DNB Working Papers. RePEc:dnb:dnbwpp:449. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Retail Financial Advice: Does One Size Fit All?. (2014). Previtero, Alessandro ; Foerster, Stephen ; Linnainmaa, Juhani T. ; Melzer, Brian T.. In: NBER Working Papers. RePEc:nbr:nberwo:20712. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How financially literate are women? An overview and new insights. (2014). van Rooij, Maarten ; Bucher-Koenen, Tabea . In: NBER Working Papers. RePEc:nbr:nberwo:20793. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional Reform and Depositorsâ Portfolio Choice: Evidence from Censored Quantile Regressions. (2014). Luik, Marc-Andre ; Berlemann, Michael . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100291. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | How financially literate are women? An overview and new insights. (2014). Bucher-Koenen, Tabea ; van Rooij, Maarten C. J., ; Alessie, Rob J. M., ; Lusardi, Annamaria . In: MEA discussion paper series. RePEc:mea:meawpa:201419. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Cultures impact on institutional investors trading frequency. (2014). Beracha, Eli ; Fedenia, Mark ; Skiba, Hilla . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:34-47. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Role of Uncertainty Avoidance in Foreign Investment Bias. (2014). Erdogan, Burcu . In: Research Papers in Economics. RePEc:trr:wpaper:201415. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra, Jesus ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:14-3. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Determinants of equity pension plan flows. (2014). Carmen Pilar Marti Ballester, . In: Estudios de Economia. RePEc:udc:esteco:v:41:y:2014:i:1:p:125-148. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Overcoming limits of arbitrage: Theory and evidence. (2014). Thesmar, David ; Hombert, Johan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. (2014). Fink, Christopher ; Raatz, Katharina ; Weigert, Florian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:15. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Currency excess returns and global downside market risk. (2014). Atanasov, Victoria . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:268-285. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix. (2014). Alonso, Andres M. ; Avagyan, Vahe ; Nogales, Francisco J.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141208. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A jackknife-type estimator for portfolio revision. (2014). Trubenbach, Fabian ; Fuss, Roland ; ROLAND FÜSS, ; Miebs, Felix . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:14-28. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the distribution and estimation of trading costs. (2014). Kourtis, Apostolos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:104-117. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | THE FUNDAMENTAL PRIVATIZATION THEOREM: IDEOLOGY, EVOLUTION, PRACTICE. (2014). Entov, Revold . In: Working Papers. RePEc:gai:wpaper:0087. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | News Cohesiveness: an Indicator of Systemic Risk in Financial Markets. (2014). Mozetivc, Igor ; vSmuc, Tomislav ; Novak, Petra Kralj ; Antulov-Fantulin, Nino ; Grvcar, Miha ; Pivskorec, Matija ; Vodenska, Irena . In: Papers. RePEc:arx:papers:1402.3483. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor attention, index performance, and return predictability. (2014). Vozlyublennaia, Nadia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:17-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Media Influences on Social Outcomes: The Impact of MTVs 16 and Pregnant on Teen Childbearing. (2014). Kearney, Melissa S. ; Levine, Phillip B.. In: NBER Working Papers. RePEc:nbr:nberwo:19795. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor Following and Volatility: A GARCH Approach. (2014). Aouadi, Amal ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-286. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Investor attention and stock market activity: Evidence from France. (2014). Aouadi, Amal ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-405. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Speculate against speculative demand. (2014). Kita, A. ; ap Gwilym, O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:212-221. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Internet, noise trading and commodity futures prices. (2014). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:82-89. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59595. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Earnings baths by bank CEOs during turnovers. (2014). Schertler, Andrea ; Kick, Thomas ; Bornemann, Sven ; Pfingsten, Andreas . In: Discussion Papers. RePEc:zbw:bubdps:052014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does non-interest income make banks more risky? Retail- versus investment-oriented banks. (2014). Kohler, Matthias . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:182-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Loan loss provisioning and procyclicality: Evidence from an expected loss model. (2014). Pfingsten, Andreas ; Bornemann, Sven ; Duellmann, Klaus ; Domikowsky, Christian . In: Discussion Papers. RePEc:zbw:bubdps:392014. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The rise and fall of multinational enterprises in Vietnam: survival analysis using census data during 2000-2011. (2014). Yamada, Hiroyuki ; Otsuki, Tsunehiro ; Vu, Tien Manh . In: OSIPP Discussion Paper. RePEc:osp:wpaper:14e001. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Institutional environment, human capital, and firm growth: Evidence from Vietnam. (2014). van Dung, Ha ; Gries, Thomas . In: Working Papers CIE. RePEc:pdn:ciepap:83. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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2014 | Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Nonejad, Nima ; Grassi, Stefano ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility jumps and their economic determinants. (2014). Rossi, Eduardo ; de Magistris, Paolo Santucci ; Caporin, Massimiliano . In: CREATES Research Papers. RePEc:aah:create:2014-27. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Factor Structure in Commodity Futures Return and Volatility. (2014). Lunde, Asger ; Christoffersen, Peter ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank asset reallocation and sovereign debt. (2014). . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:100. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Interconnected risk contributions: an heavy-tail approach to analyse US
financial sectors. (2014). Petrella, L. ; Bernardi, M.. In: Papers. RePEc:arx:papers:1401.6408. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Finding informed traders in futures and their inderlying assets in
intraday trading. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1402.6583. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Detecting informed activities in European-style option tradings. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1403.3294. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The dynamics of the leverage cycle. (2014). Aymanns, Christoph ; Farmer, Doyne J.. In: Papers. RePEc:arx:papers:1407.5305. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Contagious Synchronization and Endogenous Network Formation in Financial
Networks. (2014). Aymanns, Christoph ; Georg, Co-Pierre . In: Papers. RePEc:arx:papers:1408.0440. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | European government bond market integration in turbulent times. (2014). Chulia, Helena ; Abad, Pilar . In: Working Papers. RePEc:bak:wpaper:201408. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks. (2014). Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:350. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The negative feedback loop between banks and sovereigns. (2014). Panetta, Fabio ; Angelini, Paolo ; Grande, Giuseppe . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_213_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimizing MCSD Portfolios. (2014). Gersman, Gleb ; Shalit, Haim . In: Working Papers. RePEc:bgu:wpaper:1410. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Insolvency Risk and Z-Score Measures: A Refinement. (2014). . In: Discussion Papers. RePEc:bir:birmec:14-06. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial structure and growth. (2014). Yang, Jing ; Gambacorta, Leonardo ; Tsatsaronis, Kostas . In: BIS Quarterly Review. RePEc:bis:bisqtr:1403e. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea . In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Estimation of Firms Default Rates in terms of Intangible Assets. (2014). Tsuchiya, Saiki ; Nishioka, Shinichi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp14e02. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Macroprudential Research: Selected Issues. (2014). Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek ; Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Komarkova, Zlatuse ; Kubicova, Ivana ; Hausenblas, Vaclav ; Vasicek, Borek . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/2. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector. (2014). Brechler, Josef ; Komarkova, Zlatuse ; Plasil, Miroslav . In: Research and Policy Notes. RePEc:cnb:rpnrpn:2014/04. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo ; van Ewijk, Saskia . In: DNB Working Papers. RePEc:dnb:dnbwpp:425. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | When arms length is too far. Relationship banking over the business cycle. (2014). Degryse, Hans ; Beck, Thorsten ; De Haas, Ralph ; van Horen, Neeltje . In: DNB Working Papers. RePEc:dnb:dnbwpp:431. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben . In: DNB Working Papers. RePEc:dnb:dnbwpp:441. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Earnings Management and Performance in Family-Controlled Firms:Evidence from an Emerging Economy. (2014). Jara-Bertin, Mauricio. In: Serie Working Papers. RePEc:dsr:wpaper:01. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Competition and bank risk: the effect of securitization and bank capital. (2014). Marques-Ibaez, David ; Altunbas, Yener ; van Leuvensteijn, Michiel . In: Working Paper Series. RePEc:ecb:ecbwps:20141678. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Controlling shareholders, board structure, and firm performance: Evidence from India. (2014). Prevost, Andrew ; Jameson, Melvin ; Puthenpurackal, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:1-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor M. ; Casey, Eddie . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The effect of government quality on corporate cash holdings. (2014). Chen, Deqiu ; Li, Sifei ; Xiao, Jason Zezhong ; Zou, Hong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Controlâownership wedge, board of directors, and the value of excess cash. (2014). Derouiche, Imen ; Boubaker, Sabri ; Belkhir, Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:110-122. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Globalisation and monetary policyâA FAVAR analysis for the G7 and the eurozone. (2014). Rees, Andreas ; Belke, Ansgar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The timeline of trading frictions in the European carbon market. (2014). Pardo, angel ; Medina, Vicente ; Pascual, Roberto . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What makes carbon traders cluster their orders?. (2014). Pardo, angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?âNew evidence. (2014). Grosjean, Godefroy ; Fuss, Sabine ; Koch, Nicolas . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Classifying returns as extreme: European stock and bond markets. (2014). Christiansen, Charlotte . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:1-4. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A microstructure analysis of the carbon finance market. (2014). Muckley, Cal ; Hyde, Stuart ; Bredin, Don . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh Kumar . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marin, Matej ; Li, Shaofang . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:46-71. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ring fencing and consolidated banksâ stress tests. (2014). Schmieder, Christian . In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan Pieter ; Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Too big to succeed? Banking sector consolidation and efficiency. (2014). Montgomery, Heather ; Takahashi, Yuki ; Harimaya, Kozo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:86-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; WeiÃ, Gregor N. F., ; Neumann, Sascha . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling the U.S. sovereign credit rating. (2014). Wickens, Mike ; Polito, Vito . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:202-218. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Does it pay to be ethical? Evidence from the FTSE4Good. (2014). CLARK, EPHRAIM ; Belghitar, Yacine ; Deshmukh, Nitin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:54-62. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Bank risk within and across equilibria. (2014). Agur, Itai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The determinants of recovery rates in the US corporate bond market. (2014). Nagler, Florian ; Jankowitsch, Rainer ; Subrahmanyam, Marti G.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:155-177. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. (2014). Gnabo, Jean-Yves ; Hvozdyk, Lyudmyla ; LAHAYE, Jerome . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:147-174. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo J. M., ; van Ewijk, Saskia E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:340-357. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The German humpback: Internationalization and foreign exchange hedging. (2014). Ploeen, Rasmus ; Aabo, Tom . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:114-129. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
Recent citations received in: 2013
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Year | Title | See |
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2013 | Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sevi, Benoit ; le Pen, Yannick . In: AMSE Working Papers. RePEc:aim:wpaimx:1301. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | FINANCIAL CRISIS AND BANK PROFITABILITY â THE CASE OF ROMANIA. (2013). . In: Annals of University of Craiova - Economic Sciences Series. RePEc:aio:aucsse:v:1:y:2013:i:41:p:34-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bayesian inference for CoVaR. (2013). Gayraud, Ghislaine ; Bernardi, Mauro ; Petrella, Lea . In: Papers. RePEc:arx:papers:1306.2834. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset Allocation under the Basel Accord Risk Measures. (2013). Peng, Xianhua ; Wen, Zaiwen ; Liu, Xin ; Sun, Xiaoling ; Bai, Xiaodi . In: Papers. RePEc:arx:papers:1308.1321. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | There is a VaR beyond usual approximations. (2013). Kratz, Marie . In: Papers. RePEc:arx:papers:1311.0270. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Home Bias in Sovereign Ratings. (2013). Gehring, Kai . In: Working Papers. RePEc:awi:wpaper:0552. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Cash Management and Payment Choices: A Simulation Model with International Comparisons. (2013). Arango, Carlos ; Bouhdaoui, Yassine ; Eschelbach, Martina ; Hernandez, Lola ; Bounie, David . In: Staff Working Papers. RePEc:bca:bocawp:13-53. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Impenna, Claudio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_906_13. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, D. ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., . In: Working papers. RePEc:bfr:banfra:432. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial Literacy and Financial Planning in France.. (2013). Savignac, F.. In: Working papers. RePEc:bfr:banfra:465. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, . In: BIS Papers chapters. RePEc:bis:bisbpc:72-12. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Structural bank regulation initiatives: approaches and implications. (2013). van Rixtel, Adrian ; Gambacorta, Leonardo . In: BIS Working Papers. RePEc:bis:biswps:412. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). Williams, Gwion ; Alsakka, Rasha ; ap Gwilym, Owain . In: Working Papers. RePEc:bng:wpaper:13007. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America. (2013). Goddard, John ; Molyneux, Phil ; Williams, Jonathan . In: Working Papers. RePEc:bng:wpaper:13011. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Trading Puzzle, Puzzling Trade. (2013). Arik, Evren ; Yuksel, Serkan ; Erdem, Orhan . In: Working Paper. RePEc:bor:wpaper:1305. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Taxation and corporate debt: are banks any different?. (2013). Heckemeyer, Jost ; de Mooij, Ruud . In: Working Papers. RePEc:btx:wpaper:1306. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Two EGARCH models and one fat tail. (2013). Harvey, A. ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Credit Constraints and FDI Spillovers in China. (2013). Riao, Alejandro ; Agarwal, Natasha ; Milner, Chris . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4313. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?. (2013). . In: Working Papers. RePEc:cfl:wpaper:2013-02. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). Ana Maria Iregui B., ; Maria Teresa Ramirez G., ; Melo, Luis Fernando ; Carmen Cecilia Delgado R., . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011106. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2013). Pierret, Diane ; Acharya, Viral V ; Engle, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9431. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Bhamra, Harjoat Singh ; Uppal, Raman . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9459. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Supranational Supervision - How Much and for Whom?. (2013). Beck, Thorsten ; Wagner, Wolf . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9546. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | International Competitiveness and Monetary Policy: Strategic Policy and Coordination with a Production Relocation Externality. (2013). Corsetti, Giancarlo ; Bergin, Paul R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9616. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2013). Rogoff, Kenneth . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9750. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Was there a « Greenspan Conundrum » in the Euro area?. (2013). Lame, G.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-10. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | French Firms in the face of the 2008/2009 crisis. (2013). LELARGE, C. ; DUBOIS, Y. ; COTTET, V. ; P.-Y. CABANNES, ; SICSIC, M.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector. (2013). Veiga, Helena ; Wiper, Michael P. ; Galan, Jorge E.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws131918. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Parameter uncertainty in multiperiod portfolio optimization with transaction costs. (2013). Utrera, Alberto Martin ; DeMiguel, Victor ; de Miguel, Victor ; Nogales, Francisco J.. In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws132119. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/11382. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model. (2013). Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon ; Nautz, Dieter . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1336. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Capital Controls and Macroprudential Measures: What Are They Good For?. (2013). Straub, Roland . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1343. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Regional inflation and financial dollarisation. (2013). Brown, Martin ; Sokolov, Vladimir ; De Haas, Ralph . In: Working Papers. RePEc:ebd:wpaper:163. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | There is a VaR Beyond Usual Approximations. (2013). Kratz, Marie . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-13017. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Islamic finance in Europe. (2013). Di Maria, Angela ; Ongena, Steven ; Couderc, Stephane ; Masciantonio, Sergio ; Zaher, Sajjad ; Caristi, Pierluigi ; Ho, Lauren ; di Mauro, Filippo ; Grewal, Beljeet Kaur . In: Occasional Paper Series. RePEc:ecb:ecbops:20130146. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Booms and systemic banking crises. (2013). Collard, Fabrice ; Boissay, Frederic ; Smets, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20131514. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Predicting distress in European banks. (2013). Betz, Frank ; Peltonen, Tuomas A. ; Oprica, Silviu ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20131597. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Comparative Analysis of Profitability Determinants of Domestic and Foreign Islamic Banks in Malaysia. (2013). Embaya, Abdelhakim ; Muda, Muhamad ; Shaharuddin, Amir . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-1. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Sovereign Ceilings âLiteâ? The Impact of Sovereign Ratings on Corporate Ratings. (2013). Borensztein, Eduardo ; Valenzuela, Patricio ; Cowan, Kevin . In: Documentos de Trabajo. RePEc:edj:ceauch:299. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Institutions and the long-run impact of early development. (2013). Ang, James B.. In: Journal of Development Economics. RePEc:eee:deveco:v:105:y:2013:i:c:p:1-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | One crisis, two crisesâ¦the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:35-44. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions. (2013). Yu, Lean ; Chen, Rongda . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:796-804. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Demir, Ender ; Bilgin, Mehmet Huseyin ; Lau, Chi Keung Marco, . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:1-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Filtering and forecasting commodity futures prices under an HMM framework. (2013). Tenyakov, Anton ; Mamon, Rogemar ; Date, Paresh . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:1001-1013. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | What is the best practice for benchmark regulation of electricity distribution? Comparison of DEA, SFA and StoNED methods. (2013). Saastamoinen, Antti ; Sipilainen, Timo ; Kuosmanen, Timo . In: Energy Policy. RePEc:eee:enepol:v:61:y:2013:i:c:p:740-750. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Market concentration, risk-taking, and bank performance: Evidence from emerging economies. (2013). Qu, Baozhi ; Wang, Peng ; Zhang, Jianhua ; Jiang, Chunxia . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:149-157. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Drivers of technical trend-following rules profitability in world stock markets. (2013). Prodan, Eugeniu ; ulku, Numan . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:214-229. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Do long-short speculators destabilize commodity futures markets?. (2013). Brooks, Chris ; Miffre, Joelle . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:230-240. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Sudden stops: Are global and local investors alike?. (2013). Calderon, Cesar . In: Journal of International Economics. RePEc:eee:inecon:v:89:y:2013:i:1:p:122-142. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
Recent citations received in: 2012
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Year | Title | See |
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2012 | The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Osterrieder, Daniela ; Schotman, Peter C.. In: CREATES Research Papers. RePEc:aah:create:2012-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Information Acquisition in Competitive Markets: An Application to the US Mortgage Market. (2012). Taylor, Curtis R. ; Wagman, Liad ; Burke, Jeremy M.. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:4:y:2012:i:4:p:65-106. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Financial Advice. (2012). Ottaviani, Marco ; Inderst, Roman . In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:2:p:494-512. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Econometric Estimations of the Services and Financial Sector Impact on Economic Growth Variations in Times of Crisis. (2012). . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:14:y:2012:i:special_no_6:p:621-634. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Option Price Estimations and Speculative Trading In Knowledge Society. (2012). TURCOANE, Ovidiu . In: Informatica Economica. RePEc:aes:infoec:v:16:y:2012:i:4:p:131-141. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Information Demand and Agriculture Commodity Prices. (2012). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria. RePEc:ags:iefi12:144973. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Stochastic Model of Wealth Accumulation with Class Division. (2012). . In: Working Papers. RePEc:anc:wpaper:373. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Patent Oppositions as Competitive Tools: An Analysis of the Major
Players in the European Market of White Goods. (2012). . In: Working Papers. RePEc:anc:wpaper:374. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Systemic risk on different interbank network topologies. (2012). Lenzu, Simone . In: Working Papers. RePEc:anc:wpaper:375. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Markets connectivity and financial contagion. (2012). GRILLI, Ruggero . In: Working Papers. RePEc:anc:wpaper:382. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Links Between Transnationalism Integration and Duration of Residence:
The Case of eastern European Migrants in Italy. (2012). . In: Working Papers. RePEc:anc:wpaper:386. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Smooth Nonparametric Bernstein Vine Copulas. (2012). Weiss, Gregor ; Scheffer, Marcus . In: Papers. RePEc:arx:papers:1210.2043. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Monetary policy, financial intermediation, current account and housing market - how do they fit together?. (2012). Milcheva, Stanimira . In: ERES. RePEc:arz:wpaper:eres2012_151. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Consumer Interest Rates and Retail Mutual Fund Flows. (2012). Sierra, Jesus . In: Staff Working Papers. RePEc:bca:bocawp:12-39. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin Miranda ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The safety and soundness effects of bank M&As in the EU: does prudential regulation have any impact?. (2012). Hagendorff, Jens ; Nieto, Maria J. ; Wall, Larry D.. In: Banco de España Working Papers. RePEc:bde:wpaper:1236. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, D. ; Mesonnier, J-S., . In: Working papers. RePEc:bfr:banfra:394. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | An equilibrium model of credit rating agencies. (2012). Vigier, Adrien ; Holden, Steinar . In: Working Paper. RePEc:bno:worpap:2012_23. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are banks affected by their holdings of government debt?. (2012). Angeloni, Chiara . In: Working Papers. RePEc:bre:wpaper:717. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Regulators Trade-off: Bank Supervision vs. Minimum Capital. (2012). SCHLIEPHAKE, EVA ; Buck, Florian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3923. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment. (2012). . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-23. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Role of Equity Funds in the Financial Crisis Propagation. (2012). Hau, Harald ; Lai, Sandy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8819. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Bai, Jennie ; Wei, Shang-Jin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9252. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Robust Portfolio Allocation with Systematic Risk Contribution Restrictions. (2012). Jay, Emmanuelle ; Darolles, Serge . In: Working Papers. RePEc:crs:wpaper:2012-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies. (2012). Thuraisamy, Kannan ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_02. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Agency Problem II and Convergence in CEO Pay. (2012). HAMAN, JANTO ; Graham, Michael . In: Economics Series. RePEc:dkn:econwp:eco_2012_5. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The impact of macro news and central bank communication on emerging European forex markets. (2012). egert, Balazs ; Koenda, Even . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Does ownership concentration improve M&A outcomes in emerging markets?. (2012). Selarka, Ekta ; Bhaumik, Sumon Kumar . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:717-726. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Hierarchical information and the rate of information diffusion. (2012). Genay, Ramazan ; Xue, Yi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:9:p:1372-1401. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Robust risk management. (2012). Fertis, Apostolos ; Baes, Michel ; Luthi, Hans-Jakob . In: European Journal of Operational Research. RePEc:eee:ejores:v:222:y:2012:i:3:p:663-672. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; French, Joseph J.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Crisis, internal governance mechanisms and pension fund performance: Evidence from Poland. (2012). Jackowicz, Krzysztof ; Kowalewski, Oskar . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:493-515. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The cross-section of stock returns in frontier emerging markets. (2012). Pang, Juan ; de Groot, Wilma ; Swinkels, Laurens . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Determinants of systematic financial risk exposures of airlines in North America, Europe and Asia. (2012). Lee, Chyn-Hwa . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:24:y:2012:i:c:p:31-35. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Momentum, contrarian, and the January seasonality. (2012). Yao, Yaqiong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2757-2769. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Intraday technical analysis of individual stocks on the Tokyo Stock Exchange. (2012). Yamamoto, Ryuichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3033-3047. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Estimating the cost of capital with basis assets. (2012). Lajbcygier, Paul ; Wong, Woon Weng ; Brown, Stephen J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3071-3079. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London. (2012). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3185-3196. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Large shareholder diversification, corporate risk taking, and the benefits of changing to differential voting rights. (2012). Sushka, Marie E. ; Bauguess, Scott W. ; Slovin, Myron B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1244-1253. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Characteristic-based mean-variance portfolio choice. (2012). Hjalmarsson, Erik ; Manchev, Petar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1392-1401. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Countercyclical contingent capital. (2012). Barucci, Emilio ; Del Viva, Luca . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1688-1709. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Granularity adjustment for mark-to-market credit risk models. (2012). Marrone, James ; Gordy, Michael B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1896-1910. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The week-of-the-year effect: Evidence from around the globe. (2012). Yagil, Joseph ; Levy, Tamir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1963-1974. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are corporate bond market returns predictable?. (2012). Wu, Chunchi ; Hong, Yongmiao ; Lin, Hai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2216-2232. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Are mutual fund fees excessive?. (2012). Adams, John C. ; Nishikawa, Takeshi ; Mansi, Sattar A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2245-2259. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
Recent citations received in: 2011
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Year | Title | See |
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2011 | Collaterals, Bank Monitoring and Performance: the Case of Newly Established Wine Farmers. (2011). Cadot, Julien . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:103414. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank Lending and House Prices in Sweden 1992-2010. (2011). Warsame, Abukar ; Mandell, Svante ; Wilhelmsson, Mats ; Song, Han-Suck . In: ERES. RePEc:arz:wpaper:eres2011_91. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do Low Interest Rates Sow the Seeds of Financial Crises?. (2011). Ueberfeldt, Alexander ; Cociuba, Simona E. ; Shukayev, Malik . In: Staff Working Papers. RePEc:bca:bocawp:11-31. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank Efficiency and Default in Brazil: Causality Tests. (2011). Cajueiro, Daniel O. ; Craveiro, Giovana L.. In: Working Papers Series. RePEc:bcb:wpaper:253. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Housing, consumption and monetary policy: how different are the U.S. and the euro area?. (2011). Musso, Alberto ; Neri, Stefano ; Stracca, Livio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_807_11. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2011). Avouyi-Dovi, S.. In: Working papers. RePEc:bfr:banfra:339. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Rescue packages and bank lending. (2011). von Peter, Goetz ; Brei, Michael ; Gambacorta, Leonardo . In: BIS Working Papers. RePEc:bis:biswps:357. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Foreign exchange market structure, players and evolution. (2011). Osler, Carol ; King, Michael R.. In: Working Paper. RePEc:bno:worpap:2011_10. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Asset price volatility and government revenue. (2011). Tagkalakis, Athanasios . In: Working Papers. RePEc:bog:wpaper:133. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Collateral and its Substitutes in Emerging Markets Lending. (2011). Menkhoff, Lukas ; Rungruxsirivorn, Ornsiri . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3585. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB. (2011). Gil, Ester Gras ; Hernandez, Salvador Marin ; Renart, Marcos Anton . In: CIRIEC-España, revista de economÃa pública, social y cooperativa. RePEc:cic:revcir:y:2011:i:73:p:99-126. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The âForward Premium Puzzleâ and the Sovereign Default Risk. (2011). . In: Working Papers. RePEc:cii:cepidt:2011-17. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Volatility models. (2011). Hafner, Christian ; Laurent, Sebastien ; BAUWENS, Luc . In: CORE Discussion Papers. RePEc:cor:louvco:2011058. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Of Religion and Redemption: Evidence from Default on Islamic Loans. (2011). Baele, Lieven ; Ongena, Steven ; Farooq, Moazzam . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8504. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets. (2011). Rutherford, Leann G. ; Chakravarty, Sugato . In: Working Papers. RePEc:csr:wpaper:1011. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Multiscale Analysis of the Liquidity Effect. (2011). Michis, Antonis . In: Working Papers. RePEc:cyb:wpaper:2011-5. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do jumps help in forecasting the density of returns?. (2011). Sevi, Benoit ; Chevallier, Julien ; Ielpo, Florian . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/6805. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial Integration and Macroeconomic Stability: What Role for Large Banks?. (2011). Bremus, Franziska . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1178. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The January and turn-of-the-month effect on firm returns and return volatility. (2011). Narayan, Paresh Kumar ; Sharma, Susan Sunila . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_01. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Investment and oil price volatility. (2011). Narayan, Paresh Kumar ; Sharma, Susan Sunila . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_14. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The simple econometrics of tail dependence. (2011). Zhou, Chen ; Maarten R. C. van Oordt, . In: DNB Working Papers. RePEc:dnb:dnbwpp:296. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Interchange fees in card payments. (2011). Borestam, Ann ; Schmiedel, Heiko . In: Occasional Paper Series. RePEc:ecb:ecbops:20110131. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Who invests in home equity to exempt wealth from bankruptcy?. (2011). Huizinga, Harry ; Corradin, Stefano ; Gropp, Reint ; Laeven, Luc . In: Working Paper Series. RePEc:ecb:ecbwps:20111337. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bank risk during the financial crisis: do business models matter?. (2011). Marques-Ibanez, David ; Altunbas, Yener ; Manganelli, Simone . In: Working Paper Series. RePEc:ecb:ecbwps:20111394. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CEO pay incentives and risk-taking: Evidence from bank acquisitions. (2011). Vallascas, Francesco ; Hagendorff, Jens . In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:1078-1095. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Currency equivalent monetary aggregates as leading indicators of inflation. (2011). Ramachandran, M. ; Paul, Sunil . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2041-2048. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Performance and characteristics of acquiring firms in the Chinese stock markets. (2011). Chi, Jing ; Sun, Qian ; Young, Martin . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:152-170. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On the performance of emerging market equity mutual funds. (2011). Huij, Joop ; Post, Thierry . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:3:p:238-249. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien . In: Energy Economics. RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The return impact of realized and expected idiosyncratic volatility. (2011). Smedema, Adam R. ; Peterson, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis. (2011). Mougoue, Mbodja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2690-2703. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hess, Dieter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Ownership structure and tax-friendly dividends. (2011). Henry, Darren . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2747-2760. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Nominal and true cost of loan collateral. (2011). Niinimaki, J. -P., ; Niinimaki, J.-P., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2782-2790. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Volatility transmission in emerging European foreign exchange markets. (2011). Zikes, Filip ; Bubak, Vit . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The persistence of bank profit. (2011). Liu, Hong ; Wilson, John O. S., ; Molyneux, Philip ; Goddard, John . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2881-2890. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. (2011). Herrera, R. ; Eichler, S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Musso, Alberto ; Neri, Stefano ; Stracca, Livio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A cyclical model of exchange rate volatility. (2011). Stoja, Evarist ; Harris, Richard D. F., ; Yilmaz, Fatih . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:3055-3064. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Analyzing the impact of credit migration in a portfolio setting. (2011). Levy, Amnon ; Wang, Yashan ; Tsaig, Yaakov . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3145-3157. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Macroeconomic risk and the cross-section of stock returns. (2011). Min, Byoung-Kyu ; Kim, Tong Suk ; Kang, Jangkoo ; Lee, Changjun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3158-3173. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The impact of management and board ownership on profitability in banks with different strategies. (2011). Westman, Hanna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3300-3318. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Conditional beta pricing models: A nonparametric approach. (2011). Ferreira, Eva ; Orbe, Susan ; Gil-Bazo, Javier . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3362-3382. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Institutional trading and share returns. (2011). Looi, Adrian ; Foster, Douglas F. ; Gallagher, David R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3383-3399. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Tax avoidance, cost of debt and shareholder activism: Evidence from Korea. (2011). Lim, Youngdeok . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:2:p:456-470. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Information disclosure in credit markets when banks costs are endogenous. (2011). Van Tassel, Eric . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:2:p:490-497. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The global financial crisis and the evolution of markets, institutions and regulation. (2011). Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:3:p:502-511. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Rethinking the liquidity puzzle: Application of a new measure of the economic money stock. (2011). Keating, John W.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:4:p:768-774. Full description at Econpapers || Download paper | [Citation Analysis] |
More than 50 citations. List broken...
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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.