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

Journal of Banking & Finance / Elsevier

1.68

Impact Factor

1.94

5-Years IF

97

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.030.10.076666260.3978110032391668 (8.7%)30.050.04
19910.130.090.0966132530.48921191523922115 (12.9%)40.060.04
19920.10.10.0964196400.210561321327624129 (12.2%)20.030.04
19930.140.110.0971267540.213781301829628162 (11.8%)70.10.05
19940.180.120.1564331850.2611081352432047125 (11.3%)50.080.05
19950.240.190.3814122820.6812841353333198151 (11.8%)170.210.07
19960.370.220.52874994120.83178914554346181185 (10.3%)110.130.09
19970.470.270.67715706281.1174216879367247192 (11%)150.210.09
19980.460.270.58816515530.85240115873374216216 (9%)210.260.1
19990.840.310.77957468021.081731152127384294185 (10.7%)210.220.13
20000.880.40.9808269421.142361176155415375262 (11.1%)390.490.15
20010.940.419792311031.22400175164414416258 (10.8%)520.540.15
20021.030.421.2114103713941.343053177183424508286 (9.4%)390.340.18
20031.130.441.28115115216351.421867211239467600179 (9.6%)380.330.18
20040.850.491.3137128919431.513330229195501652353 (10.6%)850.620.2
20050.90.531.35137142620781.463200252228543733367 (11.5%)950.690.21
20061.360.511.5172159823461.473433274374600898464 (13.5%)830.480.2
20071.070.441.32199179723481.313147309330675890533 (16.9%)680.340.18
20081.10.471.35224202128771.4236143714077601027713 (19.7%)570.250.2
20091.430.471.78218223938831.7333764236038691550770 (22.8%)1520.70.19
20101.780.441.75252249143421.7434514427879501662645 (18.7%)1560.620.16
20111.810.511.82264275551591.87281947085310651934375 (13.3%)1580.60.2
20121.580.561.76255301054971.83192751681411572036227 (11.8%)1410.550.21
20131.680.662.04384339471062.09202551987112132474175 (8.6%)1740.450.23
20141.490.671.97295368977082.0911536399531373270378 (6.8%)1400.470.22
20151.680.821.94294398377191.9445067911441450281620 (4.4%)1250.430.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

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

Full description at Econpapers || Download paper

527
21998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673.

Full description at Econpapers || Download paper

467
32001How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911.

Full description at Econpapers || Download paper

408
42002Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471.

Full description at Econpapers || Download paper

343
51997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; Deyoung, Robert ; De Young, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

Full description at Econpapers || Download paper

284
61999The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Berger, Allen ; Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194.

Full description at Econpapers || Download paper

284
72005Bank performance, efficiency and ownership in transition countries. (2005). HASAN, IFTEKHAR ; Bonin, John P. ; Wachtel, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53.

Full description at Econpapers || Download paper

272
82004Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442.

Full description at Econpapers || Download paper

265
92006Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603.

Full description at Econpapers || Download paper

247
101998The importance of relationships to the availability of credit. (1998). Cole, Rebel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977.

Full description at Econpapers || Download paper

231
111995The role of capital in financial institutions. (1995). Berger, Allen ; Szego, Giorgio P. ; Herring, Richard J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430.

Full description at Econpapers || Download paper

225
121980A 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

222
132001The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167.

Full description at Econpapers || Download paper

220
142006A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966.

Full description at Econpapers || Download paper

217
152002On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503.

Full description at Econpapers || Download paper

216
162002Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Bikker, Jacob ; Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214.

Full description at Econpapers || Download paper

212
171993Resolving 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

212
181998Is relationship lending special? Evidence from credit-file data in Germany. (1998). Krahnen, Jan ; Elsas, Ralf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316.

Full description at Econpapers || Download paper

211
192000A comparative anatomy of credit risk models. (2000). Gordy, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149.

Full description at Econpapers || Download paper

209
202004Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281.

Full description at Econpapers || Download paper

207
211977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11.

Full description at Econpapers || Download paper

201
222009Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130.

Full description at Econpapers || Download paper

194
232010Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898.

Full description at Econpapers || Download paper

186
242004The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). White, Alan ; Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811.

Full description at Econpapers || Download paper

185
252000Stability of rating transitions. (2000). Varotto, Simone ; Perraudin, William ; Nickell, Pamela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227.

Full description at Econpapers || Download paper

182
261998Lending relationships in Germany - Empirical evidence from survey data. (1998). Harhoff, Dietmar ; Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353.

Full description at Econpapers || Download paper

180
272005Cost 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

176
282000A 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

175
291996A study of bank efficiency taking into account risk-preferences. (1996). Mester, Loretta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045.

Full description at Econpapers || Download paper

174
301998Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Ferri, Giovanni ; Angelini, Paolo ; Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954.

Full description at Econpapers || Download paper

173
311992The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald ; Dahl, Drew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457.

Full description at Econpapers || Download paper

173
321993The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Berger, Allen ; Hunter, William C. ; Timme, Stephen G.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249.

Full description at Econpapers || Download paper

171
331993Bank efficiency derived from the profit function. (1993). Berger, Allen ; 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

166
342000Competition, contestability and market structure in European banking sectors on the eve of EMU. (2000). DE BANDT, OLIVIER ; Davis, E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066.

Full description at Econpapers || Download paper

165
352007Bank ownership and performance. Does politics matter?. (2007). Yanez Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241.

Full description at Econpapers || Download paper

161
362006The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161.

Full description at Econpapers || Download paper

160
372005International 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

160
382006Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943.

Full description at Econpapers || Download paper

160
392002Ratings migration and the business cycle, with application to credit portfolio stress testing. (2002). Schuermann, Til ; Diebold, Francis ; Kronimus, Andre ; Schagen, Christian ; Bangia, Anil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474.

Full description at Econpapers || Download paper

157
402006Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952.

Full description at Econpapers || Download paper

155
411994Competitive conditions in european banking. (1994). Thornton, John ; Molyneux, Philip ; Lloyd-Williams, D. M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:18:y:1994:i:3:p:445-459.

Full description at Econpapers || Download paper

153
422002Costs of banking system instability: Some empirical evidence. (2002). Saporta, Victoria ; Reis, Ricardo ; Hoggarth, Glenn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855.

Full description at Econpapers || Download paper

152
432008Bank income structure and risk: An empirical analysis of European banks. (2008). TARAZI, Amine ; NYS, Emmanuelle ; Lepetit, Laetitia ; Rous, Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467.

Full description at Econpapers || Download paper

147
442002Analyzing rating transitions and rating drift with continuous observations. (2002). Lando, David ; 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

144
451995Bank regulation and the credit crunch. (1995). Rosengren, Eric ; Peek, Joe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:679-692.

Full description at Econpapers || Download paper

143
462005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. (2005). Wu, Eliza ; Kim, Suk-Joong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:10:p:2475-2502.

Full description at Econpapers || Download paper

143
471989Capital 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

142
481990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis. (1990). Olsen, Richard ; Dacorogna, Michel ; 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

140
491998Venture capital financing, moral hazard, and learning. (1998). Hege, Ulrich ; Bergemann, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:703-735.

Full description at Econpapers || Download paper

138
501999Building an incentive-compatible safety net. (1999). Calomiris, Charles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:10:p:1499-1519.

Full description at Econpapers || Download paper

137

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

#YearTitleCited
11998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673.

Full description at Econpapers || Download paper

129
22002Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471.

Full description at Econpapers || Download paper

129
32010Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898.

Full description at Econpapers || Download paper

124
42004Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442.

Full description at Econpapers || Download paper

97
52006Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603.

Full description at Econpapers || Download paper

95
61997Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947.

Full description at Econpapers || Download paper

94
71997Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; Deyoung, Robert ; De Young, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870.

Full description at Econpapers || Download paper

93
82006Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943.

Full description at Econpapers || Download paper

87
92011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141.

Full description at Econpapers || Download paper

78
102002On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503.

Full description at Econpapers || Download paper

77
112006A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966.

Full description at Econpapers || Download paper

76
122009Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130.

Full description at Econpapers || Download paper

74
132005International 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

68
142011Does corporate social responsibility affect the cost of capital?. (2011). Mishra, Dev ; Kwok, Chuck C. Y., ; el Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406.

Full description at Econpapers || Download paper

68
152010On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775.

Full description at Econpapers || Download paper

67
162011New evidence on oil price and firm returns. (2011). Sharma, Susan ; Narayan, Paresh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262.

Full description at Econpapers || Download paper

67
172008Bank income structure and risk: An empirical analysis of European banks. (2008). TARAZI, Amine ; NYS, Emmanuelle ; Lepetit, Laetitia ; Rous, Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467.

Full description at Econpapers || Download paper

64
182004Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281.

Full description at Econpapers || Download paper

63
192007Ownership 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

63
202006The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161.

Full description at Econpapers || Download paper

63
212007Bank ownership and performance. Does politics matter?. (2007). Yanez Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241.

Full description at Econpapers || Download paper

61
222009A framework for assessing the systemic risk of major financial institutions. (2009). Zhou, Hao ; Zhu, Haibin ; Huang, Xin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2036-2049.

Full description at Econpapers || Download paper

60
232001How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911.

Full description at Econpapers || Download paper

59
242012Credit spread interdependencies of European states and banks during the financial crisis. (2012). Schüler, Yves ; Alter, Adrian ; Schuler, Yves S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3444-3468.

Full description at Econpapers || Download paper

59
252005Bank performance, efficiency and ownership in transition countries. (2005). HASAN, IFTEKHAR ; Bonin, John P. ; Wachtel, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53.

Full description at Econpapers || Download paper

59
262013Islamic vs. conventional banking: Business model, efficiency and stability. (2013). merrouche, ouarda ; Demirguc-Kunt, Asli ; Beck, Thorsten ; Demirgu-Kunt, Asli . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:2:p:433-447.

Full description at Econpapers || Download paper

58
272008Socially responsible investments: Institutional aspects, performance, and investor behavior. (2008). Zhang, Chendi ; ter Horst, Jenke ; Renneboog, Luc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1723-1742.

Full description at Econpapers || Download paper

58
282011Assessing 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

56
291977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11.

Full description at Econpapers || Download paper

56
302010Loan growth and riskiness of banks. (2010). Weber, Martin ; Foos, Daniel ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2929-2940.

Full description at Econpapers || Download paper

55
312004The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). White, Alan ; Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811.

Full description at Econpapers || Download paper

53
322013An analysis of commodity markets: What gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3878-3889.

Full description at Econpapers || Download paper

53
331980A 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

53
342004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements. (2004). Weber, Martin ; Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2813-2843.

Full description at Econpapers || Download paper

52
352010An empirical analysis of herd behavior in global stock markets. (2010). Chiang, Thomas ; Zheng, Dazhi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1911-1921.

Full description at Econpapers || Download paper

52
361992The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald ; Dahl, Drew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457.

Full description at Econpapers || Download paper

50
372012Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos ; Louzis, Dimitrios ; Metaxas, Vasilios L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027.

Full description at Econpapers || Download paper

50
382005Cost 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

50
392000An 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

48
402001The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167.

Full description at Econpapers || Download paper

48
412011Should investors include commodities in their portfolios after all? New evidence. (2011). Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2606-2626.

Full description at Econpapers || Download paper

48
422002Information sharing, lending and defaults: Cross-country evidence. (2002). Pagano, Marco ; Jappelli, Tullio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:10:p:2017-2045.

Full description at Econpapers || Download paper

46
432013Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676.

Full description at Econpapers || Download paper

46
441989Concentration 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

46
452011Asset market linkages: Evidence from financial, commodity and real estate assets. (2011). Brooks, Robert ; Chan, Kam Fong ; Gray, Stephen ; Treepongkaruna, Sirimon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426.

Full description at Econpapers || Download paper

45
462011Efficiency and risk in European banking. (2011). Molyneux, Philip ; Marques-Ibanez, David ; Fiordelisi, Franco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:5:p:1315-1326.

Full description at Econpapers || Download paper

45
471992Determinants of European bank profitability: A note. (1992). Thornton, John ; Molyneux, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:6:p:1173-1178.

Full description at Econpapers || Download paper

44
482013Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809.

Full description at Econpapers || Download paper

44
492006Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952.

Full description at Econpapers || Download paper

44
502014The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198.

Full description at Econpapers || Download paper

43

Citing documents used to compute impact factor 1144:

YearTitle
2015The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1007_15.

Full description at Econpapers || Download paper

2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15030.

Full description at Econpapers || Download paper

2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:547.

Full description at Econpapers || Download paper

2015Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy. (2015). Mezzanotti, Filippo ; Lenzu, Simone ; Bottero, Margherita . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1032_15.

Full description at Econpapers || Download paper

2015Bank Capital, Liquid Reserves, and Insolvency Risk. (2015). Morellec, Erwan ; Hugonnier, Julien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10378.

Full description at Econpapers || Download paper

2015The Panzar–Rosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347.

Full description at Econpapers || Download paper

2015The dynamics of the leverage cycle. (2015). Aymanns, Christoph ; Farmer, Doyne J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:155-179.

Full description at Econpapers || Download paper

2015Overlapping portfolios, contagion, and financial stability. (2015). Rockmore, Daniel ; Foti, Nick ; Caccioli, Fabio ; Farmer, Doyne J.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:51:y:2015:i:c:p:50-63.

Full description at Econpapers || Download paper

2015The impact of systemic and illiquidity risk on financing with risky collateral. (2015). Pirino, Davide ; Lillo, Fabrizio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:180-202.

Full description at Econpapers || Download paper

2015Too interconnected to fail: A survey of the interbank networks literature. (2015). . In: SAFE Working Paper Series. RePEc:zbw:safewp:91.

Full description at Econpapers || Download paper

2015DebtRank: A microscopic foundation for shock propagation. (2015). Caccioli, Fabio ; Battiston, Stefano ; Bardoscia, Marco ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1504.01857.

Full description at Econpapers || Download paper

2015Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2015). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1509.00607.

Full description at Econpapers || Download paper

2015Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton . In: Economics Series Working Papers. RePEc:oxf:wpaper:764.

Full description at Econpapers || Download paper

2015Do investors trade too much? A laboratory experiment. (2015). Massaro, Domenico ; Hommes, Cars ; Challet, Damien ; Bouchaud, Jean-Philippe ; da Gama, Joao . In: Papers. RePEc:arx:papers:1512.03743.

Full description at Econpapers || Download paper

2015Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Thorp, Susan ; Dungey, Mardi ; Milunovich, George ; Yang, Minxian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79.

Full description at Econpapers || Download paper

2015Optimal versus realized bank credit risk and monetary policy. (2015). Karavias, Yiannis ; Delis, Manthos. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:13-30.

Full description at Econpapers || Download paper

2015BUSINESS MODELS AND THEIR IMPACT ON BANK PERFORMANCE: A LONG-TERM PERSPECTIVE. (2015). Vander Vennet, Rudi ; Mergaerts, Frederik. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/908.

Full description at Econpapers || Download paper

2015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

2015European economic and monetary union sovereign debt markets. (2015). Rostom, Ahmed ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7149.

Full description at Econpapers || Download paper

2015Determinants of the Government Bond Yield in Spain: A Loanable Funds Model. (2015). Hsing, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:3:p:342-350:d:53466.

Full description at Econpapers || Download paper

2015Interest rate convergence in the EMS prior to European Monetary Union. (2015). Kruse, Robinson ; Frömmel, Michael ; Frommel, Michael . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:37:y:2015:i:6:p:990-1004.

Full description at Econpapers || Download paper

2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches. (2015). Siegert, Caspar ; Willison, Matthew . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0032.

Full description at Econpapers || Download paper

2015A note on minimum riskiness hedge ratio. (2015). Ehsani, Sina ; Lien, Donald . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:11-17.

Full description at Econpapers || Download paper

2015Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets. (2015). Gao, Yan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:438:y:2015:i:c:p:293-307.

Full description at Econpapers || Download paper

2015Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China. (2015). Luo, Yan ; Wang, Yizhi ; Ren, Jinjuan . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:390-412.

Full description at Econpapers || Download paper

2015Deleveraging, short sale constraints and market crash. (2015). Wu, Liang ; Fu, Zhiming ; Zhang, Lei . In: Papers. RePEc:arx:papers:1511.03777.

Full description at Econpapers || Download paper

2015Consolidation and systemic risk in the international insurance industry. (2015). Muhlnickel, Janina ; Weiß, Gregor N. F., . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:187-202.

Full description at Econpapers || Download paper

2015Is there a competition-stability trade-off in European banking?. (2015). Lucotte, Yannick ; Leroy, Aurélien. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:19.

Full description at Econpapers || Download paper

2015The impact of speculation on precious metals futures markets. (2015). Bosch, David ; Pradkhan, Elina . In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:118-134.

Full description at Econpapers || Download paper

2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

Full description at Econpapers || Download paper

2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

Full description at Econpapers || Download paper

2015Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-01238706.

Full description at Econpapers || Download paper

2015Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Bessler, Wolfgang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

Full description at Econpapers || Download paper

2015Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

Full description at Econpapers || Download paper

2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

Full description at Econpapers || Download paper

2015The influence of investor identity and contract terms on firm value: Evidence from PIPEs. (2015). Billett, Matthew T ; Floros, Ioannis V ; Elkamhi, Redouane . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:4:p:564-589.

Full description at Econpapers || Download paper

2015Accounting Information Quality and Government Guaranteed Loans: Evidence from Japanese SMEs. (2015). Kim, Hyonok ; Yukihiro, YASUDA . In: Discussion papers. RePEc:eti:dpaper:15138.

Full description at Econpapers || Download paper

2015SOVEREIGN DEBT SUSTAINABILITY IN ADVANCED ECONOMIES. (2015). Rochet, Jean ; Collard, Fabrice ; Habib, Michel . In: Journal of the European Economic Association. RePEc:bla:jeurec:v:13:y:2015:i:3:p:381-420.

Full description at Econpapers || Download paper

2015Sovereign credit ratings in the European Union: A model-based fiscal analysis. (2015). Polito, Vito ; Wickens, Michael . In: European Economic Review. RePEc:eee:eecrev:v:78:y:2015:i:c:p:220-247.

Full description at Econpapers || Download paper

2015Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26.

Full description at Econpapers || Download paper

2015Local financial development and the trade credit policy of Italian SMEs. (2015). La Rocca, Maurizio ; Deloof, Marc . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:4:p:905-924.

Full description at Econpapers || Download paper

2015Allocation of shares to foreign and domestic investors: Firm and ownership characteristics in Swedish IPOs. (2015). Abrahamson, Martin ; De Ridder, Adri . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:52-65.

Full description at Econpapers || Download paper

2015What Determines Post-IPO Market Performance: Evidence From Turkish IPOs.. (2015). Sekreter, Ahmet ; Macit, Fatih ; Simsek, Esra ; Ada, Selver Seda . In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:4:y:2015:i:2:p:73-79.

Full description at Econpapers || Download paper

2015An analysis of loan loss provisioning behaviour in Vietnamese banking. (2015). Simper, Richard ; Hall, Maximilian ; Dadoukis, Aristeidis ; Nguyen, Linh . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:69-75.

Full description at Econpapers || Download paper

2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Borradores de Economia. RePEc:bdr:borrec:894.

Full description at Econpapers || Download paper

2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: BORRADORES DE ECONOMIA. RePEc:col:000094:013254.

Full description at Econpapers || Download paper

2015The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Discussion Paper. RePEc:tiu:tiucen:f7a73cdb-55a2-40d3-936f-72db9ffb8fa8.

Full description at Econpapers || Download paper

2015Informed trading in parallel bond markets. (2015). Paiardini, Paola. In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:103-121.

Full description at Econpapers || Download paper

2015Commodity prices and BRIC and G3 liquidity: A SFAVEC approach. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:18-33.

Full description at Econpapers || Download paper

2015What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:241.

Full description at Econpapers || Download paper

2015A comparison of implied and realized volatility in the Nordic power forward market. (2015). Molnár, Peter ; Haugom, Erik ; Westgaard, Sjur ; Molnar, Peter ; Birkelund, Ole Henrik ; Opdal, Martin . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:288-294.

Full description at Econpapers || Download paper

2015High and low or close to close prices? Evidence from the multifractal volatility. (2015). Ma, Feng ; Liu, Zhichao ; Long, Yujia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:427:y:2015:i:c:p:50-61.

Full description at Econpapers || Download paper

2015Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77.

Full description at Econpapers || Download paper

2015Asymmetric shocks in a currency union: The role of central bank collateral policy.. (2015). Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:554.

Full description at Econpapers || Download paper

2015Revisiting exchange-rate exposure through a microeconomic approach: French manufacturing firms profits and the euro. (2015). Mouradian, Florence . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15237.

Full description at Econpapers || Download paper

2015Drivers of customer satisfaction with public transport services. (2015). Mouwen, Arnoud . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:78:y:2015:i:c:p:1-20.

Full description at Econpapers || Download paper

2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; Eickmeier, Sandra ; von Borstel, Julia . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2015/03.

Full description at Econpapers || Download paper

2015Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products. (2015). Lešanovská, Jitka ; Iršová, Zuzana ; Havranek, Tomas. In: Working Papers IES. RePEc:fau:wpaper:wp2015_24.

Full description at Econpapers || Download paper

2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: CAMA Working Papers. RePEc:een:camaaa:2015-15.

Full description at Econpapers || Download paper

2015Modelling the time-variation in euro area lending spreads. (2015). Funke, Michael ; Blagov, Boris ; Moessner, Richhild . In: BIS Working Papers. RePEc:bis:biswps:526.

Full description at Econpapers || Download paper

2015Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products. (2015). Iršová, Zuzana ; Havranek, Tomas ; Lesanovska, Jitka . In: Working Papers. RePEc:cnb:wpaper:2015/09.

Full description at Econpapers || Download paper

2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113035.

Full description at Econpapers || Download paper

2015Longevity assets and pre-retirement consumption/portfolio decisions. (2015). Menoncin, Francesco ; Regis, Luca . In: Working Papers. RePEc:ial:wpaper:2/2015.

Full description at Econpapers || Download paper

2015Optimal annuity portfolio under inflation risk. (2015). Konicz, Agnieszka ; Weissensteiner, Alex ; Pisinger, David . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:461-488.

Full description at Econpapers || Download paper

2015Banks and Payday Lenders: Friends or Foes?. (2015). Barth, James ; Jahera, John ; Hilliard, Jitka . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:2:p:139-153.

Full description at Econpapers || Download paper

2015The effect of payday lending restrictions on liquor sales. (2015). Gibbs, Christopher ; Cuffe, Harold E. In: Working Paper Series. RePEc:vuw:vuwecf:4713.

Full description at Econpapers || Download paper

2015Banks and Payday Lenders: Friends or Foes?. (2015). Jahera, John ; Hilliard, Jitka ; Barth, James . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:2:p:139-153:10.1007/s11294-015-9518-z.

Full description at Econpapers || Download paper

2015La coordination entre politique monétaire et politique macroprudentielle. Que disent les modèles dsge ?. (2015). Dehmej, Salim ; Couppey-Soubeyran, Jézabel ; Carre, Emmanuel . In: Revue économique. RePEc:cai:recosp:reco_663_0541.

Full description at Econpapers || Download paper

2015La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien . In: Revue économique. RePEc:cai:recosp:reco_663_0481.

Full description at Econpapers || Download paper

2015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis. (2015). Proaño, Christian ; Proao, Christian R. ; Strohsal, Till ; Wolters, Jurgen . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-021.

Full description at Econpapers || Download paper

2015Eurozone Imbalances: Measuring the Contribution of Expenditure Switching and Expenditure Volumes 1990-2013. (2015). Schröder, Enno ; Schroder, Enno . In: Working Papers. RePEc:new:wpaper:1508.

Full description at Econpapers || Download paper

2015How Do Financial Cycles Interact? Evidence from the US and the UK. (2015). Proaño, Christian ; Proao, Christian R. ; Strohsal, Till ; Wolters, Jurgen . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-024.

Full description at Econpapers || Download paper

2015Characterizing the financial cycle: Evidence from a frequency domain analysis. (2015). Strohsal, Till ; Wolters, Jurgen ; Proao, Christian R. In: Discussion Papers. RePEc:zbw:bubdps:222015.

Full description at Econpapers || Download paper

2015Explaining and forecasting bank loans. Good times and crisis (in french). (2015). Levieuge, G. In: Working papers. RePEc:bfr:banfra:566.

Full description at Econpapers || Download paper

2015High Liquidity Creation and Bank Failures. (2015). Weill, Laurent ; Turk Ariss, Rima ; Fungáčová, Zuzana ; Fungacova, Zuzana . In: IMF Working Papers. RePEc:imf:imfwpa:15/103.

Full description at Econpapers || Download paper

2015In search for appropriate lower bound.Zero lower bound vs. positive lower bound under discretion and commitment. (2015). Rzońca, Andrzej ; Ciżkowicz, Piotr ; Torj, Andrzej ; Rzoca, Andrzej ; Cikowicz, Piotr . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:215.

Full description at Econpapers || Download paper

2015Unconventional monetary policy and money demand. (2015). Dreger, Christian ; Wolters, Jurgen . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:40-54.

Full description at Econpapers || Download paper

2015Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?. (2015). Mehrotra, Aaron ; Kim, Soyoung. In: BIS Working Papers. RePEc:bis:biswps:533.

Full description at Econpapers || Download paper

2015A note on debt and economic activity. (2015). Angeles, Luis . In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:67-69.

Full description at Econpapers || Download paper

2015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis. (2015). Wolters, Jurgen ; Strohsal, Till ; Proao, Christian R. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113143.

Full description at Econpapers || Download paper

2015Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy. (2015). Matějů, Jakub ; Kejak, Michal ; Mateju, Jakub . In: Working Papers. RePEc:cnb:wpaper:2015/16.

Full description at Econpapers || Download paper

2015The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej pro. (2015). Olszak, Małgorzata. In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:72-96.

Full description at Econpapers || Download paper

2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

Full description at Econpapers || Download paper

2015The information content of option-implied information for volatility forecasting with investor sentiment. (2015). Kim, Jun Sik ; Seo, Sung Won . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:106-120.

Full description at Econpapers || Download paper

2015Sentiment approach to underestimation and overestimation pricing model. (2015). Yang, Chunpeng ; Zhou, Liyun . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:280-288.

Full description at Econpapers || Download paper

2015The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). Delis, Manthos D ; Pasiouras, Fotios ; Hasan, Iftekhar ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201508181353.

Full description at Econpapers || Download paper

2015The Effect of Board Directors from Countries with Different Genetic Diversity Levels on Corporate Performance. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: MPRA Paper. RePEc:pra:mprapa:64905.

Full description at Econpapers || Download paper

2015Après le déluge: Institutions, the Global Financial Crisis, and Bank Profitability in Transition. (2015). Hartwell, Christopher. In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:497-524.

Full description at Econpapers || Download paper

2015The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). HASAN, IFTEKHAR ; Pasiouras, Fotios ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_014.

Full description at Econpapers || Download paper

2015Inflation targeting: Is IT to blame for banking system instability?. (2015). Tabak, Benjamin ; Fazio, Dimas ; Cajueiro, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:76-97.

Full description at Econpapers || Download paper

2015Market structure, institutional framework and bank efficiency in ASEAN 5. (2015). Chan, Sok-Gee ; Yong, Chen-Chen ; Zainir, Fauzi . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:84-112.

Full description at Econpapers || Download paper

2015The effect of board directors from countries with different genetic diversity levels on corporate performance. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Delis, Manthos ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_014.

Full description at Econpapers || Download paper

2015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Nakane, Marcio ; Ferreira, Leonardo Nogueira . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon45.

Full description at Econpapers || Download paper

2015Macroprudential rules and monetary policy when financial frictions matter. (2015). Zhang, Yahong ; Meh, Cesaire ; Bailliu, Jeannine . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:148-161.

Full description at Econpapers || Download paper

2015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Nakane, Marcio ; Ferreira, Leonardo Nogueira . In: Working Papers Series. RePEc:bcb:wpaper:407.

Full description at Econpapers || Download paper

2015Monetary and macroprudential policy with foreign currency loans. (2015). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: Working Paper Series. RePEc:ecb:ecbwps:20151783.

Full description at Econpapers || Download paper

2015Monetary and Macroprudential Policies under Fixed and Variable Interest Rates. (2015). Rubio, Margarita. In: Discussion Papers. RePEc:not:notcfc:15/10.

Full description at Econpapers || Download paper

2015The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macrofinancial stability?. (2015). Krug, Sebastian. In: Economics Working Papers. RePEc:zbw:cauewp:201508.

Full description at Econpapers || Download paper

2015Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times. (2015). Temesvary, Judit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:202-222.

Full description at Econpapers || Download paper

2015A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?. (2015). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: MPRA Paper. RePEc:pra:mprapa:65913.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?. (2015). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: CFS Working Paper Series. RePEc:zbw:cfswop:511.

Full description at Econpapers || Download paper

2015The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:217-229.

Full description at Econpapers || Download paper

2015Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics. (2015). El-Masry, Ahmed ; Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; El-Mosallamy, Dalia . In: Working Papers. RePEc:jau:wpaper:2015/02.

Full description at Econpapers || Download paper

2015Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

Full description at Econpapers || Download paper

2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Charles, Amelie ; Pop, Adrian ; Darne, Olivier . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

Full description at Econpapers || Download paper

2015Liquidity and Financial Stability Conventional versus Islamic Banks. (2015). Brahim, Mohamed Ali ; Ghenimi, Ameni . In: International Journal of Economics and Empirical Research (IJEER). RePEc:ijr:journl:v:3:y:2015:i:9:p:419-432.

Full description at Econpapers || Download paper

2015Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru České republiky v kontextu aplikace poměru likvidního krytí. (2015). Brna, Karel ; Blahova, Naa . In: Politická ekonomie. RePEc:prg:jnlpol:v:2015:y:2015:i:6:id:1021:p:768-713.

Full description at Econpapers || Download paper

2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15073.

Full description at Econpapers || Download paper

2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Post-Print. RePEc:hal:journl:halshs-01224523.

Full description at Econpapers || Download paper

2015Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. (2015). Hertrich, Markus. In: MPRA Paper. RePEc:pra:mprapa:67837.

Full description at Econpapers || Download paper

2015Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-09.

Full description at Econpapers || Download paper

2015A common jump factor stochastic volatility model. (2015). Laurini, Márcio ; Mauad, Roberto Baltieri . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10.

Full description at Econpapers || Download paper

2015Collective synchronization and high frequency systemic instabilities in financial markets. (2015). Lillo, Fabrizio ; Marmi, Stefano ; Treccani, Michele ; Calcagnile, Lucio Maria ; Bormetti, Giacomo . In: Papers. RePEc:arx:papers:1505.00704.

Full description at Econpapers || Download paper

2015COMFORT: A common market factor non-Gaussian returns model. (2015). Paolella, Marc S. ; Polak, Pawe . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:593-605.

Full description at Econpapers || Download paper

2015Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-17.

Full description at Econpapers || Download paper

2015The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements. (2015). Yao, Wenying. In: Working Papers. RePEc:tas:wpaper:22662.

Full description at Econpapers || Download paper

2015Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data. (2015). Fengler, Matthias ; Audrino, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:46-63.

Full description at Econpapers || Download paper

2015Investor attention to the Eurozone crisis and herding effects in national bank stock indexes. (2015). Peltomaki, Jarkko ; Vahamaa, Emilia . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:111-116.

Full description at Econpapers || Download paper

2015An Alternative way of predicting the putcome of the Scottish Independence Referendum: the information in the Ether. (2015). MacDonald, Ronald ; Mao, Xuxin . In: Working Papers. RePEc:gla:glaewp:2015_05.

Full description at Econpapers || Download paper

2015Retail investor attention and stock liquidity. (2015). Hou, Wenxuan ; Ding, Rong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:12-26.

Full description at Econpapers || Download paper

2015An Alternative way of Predicting the Outcome of the Scottish Independence Referendum: The Information in the Ether. (2015). Mao, Xuxin . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:677.

Full description at Econpapers || Download paper

2015Forecasting volatility with empirical similarity and Google Trends. (2015). Hamid, Alain ; Heiden, Moritz . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:62-81.

Full description at Econpapers || Download paper

2015Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market. (2015). Kokas, Sotirios ; Iosifidi, Maria. In: MPRA Paper. RePEc:pra:mprapa:61942.

Full description at Econpapers || Download paper

2015Bank competition, concentration and financial stability in the Turkish banking industry. (2015). Kasman, Saadet . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:502-517.

Full description at Econpapers || Download paper

2015Bank Competition and Financial Stability: Much Ado about Nothing?. (2015). Zigraiova, Diana ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2015/02.

Full description at Econpapers || Download paper

2015State-Aid, Stability and Competition in European Banking. (2015). Molyneux, Philip ; Mare, Davide Salvatore ; Fiordelisi, Franco. In: MPRA Paper. RePEc:pra:mprapa:67473.

Full description at Econpapers || Download paper

2015Competition, financial intermediation and riskiness of banks: Evidence from the Asia-Pacific region. (2015). TARAZI, Amine ; Soedarmono, Wahyoe. In: Working Papers. RePEc:hal:wpaper:hal-01114380.

Full description at Econpapers || Download paper

2015What do we know about the role of bank competition in Africa?. (2015). LEON, Florian. In: Working Papers. RePEc:hal:wpaper:halshs-01164864.

Full description at Econpapers || Download paper

2015Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market. (2015). Kokas, Sotirios ; Iosifidi, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s14-s21.

Full description at Econpapers || Download paper

2015How using derivatives affects bank stability in emerging countries? Evidence from the recent financial crisis. (2015). Keffala, Mohamed Rochdi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:75-87.

Full description at Econpapers || Download paper

2015A Network Analysis of Sectoral Accounts; Identifying Sectoral Interlinkages in G-4 Economies. (2015). de Almeida, Luiza Antoun . In: IMF Working Papers. RePEc:imf:imfwpa:15/111.

Full description at Econpapers || Download paper

2015Eurozone network “Connectedness” after fiscal year 2008. (2015). Cimini, Riccardo . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:160-166.

Full description at Econpapers || Download paper

2015Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151866.

Full description at Econpapers || Download paper

2015Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015A model for predicting Inactivity in the European Banking Sector. (2015). Lazarides, Themistokles . In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:8:y:2015:i:1:p:137-154.

Full description at Econpapers || Download paper

2015A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh.

Full description at Econpapers || Download paper

2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation. (2015). Hill, John ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0540.

Full description at Econpapers || Download paper

2015Determinants of euro-area bank lending margins: financial fragmentation and ECB policies. (2015). Migiakis, Petros ; Louri, Helen. In: Working Papers. RePEc:bog:wpaper:198.

Full description at Econpapers || Download paper

2015Fragmentation in the european retail deposit market and implications for loan availability in european member states. (2015). Wahrenburg, Mark ; Kaffenberger, Bijan . In: SAFE White Paper Series. RePEc:zbw:safewh:31.

Full description at Econpapers || Download paper

2015The Standard Portfolio Choice Problem in Germany. (2015). Weizsäcker, Georg ; Huck, Steffen ; Weizsacker, Georg . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5441.

Full description at Econpapers || Download paper

2015Investor happiness. (2015). Merkle, Christoph ; Davies, Greg B ; Egan, Daniel P. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:49:y:2015:i:c:p:167-186.

Full description at Econpapers || Download paper

2015Opening and closing price efficiency: Do financial markets need the call auction?. (2015). Ibikunle, Gbenga . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:208-227.

Full description at Econpapers || Download paper

2015Market movements and the excess cash theory. (2015). Asem, Ebenezer ; Alam, Shamsul . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:140-149.

Full description at Econpapers || Download paper

2015Die Debatte um die Einlagensicherung: Hintergründe und Perspektiven. (2015). Lambert, Claudia . In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:56de.

Full description at Econpapers || Download paper

2015Systemic risk of insurers around the globe. (2015). Weiß, Gregor N. F., ; Bierth, Christopher ; Irresberger, Felix . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:232-245.

Full description at Econpapers || Download paper

2015Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:311-329.

Full description at Econpapers || Download paper

2015Anatomy of international banking crises at the onset of the Great Recession. (2015). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:4:p:553-569.

Full description at Econpapers || Download paper

2015Deposit insurance around the world: A comprehensive analysis and database. (2015). Laeven, Luc ; Kane, Edward ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:155-183.

Full description at Econpapers || Download paper

2015Central bank independence, financial supervision structure and bank soundness: An empirical analysis around the crisis. (2015). Pasiouras, Fotios ; Doumpos, Michael ; Gaganis, Chrysovalantis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s69-s83.

Full description at Econpapers || Download paper

2015Corporate social responsibility and media coverage. (2015). Cahan, Steven F ; Nguyen, Nhut H ; Chen, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:409-422.

Full description at Econpapers || Download paper

2015Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

Full description at Econpapers || Download paper

2015Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147.

Full description at Econpapers || Download paper

2015The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2015.77.

Full description at Econpapers || Download paper

2015The role of outliers and oil price shocks on volatility of metal prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:139-150.

Full description at Econpapers || Download paper

2015Corporate governance, product market competition and dynamic capital structure. (2015). Chang, Ya-Kai ; Huang, Tai-Hsin ; Chou, Robin K. ; Chen, Yu-Lun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:44-55.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015A global house of debt effect? Mortgages and post-crisis recessions in fifty economies. (2015). Zhang, LU ; Bezemer, Dirk . In: Research Report. RePEc:gro:rugsom:15009-gem.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Ownership, Analyst Coverage, and Stock Synchronicity in China. (2015). Johansson, Anders ; Feng, Xunan ; Hu, NA. In: Stockholm School of Economics Asia Working Paper Series. RePEc:hhs:hascer:2015-036.

Full description at Econpapers || Download paper

2015Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K. In: CFR Working Papers. RePEc:zbw:cfrwps:1513.

Full description at Econpapers || Download paper

2015Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:196-211.

Full description at Econpapers || Download paper

2015Shareholder activism of public pension funds: The political facet. (2015). Mao, Connie X ; Wang, Yong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:138-152.

Full description at Econpapers || Download paper

2015Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05.

Full description at Econpapers || Download paper

2015Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds?. (2015). Schopohl, Lisa ; Hoepner, Andreas . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-06.

Full description at Econpapers || Download paper

2015Defining the Government’s Debt and Deficit. (2015). Irwin, Timothy. In: IMF Working Papers. RePEc:imf:imfwpa:15/238.

Full description at Econpapers || Download paper

2015Stock market interdependence between China and the world: A multi-factor R-squared approach. (2015). He, Hongbo ; Ou, Jinghua ; Yao, Shujie ; Chen, Shou . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:125-129.

Full description at Econpapers || Download paper

2015Time-scale analysis of sovereign bonds market co-movement in the EU. (2015). Vacha, Lukas ; Smolik, Filip . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:44.

Full description at Econpapers || Download paper

2015Trade credit and ethnicity: Case of ethnic minority area in China. (2015). Yano, Go. In: China Economic Review. RePEc:eee:chieco:v:36:y:2015:i:c:p:236-260.

Full description at Econpapers || Download paper

2015Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability. (2015). Buncic, Daniel ; Piras, Gion Donat . In: Economics Working Paper Series. RePEc:usg:econwp:2014:36.

Full description at Econpapers || Download paper

2015Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2015:22.

Full description at Econpapers || Download paper

2015Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach. (2015). Vouldis, Angelos. In: Working Paper Series. RePEc:ecb:ecbwps:20151805.

Full description at Econpapers || Download paper

2015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

Full description at Econpapers || Download paper

2015Systemic Risk Assessment in Low Income Countries; Balancing Financial Stability and Development. (2015). Marchettini, Daniela ; Maino, Rodolfo . In: IMF Working Papers. RePEc:imf:imfwpa:15/190.

Full description at Econpapers || Download paper

2015Variance swap with mean reversion, multifactor stochastic volatility and jumps. (2015). Pun, Chi Seng ; Wong, Hoi Ying ; Chung, Shing Fung . In: European Journal of Operational Research. RePEc:eee:ejores:v:245:y:2015:i:2:p:571-580.

Full description at Econpapers || Download paper

2015Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

Full description at Econpapers || Download paper

2015Subsidies, financial constraints and firm innovative activities in developing economies. (2015). Mateut, Simona. In: Discussion Papers. RePEc:not:notcfc:15/11.

Full description at Econpapers || Download paper

2015The optimal allocation of alternative collateral assets between different loans. (2015). Niinimaki, Juha-Pekka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:22-41.

Full description at Econpapers || Download paper

2015Family businesses in Eastern European countries: How informal payments affect exports. (2015). Bassetti, Thomas ; Lattanzi, Nicola ; Maso, Lorenzo Dal . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:6:y:2015:i:4:p:219-233.

Full description at Econpapers || Download paper

2015Pseudo-naïve approaches to investment performance measurement. (2015). Magni, Carlo Alberto. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15021.

Full description at Econpapers || Download paper

2015Emotional Intelligence and risk taking in investment decision-making. (2015). Rancan, Michela ; Agnoli, Sergio ; Pozzoli, Tiziana . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15107.

Full description at Econpapers || Download paper

2015‘It’s a trap!’ The degree of poverty persistence in Italy and Europe. (2015). Giarda, Elena ; Moroni, Gloria . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15109.

Full description at Econpapers || Download paper

2015Trends in Stock-Bond Correlations. (2015). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Harumi, Ohmi . In: Discussion papers. RePEc:eti:dpaper:15115.

Full description at Econpapers || Download paper

2015Interconnectedness of Financial Conglomerates. (2015). Hauton, Gael ; Heam, Jean-Cyprien . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:2:p:139-163:d:49931.

Full description at Econpapers || Download paper

2015Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iaki ; Alves, Ivan . In: SAFE Working Paper Series. RePEc:zbw:safewp:102.

Full description at Econpapers || Download paper

2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach. (2015). Tabak, Benjamin ; Silva, Thiago ; da Silva, Marcos Soares . In: Working Papers Series. RePEc:bcb:wpaper:401.

Full description at Econpapers || Download paper

2015From Organization to Activity in the US Collateralized Interbank Market. (2015). Oet, Mikhail ; Ong, Stephen J. In: Working Paper. RePEc:fip:fedcwp:1529.

Full description at Econpapers || Download paper

2015Assessing systemic risk using interbank exposures in the global banking system. (2015). Kanno, Masayasu . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:105-130.

Full description at Econpapers || Download paper

2015The network structure and systemic risk in the Japanese interbank market. (2015). Kanno, Masayasu . In: Japan and the World Economy. RePEc:eee:japwor:v:36:y:2015:i:c:p:102-112.

Full description at Econpapers || Download paper

2015Does central clearing reduce counterparty risk in realistic financial networks?. (2015). Zimmerman, Peter ; Garratt, Rodney. In: Staff Reports. RePEc:fip:fednsr:717.

Full description at Econpapers || Download paper

2015Emergence of a core-periphery structure in a simple dynamic model of the interbank market. (2015). Lux, Thomas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:52:y:2015:i:c:p:a11-a23.

Full description at Econpapers || Download paper

2015Contagion risk in the Czech financial system: A network analysis and simulation approach. (2015). Hausenblas, Václav ; Kubicova, Ivana ; Leanovska, Jitka . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:1:p:156-180.

Full description at Econpapers || Download paper

2015Bank bias in Europe: effects on systemic risk and growth. (2015). Pagano, Marco ; Langfield, Sam. In: Working Paper Series. RePEc:ecb:ecbwps:20151797.

Full description at Econpapers || Download paper

2015Bank Bias in Europe: Effects on Systemic Risk and Growth. (2015). Pagano, Marco ; Langfield, Sam. In: CSEF Working Papers. RePEc:sef:csefwp:408.

Full description at Econpapers || Download paper

2015Banking sector interconnectedness: what is it, how can we measure it and why does it matter?. (2015). Liu, Zijun ; Roth, Benedict ; Quiet, Stephanie . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0171.

Full description at Econpapers || Download paper

2015Dynamical macroprudential stress testing using network theory. (2015). Levy-Carciente, Sary ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:164-181.

Full description at Econpapers || Download paper

2015Network science: a useful tool in economics and finance. (2015). Kenett, Dror ; Havlin, Shlomo . In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:14:y:2015:i:2:p:155-167.

Full description at Econpapers || Download paper

2015Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iaki ; Alves, Ivan . In: SAFE Working Paper Series. RePEc:zbw:safewp:102r.

Full description at Econpapers || Download paper

2015Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. (2015). Aloui, Chaker ; ben Hamida, Hela ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135.

Full description at Econpapers || Download paper

2015An analysis of the dynamics of efficiency of mutual funds. (2015). Veiga, Helena ; Ramos, Sofia ; Galan, Jorge ; Galn, Jorge . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1517.

Full description at Econpapers || Download paper

2015Does competition affect truth-telling? An experiment with rating agencies. (2015). Rabanal, Jean Paul. In: Working Papers. RePEc:apc:wpaper:2015-048.

Full description at Econpapers || Download paper

2015Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context. (2015). Sosvilla-Rivero, Simon ; Chang, Chia-Lin ; Adame-Garcia, Victor M. ; Fernandez-Rodriguez, Fernando . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1507.

Full description at Econpapers || Download paper

2015Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

Full description at Econpapers || Download paper

2015Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

Full description at Econpapers || Download paper

2015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:18-23.

Full description at Econpapers || Download paper

2015Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

Full description at Econpapers || Download paper

2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

Full description at Econpapers || Download paper

2015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:80-93.

Full description at Econpapers || Download paper

2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

Full description at Econpapers || Download paper

2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371.

Full description at Econpapers || Download paper

2015FINANCIAL MARKET REACTION TO CHANGES IN THE VOLATILITIES OF CDS RETURNS. (2015). Meghisan, Georgeta-Madalina ; Musetescu, Radu Cristian ; Hurduzeu, Gheorghe . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:3:p:152-165.

Full description at Econpapers || Download paper

2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

Full description at Econpapers || Download paper

2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

Full description at Econpapers || Download paper

2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

Full description at Econpapers || Download paper

2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

Full description at Econpapers || Download paper

2015External Shocks, Financial Volatility and Reserve Requirements in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:396.

Full description at Econpapers || Download paper

2015Sudden Floods, Macroprudential Regulation and Stability in an Open Economy. (2015). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:203.

Full description at Econpapers || Download paper

2015Basel III leverage ratio requirement and the probability of bank runs. (2015). Dermine, jean. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:266-277.

Full description at Econpapers || Download paper

2015Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Eichfelder, Sebastian ; Lau, Mona . In: FEMM Working Papers. RePEc:mag:wpaper:150019.

Full description at Econpapers || Download paper

2015Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Eichfelder, Sebastian ; Lau, Mona . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:195.

Full description at Econpapers || Download paper

2015Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Lau, Mona ; Eichfelder, Sebastian . In: Discussion Papers. RePEc:zbw:fubsbe:201533.

Full description at Econpapers || Download paper

2015Use of Derivatives and Financial Stability in Turkish Banking Sector. (2015). Ta, Dilvin F ; Tutan, Ufuk . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2805197.

Full description at Econpapers || Download paper

2015Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61.

Full description at Econpapers || Download paper

2015Financial frictions and global spillovers. (2015). Metiu, Norbert ; Hilberg, Bjorn ; Grill, Michael . In: Discussion Papers. RePEc:zbw:bubdps:042015.

Full description at Econpapers || Download paper

2015Compensation contracts and fire sales. (2015). Gete, Pedro ; Gomez, Juan-Pedro . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:154-171.

Full description at Econpapers || Download paper

2015Financial regulation and IPOs: Evidence from the history of the Italian stock market. (2015). Cattaneo, Mattia ; Vismara, Silvio ; Meoli, Michele . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:116-131.

Full description at Econpapers || Download paper

2015IPOs, growth, and the impact of relaxing listing requirements. (2015). Yamada, Kazuo ; Takahashi, Hidenori . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:505-519.

Full description at Econpapers || Download paper

2015Changes in underwriters selection of comparable firms pre- and post-IPO: Same bank, same company, different peers. (2015). Vismara, Silvio ; Paleari, Stefano ; Signori, Andrea . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:235-250.

Full description at Econpapers || Download paper

2015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

Full description at Econpapers || Download paper

2015Drivers of Systemic Risk: Do National and European Perspectives Differ?. (2015). Buch, Claudia ; Krause, Thomas ; Tonzer, Lena . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113103.

Full description at Econpapers || Download paper

2015Modeling and predicting the market volatility index: The case of VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20157.

Full description at Econpapers || Download paper

2015Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects. (2015). Wang, Xunxiao ; Xu, Weidong ; Wu, Chongfeng . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:609-619.

Full description at Econpapers || Download paper

2015Effects of the US stock market return and volatility on the VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201535.

Full description at Econpapers || Download paper

2015VIX forecasting and variance risk premium: A new GARCH approach. (2015). Liu, Qiang ; Qiao, Gaoxiu ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:314-322.

Full description at Econpapers || Download paper

2015Forecasting implied volatility indices worldwide: A new approach. (2015). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein . In: MPRA Paper. RePEc:pra:mprapa:72084.

Full description at Econpapers || Download paper

2015Firm crash risk, information environment, and speed of leverage adjustment. (2015). Yu, Jin ; An, Zhe . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:132-151.

Full description at Econpapers || Download paper

2015Social Accountability: What Does the Evidence Really Say?. (2015). Fox, Jonathan A.. In: World Development. RePEc:eee:wdevel:v:72:y:2015:i:c:p:346-361.

Full description at Econpapers || Download paper

2015Corporate social responsibility and social capital. (2015). Cox, James ; Jha, Anand . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:252-270.

Full description at Econpapers || Download paper

2015Firm Reputation and Cost of Debt Capital. (2015). Anginer, Deniz ; Yildizhan, Celim ; Warburton, Joseph A. ; Mansi, Sattar . In: MPRA Paper. RePEc:pra:mprapa:64965.

Full description at Econpapers || Download paper

2015A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation. (2015). Koo, Hyeng Keun ; Ahn, Seryoong ; Choi, Kyoung Jin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:9-22.

Full description at Econpapers || Download paper

2015Consumption growth, preference for smoothing, changes in expectations and risk premium. (2015). Wohar, Mark ; Sousa, Ricardo ; Rocha Armada, Manuel J., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:56:y:2015:i:c:p:80-97.

Full description at Econpapers || Download paper

2015Selectivity and Transparency in Social Banking: Evidence from Europe. (2015). Szafarz, Ariane ; CORNEE, Simon ; Kalmi, Panu . In: Working Papers CEB. RePEc:sol:wpaper:2013/221488.

Full description at Econpapers || Download paper

2015Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate. (2015). Ferri, Giovanni ; Leogrande, Angelo . In: Euricse Working Papers. RePEc:trn:utwpeu:1576.

Full description at Econpapers || Download paper

2015Contribution of macroeconomic factors to the prediction of small bank failures. (2015). Mare, Davide Salvatore. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:25-39.

Full description at Econpapers || Download paper

2015Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate. (2015). Ferri, Giovanni ; Leogrande, Angelo . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:108.

Full description at Econpapers || Download paper

2015Keeping up with the Joneses and optimal diversification. (2015). Levy, Moshe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:29-38.

Full description at Econpapers || Download paper

2015Comparison of monetary policy effects on lending channel in EMU and non-EMU countries: Evidence from period 1999-2012. (2015). Heryan, Tomas ; Palekova, Iveta ; Radi, Nemanja . In: Working Papers. RePEc:opa:wpaper:0003.

Full description at Econpapers || Download paper

2015The bank lending channel: An empirical analysis of EU accession countries from 2004-2013. (2015). Khosravi, Taha. In: MPRA Paper. RePEc:pra:mprapa:66795.

Full description at Econpapers || Download paper

2015Reserve requirements and the bank lending channel in China. (2015). Weill, Laurent ; Fungacova, Zuzana ; Nuutilainen, Riikka . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_026.

Full description at Econpapers || Download paper

2015The Impact of a Low Interest Rate Environment: Empirical Evidence from the Euro Area Bank Lending Survey. (2015). Khosravi, Taha. In: MPRA Paper. RePEc:pra:mprapa:67363.

Full description at Econpapers || Download paper

2015Testing the Global Banking Glut Hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp194.

Full description at Econpapers || Download paper

2015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

2015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:128-151.

Full description at Econpapers || Download paper

2015New methodology for constructing real estate price indices applied to the Singapore residential market. (2015). Yu, Jun ; Phillips, Peter ; JunYu, ; PEter, ; Jiang, Liang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s121-s131.

Full description at Econpapers || Download paper

2015Board diversity and its effects on bank performance: An international analysis. (2015). Garcia-Meca, Emma ; Martinez-Ferrero, Jennifer ; Garcia-Sanchez, Isabel-Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:202-214.

Full description at Econpapers || Download paper

2015Does Social Performance Drives Corporate Governance Mechanism in MFIs? An Issue of Endogeneity. (2015). Nawaz, Ahmad ; Iqbal, Sana . In: MPRA Paper. RePEc:pra:mprapa:65312.

Full description at Econpapers || Download paper

2015Financial Performance And Corporate Governance In Microfinance: Who Drives Who? An Evidence From Asia.. (2015). Nawaz, Ahmad ; Iqbal, Sana . In: MPRA Paper. RePEc:pra:mprapa:65327.

Full description at Econpapers || Download paper

2015Women Leaders and Social Performance: Evidence from Financial Cooperatives in Senegal. (2015). Szafarz, Ariane ; Périlleux, Anaïs ; Perilleux, Anais . In: World Development. RePEc:eee:wdevel:v:74:y:2015:i:c:p:437-452.

Full description at Econpapers || Download paper

2015Determinants of the governance quality of microfinance institutions. (2015). TchakouteTchuigoua, Hubert . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:32-43.

Full description at Econpapers || Download paper

2015Women Leaders and Social Performance: Evidence from Financial Cooperatives in Senegal. (2015). Szafarz, Ariane ; Périlleux, Anaïs ; Perilleux, Anais A. In: Working Papers CEB. RePEc:sol:wpaper:2013/199950.

Full description at Econpapers || Download paper

2015Executive incentives and payout policy: Empirical evidence from Europe. (2015). de Cesari, Amedeo ; Ozkan, Neslihan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:70-91.

Full description at Econpapers || Download paper

2015The Effect of Intelligence on Financial Development: A Cross-Country Comparison. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/002.

Full description at Econpapers || Download paper

2015Genetic Distance and Cognitive Human Capital: A Cross-National Investigation. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/012.

Full description at Econpapers || Download paper

2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/018.

Full description at Econpapers || Download paper

2015Intelligence, Human Capital and HIV/AIDS: Fresh Exploration. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/027.

Full description at Econpapers || Download paper

2015The Effect of Intelligence on Financial Development: A Cross-Country Comparison. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67295.

Full description at Econpapers || Download paper

2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67855.

Full description at Econpapers || Download paper

2015Intelligence, Human Capital and HIV/AIDS: Fresh Exploration. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:68320.

Full description at Econpapers || Download paper

2015MA trading rules, herding behaviors, and stock market overreaction. (2015). Ni, Yensen ; Huang, Paoyu ; Liao, Yi-Ching . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:253-265.

Full description at Econpapers || Download paper

2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Hudson, Robert ; Gebka, Bartosz ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

Full description at Econpapers || Download paper

2015Do decoupled payments affect investment financing constraints? Evidence from Irish agriculture. (2015). O'Toole, Conor ; Otoole, Conor ; Hennessy, Thia . In: Food Policy. RePEc:eee:jfpoli:v:56:y:2015:i:c:p:67-75.

Full description at Econpapers || Download paper

2015Credit rationing and relationship lending. Does firm size matter?. (2015). Torluccio, Giuseppe ; Salotti, Valentina ; Monferra, Stefano ; Cenni, Stefano ; Sangiorgi, Marco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:249-265.

Full description at Econpapers || Download paper

2015Investment Efficiency, State-Owned Enterprises and Privatisation: Evidence from Vietnam in Transition. (2015). O'Toole, Conor ; Morgenroth, Edgar ; Ha, Thi Thu Thuy, . In: Papers. RePEc:esr:wpaper:wp498.

Full description at Econpapers || Download paper

2015Does bank competition alleviate credit constraints in developing countries?. (2015). LEON, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:130-142.

Full description at Econpapers || Download paper

2015Do Credit Constraints Affect SME Investment and Employment?. (2015). O'Toole, Conor ; Gerlach-Kristen, Petra ; O'Connell, Brian . In: The Economic and Social Review. RePEc:eso:journl:v:46:y:2015:i:1:p:51-86.

Full description at Econpapers || Download paper

2015No Lending Relationships and Liquidity Management of Small Businesses during a Financial Shock. (2015). Daisuke, TSURUTA . In: Discussion papers. RePEc:eti:dpaper:15051.

Full description at Econpapers || Download paper

2015The Transmission of Bank Funding to Corporate Loans: Deleveraging in Germany. (2015). Fidrmuc, Jarko ; Schreiber, Philipp ; Siddiqui, Martin . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:581-597.

Full description at Econpapers || Download paper

2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Matthews, Kent ; Degryse, Hans ; Zhao, Tianshu . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/5.

Full description at Econpapers || Download paper

2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Zhao, Tianshu ; Matthews, Kent ; Degryse, Hans. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/10.

Full description at Econpapers || Download paper

2015The Impact of Financial Factors on the Output Gap and Estimates of Potential Output Growth. (2015). Sotocinal, Noli ; Felipe, Jesus ; Bayudan-Dacuycuy, Connie. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0457.

Full description at Econpapers || Download paper

2015Finance and Inclusive Growth. (2015). Hoeller, Peter ; Denk, Oliver ; Cournède, Boris. In: OECD Economic Policy Papers. RePEc:oec:ecoaab:14-en.

Full description at Econpapers || Download paper

2015What type of finance matters for growth? Bayesian model averaging evidence. (2015). Hasan, Iftekhar ; Mares, Jan . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201508211364.

Full description at Econpapers || Download paper

2015The evolution of banking sectors in Central and Eastern Europe - the case of Pola. (2015). Tymoczko, Dobieslaw ; Wiesiolek, Piotr . In: BIS Papers chapters. RePEc:bis:bisbpc:83-18.

Full description at Econpapers || Download paper

2015Financial Development and Output Growth in Developing Asia and Latin America: A Comparative Sectoral Analysis. (2015). PARK, DONGHYUN ; Jinjarak, Yothin ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:20917.

Full description at Econpapers || Download paper

2015Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries. (2015). Ghosh, Sugata ; Fidrmuc, Jan ; Samargandi, Nahla . In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:66-81.

Full description at Econpapers || Download paper

2015Financing Productivity- and Innovation-Led Growth in Developing Asia: International Lessons and Policy Issues. (2015). Chopra, Ajai . In: Working Paper Series. RePEc:iie:wpaper:wp15-6.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Property rights and the stock market-growth nexus. (2015). Ibrahim, Mansor ; Ng, Adam ; Dewandaru, Ginanjar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:48-63.

Full description at Econpapers || Download paper

2015Too Much Finance or Statistical Illusion: A Comment. (2015). Panizza, Ugo ; Berkes, Enrico ; Arcand, Jean-Louis. In: IHEID Working Papers. RePEc:gii:giihei:heidwp12-2015.

Full description at Econpapers || Download paper

2015Too much finance?. (2015). Panizza, Ugo ; Berkes, Enrico ; Arcand, Jean-Louis ; U G O Panizza, . In: Journal of Economic Growth. RePEc:kap:jecgro:v:20:y:2015:i:2:p:105-148.

Full description at Econpapers || Download paper

2015Finance, growth and human development: An Islamic economic development perspective. (2015). Uddin, Md Akther ; Masih, Abul ; Akhter, MD. In: MPRA Paper. RePEc:pra:mprapa:65818.

Full description at Econpapers || Download paper

2015Bank market power, factor reallocation, and aggregate growth. (2015). Koetter, Michael ; Inklaar, Robert ; Noth, Felix . In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:31-44.

Full description at Econpapers || Download paper

2015Capital Controls and the Cost of Debt. (2015). Valenzuela, Patricio ; Schindler, Martin ; Andreasen, Eugenia. In: Working Papers. RePEc:ecl:upafin:15-02.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015What type of finance matters for growth? Bayesian model averaging evidence. (2015). Mares, Jan ; HASAN, IFTEKHAR. In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_017.

Full description at Econpapers || Download paper

2015Explaining structural change towards and within the financial sector. (2015). Zhao, Yingnan ; Studer, Sabrina ; Falkinger, Josef. In: ECON - Working Papers. RePEc:zur:econwp:206.

Full description at Econpapers || Download paper

2015Heterogeneous Patterns of Financial Development:Implications for Asian Financial Integration. (2015). Singh, Nirvikar ; Bun, Linh . In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt8zv2r5ff.

Full description at Econpapers || Download paper

2015Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation. (2015). Neanidis, Kyriakos. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:215.

Full description at Econpapers || Download paper

2015The vanishing effect of finance on growth. (2015). Gründler, Klaus ; Grundler, Klaus . In: Discussion Paper Series. RePEc:zbw:wuewwb:133.

Full description at Econpapers || Download paper

2015Talent Allocation, Financial Intermediation and Growth: Evidence and Theory. (2015). Khabibulina, Liliya ; Hefti, Andreas . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113095.

Full description at Econpapers || Download paper

2015What type of finance matters for growth? Bayesian model averaging evidence. (2015). Horvath, Roman ; HASAN, IFTEKHAR ; Mares, Jan . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_017.

Full description at Econpapers || Download paper

2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

Full description at Econpapers || Download paper

2015The influence of Chinese and US financial markets on Asia-Pacific. (2015). Shu, Chang ; Wang, Honglin ; He, Dong . In: BIS Papers chapters. RePEc:bis:bisbpc:82-11.

Full description at Econpapers || Download paper

2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

Full description at Econpapers || Download paper

2015Volatility co-movements: A time-scale decomposition analysis. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:34-44.

Full description at Econpapers || Download paper

2015Commonality in Liquidity: What does the order book say?. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1523.

Full description at Econpapers || Download paper

2015Commonality in Liquidity: Effects of Monetary Policy and Macroeconomic Announcements. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1529.

Full description at Econpapers || Download paper

2015Efficiency dynamics in Indian banking: A conditional directional distance approach. (2015). Tzeremes, Nickolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:3:p:807-818.

Full description at Econpapers || Download paper

2015Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone. (2015). Rughoo, Aarti ; Matousek, Roman ; Sarantis, Nicholas ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:208-216.

Full description at Econpapers || Download paper

2015Dynamic total factor carbon emissions performance changes in the Chinese transportation industry. (2015). Zhang, Ning ; Wei, Xiao . In: Applied Energy. RePEc:eee:appene:v:146:y:2015:i:c:p:409-420.

Full description at Econpapers || Download paper

2015Energy-saving and emission-abatement potential of Chinese coal-fired power enterprise: A non-parametric analysis. (2015). WEI, Chu ; Löschel, Andreas ; Liu, Bing ; Loschel, Andreas . In: Energy Economics. RePEc:eee:eneeco:v:49:y:2015:i:c:p:33-43.

Full description at Econpapers || Download paper

2015Energy-saving and emission-abatement potential of Chinese coal-fired power enterprise: A non-parametric analysis. (2015). WEI, Chu ; Löschel, Andreas ; Loschel, Andreas ; Liu, Bing . In: CAWM Discussion Papers. RePEc:zbw:cawmdp:78.

Full description at Econpapers || Download paper

2015How scale and ownership are related to financial performance? A productivity analysis of the Chinese banking sector. (2015). Managi, Shunsuke ; Fujii, Hidemichi ; Barros, Carlos . In: Journal of Economic Structures. RePEc:spr:jecstr:v:4:y:2015:i:1:p:1-14:10.1186/s40008-015-0026-3.

Full description at Econpapers || Download paper

2015A deterministic parametric metafrontier Luenberger indicator for measuring environmentally-sensitive productivity growth: A Korean fossil-fuel power case. (2015). Zhang, Ning ; Wang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:88-98.

Full description at Econpapers || Download paper

2015A productivity analysis considering environmental pollution and diseases in China. (2015). Managi, Shunsuke ; Fujii, Hidemichi ; Cao, Huijuan . In: Journal of Economic Structures. RePEc:spr:jecstr:v:4:y:2015:i:1:p:1-19:10.1186/s40008-015-0012-9.

Full description at Econpapers || Download paper

2015Deleveraging and mortgage curtailment. (2015). Lee, Hong ; McCollum, Meagan N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:60-75.

Full description at Econpapers || Download paper

2015Stock market volatility: Identifying major drivers and the nature of their impact. (2015). Mittnik, Stefan ; Spindler, Martin ; Robinzonov, Nikolay . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:1-14.

Full description at Econpapers || Download paper

2015Family firms credit rating, idiosyncratic risk, and earnings management. (2015). Shen, Cheng-An ; Lin, Yi-Mien . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:4:p:872-877.

Full description at Econpapers || Download paper

2015Pay-out policies in founding family firms. (2015). Isakov, Dusan ; Weisskopf, Jean-Philippe . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:330-344.

Full description at Econpapers || Download paper

2015Firm performance when ownership is very concentrated: Evidence from a semiparametric panel. (2015). Heinen, Andréas ; Hamadi, Malika . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:172-194.

Full description at Econpapers || Download paper

2015Family Firm Succession. (2015). Giménez, Eduardo ; Gimenez, Eduardo L ; Novo, Jose Antonio . In: Documentos de trabajo - Analise Economica. RePEc:edg:anecon:0058.

Full description at Econpapers || Download paper

2015Financial stress indices and financial crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:469.

Full description at Econpapers || Download paper

2015Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E. In: Discussion Paper. RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

Full description at Econpapers || Download paper

2015Financial Stress Indices and Financial Crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:383-406.

Full description at Econpapers || Download paper

2015Disentangling bipartite and core-periphery structure in financial networks. (2015). Barucca, Paolo ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1511.08830.

Full description at Econpapers || Download paper

2015Financial stability from a network perspective. (2015). Leon Rincon, C. E., . In: Other publications TiSEM. RePEc:tiu:tiutis:bb2e4e44-e842-45c6-a946-4ba7bdffb65c.

Full description at Econpapers || Download paper

2015Investor heterogeneity and commonality in stock return and liquidity. (2015). Pan, Deng ; Zhang, Bohui ; Wu, Fei ; Shi, Jing . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:458-473.

Full description at Econpapers || Download paper

2015How performance of risk-based strategies is modified by socially responsible investment universe?. (2015). Lapointe, Vincent ; BERTRAND, Philippe. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:175-190.

Full description at Econpapers || Download paper

2015Performance of European socially responsible funds during market crises: Evidence from France. (2015). Cortez, Maria Ceu ; Leite, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:132-141.

Full description at Econpapers || Download paper

2015Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Yamaguchi, Keiko ; Nakai, Miwa . In: Discussion Papers. RePEc:koe:wpaper:1530.

Full description at Econpapers || Download paper

2015Momentum strategies with stock index exchange-traded funds. (2015). Tse, Yiuman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:134-148.

Full description at Econpapers || Download paper

2015Social identification and investment decisions. (2015). Bauer, Rob ; Smeets, Paul . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:121-134.

Full description at Econpapers || Download paper

2015A comparison of Expected Shortfall estimation models. (2015). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:78:y:2015:i:c:p:14-47.

Full description at Econpapers || Download paper

2015The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2015). Leung, Charles ; Charles Ka Yui Leung, ; Gao, Yanmin ; Kaul, Mayank ; Chen, Dong ; Tsang, Desmond . In: ISER Discussion Paper. RePEc:dpr:wpaper:0920.

Full description at Econpapers || Download paper

2015Uncertainty and new apartment price setting: A real options approach. (2015). Shi, Song ; Zhang, Huan ; Tripe, David ; Yang, Zan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:574-591.

Full description at Econpapers || Download paper

2015Dynamic Factor Models for the Volatility Surface. (2015). van der Wel, Michel ; van Dijk, Dick ; Ozturk, Sait. In: CREATES Research Papers. RePEc:aah:create:2015-13.

Full description at Econpapers || Download paper

2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro . In: Working Papers. RePEc:igi:igierp:565.

Full description at Econpapers || Download paper

2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro . In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37.

Full description at Econpapers || Download paper

2015Multiple directorships and the performance of mergers & acquisitions. (2015). Lai, Jung-Ho ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:178-198.

Full description at Econpapers || Download paper

2015Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio . In: Review of Financial Economics. RePEc:eee:revfin:v:24:y:2015:i:c:p:18-35.

Full description at Econpapers || Download paper

2015Network linkages to predict bank distress. (2015). Peltonen, Tuomas ; Piloiu, Andreea ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151828.

Full description at Econpapers || Download paper

2015Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio . In: Working Paper Series. RePEc:ecb:ecbwps:20151758.

Full description at Econpapers || Download paper

2015Eurozone bank resolution and Bail-In - Intervention, triggers and writedowns. (2015). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201501.

Full description at Econpapers || Download paper

2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?. (2015). von Schweinitz, Gregor ; Sarlin, Peter. In: IWH Discussion Papers. RePEc:iwh:dispap:6-15.

Full description at Econpapers || Download paper

2015Ending over-lending: assessing systemic risk with debt to cash flow. (2015). Sarlin, Peter ; Ramsay, Bruce A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151769.

Full description at Econpapers || Download paper

2015Detect & Describe: Deep learning of bank stress in the news. (2015). Sarlin, Peter ; Ronnqvist, Samuel . In: Papers. RePEc:arx:papers:1507.07870.

Full description at Econpapers || Download paper

2015Evaluating the Information Value for Measures of Systemic Conditions. (2015). Sarlin, Peter ; Oet, Mikhail ; Dooley, John ; Ong, Stephen J ; Gramlich, Dieter . In: Working Paper. RePEc:fip:fedcwp:1513.

Full description at Econpapers || Download paper

2015Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire. (2015). Tadjeddine, Yamina ; Achouche, Mohamed ; Abbad, Hayet . In: EconomiX Working Papers. RePEc:drm:wpaper:2015-25.

Full description at Econpapers || Download paper

2015Modeling Systemic Risk with Correlated Stochastic Processes. (2015). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0110.

Full description at Econpapers || Download paper

2015Should we trust the Z-score? Evidence from the European Banking Industry. (2015). Poli, Federica ; Chiaramonte, Laura ; Croci, Ettore . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:111-131.

Full description at Econpapers || Download paper

2015Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System. (2015). von Schweinitz, Gregor ; Sarlin, Peter . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112964.

Full description at Econpapers || Download paper

2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?. (2015). von Schweinitz, Gregor ; Sarlin, Peter . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-6-15.

Full description at Econpapers || Download paper

2015Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Gupta, Rakesh ; Nurul, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:327-353.

Full description at Econpapers || Download paper

2015How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries. (2015). Ben Naceur, Sami ; Scopelliti, Alessandro ; Bennaceur, Sami ; Almarzoqi, Raja . In: IMF Working Papers. RePEc:imf:imfwpa:15/210.

Full description at Econpapers || Download paper

2015Are Islamic Banks More Resilient during Financial Panics?. (2015). Farooq, Moazzam ; Zaheer, Sajjad . In: IMF Working Papers. RePEc:imf:imfwpa:15/41.

Full description at Econpapers || Download paper

2015Systemic risk of Islamic Banks. (2015). Giudici, Paolo ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:103.

Full description at Econpapers || Download paper

2015Real Output Costs of Financial Crisis on CEE Countries. (2015). Corovei, Emilia-Ancuta . In: Knowledge Horizons - Economics. RePEc:khe:journl:v:7:y:2015:i:1:p:80-84.

Full description at Econpapers || Download paper

2015Placing Bank supervision in the Central Bank : implications for financial stability based on evidence from the global crisis. (2015). Pruteanu-Podpiera, Anca ; Melecký, Martin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7320.

Full description at Econpapers || Download paper

2015Economic Activity and Credit Market Linkages: New Evidence from Italy. (2015). Puopolo, Giovanni ; Morelli, P ; Dapice, V ; Chiorazzo, V. In: CSEF Working Papers. RePEc:sef:csefwp:413.

Full description at Econpapers || Download paper

2015The wages of social responsibility — where are they? A critical review of ESG investing. (2015). Halbritter, Gerhard ; Dorfleitner, Gregor . In: Review of Financial Economics. RePEc:eee:revfin:v:26:y:2015:i:c:p:25-35.

Full description at Econpapers || Download paper

2015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201510.

Full description at Econpapers || Download paper

2015Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:15-13.

Full description at Econpapers || Download paper

2015Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1479.

Full description at Econpapers || Download paper

2015Forecasting. (2015). Galuscak, Kamil ; Babecký, Jan ; Tonner, Jaromir ; Rusnak, Marek ; Polansky, Jiri ; Kopriva, Frantisek ; Humplova, Zuzana ; Holub, Tomas ; Hledik, Tibor ; Havrlant, David ; Bruha, Jan ; Brazdik, Frantisek . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb13/1.

Full description at Econpapers || Download paper

2015International Dependence and Contagion across Asset Classes: The Case of Poland. (2015). Adam, Michal ; Markun, Michal ; Banbula, Piotr . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:3:p:254-270.

Full description at Econpapers || Download paper

2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

Full description at Econpapers || Download paper

2015Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. (2015). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:1-13.

Full description at Econpapers || Download paper

2015Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Andrle, Michal ; Solmaz, Serhat ; Plasil, Miroslav ; Mateju, Jakub ; Filacek, Jan ; Claeys, Peter ; Bruha, Jan ; Baxa, Jaromir ; Kucharcukova, Oxana Babecka . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb13/2.

Full description at Econpapers || Download paper

2015Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10583.

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201508.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Fernandez-Rodriguez, Fernando ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:04-15.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Robustness of stable volatility strategies. (2015). Branger, Nicole ; Zieling, Daniel ; Mahayni, Antje . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:60:y:2015:i:c:p:134-151.

Full description at Econpapers || Download paper

2015Investor trading behavior, investor sentiment and asset prices. (2015). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:42-62.

Full description at Econpapers || Download paper

2015Asset pricing theory for two price economies. (2015). Madan, Dilip . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:1-35.

Full description at Econpapers || Download paper

2015Energy security, policy and technology in South East Europe: Presenting and applying an energy security index to Croatia. (2015). Franki, Vladimir ; Vikovi, Alfredo . In: Energy. RePEc:eee:energy:v:90:y:2015:i:p1:p:494-507.

Full description at Econpapers || Download paper

2015Insurance activities and systemic risk. (2015). Sottocornolay, Matteo ; Berdin, Elia . In: ICIR Working Paper Series. RePEc:zbw:icirwp:1915.

Full description at Econpapers || Download paper

2015Insurance activities and systemic risk. (2015). Berdin, Elia ; Sottocornola, Matteo . In: SAFE Working Paper Series. RePEc:zbw:safewp:121.

Full description at Econpapers || Download paper

2015To bail-out or to bail-in? Answers from an agent-based model. (2015). Farmer, Doyne J. ; Thurner, Stefan ; Poledna, Sebastian ; Klimek, Peter . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:144-154.

Full description at Econpapers || Download paper

2015The future of agent-based modelling.. (2015). Richiardi, Matteo. In: LABORatorio R. Revelli Working Papers Series. RePEc:cca:wplabo:141.

Full description at Econpapers || Download paper

2015The future of agent-based modelling.. (2015). Richiardi, Matteo. In: Economics Papers. RePEc:nuf:econwp:1506.

Full description at Econpapers || Download paper

2015A Third Wave in the Economics of Climate Change. (2015). Hepburn, Cameron ; Farmer, J ; Teytelboym, Alexander ; Mealy, Penny . In: Environmental & Resource Economics. RePEc:kap:enreec:v:62:y:2015:i:2:p:329-357.

Full description at Econpapers || Download paper

2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

Full description at Econpapers || Download paper

2015Heterogeneity and Clustering of Defaults. (2015). Karlis, Alexandros ; Turner, Matthew ; Terovitis, Spyridon ; Galanis, Giorgos . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1083.

Full description at Econpapers || Download paper

2015Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Karlis, Alexandros ; Terovitis, Spyridon ; Turner, Matthew ; Galanis, Giorgos . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1084.

Full description at Econpapers || Download paper

2015Cash holdings and employee welfare. (2015). Ghaly, Mohamed ; Stathopoulos, Konstantinos ; Dang, Viet Anh . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:53-70.

Full description at Econpapers || Download paper

2015Institutional environment, firm ownership, and IPO first-day returns: Evidence from China. (2015). Li, Wei ; Wang, Steven Shuye ; Chen, Yibiao ; Tong, Wilson H. S., . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:150-168.

Full description at Econpapers || Download paper

2015Foreign exchange market intervention and price discovery. (2015). Chen, Yu-Lun . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:214-227.

Full description at Econpapers || Download paper

2015Small sample performance of indirect inference on DSGE models. (2015). Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. ; Le, Vo Phuong Mai, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10382.

Full description at Econpapers || Download paper

2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results. (2015). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/8.

Full description at Econpapers || Download paper

2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results. (2015). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10765.

Full description at Econpapers || Download paper

2015Small sample performance of indirect inference on DSGE models. (2015). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Le, Vo Phuong Mai, . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/2.

Full description at Econpapers || Download paper

2015A probability-based stress test of Federal Reserve assets and income. (2015). Rudebusch, Glenn ; Lopez, Jose. In: Journal of Monetary Economics. RePEc:eee:moneco:v:73:y:2015:i:c:p:26-43.

Full description at Econpapers || Download paper

2015A comparison of buy-side and sell-side analysts. (2015). Hobbs, Jeffrey ; Singh, Vivek . In: Review of Financial Economics. RePEc:eee:revfin:v:24:y:2015:i:c:p:42-51.

Full description at Econpapers || Download paper

2015Dynamic technical and allocative efficiencies in European banking. (2015). Tsionas, Mike ; Matousek, Roman ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:130-139.

Full description at Econpapers || Download paper

2015Bank risk behavior and connectedness in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:161-184.

Full description at Econpapers || Download paper

2015“Bank risk behavior and connectedness in EMU countries”. (2015). Sosvilla-Rivero, Simon ; Singh, Manish Kumar ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201517.

Full description at Econpapers || Download paper

2015Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1508.

Full description at Econpapers || Download paper

2015Model Risk in Financial Markets:From Financial Engineering to Risk Management. (2015). . In: World Scientific Books. RePEc:wsi:wsbook:9524.

Full description at Econpapers || Download paper

2015Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong. In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:64-75.

Full description at Econpapers || Download paper

2015Religiosity and Earnings Management: International Evidence from the Banking Industry. (2015). , KiridaranKanagaretnam ; Wang, Chong ; Lobo, Gerald . In: Journal of Business Ethics. RePEc:kap:jbuset:v:132:y:2015:i:2:p:277-296.

Full description at Econpapers || Download paper

2015When secured and unsecured creditors recover the same: The emblematic case of the Tunisian corporate bankruptcies. (2015). BLAZY, Régis ; Letaief, Aziza . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-08.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13359.

Full description at Econpapers || Download paper

2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

Full description at Econpapers || Download paper

2015Co-movements in commodity prices: Global, sectoral and commodity-specific factors. (2015). Yin, Libo ; Han, Liyan . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:96-100.

Full description at Econpapers || Download paper

2015A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion. (2015). Skiadopoulos, George ; Sarantopoulou-Chiourea, Sylvia . In: Working Papers. RePEc:qmw:qmwecw:wp741.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Credit scoring and loan default. (2015). Sengupta, Rajdeep ; Bhardwaj, Geetesh . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-02.

Full description at Econpapers || Download paper

2015A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012. (2015). Gyourko, Joseph ; Ferreira, Fernando. In: NBER Working Papers. RePEc:nbr:nberwo:21261.

Full description at Econpapers || Download paper

2015Institutional Laws, and Mergers and Acquisitions in India: A Review/Recommendation. (2015). Reddy, Srinivasa K.. In: MPRA Paper. RePEc:pra:mprapa:63410.

Full description at Econpapers || Download paper

2015(How) has the market become more efficient?. (2015). Paeglis, Imants ; Bertone, Stephen ; Ravi, Rahul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:72-86.

Full description at Econpapers || Download paper

2015Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms. (2015). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:35-48.

Full description at Econpapers || Download paper

2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881.

Full description at Econpapers || Download paper

2015High frequency trading and end-of-day price dislocation. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:330-349.

Full description at Econpapers || Download paper

2015Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404.

Full description at Econpapers || Download paper

2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. (2015). Targino, Rodrigo ; Peters, Gareth W. ; Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:1410.1101.

Full description at Econpapers || Download paper

2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models. (2015). Targino, Rodrigo ; Peters, Gareth W. ; Shevchenko, Pavel V.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:206-226.

Full description at Econpapers || Download paper

2015Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?. (2015). Koziol, Philipp ; Eckhardt, Meik ; Schell, Carmen . In: Discussion Papers. RePEc:zbw:bubdps:462015.

Full description at Econpapers || Download paper

2015Is carbon emissions trading profitable?. (2015). Narayan, Paresh ; Sharma, Susan Sunila . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:84-92.

Full description at Econpapers || Download paper

2015Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases. (2015). Huang, Chia-Wei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:405-417.

Full description at Econpapers || Download paper

2015The Role of Credit in Predicting US Recessions. (2015). Pönkä, Harri. In: CREATES Research Papers. RePEc:aah:create:2015-48.

Full description at Econpapers || Download paper

2015Forecasting U.S. Recessions with a Large Set of Predictors. (2015). Fornaro, Paolo. In: MPRA Paper. RePEc:pra:mprapa:62973.

Full description at Econpapers || Download paper

2015Is There an Asymmetric Impact of Housing on Output?. (2015). Lee, Tsung-Hsien Michael ; Chen, Wenjuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-020.

Full description at Econpapers || Download paper

2015International Sign Predictability of Stock Returns: The Role of the United States. (2015). Pönkä, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20.

Full description at Econpapers || Download paper

2015Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia. (2015). Pestova, Anna. In: HSE Working papers. RePEc:hig:wpaper:94/ec/2015.

Full description at Econpapers || Download paper

2015Valuation and analysis of contingent convertible securities with jump risk. (2015). Yang, Zhaojun ; Zhao, Zhiming . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:124-135.

Full description at Econpapers || Download paper

2015The Determinants of CoCo Bond Prices. (2015). Wolff, Christian ; Masror, Sara Abed ; Vermaelen, Theo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10996.

Full description at Econpapers || Download paper

2015Loan Loss Provision: Some Empirical Evidence for Italian Banks. (2015). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Alessi, Matteo ; Lopez, Juan Sergio . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1459.

Full description at Econpapers || Download paper

2015Loan loss provisions, accounting constraints, and bank ownership structure. (2015). Rose, Morgan ; Balla, Eliana . In: Journal of Economics and Business. RePEc:eee:jebusi:v:78:y:2015:i:c:p:92-117.

Full description at Econpapers || Download paper

2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722.

Full description at Econpapers || Download paper

2015Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

Full description at Econpapers || Download paper

2015ECB policy and Eurozone fragility: Was De Grauwe right?. (2015). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:168-185.

Full description at Econpapers || Download paper

2015Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Liao, Ting-Huei ; Lee, Yen-Hsien ; Huang, Ya-Ling . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

Full description at Econpapers || Download paper

2015EUROPEAN EQUITY MARKET RETURN, VOLATILITY AND LIQUIDITY SPILLOVER DYNAMICS DURING THE EUROZONE DEBT CRISIS. (2015). Dumitrescu, Sorin . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:19:y:2015:i:2:p:30-50.

Full description at Econpapers || Download paper

2015Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets. (2015). Zheng, Xiao-Fen ; Fong, Tom . In: Working Papers. RePEc:hkm:wpaper:182015.

Full description at Econpapers || Download paper

2015Banks and Sovereign Risk: A Granular View. (2015). Ohls, Jana ; Koetter, Michael ; Buch, Claudia. In: IWH Discussion Papers. RePEc:iwh:dispap:12-15.

Full description at Econpapers || Download paper

2015“Sovereigns and banks in the euro area: a tale of two crises”. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201504.

Full description at Econpapers || Download paper

2015Banks and Sovereign Risk: A Granular View. (2015). Koetter, Michael ; Buch, Claudia ; Ohls, Jana . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-12-15.

Full description at Econpapers || Download paper

2015Neighborhood Racial Characteristics, Credit History, and Bankcard Credit in Indian Country. (2015). Grajzl, Peter ; Dimitrova-Grajzl, Valentina ; Williams, Michael ; Todd, Richard M ; Guse, Joseph A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5594.

Full description at Econpapers || Download paper

2015The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis. (2015). Olson, Eric ; Miller, Scott ; Yeager, Timothy J.. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:118-137.

Full description at Econpapers || Download paper

2015The price of liquidity: CD rates charged by money market funds. (2015). Winters, Drew B. ; Whitledge, Matthew D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:104-114.

Full description at Econpapers || Download paper

2015Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics. (2015). Hu, Jun ; Kanniainen, Juho . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:1-10.

Full description at Econpapers || Download paper

2015Option pricing under truncated Gram–Charlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97.

Full description at Econpapers || Download paper

2015Option Valuation with Observable Volatility and Jump Dynamics. (2015). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: Staff Working Papers. RePEc:bca:bocawp:15-39.

Full description at Econpapers || Download paper

2015Option valuation with observable volatility and jump dynamics. (2015). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s101-s120.

Full description at Econpapers || Download paper

2015The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Working Papers. RePEc:igi:igierp:562.

Full description at Econpapers || Download paper

2015EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR. (2015). Petria, Nicolae ; Emilia-Anuta, Ludusan ; Nicolae, Petria ; Ioan, Trenca . In: Revista Economica. RePEc:blg:reveco:v:67:y:2015:i:5:p:104-115.

Full description at Econpapers || Download paper

2015Board independence and firm performance in China. (2015). Miletkov, Mihail K. ; Wei, Zuobao ; Liu, YU ; Yang, Tina . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:223-244.

Full description at Econpapers || Download paper

2015Sharing a Director with a Peer. (2015). Schmid, Markus ; Horsch, Philipp ; Berg, Tatjana . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:07.

Full description at Econpapers || Download paper

2015Slow-burn spillover and fast and furious contagion: a study of international stock markets. (2015). Xu, Kuan ; Meng, Qingbin ; Wu, Lei . In: Quantitative Finance. RePEc:taf:quantf:v:15:y:2015:i:6:p:933-958.

Full description at Econpapers || Download paper

2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20151856.

Full description at Econpapers || Download paper

2015European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8.

Full description at Econpapers || Download paper

2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7.

Full description at Econpapers || Download paper

2015Banking across borders. (2015). Niepmann, Friederike. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:2:p:244-265.

Full description at Econpapers || Download paper

2015Liquidity and resolution of uncertainty in the European carbon futures market. (2015). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:89-102.

Full description at Econpapers || Download paper

2015Liquidity and resolution of uncertainty in the European carbon futures market. (2015). Kalaitzoglou, Iordanis Angelos ; Ibrahim, Boulis Maher . In: Post-Print. RePEc:hal:journl:hal-01107956.

Full description at Econpapers || Download paper

2015How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30.

Full description at Econpapers || Download paper

2015Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse. (2015). Dionne, Georges ; Zhou, Xiaozhou ; Pacurar, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:202-219.

Full description at Econpapers || Download paper

2015A simple and focused backtest of value at risk. (2015). Wied, Dominik ; Krämer, Walter ; Kramer, Walter . In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:29-31.

Full description at Econpapers || Download paper

2015Trading strategies with implied forward credit default swap spreads. (2015). Tunaru, Radu S ; Leccadito, Arturo ; Urga, Giovanni . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:361-375.

Full description at Econpapers || Download paper

2015Size, leverage, and risk-taking of financial institutions. (2015). Bhagat, Sanjai ; Lu, Jun ; Bolton, Brian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:520-537.

Full description at Econpapers || Download paper

2015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1511.

Full description at Econpapers || Download paper

2015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150090.

Full description at Econpapers || Download paper

2015Time-variation in the impact of news sentiment. (2015). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:40-50.

Full description at Econpapers || Download paper

2015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, AK. In: Econometric Institute Research Papers. RePEc:ems:eureir:78713.

Full description at Econpapers || Download paper

2015The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach. (2015). Zheng, Yao . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:128-142.

Full description at Econpapers || Download paper

2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

Full description at Econpapers || Download paper

2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee A ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

Full description at Econpapers || Download paper

2015A generalization of Yaari’s result on annuitization with optimal retirement. (2015). Park, Seyoung . In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:17-20.

Full description at Econpapers || Download paper

2015Decomposing euro area sovereign spreads: credit, liquidity and convenience. (2015). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1021_15.

Full description at Econpapers || Download paper

2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15073.

Full description at Econpapers || Download paper

2015The supply of long-term credit after a funding shock: evidence from 2007-2009. (2015). Vinas, Frederic ; Pessarossi, Pierre . In: Post-Print. RePEc:hal:journl:halshs-01224523.

Full description at Econpapers || Download paper

2015Informed trading in parallel bond markets. (2015). Paiardini, Paola. In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:103-121.

Full description at Econpapers || Download paper

2015The geographical network of bank organizations: issues and evidence for Italy. (2015). Zazzaro, Alberto ; Papi, Luca ; Sarno, Emma . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:105.

Full description at Econpapers || Download paper

2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: CSEF Working Papers. RePEc:sef:csefwp:401.

Full description at Econpapers || Download paper

2015The Geographical Network of Bank Organizations: Issues and Evidence for Italy. (2015). Zazzaro, Alberto ; Papi, Luca ; Sarno, Emma . In: CSEF Working Papers. RePEc:sef:csefwp:403.

Full description at Econpapers || Download paper

2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:106.

Full description at Econpapers || Download paper

2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:21.

Full description at Econpapers || Download paper

2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: IAW Discussion Papers. RePEc:iaw:iawdip:119.

Full description at Econpapers || Download paper

2015Dynamic portfolio selection with mispricing and model ambiguity. (2015). Law, Baron ; Li, Zhongfei ; Viens, Frederi ; Yi, Bo. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:37-75.

Full description at Econpapers || Download paper

2015Robust portfolio choice with derivative trading under stochastic volatility. (2015). Ferrando, Sebastian ; ESCOBAR, MARCOS ; Rubtsov, Alexey . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:142-157.

Full description at Econpapers || Download paper

2015Time-variations in commodity price jumps. (2015). Prokopczuk, Marcel ; Simen, Chardin Wese ; Diewald, Laszlo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:72-84.

Full description at Econpapers || Download paper

2015Valuation of commodity derivatives with an unobservable convenience yield. (2015). LAI, Anh ; Mellios, Constantin . In: Post-Print. RePEc:hal:journl:halshs-01183166.

Full description at Econpapers || Download paper

2015Electricity derivatives pricing with forward-looking information. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:58:y:2015:i:c:p:34-57.

Full description at Econpapers || Download paper

2015Sovereign default, enforcement and the private cost of capital. (2015). Andreasen, Eugenia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:411-427.

Full description at Econpapers || Download paper

2015Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

Full description at Econpapers || Download paper

2015The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

Full description at Econpapers || Download paper

2015The Home Bias in Sovereign Ratings. (2015). Fuchs, Andreas. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:179.

Full description at Econpapers || Download paper

2015External and Public Debt Crises. (2015). Wright, Mark ; Atkeson, Andrew ; Wright, Mark L. J., ; Arellano, Cristina . In: Staff Report. RePEc:fip:fedmsr:515.

Full description at Econpapers || Download paper

2015The Sovereign Effect on Bank Credit Ratings. (2015). Huang, Yu-Li . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:47:y:2015:i:3:p:341-379.

Full description at Econpapers || Download paper

2015External and Public Debt Crises. (2015). Wright, Mark ; Atkeson, Andrew ; Arellano, Cristina . In: Working Paper Series. RePEc:fip:fedhwp:wp-2015-05.

Full description at Econpapers || Download paper

2015External and Public Debt Crises. (2015). Wright, Mark ; Atkeson, Andrew ; Arellano, Cristina. In: NBER Working Papers. RePEc:nbr:nberwo:21456.

Full description at Econpapers || Download paper

2015Capital Controls and the Cost of Debt. (2015). Valenzuela, Patricio ; Schindler, Martin ; Andreasen, Eugenia. In: Working Papers. RePEc:ecl:upafin:15-02.

Full description at Econpapers || Download paper

2015Capital Markets and Sovereign Defaults: A Historical Perspective. (2015). Flores, Juan ; Zendejas, Juan Flores . In: Working Papers. RePEc:gnv:wpaper:unige:73325.

Full description at Econpapers || Download paper

2015Sovereign and corporate credit risk: Evidence from the Eurozone. (2015). Bedendo, Mascia ; Colla, Paolo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:34-52.

Full description at Econpapers || Download paper

2015The Financial Econometrics of Price Discovery and Predictability. (2015). Smyth, Russell ; Narayan, Seema . In: Monash Economics Working Papers. RePEc:mos:moswps:2015-06.

Full description at Econpapers || Download paper

2015Investor structure and the informational efficiency of commodity futures prices. (2015). Chen, Yu-Lun ; Chang, Ya-Kai . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:358-367.

Full description at Econpapers || Download paper

2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

Full description at Econpapers || Download paper

2015Asymptotic distribution of the Markowitz portfolio. (2015). Pav, Steven E.. In: Papers. RePEc:arx:papers:1312.0557.

Full description at Econpapers || Download paper

2015Large Scale Covariance Estimates for Portfolio Selection. (2015). Lautizi, Francesco . In: CEIS Research Paper. RePEc:rtv:ceisrp:353.

Full description at Econpapers || Download paper

2015The Greek equity market in European equity portfolios. (2015). VORTELINOS, DIMITRIOS. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:144-153.

Full description at Econpapers || Download paper

2015Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions. (2015). Mainik, Georg . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:141:y:2015:i:c:p:197-216.

Full description at Econpapers || Download paper

2015Extreme negative dependence and risk aggregation. (2015). Wang, Bin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:12-25.

Full description at Econpapers || Download paper

2015What is the best risk measure in practice? A comparison of standard measures. (2015). Tasche, Dirk ; Kratz, Marie ; Emmer, Susanne . In: Papers. RePEc:arx:papers:1312.1645.

Full description at Econpapers || Download paper

2015Signs of dependence and heavy tails in non-life insurance data. (2015). Alm, Jonas . In: Papers. RePEc:arx:papers:1501.00833.

Full description at Econpapers || Download paper

2015Assessing financial model risk. (2015). Scandolo, Giacomo ; Barrieu, Pauline . In: European Journal of Operational Research. RePEc:eee:ejores:v:242:y:2015:i:2:p:546-556.

Full description at Econpapers || Download paper

2015Subadditivity of Value-at-Risk for Bernoulli random variables. (2015). McNeil, Alexander J. ; Hofert, Marius . In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:79-88.

Full description at Econpapers || Download paper

2015Reducing model risk via positive and negative dependence assumptions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria ; Ruschendorf, Ludger . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:17-26.

Full description at Econpapers || Download paper

2015Studying mixability with supermodular aggregating functions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:48-55.

Full description at Econpapers || Download paper

2015Conditional quantiles and tail dependence. (2015). Czado, Claudia ; Bernard, Carole . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:104-126.

Full description at Econpapers || Download paper

2015On aggregation sets and lower-convex sets. (2015). Wang, Ruodu ; Mao, Tiantian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:170-181.

Full description at Econpapers || Download paper

2015Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions. (2015). Mainik, Georg . In: Papers. RePEc:arx:papers:1508.02749.

Full description at Econpapers || Download paper

2015Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385.

Full description at Econpapers || Download paper

2015Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790.

Full description at Econpapers || Download paper

2015A new approach to assessing model risk in high dimensions. (2015). Bernard, Carole ; Vanduffel, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:166-178.

Full description at Econpapers || Download paper

2015Model Risk in Financial Markets:From Financial Engineering to Risk Management. (2015). . In: World Scientific Books. RePEc:wsi:wsbook:9524.

Full description at Econpapers || Download paper

2015Firm Value and Cross Listings: The Impact of Stock Market Prestige. (2015). Peristiani, Stavros ; Cetorelli, Nicola. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:150-180:d:47217.

Full description at Econpapers || Download paper

2015Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach. (2015). Masih, Abul ; Morad, Shahidah Nailul . In: MPRA Paper. RePEc:pra:mprapa:65237.

Full description at Econpapers || Download paper

2015Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis. (2015). Kuvikova, Gabriela . In: CERGE-EI Working Papers. RePEc:cer:papers:wp544.

Full description at Econpapers || Download paper

2015Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?. (2015). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE. In: Working Papers. RePEc:hal:wpaper:halshs-01128239.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates. (2015). Siburg, Karl Friedrich ; Weiß, Gregor N. F., ; Stoimenov, Pavel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:129-140.

Full description at Econpapers || Download paper

2015Mixture pair-copula-constructions. (2015). Scheffer, Marcus ; Weiß, Gregor N. F., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:175-191.

Full description at Econpapers || Download paper

2015Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse. (2015). Dionne, Georges ; Zhou, Xiaozhou ; Pacurar, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:202-219.

Full description at Econpapers || Download paper

2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios. (2015). Nguyen, Duc Khuong ; Bekiros, Stelios ; Hammoudeh, Shawkat ; Hernandez, Jose Arreola . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:1-11.

Full description at Econpapers || Download paper

2015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658.

Full description at Econpapers || Download paper

2015Do firm–bank ‘odd couples’ exacerbate credit rationing?. (2015). Murro, Pierluigi ; Ferri, Giovanni. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:2:p:231-251.

Full description at Econpapers || Download paper

2015The role of demographics in small business loan pricing. (2015). Neuberger, Doris ; Rathke-Doppner, Solvig . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:2:p:411-424.

Full description at Econpapers || Download paper

2015Accounting Information Quality and Government Guaranteed Loans: Evidence from Japanese SMEs. (2015). Kim, Hyonok ; Yukihiro, YASUDA . In: Discussion papers. RePEc:eti:dpaper:15138.

Full description at Econpapers || Download paper

2015Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1502.

Full description at Econpapers || Download paper

2015Capital flow waves to and from Switzerland before and after the financial crisis. (2015). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2015-01.

Full description at Econpapers || Download paper

2015Global Liquidity, Capital Inflows and House Prices in ASEAN Economies. (2015). MatthewS. Yiu, ; Sahminan, Sahminan . In: Working Papers. RePEc:hkm:wpaper:142015.

Full description at Econpapers || Download paper

2015Do exchange rate arrangements and capital controls influence international capital flows and housing prices in Asia?. (2015). Ohno, Sanae ; Shimizu, Junko . In: Journal of Asian Economics. RePEc:eee:asieco:v:39:y:2015:i:c:p:1-18.

Full description at Econpapers || Download paper

2015The macroeconomic effects of debt- and equity-based capital inflows. (2015). Davis, Jonathan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:81-95.

Full description at Econpapers || Download paper

2015CEO risk preferences and dividend policy decisions. (2015). Caliskan, Deren ; Doukas, John A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:18-42.

Full description at Econpapers || Download paper

2015Banking structure, marketization and small business development: Regional evidence from China. (2015). Hasan, Iftekhar ; Zhou, Mingming ; Wang, Haizhi . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201504131154.

Full description at Econpapers || Download paper

2015Banking structure, marketization and small business development: Regional evidence from China. (2015). HASAN, IFTEKHAR ; Wang, Haizhi ; Zhou, Mingming . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_011.

Full description at Econpapers || Download paper

2015Economic Rebalancing and Growth: the Japanese experience and China’s prospects. (2015). Fracasso, Andrea. In: DEM Discussion Papers. RePEc:trn:utwpem:2015/07.

Full description at Econpapers || Download paper

2015Does bank competition alleviate credit constraints in developing countries?. (2015). LEON, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:130-142.

Full description at Econpapers || Download paper

2015Analyzing the TFP Performance of Chinese Industrial Enterprises. (2015). Li, Kui. In: MPRA Paper. RePEc:pra:mprapa:67844.

Full description at Econpapers || Download paper

2015What do we know about the role of bank competition in Africa?. (2015). LEON, Florian. In: Working Papers. RePEc:hal:wpaper:halshs-01164864.

Full description at Econpapers || Download paper

2015Policy instruments to improve MSMEs access to external financing in developing countries: A survey. (2015). Houssa, Romain ; Reding, Paul . In: BeFinD Working Papers. RePEc:nam:befdwp:6.

Full description at Econpapers || Download paper

2015Banking structure, marketization and small business development: Regional evidence from China. (2015). HASAN, IFTEKHAR ; Zhou, Mingming ; Wang, Haizhi . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_011.

Full description at Econpapers || Download paper

2015Policy instruments to improve MSMEs access to external financing in developing countries: A survey. (2015). Dayé, Modeste ; Reding, Paul ; Houssa, Romain . In: BeFinD Working Papers. RePEc:nam:befdwp:0106.

Full description at Econpapers || Download paper

2015Banking structure and industrial growth: Evidence from China. (2015). Wu, Harry X ; Lin, Justin Y ; Sun, Xifang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:131-143.

Full description at Econpapers || Download paper

2015Stress-testing for portfolios of commodity futures. (2015). Paraschiv, Florentina ; Andrieș, Alin Marius ; Mudry, Pierre-Antoine . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:9-18.

Full description at Econpapers || Download paper

2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13359.

Full description at Econpapers || Download paper

2015Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

Full description at Econpapers || Download paper

2015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Nguyen, Duc Khuong . In: Working Paper. RePEc:bor:wpaper:1525.

Full description at Econpapers || Download paper

2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47.

Full description at Econpapers || Download paper

2015Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

Full description at Econpapers || Download paper

2015A global house of debt effect? Mortgages and post-crisis recessions in fifty economies. (2015). Zhang, LU ; Bezemer, Dirk . In: Research Report. RePEc:gro:rugsom:15009-gem.

Full description at Econpapers || Download paper

2015Empirical evidence on the currency carry trade, 1900–2012. (2015). Swinkels, Laurens ; Doskov, Nikolay . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:51:y:2015:i:c:p:370-389.

Full description at Econpapers || Download paper

2015Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26.

Full description at Econpapers || Download paper

2015Cross-border mergers and acquisitions and default risk. (2015). Tourani-Rad, Alireza ; Krishnamurti, Chandrasekhar ; Koerniadi, Hardjo . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:336-348.

Full description at Econpapers || Download paper

2015Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad . In: Working Papers. RePEc:bgu:wpaper:1503.

Full description at Econpapers || Download paper

2015Analyst earnings forecast under complex corporate ownership in China. (2015). Wright, Brian ; Huang, Wei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:69-84.

Full description at Econpapers || Download paper

2015Does Anti-Diversification Pay? A One-Sided Matching Model of Microcredit. (2015). Klein, Thilo. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1521.

Full description at Econpapers || Download paper

2015Corporate Governance Structures and Financial Constraints in Multinational Enterprises – An Analysis in Selected European Transition Economies on the Basis of the IWH FDI Micro Database 2013 –. (2015). Gauselmann, Andrea ; Noth, Felix . In: IWH Discussion Papers. RePEc:iwh:dispap:3-15.

Full description at Econpapers || Download paper

2015Bank market power, factor reallocation, and aggregate growth. (2015). Koetter, Michael ; Inklaar, Robert ; Noth, Felix . In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:31-44.

Full description at Econpapers || Download paper

2015Cyclicality of SME lending and government involvement in banks. (2015). Foos, Daniel ; Norden, Lars ; Behr, Patrick . In: Discussion Papers. RePEc:zbw:bubdps:392015.

Full description at Econpapers || Download paper

2015The impact of private equity on firms innovation activity. (2015). wright, mike ; Stiebale, Joel ; Amess, Kevin. In: DICE Discussion Papers. RePEc:zbw:dicedp:184.

Full description at Econpapers || Download paper

2015The German banking system: Characteristics and challenges. (2015). Schmidt, Reinhard ; Behr, Patrick . In: SAFE White Paper Series. RePEc:zbw:safewh:32.

Full description at Econpapers || Download paper

2015Corporate Governance Structures and Financial Constraints in Multinational Enterprises – An Analysis in Selected European Transition Economies on the Basis of the IWH FDI Micro Database 2013 –. (2015). Noth, Felix ; Gauselmann, Andrea . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-3-15.

Full description at Econpapers || Download paper

2015Executive compensation, organizational performance, and governance quality in the absence of owners. (2015). Newton, Ashley N.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:195-222.

Full description at Econpapers || Download paper

2015Sharia compliant gold investment in Malaysia: Hedge or safe haven?. (2015). Lean, Hooi Hooi ; Bahari, Zakaria ; Ghazali, Mohd Fahmi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:192-204.

Full description at Econpapers || Download paper

2015Is there dependence and systemic risk between oil and renewable energy stock prices?. (2015). Reboredo, Juan C.. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:32-45.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Downside risks in EU carbon and fossil fuel markets. (2015). Reboredo, Juan C. ; Ugando, Mikel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:111:y:2015:i:c:p:17-35.

Full description at Econpapers || Download paper

2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Nguyen, Duc Khuong ; Reboredo, Juan C ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121.

Full description at Econpapers || Download paper

2015An analysis of dependence between Central and Eastern European stock markets. (2015). Tiwari, Aviral ; Albulescu, Claudiu ; Reboredo, Juan C. In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:474-490.

Full description at Econpapers || Download paper

2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. (2015). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:16-24.

Full description at Econpapers || Download paper

2015Gold bubbles: When are they most likely to occur?. (2015). Nian, Rui ; Chang, Hsu-Ling ; Zhao, Yanping ; Su, Chi-Wei . In: Japan and the World Economy. RePEc:eee:japwor:v:34-35:y:2015:i::p:17-23.

Full description at Econpapers || Download paper

2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

Full description at Econpapers || Download paper

2015State-dependent jump risks for American gold futures option pricing. (2015). Lian, Yu-Min ; Chen, Jun-Home . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:115-133.

Full description at Econpapers || Download paper

2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306.

Full description at Econpapers || Download paper

2015Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-01238706.

Full description at Econpapers || Download paper

2015Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

Full description at Econpapers || Download paper

2015Global information distribution in the gold OTC markets. (2015). Wang, Jianxin ; Lee, Adrian. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:206-217.

Full description at Econpapers || Download paper

2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

Full description at Econpapers || Download paper

2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

Full description at Econpapers || Download paper

2015The securitization of gold and its potential impact on gold stocks. (2015). Zhang, Yue . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:309-326.

Full description at Econpapers || Download paper

2015Relative liquidity and future volatility. (2015). Rheinlander, Thorsten ; Valenzuela, Marcela ; Zer, Ilknur ; Fryzlewicz, Piotr . In: Journal of Financial Markets. RePEc:eee:finmar:v:24:y:2015:i:c:p:25-48.

Full description at Econpapers || Download paper

2015Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism. (2015). Chen, Shu-Heng ; Tseng, Yi-Heng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:241-272.

Full description at Econpapers || Download paper

2015Relative liquidity and future volatility. (2015). Rheinlander, Thorsten ; Fryzlewicz, Piotr ; Zer, Ilknur ; Valenzuela, Marcela . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:62181.

Full description at Econpapers || Download paper

2015The determinants of regulatory responses to risks from financial innovation: Survey evidence from G20. (2015). Ashton, john ; Diaz-Rainey, Ivan ; Whiting, Rosalind ; Genc, Murat ; Yap, Maz . In: Working Papers. RePEc:bng:wpaper:15001.

Full description at Econpapers || Download paper

2015Political power, economic freedom and Congress: Effects on bank performance. (2015). Gropper, Daniel M ; Park, Jung Chul ; Jahera, John S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:76-92.

Full description at Econpapers || Download paper

2015Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley. (2015). Ballestra, Luca Vincenzo ; Cecere, Liliana . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:45-55.

Full description at Econpapers || Download paper

2015Pricing and static hedging of American-style knock-in options on defaultable stocks. (2015). Vidal, Joo Pedro ; Dias, Jose Carlos ; Ruas, Joo Pedro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:343-360.

Full description at Econpapers || Download paper

2015How Collateral Laws Shape Lending and Sectoral Activity. (2015). Larrain, Mauricio ; Calomiris, Charles ; Sturgess, Jason ; Liberti, Jose . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:20.

Full description at Econpapers || Download paper

2015Mind the gap: The age dissimilarity between the chair and the CEO. (2015). Goergen, Marc ; Scholz, Meik ; Limbach, Peter . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:136-158.

Full description at Econpapers || Download paper

2015Investment Efficiency, State-Owned Enterprises and Privatisation: Evidence from Vietnam in Transition. (2015). O'Toole, Conor ; Morgenroth, Edgar ; Ha, Thi Thu Thuy, . In: Papers. RePEc:esr:wpaper:wp498.

Full description at Econpapers || Download paper

2015The real effects of credit constraints: evidence from discouraged borrowers in the euro area. (2015). Mulier, Klaas. In: Working Paper Series. RePEc:ecb:ecbwps:20151842.

Full description at Econpapers || Download paper

2015Discussion of The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence. (2015). . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2015-11.

Full description at Econpapers || Download paper

2015The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:217-229.

Full description at Econpapers || Download paper

2015Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone. (2015). Rughoo, Aarti ; Matousek, Roman ; Sarantis, Nicholas ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:208-216.

Full description at Econpapers || Download paper

2015The dynamic relationship between bank asset diversification and efficiency: Evidence from the Chinese banking sector. (2015). Zelenyuk, Valentin ; Worthington, Andrew ; Du, Kai. In: CEPA Working Papers Series. RePEc:qld:uqcepa:110.

Full description at Econpapers || Download paper

2015Can Islamic banking ever become Islamic?. (2015). Skully, Michael ; Brown, Kym ; Azmat, Saad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:253-272.

Full description at Econpapers || Download paper

2015Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

Full description at Econpapers || Download paper

2015Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Gupta, Rakesh ; Nurul, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:327-353.

Full description at Econpapers || Download paper

2015How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries. (2015). Ben Naceur, Sami ; Scopelliti, Alessandro ; Bennaceur, Sami ; Almarzoqi, Raja . In: IMF Working Papers. RePEc:imf:imfwpa:15/210.

Full description at Econpapers || Download paper

2015Business dynamics, efficiency, asset quality and stability: The case of financial intermediaries in Pakistan. (2015). Rahat, Birjees ; Mirza, Nawazish ; Reddy, Krishna . In: Economic Modelling. RePEc:eee:ecmode:v:46:y:2015:i:c:p:358-363.

Full description at Econpapers || Download paper

2015Predictability dynamics of Islamic and conventional equity markets. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Aras, Guler . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

Full description at Econpapers || Download paper

2015Are Islamic Banks More Resilient during Financial Panics?. (2015). Farooq, Moazzam ; Zaheer, Sajjad . In: IMF Working Papers. RePEc:imf:imfwpa:15/41.

Full description at Econpapers || Download paper

2015Will Islamic Banking make the World less risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability. (2015). van Wijnbergen, Sweder ; Farooq, Moazzam ; Zaheer, Sajjad . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150051.

Full description at Econpapers || Download paper

2015The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis. (2015). Masih, Abul ; Ibrahim, Mansor ; Daher, Hassan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:36-52.

Full description at Econpapers || Download paper

2015Systemic risk of Islamic Banks. (2015). Giudici, Paolo ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:103.

Full description at Econpapers || Download paper

2015Islamic banking: 40 years later, still interest-based? Evidence from Malaysia. (2015). Masih, Abul ; Gulzar, Rosana . In: MPRA Paper. RePEc:pra:mprapa:65840.

Full description at Econpapers || Download paper

2015An Overview of Islamic Finance. (2015). Turk Ariss, Rima ; Shahmoradi, Asghar ; Hussain, Mumtaz . In: IMF Working Papers. RePEc:imf:imfwpa:15/120.

Full description at Econpapers || Download paper

2015Liquidity and Financial Stability Conventional versus Islamic Banks. (2015). Brahim, Mohamed Ali ; Ghenimi, Ameni . In: International Journal of Economics and Empirical Research (IJEER). RePEc:ijr:journl:v:3:y:2015:i:9:p:419-432.

Full description at Econpapers || Download paper

2015How large are productivity differences between Islamic and Conventional Banks?. (2015). Prentice, David ; Ahmad, Wahida . In: Discussion Papers. RePEc:not:notcfc:15/09.

Full description at Econpapers || Download paper

2015Islamic Banks and Financial Stability: A Quantile Estimation. (2015). RAJHI, Wassim . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00867.

Full description at Econpapers || Download paper

2015Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

Full description at Econpapers || Download paper

2015Monetary Operations and Islamic Banking in the GCC; Challenges and Options. (2015). Basu, Ritu ; Rodriguez, Sergio L ; Prasad, Ananthakrishnan . In: IMF Working Papers. RePEc:imf:imfwpa:15/234.

Full description at Econpapers || Download paper

2015Shari’ah supervision, corporate governance and performance: Conventional vs. Islamic banks. (2015). Mollah, Sabur ; Zaman, Mahbub . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:418-435.

Full description at Econpapers || Download paper

2015Corporate social responsibility and media coverage. (2015). Cahan, Steven F ; Nguyen, Nhut H ; Chen, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:409-422.

Full description at Econpapers || Download paper

2015The value of Saints and the price of Sin. (2015). Koh, Szekee ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:56-72.

Full description at Econpapers || Download paper

2015Young family firms: Financing decisions and the willingness to dilute control. (2015). Pindado, Julio ; Martinez, Beatriz ; Keasey, Kevin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:47-63.

Full description at Econpapers || Download paper

2015Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

Full description at Econpapers || Download paper

2015Optimal versus realized bank credit risk and monetary policy. (2015). Karavias, Yiannis ; Delis, Manthos. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:13-30.

Full description at Econpapers || Download paper

2015Multifaceted Transactions, Incentives, and Organizational Form. (2015). Habib, Michel Antoine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10432.

Full description at Econpapers || Download paper

2015Foundation Owned Firms in Germany - a Field Experiment for Agency Theory. (2015). Franke, Gunter ; Draheim, Matthias . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113217.

Full description at Econpapers || Download paper

2015Productivity Drivers of Efficiency in Banking: Importance of Model Specifications. (2015). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:106.

Full description at Econpapers || Download paper

2015Diversified minimum-variance portfolios. (2015). Coqueret, Guillaume . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:2:p:221-241.

Full description at Econpapers || Download paper

2015Bank bailouts and competition - Did TARP distort competition among sound banks?. (2015). Koetter, Michael ; Noth, Felix . In: Working Paper Series. RePEc:ecb:ecbwps:20141804.

Full description at Econpapers || Download paper

2015Bank bailouts and competition - Did TARP distort competition among sound banks?. (2015). Koetter, Michael ; Noth, Felix . In: Working Paper Series. RePEc:ecb:ecbwps:20151804.

Full description at Econpapers || Download paper

2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

Full description at Econpapers || Download paper

2015Did saving Wall Street really save Main Street : the real effects of TARP on local economic conditions. (2015). Roman, Raluca ; Berger, Allen N. In: Research Working Paper. RePEc:fip:fedkrw:rwp15-13.

Full description at Econpapers || Download paper

2015Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy. (2015). Nolan, Charles ; Kontonikas, Alexandros ; Zekaite, Zivile . In: Working Papers. RePEc:gla:glaewp:2015_17.

Full description at Econpapers || Download paper

2015The impact of the ECBs conventional and unconventional monetary policies on stock markets. (2015). Unalmis, Deren ; de Haan, Jakob ; Haitsma, Reinder . In: DNB Working Papers. RePEc:dnb:dnbwpp:483.

Full description at Econpapers || Download paper

2015The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Working Papers. RePEc:igi:igierp:562.

Full description at Econpapers || Download paper

2015Analyst recommendations and volatility in a rising, falling, and crisis equity marketAuthor-Name: Corbet, Shaen. (2015). Corbet, Shaen ; Cummins, Mark ; Dowling, Michael . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:187-194.

Full description at Econpapers || Download paper

2015The impact of conventional and unconventional monetary policy on investor sentiment. (2015). Lutz, Chandler . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:89-105.

Full description at Econpapers || Download paper

2015All share price and inflation volatility in Nigeria. An application of the EGARCH model. (2015). Adedoyin, Lawal Isola ; Oloye, Martins I ; Awonusi, Frank . In: EuroEconomica. RePEc:dug:journl:y:2015:i:1:p:75-82.

Full description at Econpapers || Download paper

2015Global Financial Crisis, Ownership Change, and Corporate Governance Evolution: Firm-Level Evidence from Russia. (2015). Iwasaki, Ichiro. In: RRC Working Paper Series. RePEc:hit:rrcwps:52.

Full description at Econpapers || Download paper

2015Teaching teenagers in finance: Does it work?. (2015). Winter, Joachim ; Serra-Garcia, Marta ; Lührmann, Melanie ; Luhrmann, Melanie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:160-174.

Full description at Econpapers || Download paper

2015Foreign currency borrowing and knowledge about exchange rate risk. (2015). Stix, Helmut ; Beckmann, Elisabeth. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:112:y:2015:i:c:p:1-16.

Full description at Econpapers || Download paper

2015Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2015_13.

Full description at Econpapers || Download paper

2015Global Financial Crisis, Ownership Change, and Corporate Governance Evolution Firm-Level Evidence from Russia. (2015). Iwasaki, Ichiro. In: KIER Working Papers. RePEc:kyo:wpaper:925.

Full description at Econpapers || Download paper

2015Childhood Roots of Financial Literacy. (2015). Menkhoff, Lukas ; Kouwenberg, Roy ; Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1504.

Full description at Econpapers || Download paper

2015Education and the local equity bias around the world. (2015). Bose, Udichibarna ; Tsoukas, Serafeim . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:684.

Full description at Econpapers || Download paper

2015Financial literacy gaps of the Austrian population. (2015). Silgoner, Maria ; Weber, Rosa ; Greimel-Fuhrmann, Bettina . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2015:i:2:b:2.

Full description at Econpapers || Download paper

2015When Does the General Public Lose Trust in Banks?. (2015). Mosch, Robert ; Jansen, David-Jan ; Cruijsen, Carin. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:48:y:2015:i:2:p:127-141.

Full description at Econpapers || Download paper

2015Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:65-88.

Full description at Econpapers || Download paper

2015Childhood roots of financial literacy. (2015). Menkhoff, Lukas ; Kouwenberg, Roy ; Grohmann, Antonia. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:51:y:2015:i:c:p:114-133.

Full description at Econpapers || Download paper

2015Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong. In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:64-75.

Full description at Econpapers || Download paper

2015The Panzar–Rosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347.

Full description at Econpapers || Download paper

2015House prices and credit risk: Evidence from the United States. (2015). Kaffash, Sepideh ; Tajik, Mohammad ; Ghalia, Thaana ; Aliakbari, Saeideh . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:123-135.

Full description at Econpapers || Download paper

2015La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien . In: Revue économique. RePEc:cai:recosp:reco_663_0481.

Full description at Econpapers || Download paper

2015Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests. (2015). Apergis, Nicholas ; Ajmi, Ahdi Noomen. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:2:p:127-143.

Full description at Econpapers || Download paper

2015The costs and benefits of short sale disclosure. (2015). Yamada, Takeshi ; Huszar, Zsuzsa R. ; Duong, Truong X.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:124-139.

Full description at Econpapers || Download paper

2015The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks. (2015). Ghadhab, Imen ; Hellara, Slaheddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:126-145.

Full description at Econpapers || Download paper

2015(How) has the market become more efficient?. (2015). Paeglis, Imants ; Bertone, Stephen ; Ravi, Rahul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:72-86.

Full description at Econpapers || Download paper

2015Volatility forecast of country ETF: The sequential information arrival hypothesis. (2015). Lee, Chien-Chiang ; Tseng, Tseng-Chan ; Chen, Mei-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:228-234.

Full description at Econpapers || Download paper

2015Speculative trading in the gold market. (2015). Glover, Kristoffer ; Baur, Dirk G.. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:63-71.

Full description at Econpapers || Download paper

2015Captive Funds and Banks Capital. (2015). Arayssi, Mahmoud. In: MPRA Paper. RePEc:pra:mprapa:64912.

Full description at Econpapers || Download paper

2015Ownership structure, governance, and innovation. (2015). Murro, Pierluigi ; Minetti, Raoul ; Paiella, Monica . In: European Economic Review. RePEc:eee:eecrev:v:80:y:2015:i:c:p:165-193.

Full description at Econpapers || Download paper

2015Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Gunasekaran, Angappa ; Dubey, Rameshwar ; De, Anupam ; Chakrabarty, Anindya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

Full description at Econpapers || Download paper

2015Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404.

Full description at Econpapers || Download paper

2015On the Effect of Market Share Dispersion on New Firm Entry. (2015). Geronikolaou, George . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:3:p:287-298.

Full description at Econpapers || Download paper

2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal. (2015). Cole, Rebel ; Chernykh, Lucy . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:131-143.

Full description at Econpapers || Download paper

2015On the Effect of Market Share Dispersion on New Firm Entry. (2015). Geronikolaou, George. In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:3:p:287-298:10.1007/s11294-015-9533-0.

Full description at Econpapers || Download paper

2015A Note on Bank Capital Buffer, Portfolio Risk and Business Cycle. (2015). Kasman, Adnan ; BUSUN, Sine KONTBAY . In: Ege Academic Review. RePEc:ege:journl:v:15:y:2015:i:1:p:1-7.

Full description at Econpapers || Download paper

2015Capital and risk in commercial banking: A comparison of capital and risk-based capital ratios. (2015). Hogan, Thomas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:57:y:2015:i:c:p:32-45.

Full description at Econpapers || Download paper

2015Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

Full description at Econpapers || Download paper

2015Behavioral influences in non-ferrous metals prices. (2015). Cummins, Mark ; Dowling, Michael . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:9-22.

Full description at Econpapers || Download paper

2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

Full description at Econpapers || Download paper

2015Determinants of risk sharing through remittances. (2015). Balli, Faruk ; Rana, Faisal . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:107-116.

Full description at Econpapers || Download paper

2015The 2008 financial crisis: Stock market contagion and its determinants. (2015). Luchtenberg, Kimberly F. ; Vu, Quang Viet . In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:178-203.

Full description at Econpapers || Download paper

2015Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions. (2015). Schweikert, Karsten ; Maderitsch, Robert ; Kuck, Konstantin . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:114-118.

Full description at Econpapers || Download paper

2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian . In: Working Papers. RePEc:pre:wpaper:201592.

Full description at Econpapers || Download paper

2015Spillovers from the USA to stock markets in Asia: a quantile regression approach. (2015). Maderitsch, Robert . In: Applied Economics. RePEc:taf:applec:v:47:y:2015:i:44:p:4714-4727.

Full description at Econpapers || Download paper

2015IPOs, growth, and the impact of relaxing listing requirements. (2015). Yamada, Kazuo ; Takahashi, Hidenori . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:505-519.

Full description at Econpapers || Download paper

2015Venture capital financing and the financial distress risk of portfolio firms: How independent and bank-affiliated investors differ. (2015). Croce, Annalisa ; Ughetto, Elisa ; Dadda, Diego . In: Small Business Economics. RePEc:kap:sbusec:v:44:y:2015:i:1:p:189-206.

Full description at Econpapers || Download paper

2015Állami szerepvállalás a kelet-közép-európai kockázatitőke-piacon. (2015). Karsai, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1593.

Full description at Econpapers || Download paper

2015Are CEE states successful as venture capitalists?. (2015). Karsai, Judit. In: IEHAS Discussion Papers. RePEc:has:discpr:1539.

Full description at Econpapers || Download paper

2015Investment stage drifts and venture capital managerial incentives. (2015). Buzzacchi, Luigi ; Ughetto, Elisa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:118-128.

Full description at Econpapers || Download paper

2015Loan Loss Provisioning, Income Smoothing, Signaling, Capital Management and Procyclicality: Does IFRS Matter? Empirical Evidence from Nigeria. (2015). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:68350.

Full description at Econpapers || Download paper

2015Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:138-150.

Full description at Econpapers || Download paper

2015International Sign Predictability of Stock Returns: The Role of the United States. (2015). Pönkä, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20.

Full description at Econpapers || Download paper

2015Real oil prices and the international sign predictability of stock returns. (2015). Pönkä, Harri. In: MPRA Paper. RePEc:pra:mprapa:68330.

Full description at Econpapers || Download paper

2015Bank holding company performance, risk, and “busy” board of directors. (2015). Elyasiani, Elyas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:239-251.

Full description at Econpapers || Download paper

2015The Role of Corporate Culture in the Financial Industry. (2015). Barth, Andreas. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112922.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015The mispricing of socially ambiguous grey stocks. (2015). Zhang, Weina ; Jacob, Gabriel Henry ; Lam, Swee-Sum . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:81-89.

Full description at Econpapers || Download paper

2015Valuation effects of corporate social responsibility. (2015). Fatemi, Ali ; Tehranian, Hassan ; Fooladi, Iraj . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:182-192.

Full description at Econpapers || Download paper

2015The effect of managerial overconfidence on the market timing ability and post-buyback performance of open market repurchases. (2015). Chen, Anlin ; Lu, Cheng-Shou . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:234-251.

Full description at Econpapers || Download paper

2015Some defaults are deeper than others: Understanding long-term mortgage arrears. (2015). McCann, Fergal ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:05/rt/15.

Full description at Econpapers || Download paper

2015Aggregate Risk and Efficiency of Mutual Funds. (2015). Kucinskas, Simas . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150113.

Full description at Econpapers || Download paper

2015Nonlinear dynamic interrelationships between real activity and stock returns. (2015). Nyberg, Henri ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-36.

Full description at Econpapers || Download paper

2015Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204.

Full description at Econpapers || Download paper

2015Intertemporal risk–return relationships in bull and bear markets. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:308-325.

Full description at Econpapers || Download paper

2015Pricing currency derivatives under the benchmark approach. (2015). Platen, Eckhard ; Grasselli, Martino ; Baldeaux, Jan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:34-48.

Full description at Econpapers || Download paper

2015Quanto Implied Correlation in a Multi-Lévy Framework. (2015). Rayée, Grégory ; Ballota, Laura ; Rayee, Gregory ; Deelstra, Griselda . In: Working Papers ECARES. RePEc:eca:wpaper:2013/219174.

Full description at Econpapers || Download paper

2015Domestic and Multilateral Effects of Capital Controls in Emerging Markets. (2015). Pasricha, Gurnain ; Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:20822.

Full description at Econpapers || Download paper

2015Motivations for Capital Controls and Their Effectiveness. (2015). Shah, Ajay ; Pasricha, Gurnain ; Patnaik, Ila ; Pandey, Radhika . In: Staff Working Papers. RePEc:bca:bocawp:15-5.

Full description at Econpapers || Download paper

2015Capital Flow Management Measures: What Are They Good For?. (2015). Fratzscher, Marcel ; Forbes, Kristin ; Straub, Roland . In: NBER Working Papers. RePEc:nbr:nberwo:20860.

Full description at Econpapers || Download paper

2015FX interventions in Brazil: a synthetic control approach. (2015). Garcia, Marcio ; Chamon, Marcos ; de Souza, Laura Candido ; Marcio Gomes Pinto Garcia, . In: Textos para discussão. RePEc:rio:texdis:630.

Full description at Econpapers || Download paper

2015Capital Controls and Implications for Surveillance and coordination: Brazil and Latin America. (2015). Garcia, Marcio ; Marcio Gomes Pinto Garcia, . In: Textos para discussão. RePEc:rio:texdis:631.

Full description at Econpapers || Download paper

2015Varieties of Capital Flows: What Do We Know. (2015). Levy Yeyati, Eduardo ; Zuniga, Jimena . In: Working Paper Series. RePEc:ecl:harjfk:rwp15-025.

Full description at Econpapers || Download paper

2015Capital-flow management measures: What are they good for?. (2015). Fratzscher, Marcel ; Forbes, Kristin ; Straub, Roland . In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:s1:p:s76-s97.

Full description at Econpapers || Download paper

2015Comments on: Effectiveness of macroprudential and capital flow measures in Asia and the Pacific. (2015). Smith, Christie . In: BIS Papers chapters. RePEc:bis:bisbpc:82-14.

Full description at Econpapers || Download paper

2015Capital control and exchange rate volatility. (2015). Chen, Shikuan ; Chang, Ming-Jen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:167-177.

Full description at Econpapers || Download paper

2015Domestic and Multilateral Effects of Capital Controls in Emerging Markets. (2015). Pasricha, Gurnain ; Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin . In: Staff Working Papers. RePEc:bca:bocawp:15-37.

Full description at Econpapers || Download paper

2015Cross-border financial linkages - challenges for monetary policy and financial stability. (2015). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:82.

Full description at Econpapers || Download paper

2015Varieties of capital flows: What do we know. (2015). Levy Yeyati, Eduardo ; Zuiga, Jimena . In: Business School Working Papers. RePEc:udt:wpbsdt:2015-01.

Full description at Econpapers || Download paper

2015Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P.. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138.

Full description at Econpapers || Download paper

2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722.

Full description at Econpapers || Download paper

2015One currency, two markets: the renminbis growing influence in Asia-Pacific. (2015). Shu, Chang ; He, Dong ; Cheng, Xiaoqiang. In: China Economic Review. RePEc:eee:chieco:v:33:y:2015:i:c:p:163-178.

Full description at Econpapers || Download paper

2015Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy. (2015). Shu, Chang ; Funke, Michael ; Eraslan, Sercan ; Cheng, Xiaoqiang . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:245-262.

Full description at Econpapers || Download paper

2015DPB: Dynamic Panel Binary data models in Gretl. (2015). Pigini, Claudia ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:1.

Full description at Econpapers || Download paper

2015The Interrelated Dynamics of Multiple Borrowing and Over-indebtedness among Rural Households in Thailand and Vietnam. (2015). Chichaibelu, Bezawit ; Waibel, Hermann . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211463.

Full description at Econpapers || Download paper

2015A parametric alternative to the Hill estimator for heavy-tailed distributions. (2015). Kim, Joocheol ; Kim, Joseph H. T., . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:60-71.

Full description at Econpapers || Download paper

2015A New Regression-Based Tail Index Estimator: An Application to Exchange Rates. (2015). Rodrigues, Paulo ; Nicolau, Jo o. In: Working Papers. RePEc:ptu:wpaper:w201514.

Full description at Econpapers || Download paper

2015Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares. (2015). Li, Shan ; Brockman, Paul ; Zurbruegg, Ralf . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:347-362.

Full description at Econpapers || Download paper

2015The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization. (2015). Kwok, Simon Sai Man ; Chan, Marc. In: Working Papers. RePEc:syd:wpaper:2015-19.

Full description at Econpapers || Download paper

2015Emergency Liquidity Facilities, Signalling and Funding Costs. (2015). Perez Saiz, Hector ; Gauthier, Celine ; Souissi, Moez ; Lehar, Alfred . In: Staff Working Papers. RePEc:bca:bocawp:15-44.

Full description at Econpapers || Download paper

2015Did the TARP Expand or Contract Bank Lending? A Numerical Simulation Using a Financial Accelerator Model. (2015). Takahashi, Yuki . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00740.

Full description at Econpapers || Download paper

2015On Zombie Banks and Recessions after Systemic Banking Crises. (2015). van Wijnbergen, Sweder ; Homar, Timotej. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10963.

Full description at Econpapers || Download paper

2015The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market. (2015). Wu, Deming . In: Journal of Financial Stability. RePEc:eee:finsta:v:21:y:2015:i:c:p:13-25.

Full description at Econpapers || Download paper

2015Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:123-139.

Full description at Econpapers || Download paper

2015Corruption and bank risk-taking: Evidence from emerging economies. (2015). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:122-148.

Full description at Econpapers || Download paper

2015Does Money Buy Credit? Firm-Level Evidence on Bribery and Bank Debt. (2015). Weill, Laurent ; Kochanova, Anna ; Fungáčová, Zuzana. In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:308-322.

Full description at Econpapers || Download paper

2015Does banks’ dual holding affect bank lending and firms’ investment decisions? Evidence from China. (2015). Tian, Gary Gang ; Pan, Xiaofei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:406-424.

Full description at Econpapers || Download paper

2015Local IPOs, local delistings, and the firm location premium. (2015). mengoli, stefano ; Carosi, Andrea ; BASCHIERI, GIULIA. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:67-83.

Full description at Econpapers || Download paper

2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

Full description at Econpapers || Download paper

2015The value of corporate financial flexibility in emerging countries. (2015). Yung, Kenneth ; JIAN, YI ; Li, Deqing Diane . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:25-41.

Full description at Econpapers || Download paper

2015Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3.

Full description at Econpapers || Download paper

2015Do your Rivals Enhance your Access to Credit? Theory and Evidence. (2015). Miniaci, Raffaele ; Fedele, Alessandro ; CERASI, VITTORIA. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps29.

Full description at Econpapers || Download paper

2015Intra-industry effects of negative stock price surprises. (2015). Madura, Jeff ; Martin, Anna . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:3:p:541-559.

Full description at Econpapers || Download paper

2015Product market competition and corporate investment: Evidence from China. (2015). Kim, Kenneth ; Zhu, Bing ; Nofsinger, John R ; Jiang, Fuxiu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:196-210.

Full description at Econpapers || Download paper

2015Governance mechanisms and downside risk. (2015). Wang, Li-Hsun ; Chen, Hsien-Ming ; Fung, Hung-Gay ; Lin, Chu-Hsiung . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:485-498.

Full description at Econpapers || Download paper

2015Competition and financial constraints: a two-sided story. (2015). bernini, michele ; Montagnoli, Alberto . In: Working Papers. RePEc:shf:wpaper:2015018.

Full description at Econpapers || Download paper

2015Institutional failure or market failure?. (2015). Marcelin, Isaac. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:266-280.

Full description at Econpapers || Download paper

2015Does Banking Market Power Matter on Financial (In)Stability? Evidence from the Banking Industry MENA Region. (2015). mensi, sami ; Labidi, Widede . In: MPRA Paper. RePEc:pra:mprapa:62190.

Full description at Econpapers || Download paper

2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

Full description at Econpapers || Download paper

2015Market structure, institutional framework and bank efficiency in ASEAN 5. (2015). Chan, Sok-Gee ; Yong, Chen-Chen ; Zainir, Fauzi . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:84-112.

Full description at Econpapers || Download paper

2015The impact of market structure and the business cycle on bank profitability: the role of foreign ownership. The case of Poland. (2015). Pawłowska, Małgorzata ; Pawowska, Magorzata . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:229.

Full description at Econpapers || Download paper

2015INTERNAL AND EXTERNAL DETERMINANTS OF COMMERCIAL BANKS PROFITABILITY: EMPIRICAL EVIDENCE FROM BULGARIA AND ROMANIA. (2015). ROMAN, Angela ; Firtescu, Bogdan ; Bogdan, Firtescu . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2015:i:1:p:896-904.

Full description at Econpapers || Download paper

2015Dividend Policy Changes in The Pre-, Mid-, and Post-Financial Crisis: Evidence from The Nigerian Stock Market. (2015). Woei-Chyuan, Wong . In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01102_103-126.

Full description at Econpapers || Download paper

2015Managerial Practices and Corporate Social Responsibility. (2015). Attig, Najah ; Cleary, Sean . In: Journal of Business Ethics. RePEc:kap:jbuset:v:131:y:2015:i:1:p:121-136.

Full description at Econpapers || Download paper

2015The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord. (2015). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s53-s68.

Full description at Econpapers || Download paper

2015Is volatility clustering of asset returns asymmetric?. (2015). Xu, Dinghai ; Ning, Cathy ; Wirjanto, Tony S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:62-76.

Full description at Econpapers || Download paper

2015Expansions for bivariate copulas. (2015). Nadarajah, Saralees . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:77-84.

Full description at Econpapers || Download paper

2015The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market. (2015). Hao, Ying ; Weng, Pei-Shih ; Ho, Keng-Yu ; Chou, Robin K. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:24-42.

Full description at Econpapers || Download paper

2015Investment timing, debt structure, and financing constraints. (2015). Shibata, Takashi ; Nishihara, Michi . In: European Journal of Operational Research. RePEc:eee:ejores:v:241:y:2015:i:2:p:513-526.

Full description at Econpapers || Download paper

2015Investment-based financing constraints and debt renegotiation. (2015). Shibata, Takashi ; Nishihara, Michi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:79-92.

Full description at Econpapers || Download paper

2015Credit rationing and relationship lending. Does firm size matter?. (2015). Torluccio, Giuseppe ; Salotti, Valentina ; Monferra, Stefano ; Cenni, Stefano ; Sangiorgi, Marco . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:249-265.

Full description at Econpapers || Download paper

2015No Lending Relationships and Liquidity Management of Small Businesses during a Financial Shock. (2015). Daisuke, TSURUTA . In: Discussion papers. RePEc:eti:dpaper:15051.

Full description at Econpapers || Download paper

2015The price of liquidity: CD rates charged by money market funds. (2015). Winters, Drew B. ; Whitledge, Matthew D.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:104-114.

Full description at Econpapers || Download paper

2015Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times. (2015). Temesvary, Judit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:202-222.

Full description at Econpapers || Download paper

2015Asymmetric Information, Bank Lending and Implicit Contracts: Differences between Banks. (2015). Niinimaki, Juha-Pekka . In: Czech Economic Review. RePEc:fau:aucocz:au2015_074.

Full description at Econpapers || Download paper

2015Bank Ownership And Cost Efficiency In Russia, Revisited. (2015). Верников, Андрей. In: HSE Working papers. RePEc:hig:wpaper:46/fe/2015.

Full description at Econpapers || Download paper

2015Bank ownership and cost efficiency in Russia, revisited. (2015). . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_022.

Full description at Econpapers || Download paper

2015Bank ownership and cost efficiency in Russia, revisited. (2015). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201508181357.

Full description at Econpapers || Download paper

2015Bank ownership and cost efficiency in Russia, revisited. (2015). Верников, Андрей. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_022.

Full description at Econpapers || Download paper

2015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Narayan, Paresh ; Sharma, Susan Sunila . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

Full description at Econpapers || Download paper

2015An Assessment of TARP Assistance to Financial Institutions. (2015). Calomiris, Charles. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:29:y:2015:i:2:p:53-80.

Full description at Econpapers || Download paper

2015Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers. (2015). Moreno, Manuel ; Leon, Angel . In: QM&ET Working Papers. RePEc:ris:qmetal:2015_003.

Full description at Econpapers || Download paper

2015Hedge fund return predictability; To combine forecasts or combine information?. (2015). Panopoulou, Ekaterini ; Vrontos, Spyridon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:103-122.

Full description at Econpapers || Download paper

2015Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context. (2015). Sosvilla-Rivero, Simon ; Chang, Chia-Lin ; Adame-Garcia, Victor M. ; Fernandez-Rodriguez, Fernando . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1507.

Full description at Econpapers || Download paper

2015Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints. (2015). Kaucic, Massimiliano ; Daris, Roberto . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:390-419:d:55820.

Full description at Econpapers || Download paper

2015Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion. (2015). Brandtner, Mario ; Kursten, Wolfgang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:268-280.

Full description at Econpapers || Download paper

2015Market reactions to the ECBs Comprehensive Assessment. (2015). de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:463.

Full description at Econpapers || Download paper

2015A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh.

Full description at Econpapers || Download paper

2015How Did Markets React to Stress Tests?. (2015). Candelon, Bertrand ; Amadou N. R. Sy, . In: IMF Working Papers. RePEc:imf:imfwpa:15/75.

Full description at Econpapers || Download paper

2015Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?. (2015). Refait-Alexandre, Catherine ; Guillemin, Franois . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15008.

Full description at Econpapers || Download paper

2015Disclosure, banks CDS spreads and the European sovereign crisis. (2015). Refait-Alexandre, Catherine ; Guillemin, François. In: Working Papers. RePEc:crb:wpaper:2015-10.

Full description at Econpapers || Download paper

2015March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Working Papers. RePEc:qmw:qmwecw:wp771.

Full description at Econpapers || Download paper

2015March Madness in Wall Street; (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: IMF Working Papers. RePEc:imf:imfwpa:15/271.

Full description at Econpapers || Download paper

2015Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Economou, Fotini ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

Full description at Econpapers || Download paper

2015Do fund managers herd in frontier markets — and why?. (2015). Economou, Fotini ; Yordanov, Nikolay ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:76-87.

Full description at Econpapers || Download paper

2015Institutional herding in international markets. (2015). Skiba, Hilla ; Choi, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:246-259.

Full description at Econpapers || Download paper

2015Herding behavior in institutional investors: Evidence from China’s stock market. (2015). Zheng, Dazhi ; Zhu, Xiaowei ; Li, Huimin . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:59-76.

Full description at Econpapers || Download paper

2015Dynamic optimization of an investment portfolio on European stock markets using pair copulas. (2015). Atskanov, Isuf . In: Applied Econometrics. RePEc:ris:apltrx:0279.

Full description at Econpapers || Download paper

2015Uncertainty Avoiding Behavior and Cross-border Acquisitions. (2015). Akio, HOSHI ; Kazunori, SUZUKI ; Bremer, Marc ; Kotaro, INOUE . In: Discussion papers. RePEc:eti:dpaper:15033.

Full description at Econpapers || Download paper

2015The relationship among cultural dimensions, education expenditure, and PISA performance. (2015). French, Joseph ; Li, Wei-Xuan . In: International Journal of Educational Development. RePEc:eee:injoed:v:42:y:2015:i:c:p:25-34.

Full description at Econpapers || Download paper

2015The accrual anomaly in Europe: The role of accounting distortions. (2015). Tsiritakis, Emmanuel ; Papanastasopoulos, Georgios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:176-185.

Full description at Econpapers || Download paper

2015Reward-risk momentum strategies using classical tempered stable distribution. (2015). Mitov, Ivan ; Choi, Jae Hyung ; Kim, Young Shin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:194-213.

Full description at Econpapers || Download paper

2015State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125.

Full description at Econpapers || Download paper

2015A Lévy-driven rainfall model with applications to futures pricing. (2015). Veraart, Almut ; Noven, Ragnhild ; Gandy, Axel . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:4:p:403-432.

Full description at Econpapers || Download paper

2015The effect of excess lending on bank liquidity : Evidence from China. (2015). Chou, Hsiu-Hsia ; Chang, Yuan ; Chen, Ting-Hsuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:36:y:2015:i:c:p:54-68.

Full description at Econpapers || Download paper

2015BUSINESS MODELS AND THEIR IMPACT ON BANK PERFORMANCE: A LONG-TERM PERSPECTIVE. (2015). Vander Vennet, Rudi ; Mergaerts, Frederik. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/908.

Full description at Econpapers || Download paper

2015The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis. (2015). Drakos, Konstantinos ; Arvanitis, Petros. In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:4:y:2015:i:2:p:1-9.

Full description at Econpapers || Download paper

2015Mapping Heat in the U.S. Financial System. (2015). Warusawitharana, Missaka ; Lee, Seung Jung ; Kiley, Michael ; Aikman, David ; Palumbo, Michael G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-59.

Full description at Econpapers || Download paper

2015Do joint ventures and strategic alliances create value for bondholders?. (2015). Chen, Jun ; King, Tao-Hsien Dolly ; Wen, Min-Ming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:247-267.

Full description at Econpapers || Download paper

2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201511251450.

Full description at Econpapers || Download paper

2015In love with the debit card but still married to cash. (2015). Jonker, Nicole ; Hernandez, Lola ; Cruijsen, Carin ; van der Cruijsen, Carin . In: DNB Working Papers. RePEc:dnb:dnbwpp:461.

Full description at Econpapers || Download paper

2015Changing payment patterns at point-of-sale: their drivers. (2015). Cruijsen, Carin ; van der Cruijsen, Carin ; Plooij, Mirjam . In: DNB Working Papers. RePEc:dnb:dnbwpp:471.

Full description at Econpapers || Download paper

2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_022.

Full description at Econpapers || Download paper

2015Cash management and payment choices: a simulation model with international comparisons. (2015). bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_022.

Full description at Econpapers || Download paper

2015The determinants of bank risks: Evidence from the recent financial crisis. (2015). Taylor, Nick ; Evans, K. P. ; Leung, W. S.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:277-293.

Full description at Econpapers || Download paper

2015How do bankruptcy systems perform in Eastern Europe?. (2015). BLAZY, Régis ; STEF, Nicolae . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-07.

Full description at Econpapers || Download paper

2015The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story. (2015). Brooks, Chris ; Godfrey, Chris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-07.

Full description at Econpapers || Download paper

2015The Spirit of Capitalism and the Equity Premium. (2015). Huang, Zhuo ; Ren, YU ; Zou, Yiheng ; Wang, Qin . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:wangzou.

Full description at Econpapers || Download paper

2015A general HJM framework for multiple yield curve modeling. (2015). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa . In: Papers. RePEc:arx:papers:1406.4301.

Full description at Econpapers || Download paper

2015Seasonal Stochastic Volatility and Correlation together with the Samuelson Effect in Commodity Futures Markets. (2015). Schneider, Lorenz ; Tavin, Bertrand . In: Papers. RePEc:arx:papers:1506.05911.

Full description at Econpapers || Download paper

2015Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models. (2015). Shiraya, Kenichiro ; Takahashi, Yakihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf980.

Full description at Econpapers || Download paper

2015Pricing Average and Spread Options on Commodities under Local-Stochastic Volatility with Jumps Models. (2015). Shiraya, Kenichiro ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf365.

Full description at Econpapers || Download paper

2015A lakossági devizahitelek átárazásának bumeránghatása. (2015). Radnai, Marton . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1532.

Full description at Econpapers || Download paper

2015Getting the Dog to Bark; Disclosing Fiscal Risks from the Financial Sector. (2015). Irwin, Timothy. In: IMF Working Papers. RePEc:imf:imfwpa:15/208.

Full description at Econpapers || Download paper

2015Financial institution credit assessment and implications for portfolio managers. (2015). Zhong, Ligang ; Purda, Lynnette ; Sonmez, Fatma . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:148-166.

Full description at Econpapers || Download paper

2015Finance and income inequality in OECD countries. (2015). Denk, Oliver ; Cournède, Boris. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1224-en.

Full description at Econpapers || Download paper

2015Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans. (2015). Tolo, Eero ; Viren, Matti ; Jokivuolle, Esa . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201512151482.

Full description at Econpapers || Download paper

2015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Anderson, Christopher ; Ahmed, Javed I. ; Zarutskie, Rebecca . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-24.

Full description at Econpapers || Download paper

2015Is there a too-big-to-fail discount in excess returns on German banks stocks?. (2015). Nitschka, Thomas. In: Working Papers. RePEc:snb:snbwpa:2015-08.

Full description at Econpapers || Download paper

2015Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5bnglqth5987gaq6dhju3psjn3.

Full description at Econpapers || Download paper

2015The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:221-236.

Full description at Econpapers || Download paper

2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches. (2015). Siegert, Caspar ; Willison, Matthew . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0032.

Full description at Econpapers || Download paper

2015Contingent Liabilities from Banks; How to Track Them?. (2015). Liao, Yin ; Arslanalp, Serkan . In: IMF Working Papers. RePEc:imf:imfwpa:15/255.

Full description at Econpapers || Download paper

2015Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans. (2015). Tolo, Eero ; Viren, Matti ; Jokivuolle, Esa . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_029.

Full description at Econpapers || Download paper

2015Stock-return volatility and daily equity trading by investor groups in Korea. (2015). Shackleton, Mark ; Umutlu, Mehmet . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:43-70.

Full description at Econpapers || Download paper

2015Foreign ownership and stock return volatility – Evidence from Vietnam. (2015). Vo, Xuan Vinh. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:101-109.

Full description at Econpapers || Download paper

2015Foreign ownership in emerging stock markets. (2015). Vo, Xuan Vinh ; Batten, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:15-24.

Full description at Econpapers || Download paper

2015The common drivers of default risk. (2015). Raupach, Peter ; Memmel, Christoph ; Gündüz, Yalin ; Gunduz, Yalin . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:232-247.

Full description at Econpapers || Download paper

2015Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?. (2015). Ongena, Steven ; von Westernhagen, Natalja ; Tumer-Alkan, Gunseli . In: Discussion Papers. RePEc:zbw:bubdps:092015.

Full description at Econpapers || Download paper

2015Taming the herd? Foreign banks, the Vienna Initiative and crisis transmission. (2015). De Haas, Ralph ; Tsankova, Teodora ; Pivovarsky, Alexander ; Korniyenko, Yevgeniya . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:24:y:2015:i:3:p:325-355.

Full description at Econpapers || Download paper

2015Did Foreign Banks “Cut and Run” or Stay Committed to Emerging Europe During the Crises?. (2015). Bonin, John ; Louie, Dana . In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2015-003.

Full description at Econpapers || Download paper

2015Crisis, contagion and international policy spillovers under foreign ownership of banks. (2015). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: 2015 Meeting Papers. RePEc:red:sed015:595.

Full description at Econpapers || Download paper

2015Dynamic technical and allocative efficiencies in European banking. (2015). Tsionas, Mike ; Matousek, Roman ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:130-139.

Full description at Econpapers || Download paper

2015A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal C. In: MPRA Paper. RePEc:pra:mprapa:66490.

Full description at Econpapers || Download paper

2015Financial distress drivers in Brazilian banks: A dynamic slacks approach. (2015). Faria, Joao ; Barros, Carlos P. ; Wanke, Peter . In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:1:p:258-268.

Full description at Econpapers || Download paper

2015Dynamic effects in inefficiency: Evidence from the Colombian banking sector. (2015). Veiga, Helena ; Galan, Jorge ; Wiper, Michael P.. In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:2:p:562-571.

Full description at Econpapers || Download paper

2015Family firms credit rating, idiosyncratic risk, and earnings management. (2015). Shen, Cheng-An ; Lin, Yi-Mien . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:4:p:872-877.

Full description at Econpapers || Download paper

2015Contagion in the interbank market: Funding versus regulatory constraints. (2015). Georgescu, Oana-Maria . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:1-18.

Full description at Econpapers || Download paper

2015Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: LEM Papers Series. RePEc:ssa:lemwps:2015/33.

Full description at Econpapers || Download paper

2015Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model. (2015). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1532.

Full description at Econpapers || Download paper

2015Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests. (2015). uki, Malia . In: Panoeconomicus. RePEc:voj:journl:v:62:y:2015:i:4:p:469-491.

Full description at Econpapers || Download paper

2015Quality of bank capital and bank lending behavior during the global financial crisis. (2015). Marinč, Matej ; Loncarski, Igor ; Lonarski, Igor ; Li, Shaofang ; Koak, Marko . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:168-183.

Full description at Econpapers || Download paper

2015The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183.

Full description at Econpapers || Download paper

2015Towards a Holistic Approach for Mutual Fund Performance Appraisal. (2015). BABALOS, VASSILIOS ; Doumpos, Michael ; Zopounidis, Constantin ; Philippas, Nikolaos . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:1:p:35-53.

Full description at Econpapers || Download paper

2015On luck versus skill when performance benchmarks are style-consistent. (2015). Agyei-Ampomah, Sam ; Thomas, Stephen ; Mason, Andrew ; Clare, Andrew . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:127-145.

Full description at Econpapers || Download paper

2015Gender, style diversity, and their effect on fund performance. (2015). Caporale, Guglielmo Maria ; BABALOS, VASSILIOS ; Philippas, Nikolaos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:57-74.

Full description at Econpapers || Download paper

2015Consumer Bankruptcy and Financial Health. (2015). Goldsmith-Pinkham, Paul ; Yang, Crystal ; Dobbie, Will . In: NBER Working Papers. RePEc:nbr:nberwo:21032.

Full description at Econpapers || Download paper

2015The effectiveness of insider trading regulations: The case of the Italian tender offers. (2015). Pattitoni, Pierpaolo ; Ferretti, Riccardo ; Salinas, Anna . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15309.

Full description at Econpapers || Download paper

2015Fragmentation in the European interbank market: Measures, determinants, and policy solutions. (2015). Mayordomo, Sergio ; Abascal, Maria ; Alonso, Tatiana ; Rodriguez-Moreno, Maria . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:1-12.

Full description at Econpapers || Download paper

2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

Full description at Econpapers || Download paper

2015MA trading rules, herding behaviors, and stock market overreaction. (2015). Ni, Yensen ; Huang, Paoyu ; Liao, Yi-Ching . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:253-265.

Full description at Econpapers || Download paper

2015Regulation and Bankers Incentives. (2015). PONCE, Jorge ; Gomez, Fabiana . In: Documentos de trabajo. RePEc:bku:doctra:2015005.

Full description at Econpapers || Download paper

2015Efficiency of microfinance institutions in Sri Lanka: a two-stage double bootstrap DEA approach. (2015). Wijesiri, Mahinda ; Vigano, Laura ; Meoli, Michele . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:74-83.

Full description at Econpapers || Download paper

2015Regulations, profitability, and risk-adjusted returns of European insurers: An empirical investigation. (2015). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Liu, Liuling . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:55-77.

Full description at Econpapers || Download paper

2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Borradores de Economia. RePEc:bdr:borrec:894.

Full description at Econpapers || Download paper

2015The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: BORRADORES DE ECONOMIA. RePEc:col:000094:013254.

Full description at Econpapers || Download paper

2015What happened to profitability? Shocks, challenges and perspectives for euro area banks. (2015). Mevis, Dirk ; Cheng, Gong. In: MPRA Paper. RePEc:pra:mprapa:66150.

Full description at Econpapers || Download paper

2015The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia. (2015). Sarmiento, Miguel ; Galan, Jorge. In: Discussion Paper. RePEc:tiu:tiucen:f7a73cdb-55a2-40d3-936f-72db9ffb8fa8.

Full description at Econpapers || Download paper

2015Does Basel Compliance Matter for Bank Performance?. (2015). Ben Naceur, Sami ; Ayadi, Rym ; Quinn, Barry ; Casu, Barbara ; Bennaceur, Sami . In: IMF Working Papers. RePEc:imf:imfwpa:15/100.

Full description at Econpapers || Download paper

2015Regional bank efficiency and its effect on regional growth in normal and bad times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:586.

Full description at Econpapers || Download paper

2015Regional Bank Efficiency and its Effect on Regional Growth in “Normal” and “Bad” Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201507.

Full description at Econpapers || Download paper

2015What happened to profitability? Shocks, challenges and perspectives for euro area banks.. (2015). Cheng, Gong. In: Working Papers. RePEc:stm:wpaper:5.

Full description at Econpapers || Download paper

2015Central bank independence, financial supervision structure and bank soundness: An empirical analysis around the crisis. (2015). Pasiouras, Fotios ; Doumpos, Michael ; Gaganis, Chrysovalantis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s69-s83.

Full description at Econpapers || Download paper

2015Regulation and Bankers’ Incentives. (2015). PONCE, Jorge ; Gomez, Fabiana . In: Documentos de Trabajo (working papers). RePEc:ude:wpaper:0915.

Full description at Econpapers || Download paper

2015Banking Relationships, Managerial Ownership and Operational Performance: A Simultaneous Equations Approach in the Context of SMEs. (2015). Antonio Pedro Soares Pinto, ; Augusto, Mario Gomes . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:1:p:22-42.

Full description at Econpapers || Download paper

2015Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns. (2015). Wagner, Niklas ; Riedel, Christoph . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:53-64.

Full description at Econpapers || Download paper

2015Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Mirantes, Andres ; Poblacion, Javier ; Serna, Gregorio . In: Review of Derivatives Research. RePEc:kap:revdev:v:18:y:2015:i:1:p:75-93.

Full description at Econpapers || Download paper

2015Combining momentum with reversal in commodity futures. (2015). Bianchi, Robert J ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444.

Full description at Econpapers || Download paper

2015Do hedging and speculative pressures drive commodity prices, or the other way round?. (2015). Lehecka, Georg . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:2:p:575-603.

Full description at Econpapers || Download paper

2015Investigating the monetary policy of central banks with assessment indicators. (2015). Bluhm, Marcel . In: European Journal of Political Economy. RePEc:eee:poleco:v:38:y:2015:i:c:p:181-196.

Full description at Econpapers || Download paper

2015Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?. (2015). Neuenkirch, Matthias ; Hayo, Bernd. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:27-37.

Full description at Econpapers || Download paper

2015Central bank communication in the financial crisis: Evidence from a survey of financial market participants. (2015). Neuenkirch, Matthias ; Hayo, Bernd. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:166-181.

Full description at Econpapers || Download paper

2015Barrier style contracts under Lévy processes: An alternative approach. (2015). Fajardo, José. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:179-187.

Full description at Econpapers || Download paper

2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

Full description at Econpapers || Download paper

2015Do CDS spreads move with commonality in liquidity?. (2015). Meine, Christian ; Weiss, Gregor ; Supper, Hendrik . In: Review of Derivatives Research. RePEc:kap:revdev:v:18:y:2015:i:3:p:225-261.

Full description at Econpapers || Download paper

2015Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets. (2015). Hertrich, Markus. In: MPRA Paper. RePEc:pra:mprapa:67837.

Full description at Econpapers || Download paper

2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

Full description at Econpapers || Download paper

2015First to “Read” the News: News Analytics and Institutional Trading. (2015). von Beschwitz, Bastian ; Massa, Massimo ; Keim, Donald B. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10534.

Full description at Econpapers || Download paper

2015Time-variation in the impact of news sentiment. (2015). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:40-50.

Full description at Econpapers || Download paper

2015Asymmetric volatility response to news sentiment in gold futures. (2015). Smales, Lee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:161-172.

Full description at Econpapers || Download paper

2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee A ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

Full description at Econpapers || Download paper

2015Public news flow in intraday component models for trading activity and volatility. (2015). Clements, Adam ; Papalexiou, Vasilios ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2015_04.

Full description at Econpapers || Download paper

2015Macroeconomic effects on emerging-markets sovereign credit spreads. (2015). Clark, Ephraim ; Kassimatis, Konstantinos . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:1-13.

Full description at Econpapers || Download paper

2015Volatility spillovers in the European bank CDS market. (2015). Alemany, Aida ; Gonzalez-Urteaga, Ana ; Ballester, Laura . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:137-147.

Full description at Econpapers || Download paper

2015On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100.

Full description at Econpapers || Download paper

2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John. In: Discussion Papers. RePEc:not:notcdx:2015-13.

Full description at Econpapers || Download paper

2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John. In: Discussion Papers. RePEc:not:notcfc:15/03.

Full description at Econpapers || Download paper

2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John. In: Discussion Papers. RePEc:not:notecp:15/04.

Full description at Econpapers || Download paper

2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Weber, Jörg ; Gathergood, John . In: Discussion Papers. RePEc:not:notcdx:2015-15.

Full description at Econpapers || Download paper

2015Financial Literacy, Present Bias and Alternative Mortgage Products. (2015). Gathergood, John ; Weber, Joerg . In: Discussion Papers. RePEc:not:notcfc:15/07.

Full description at Econpapers || Download paper

2015Is Poor Financial Literacy a Barrier to Home Ownership?. (2015). Weber, Jörg ; Gathergood, John . In: Discussion Papers. RePEc:not:notcfc:15/16.

Full description at Econpapers || Download paper

2015Scale economies in pension fund investments: A dissection of investment costs across asset classes. (2015). Van Oord, Arco ; Broeders, Dirk ; Rijsbergen, David . In: DNB Working Papers. RePEc:dnb:dnbwpp:474.

Full description at Econpapers || Download paper

2015Shareholder activism of public pension funds: The political facet. (2015). Mao, Connie X ; Wang, Yong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:138-152.

Full description at Econpapers || Download paper

2015Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05.

Full description at Econpapers || Download paper

2015Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets. (2015). . In: Financial Theory and Practice. RePEc:ipf:finteo:v:39:y:2015:i:3:p:325-340.

Full description at Econpapers || Download paper

2015Institutional Investors, Risk/Performance and Corporate Governance. (2015). Chapple, Larelle ; Seamer, Michael ; Hutchinson, Marion . In: The International Journal of Accounting. RePEc:eee:accoun:v:50:y:2015:i:1:p:31-52.

Full description at Econpapers || Download paper

2015The effects of institutional ownership on the value and risk of diversified firms. (2015). Jory, Surendranath R. ; Ngo, Thanh N. ; Jafarinejad, Mohammad . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:207-219.

Full description at Econpapers || Download paper

2015Short interest and stock price crash risk. (2015). Callen, Jeffrey L ; Fang, Xiaohua . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:181-194.

Full description at Econpapers || Download paper

2015Selling losers and keeping winners: How (savings) goal dynamics predict a reversal of the disposition effect. (2015). Aspara, Jaakko ; Hoffmann, Arvid . In: Marketing Letters. RePEc:kap:mktlet:v:26:y:2015:i:2:p:201-211.

Full description at Econpapers || Download paper

2015The disposition effect in team investment decisions: Experimental evidence. (2015). Rau, Holger A. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:256.

Full description at Econpapers || Download paper

2015No endowment effect when people transact secondhand goods over the Internet. (2015). Da Silva, Sergio ; Silveira, Eliza ; Matsushita, Raul . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00604.

Full description at Econpapers || Download paper

2015The disposition effect in team investment decisions: Experimental evidence. (2015). Rau, Holger A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:272-282.

Full description at Econpapers || Download paper

2015Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2015). Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

Full description at Econpapers || Download paper

2015Bank Mergers and Deposit Rate Rigidity. (2015). Dinger, Valeriya. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:47:y:2015:i:1:p:27-56.

Full description at Econpapers || Download paper

2015The Transmission of Bank Funding to Corporate Loans: Deleveraging in Germany. (2015). Fidrmuc, Jarko ; Schreiber, Philipp ; Siddiqui, Martin . In: Open Economies Review. RePEc:kap:openec:v:26:y:2015:i:3:p:581-597.

Full description at Econpapers || Download paper

2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation. (2015). Hill, John ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0540.

Full description at Econpapers || Download paper

2015Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308.

Full description at Econpapers || Download paper

2015Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436.

Full description at Econpapers || Download paper

2015Should we trust the Z-score? Evidence from the European Banking Industry. (2015). Poli, Federica ; Chiaramonte, Laura ; Croci, Ettore . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:111-131.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015A behavioral experiment on inventory management with supply chain disruption. (2015). Sarkar, Sourish ; Kumar, Sanjay . In: International Journal of Production Economics. RePEc:eee:proeco:v:169:y:2015:i:c:p:169-178.

Full description at Econpapers || Download paper

2015The Impact of A - Day on Executive Pensions and Pay for Performance. (2015). Wright, Peter ; Gregory-Smith, Ian ; Morris, Damon ; Montagnoli, Alberto ; Main, Brian . In: Working Papers. RePEc:shf:wpaper:2015026.

Full description at Econpapers || Download paper

2015International cross-ownership of firms and strategic privatization policy. (2015). Cai, Dapeng ; Karasawa-Ohtashiro, Yukio . In: Journal of Economics. RePEc:kap:jeczfn:v:116:y:2015:i:1:p:39-62.

Full description at Econpapers || Download paper

2015The optimal allocation of alternative collateral assets between different loans. (2015). Niinimaki, Juha-Pekka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:22-41.

Full description at Econpapers || Download paper

2015Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61.

Full description at Econpapers || Download paper

2015Failed bank takeovers and financial stability. (2015). Gomez, Fabiana . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:45-58.

Full description at Econpapers || Download paper

2015Insolvency and contagion in the Brazilian interbank market. (2015). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Souza, Sergio R. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:431:y:2015:i:c:p:140-151.

Full description at Econpapers || Download paper

2015The impact of market power at bank level in risk-taking: The Brazilian case. (2015). Tabak, Benjamin ; da Silva Medeiros, Mauricio, ; Gomes, Guilherme M. R., . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:154-165.

Full description at Econpapers || Download paper

2015Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China. (2015). Luo, Yan ; Wang, Yizhi ; Ren, Jinjuan . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:390-412.

Full description at Econpapers || Download paper

2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; JAMMAZI, RANIA. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187.

Full description at Econpapers || Download paper

2015Dependence structure of market states. (2015). CHETALOVA, DESISLAVA ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1503.09004.

Full description at Econpapers || Download paper

2015A wavelet based approach to measure and manage contagion at different time scales. (2015). Berger, Theo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:338-350.

Full description at Econpapers || Download paper

2015Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach. (2015). JAMMAZI, RANIA ; Aloui, Chaker. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:62-86.

Full description at Econpapers || Download paper

2015Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

Full description at Econpapers || Download paper

2015Eurozone bank resolution and Bail-In - Intervention, triggers and writedowns. (2015). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201501.

Full description at Econpapers || Download paper

2015Asset Bubbles; Re-thinking Policy for the Age of Asset Management. (2015). Jones, Bradley . In: IMF Working Papers. RePEc:imf:imfwpa:15/27.

Full description at Econpapers || Download paper

2015Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage. (2015). Corsetti, Giancarlo ; Bergin, Paul. In: Discussion Papers. RePEc:cfm:wpaper:1516.

Full description at Econpapers || Download paper

2015Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2015). Reinhart, Carmen M ; Luo, Xubei ; Gereffi, Gary ; Rogoff, Kenneth S. In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:2:y:2015:i:4:p:13.

Full description at Econpapers || Download paper

2015Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2015). Rogoff, Kenneth ; Reinhart, Carmen. In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:2:y:2015:i:4:p:5-17.

Full description at Econpapers || Download paper

2015Anatomy of international banking crises at the onset of the Great Recession. (2015). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:4:p:553-569.

Full description at Econpapers || Download paper

2015Models for evaluating financial crisis – what went wrong for developed and emerging economies?. (2015). CIMPOERU, Smaranda . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxii:y:2015:i:1(602):p:291-300.

Full description at Econpapers || Download paper

2015House prices: bubbles, exuberance or something else? Evidence from euro area countries. (2015). Rodrigues, Paulo ; Loureno, Rita . In: Working Papers. RePEc:ptu:wpaper:w201517.

Full description at Econpapers || Download paper

2015Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage. (2015). Bergin, Paul R ; Corsetti, Giancarlo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10718.

Full description at Econpapers || Download paper

2015Dynamic Connectedness of UK Regional Property Prices. (2015). Antonakakis, Nikolaos ; Chatziantoniou, Ioannis ; Floros, Christos . In: MPRA Paper. RePEc:pra:mprapa:68421.

Full description at Econpapers || Download paper

2015New methodology for constructing real estate price indices applied to the Singapore residential market. (2015). Yu, Jun ; Phillips, Peter ; JunYu, ; PEter, ; Jiang, Liang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s121-s131.

Full description at Econpapers || Download paper

2015How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?. (2015). Eichler, Stefan. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112877.

Full description at Econpapers || Download paper

2015Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage. (2015). Bergin, Paul R ; Corsetti, Giancarlo . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1559.

Full description at Econpapers || Download paper

2015Systemic risk of European banks: Regulators and markets. (2015). Zhou, Chen ; van Oordt, Maarten. In: DNB Working Papers. RePEc:dnb:dnbwpp:478.

Full description at Econpapers || Download paper

2015Explaining bank stock performance with crisis sentiment. (2015). Irresberger, Felix ; Muhlnickel, Janina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:311-329.

Full description at Econpapers || Download paper

2015Government ownership and the cost of debt: Evidence from government investments in publicly traded firms. (2015). Borisova, Ginka ; Megginson, William L ; Holland, Kateryna ; Fotak, Veljko . In: Journal of Financial Economics. RePEc:eee:jfinec:v:118:y:2015:i:1:p:168-191.

Full description at Econpapers || Download paper

2015Determinants and Valuation Effects of the Home Bias in European Banks Sovereign Debt Portfolios. (2015). Ioannidou, Vasso ; Huizinga, Harry ; Horvath, Balint. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10661.

Full description at Econpapers || Download paper

2015Banks’ size, scope and systemic risk: What role for conflicts of interest?. (2015). Schepens, Glenn ; De Jonghe, Olivier ; Diepstraten, Maaike . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s3-s13.

Full description at Econpapers || Download paper

2015Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien . In: Revue française d'économie. RePEc:cai:rferfe:rfe_153_0189.

Full description at Econpapers || Download paper

2015The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence. (2015). Norden, Lars ; van Kampen, Stefan . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2015-10.

Full description at Econpapers || Download paper

2015Regulations, institutions and income smoothing by managing technical reserves: international evidence from the insurance industry. (2015). HASAN, IFTEKHAR ; Pasiouras, Fotios ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_015.

Full description at Econpapers || Download paper

2015Regulations, institutions and income smoothing by managing technical reserves: international evidence from the insurance industry. (2015). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Gaganis, Chrysovalantis . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_015.

Full description at Econpapers || Download paper

2015How the timing of dividend reductions can signal value. (2015). Hull, Tyler J.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:114-131.

Full description at Econpapers || Download paper

2015The financing of innovative SMEs: A multicriteria credit rating model. (2015). Angilella, Silvia ; Mazzu, Sebastiano . In: European Journal of Operational Research. RePEc:eee:ejores:v:244:y:2015:i:2:p:540-554.

Full description at Econpapers || Download paper

2015Entrepreneurship in SME Segment: Case Study from the Czech Republic and Slovakia. (2015). Bilan, Yuriy ; Belas, Jaroslav ; Demjan, Valer ; Sipko, Juraj . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:38:y:2015:i:17:p:308.

Full description at Econpapers || Download paper

2015Corporate investment, debt and liquidity choices in the light of financial constraints and hedging needs. (2015). Bannier, Christina ; Schurg, Carolin . In: CFS Working Paper Series. RePEc:zbw:cfswop:509.

Full description at Econpapers || Download paper

2015Corporate investment, debt and liquidity choices in the light of financial constraints and hedging needs. (2015). Bannier, Christina ; Schurg, Carolin V. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:114561.

Full description at Econpapers || Download paper

2015Finance and Inequality Evidence from East Asia. (2015). Mansour, Mohamed Salah ; Wendel, Miriam . In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:3:p:1-16.

Full description at Econpapers || Download paper

2015Fundamentals matter: Idiosyncratic shocks and interbank relations. (2015). Dinger, Valeriya ; Bednarek, Peter ; von Westernhagen, Natalja . In: Discussion Papers. RePEc:zbw:bubdps:442015.

Full description at Econpapers || Download paper

2015Deposit Withdrawals from Distressed Commercial Banks. (2015). Brown, Martin ; Guin, Benjamin ; Morkotter, Stefan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113081.

Full description at Econpapers || Download paper

2015An empirical model of fractionally cointegrated daily high and low stock market prices. (2015). Baruník, Jozef ; Barunik, Jozef ; Dvoakova, Sylvie . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:193-206.

Full description at Econpapers || Download paper

2015Return Expectations and Risk Aversion Heterogeneity in Household Portfolios. (2015). Miniaci, Raffaele ; Bucciol, Alessandro ; Pastorello, Sergio . In: Working Papers. RePEc:ver:wpaper:01/2015.

Full description at Econpapers || Download paper

2015Financial portfolio choice: Do business cycle regimes matter? Panel evidence from international household surveys. (2015). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:14-27.

Full description at Econpapers || Download paper

2015The frequency of regime switching in financial market volatility. (2015). BenSaïda, Ahmed ; Bensaida, Ahmed . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:63-79.

Full description at Econpapers || Download paper

2015Stock market expectations and risk aversion of individual investors. (2015). Veld, Chris ; Veld-Merkoulova, Yulia ; Lee, Boram ; Rosenthal, Leonard . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:122-131.

Full description at Econpapers || Download paper

2015Household Stockholding Behavior During the Great Financial Crisis. (2015). Zhou, Jie. In: Staff Working Papers. RePEc:bca:bocawp:15-15.

Full description at Econpapers || Download paper

2015The tone effect of news on investor beliefs: An experimental approach. (2015). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman ; Bosman, Ronald . In: CFS Working Paper Series. RePEc:zbw:cfswop:522.

Full description at Econpapers || Download paper

2015A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach. (2015). Wang, LI ; Yang, Haijun ; Sun, Gui . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:25:y:2015:i:5:p:901-924.

Full description at Econpapers || Download paper

2015Forecasting volatility with empirical similarity and Google Trends. (2015). Hamid, Alain ; Heiden, Moritz . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:117:y:2015:i:c:p:62-81.

Full description at Econpapers || Download paper

2015Jelzáloghitel-törlesztés forintban és devizában - egyszerű modellek. (2015). Simonovits, Andras ; Király, Julia ; Kiraly, Julia . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1531.

Full description at Econpapers || Download paper

2015Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies. (2015). Savva, Christos ; Neanidis, Kyriakos. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:200.

Full description at Econpapers || Download paper

2015A Local or a Foreign Currency Loan? Evidence on the Role of Loan Characteristics, Preferences of Households and the Effect of Foreign Banks. (2015). Stix, Helmut ; Beckmann, Elisabeth ; Roitner, Anita . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2015:i:1:b:2.

Full description at Econpapers || Download paper

2015Mortgages denominated in domestic and foreign currencies: Simple models. (2015). Simonovits, Andras ; Király, Julia ; Kiraly, Julia . In: IEHAS Discussion Papers. RePEc:has:discpr:1513.

Full description at Econpapers || Download paper

2015Estimating Determinants of Borrowing: Evidence from Greece. (2015). Pastrapa, E. ; Apostolopoulos, C.. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:36:y:2015:i:2:p:210-223.

Full description at Econpapers || Download paper

2015The impact of international swap lines on stock returns of banks in emerging markets. (2015). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Andries, Alin Marius . In: Working Papers. RePEc:szg:worpap:1601.

Full description at Econpapers || Download paper

2015An investigation of credit borrower concentration. (2015). Yue, Heng ; Rao, Pingui ; Zhu, Jigao . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:208-221.

Full description at Econpapers || Download paper

2015Arbitraging the Basel securitization framework: Evidence from German ABS investment. (2015). Efing, Matthias. In: Discussion Papers. RePEc:zbw:bubdps:402015.

Full description at Econpapers || Download paper

2015Bank funding structures and risk: Evidence from the global financial crisis. (2015). Vazquez, Francisco ; Federico, Pablo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:1-14.

Full description at Econpapers || Download paper

2015Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; Dąbrowski, Marek ; Dbrowski, Marek A ; Miech, Sawomir . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503.

Full description at Econpapers || Download paper

2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

Full description at Econpapers || Download paper

2015Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Liao, Ting-Huei ; Lee, Yen-Hsien ; Huang, Ya-Ling . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

Full description at Econpapers || Download paper

2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

Full description at Econpapers || Download paper

2015Interactions between oil and financial markets — Do conditions of financial stress matter?. (2015). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:52:y:2015:i:pa:p:160-175.

Full description at Econpapers || Download paper

2015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

Full description at Econpapers || Download paper

2015On multivariate extensions of the conditional Value-at-Risk measure. (2015). Di Bernardino, E. ; Rodriguez-Griolo, M. R. ; Fernandez-Ponce, J. M. ; Palacios-Rodriguez, F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:1-16.

Full description at Econpapers || Download paper

2015Univariate conditioning of vine copulas. (2015). Jaworski, Piotr . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:89-103.

Full description at Econpapers || Download paper

2015Analyzing Systemic Risk in the Chinese Banking System. (2015). Scholtens, Bert ; de Haan, Jakob ; Huang, Qiubin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5513.

Full description at Econpapers || Download paper

2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

Full description at Econpapers || Download paper

2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

Full description at Econpapers || Download paper

2015Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility. (2015). Wang, Haijun ; Hou, Steven L. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:2:wanghou.

Full description at Econpapers || Download paper

2015Robust stress testing. (2015). Bidder, Rhys ; McKenna, Andrew . In: Working Paper Series. RePEc:fip:fedfwp:2015-13.

Full description at Econpapers || Download paper

2015Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns. (2015). Wollschlager, Marcel ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1506.08054.

Full description at Econpapers || Download paper

2015Identifying Dependence Structure among Equities in Indian Markets using Copulas. (2015). Grover, Vaibhav . In: MPRA Paper. RePEc:pra:mprapa:66302.

Full description at Econpapers || Download paper

2015Is diversification always optimal?. (2015). Humphrey, Jacquelyn E ; Lee, Wei-Lun ; Benson, Karen L. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:521-532.

Full description at Econpapers || Download paper

2015The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa . In: MPRA Paper. RePEc:pra:mprapa:68734.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201510.

Full description at Econpapers || Download paper

2015Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:108-123.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

Full description at Econpapers || Download paper

2015Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect. (2015). PSILLAKI, Maria ; Papafilis, Michalis-Panayiotis ; Margaritis, Dimitris . In: MPRA Paper. RePEc:pra:mprapa:68037.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015“Sovereigns and banks in the euro area: a tale of two crises”. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201504.

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201508.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Fernandez-Rodriguez, Fernando ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:04-15.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

Full description at Econpapers || Download paper

2015Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries. (2015). Ghosh, Sugata ; Fidrmuc, Jan ; Samargandi, Nahla . In: World Development. RePEc:eee:wdevel:v:68:y:2015:i:c:p:66-81.

Full description at Econpapers || Download paper

2015Property rights and the stock market-growth nexus. (2015). Ibrahim, Mansor ; Ng, Adam ; Dewandaru, Ginanjar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:48-63.

Full description at Econpapers || Download paper

2015Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia. (2015). Masih, Abul ; Mohamed, Mohamed Ayaz . In: MPRA Paper. RePEc:pra:mprapa:65831.

Full description at Econpapers || Download paper

2015Heterogeneous Patterns of Financial Development:Implications for Asian Financial Integration. (2015). Singh, Nirvikar ; Bun, Linh . In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt8zv2r5ff.

Full description at Econpapers || Download paper

2015The role of the financial sector in enhancing economic growth in the Lao People’s Democratic Republic. (2015). Spantig, Kristina . In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:22:y:2015:i:1:p:67-98.

Full description at Econpapers || Download paper

2015Financial development, institutions and poverty alleviation: an empirical analysis. (2015). Cuestas, Juan ; Intarglia, Maurizio ; Cepparulo, Alessandra . In: NCID Working Papers. RePEc:nva:unnvaa:wp01-2015.

Full description at Econpapers || Download paper

2015Ethical behavior and trustworthiness in the stock market-growth nexus. (2015). Ibrahim, Mansor ; Mirakhor, Abbas ; Ng, Adam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:44-58.

Full description at Econpapers || Download paper

2015Management Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic. (2015). Zigraiova, Diana. In: Working Papers. RePEc:cnb:wpaper:2015/14.

Full description at Econpapers || Download paper

2015Women as ‘gold dust’: gender diversity in top boards and the performance of Italian banks. (2015). Del Prete, Silvia ; Stefani, Maria Lucia . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1014_15.

Full description at Econpapers || Download paper

2015Officials on boards and the prudential behavior of banks: Evidence from Chinas city commercial banks. (2015). Zhang, Guangli ; Qian, Xianhang ; Liu, Haiming . In: China Economic Review. RePEc:eee:chieco:v:32:y:2015:i:c:p:84-96.

Full description at Econpapers || Download paper

2015Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Mainik, Georg ; Ruschendorf, Ludger ; Mitov, Georgi . In: Papers. RePEc:arx:papers:1505.04045.

Full description at Econpapers || Download paper

2015Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Ruschendorf, Ludger ; Mitov, Georgi ; Mainik, Georg . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:115-134.

Full description at Econpapers || Download paper

2015Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2015). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1509.00607.

Full description at Econpapers || Download paper

2015Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_007.

Full description at Econpapers || Download paper

2015Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_007.

Full description at Econpapers || Download paper

2015Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data. (2015). Kao, Erin H. ; Ho, Tsung-Wu ; Fung, Hung-Gay . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:321-336.

Full description at Econpapers || Download paper

2015A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets. (2015). Kalkuhl, Matthias ; Algieri, Bernardina ; Koch, Nicolas . In: 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand. RePEc:ags:aare15:202529.

Full description at Econpapers || Download paper

2015Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111.

Full description at Econpapers || Download paper

2015The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach. (2015). Zheng, Yao . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:128-142.

Full description at Econpapers || Download paper

2015Measuring stock market contagion: Local or common currency returns?. (2015). Mink, Mark. In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:18-24.

Full description at Econpapers || Download paper

2015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

Full description at Econpapers || Download paper

2015Political Volatility and Capital Markets: Evidence from Transition. (2015). Hartwell, Christopher. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201515.

Full description at Econpapers || Download paper

2015Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert. (2015). Goodell, John W ; Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:162-171.

Full description at Econpapers || Download paper

2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:15/018.

Full description at Econpapers || Download paper

2015Tribalism and Financial Development. (2015). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:67855.

Full description at Econpapers || Download paper

2015Credit rationing for Portuguese SMEs. (2015). Farinha, Luisa ; Felix, Sonia . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:167-177.

Full description at Econpapers || Download paper

2015Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey. (2015). Burdeau, Edwige . In: IFC Bulletins chapters. RePEc:bis:bisifc:39-22.

Full description at Econpapers || Download paper

2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2015). Horny, Guillaume ; Avouyi-Dovi, Sanvi ; Sevestre, Patrick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15030.

Full description at Econpapers || Download paper

2015The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises.. (2015). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:547.

Full description at Econpapers || Download paper

2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Matthews, Kent ; Degryse, Hans ; Zhao, Tianshu . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/5.

Full description at Econpapers || Download paper

2015No evidence of financial accelerator in France. (2015). Campagne, Benoît ; Alhenc-Gelas, V. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2015-07.

Full description at Econpapers || Download paper

2015the coherence and the predictive content of the French Bank Lending Survey’s indicators (in French). (2015). Levieuge, G. In: Working papers. RePEc:bfr:banfra:567.

Full description at Econpapers || Download paper

2015SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK. (2015). Zhao, Tianshu ; Matthews, Kent ; Degryse, Hans. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2015/10.

Full description at Econpapers || Download paper

2015Situation des PME en France en 2014.. (2015). Cahn, Christophe ; Servant, F ; Lefilliatre, D. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2015:201:02.

Full description at Econpapers || Download paper

2015Searching for the source of macroeconomic integration across advanced economies. (2015). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2015-01.

Full description at Econpapers || Download paper

2015Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Dong, Gang Nathan ; Calluzzo, Paul . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15051.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01169516.

Full description at Econpapers || Download paper

2015Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk. (2015). Leuwattanachotinan, Charnchai ; de Vries, Casper G. In: PIER Discussion Papers. RePEc:pui:dpaper:2..

Full description at Econpapers || Download paper

2015Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation. (2015). Niedrig, Tobias . In: SAFE Working Paper Series. RePEc:zbw:safewp:97.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey . In: Post-Print. RePEc:hal:journl:halshs-01169516.

Full description at Econpapers || Download paper

2015How Informed Stock Trading Can Affect Labor Investment Efficiency. (2015). Ben-Nasr, Hamdi ; Alshwer, Abdullah . In: Proceedings of Business and Management Conferences. RePEc:sek:ibmpro:2304077.

Full description at Econpapers || Download paper

2015Monetary policy, bond risk premia, and the economy. (2015). Ireland, Peter. In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:c:p:124-140.

Full description at Econpapers || Download paper

2015Board diversity and its effects on bank performance: An international analysis. (2015). Garcia-Meca, Emma ; Martinez-Ferrero, Jennifer ; Garcia-Sanchez, Isabel-Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:202-214.

Full description at Econpapers || Download paper

2015Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2015). Bischoff, Oliver ; Buchwald, Achim . In: MPRA Paper. RePEc:pra:mprapa:63413.

Full description at Econpapers || Download paper

2015Sharing a Director with a Peer. (2015). Schmid, Markus ; Horsch, Philipp ; Berg, Tatjana . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:07.

Full description at Econpapers || Download paper

2015Bank charter value, systemic risk and credit reporting systems: Evidence from the Asia-Pacific region. (2015). TARAZI, Amine ; Soedarmono, Wahyoe ; Sitorus, Romora Edward . In: Working Papers. RePEc:hal:wpaper:hal-01174111.

Full description at Econpapers || Download paper

2015Risk governance and Asian bank performance: An empirical investigation over the financial crisis. (2015). Gallo, Angela ; Battaglia, Francesca . In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:53-68.

Full description at Econpapers || Download paper

2015Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:31:y:2015:i:c:p:18-35.

Full description at Econpapers || Download paper

2015Trading strategies with implied forward credit default swap spreads. (2015). Tunaru, Radu S ; Leccadito, Arturo ; Urga, Giovanni . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:361-375.

Full description at Econpapers || Download paper

2015The banking crisis with interbank market freeze.. (2015). Dai, Meixing ; Dufourt, Frederic ; Cheng, Jin . In: Working Papers of BETA. RePEc:ulp:sbbeta:2015-20.

Full description at Econpapers || Download paper

2015Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

Full description at Econpapers || Download paper

2015To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone. (2015). Blstad, Jrgen ; Elhardt, Christoph . In: European Union Politics. RePEc:sae:eeupol:v:16:y:2015:i:3:p:325-346.

Full description at Econpapers || Download paper

2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

Full description at Econpapers || Download paper

2015Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis. (2015). Altr-Samuel, Adam-Nelu ; Cramer, Alexandru-Adrian . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:4:p:29-49.

Full description at Econpapers || Download paper

2015Risk, illiquidity or marketability: What matters for the discounts on private equity placements?. (2015). Chen, Linda H. ; Juneja, Januj A. ; Jiang, George J. ; Dyl, Edward A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:41-50.

Full description at Econpapers || Download paper

2015Cross-listings and corporate cash savings: International evidence. (2015). Kusnadi, Yuanto . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:91-107.

Full description at Econpapers || Download paper

2015The dark side of cross-listing: A new perspective from China. (2015). Busaba, Walid Y. ; Yu, Tong ; Sun, Zhenzhen ; Guo, Lin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:1-16.

Full description at Econpapers || Download paper

2015The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis. (2015). Reddy, K ; Rao, Narendar. In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:2:p:309-341.

Full description at Econpapers || Download paper

2015The Influence of Environmental and Social Performance on Financial Performance: Evidence from Romania’s Listed Entities. (2015). Brad, Laura ; DOBRE, Elena ; Stanila, Georgiana Oana . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:3:p:2513-2553:d:46320.

Full description at Econpapers || Download paper

2015Corporate Environmental Responsibility and Firm Performance in the Financial Services Sector. (2015). Jo, Hoje ; Park, Kwangwoo ; Kim, Hakkon . In: Journal of Business Ethics. RePEc:kap:jbuset:v:131:y:2015:i:2:p:257-284.

Full description at Econpapers || Download paper

2015Corporate social responsibility and social capital. (2015). Cox, James ; Jha, Anand . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:252-270.

Full description at Econpapers || Download paper

2015Complaints management and bank risk profile. (2015). Zorio-Grima, Ana ; Gambetta, Nicolas ; Garcia-Benau, Maria Antonia . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:7:p:1599-1601.

Full description at Econpapers || Download paper

2015Dimensions of liquidity and their factors in the Slovenian banking sector. (2015). Lastuvkova, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:55_2015.

Full description at Econpapers || Download paper

2015Determinants of the Slovak bank liquidity flows. (2015). Lastuvkova, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:51_2015.

Full description at Econpapers || Download paper

2015Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run. (2015). Klepková Vodová, Pavla ; Stavarek, Daniel ; Vodova, Pavla Klepkova . In: Working Papers. RePEc:opa:wpaper:0020.

Full description at Econpapers || Download paper

2015Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:266-280.

Full description at Econpapers || Download paper

2015The Economics and Finance of Hedge Funds: A Review of the Academic Literature. (2015). Naik, Narayan Y ; Mullally, Kevin A ; Agarwal, Vikas . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000047.

Full description at Econpapers || Download paper

2015Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

Full description at Econpapers || Download paper

2015Managing risk in multi-asset class, multimarket central counterparties: The CORE approach. (2015). Cerezetti, F. V. ; Vicente, L. A. B. G., ; Iwashita, T. ; De Faria, S. R. ; Pereira, O. R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:51:y:2015:i:c:p:119-130.

Full description at Econpapers || Download paper

2015Equity financing activities and European value-growth returns. (2015). Walkshausl, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:27-40.

Full description at Econpapers || Download paper

2015The impact of liquidity regulation on banks. (2015). Banerjee, Ryan ; Mio, Hitoshi . In: Bank of England working papers. RePEc:boe:boeewp:0536.

Full description at Econpapers || Download paper

2015Banks’ Liquidity Buffers and the Role of Liquidity Regulation. (2015). Zymek, Robert ; Lelyveld, Iman ; Bonner, Clemens. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:48:y:2015:i:3:p:215-234.

Full description at Econpapers || Download paper

2015Preferential Regulatory Treatment and Banks Demand for Government Bonds. (2015). Bonner, Clemens. In: Discussion Paper. RePEc:tiu:tiucen:049e0e5e-f57b-4ef8-ab8b-bcbd00568d6e.

Full description at Econpapers || Download paper

2015Analyst coverage and corporate social performance: Evidence from China. (2015). Su, Jun ; Cui, Zhipeng ; Zhang, Min ; Tong, Lijing . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:76-94.

Full description at Econpapers || Download paper

2015Truth and financial economics: A review and assessment. (2015). Andrikopoulos, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:186-195.

Full description at Econpapers || Download paper

2015Kriging of financial term-structures. (2015). Rulliere, Didier ; Cousin, Areski . In: Working Papers. RePEc:hal:wpaper:hal-01206388.

Full description at Econpapers || Download paper

2015Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Working Papers. RePEc:hhs:lunewp:2015_030.

Full description at Econpapers || Download paper

2015The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. (2015). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriakou, Panayiotis . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:526-547.

Full description at Econpapers || Download paper

2015Model Comprehensive Risk Assessment of the Insurance Company: Tradition and Innovation. (2015). Slepukhina, Yulia . In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:3:y:2015:i:3:p:37-42.

Full description at Econpapers || Download paper

2015Does one size fit all? Determinants of insurer capital structure around the globe. (2015). Wende, Sabine ; Berry-Stolzle, Thomas R ; Altuntas, Muhammed . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:251-271.

Full description at Econpapers || Download paper

2015Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

Full description at Econpapers || Download paper

2015Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

Full description at Econpapers || Download paper

2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

Full description at Econpapers || Download paper

2015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

Full description at Econpapers || Download paper

2015Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

Full description at Econpapers || Download paper

2015Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71.

Full description at Econpapers || Download paper

2015Oil price and stock returns of consumers and producers of crude oil. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

Full description at Econpapers || Download paper

2015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

Full description at Econpapers || Download paper

2015New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

Full description at Econpapers || Download paper

2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371.

Full description at Econpapers || Download paper

2015Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382.

Full description at Econpapers || Download paper

2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

Full description at Econpapers || Download paper

2015A new risk measure and its application in portfolio optimization: The SPP–CVaR approach. (2015). bin, Liu. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:383-390.

Full description at Econpapers || Download paper

2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

Full description at Econpapers || Download paper

2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98.

Full description at Econpapers || Download paper

2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

Full description at Econpapers || Download paper

2015The Commodity Sector and Related Governance Challenges from a Sustainable Development Perspective: The Example of Switzerland Current Research Gaps. (2015). Rais, Daniel . In: Papers. RePEc:wti:papers:865.

Full description at Econpapers || Download paper

2015Are Indian stock returns predictable?. (2015). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:506-531.

Full description at Econpapers || Download paper

2015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:391-402.

Full description at Econpapers || Download paper

2015Modern Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks. (2015). Lipton, Alexander . In: Papers. RePEc:arx:papers:1510.07608.

Full description at Econpapers || Download paper

2015The Macro Impact of Short-Termism. (2015). Terry, Stephen J.. In: Discussion Papers. RePEc:sip:dpaper:15-022.

Full description at Econpapers || Download paper

2015Crisis-proof services : Why trade in services did not suffer during the 2008-2009 collapse. (2015). Ariu, Andrea. In: Working Paper Research. RePEc:nbb:reswpp:201507-284.

Full description at Econpapers || Download paper

2015How Firms Export: Processing vs. Ordinary Trade with Financial Frictions. (2015). Manova, Kalina ; Yu, Zhihong . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1377.

Full description at Econpapers || Download paper

2015How Firms Export: Processing vs. Ordinary Trade with Financial Frictions. (2015). Manova, Kalina ; Yu, Zhihong . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10871.

Full description at Econpapers || Download paper

2015How firms export: processing vs. ordinary trade with financial frictions. (2015). Manova, Kalina ; Yu, Zhihong . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64980.

Full description at Econpapers || Download paper

2015Trade credit and ethnicity: Case of ethnic minority area in China. (2015). Yano, Go. In: China Economic Review. RePEc:eee:chieco:v:36:y:2015:i:c:p:236-260.

Full description at Econpapers || Download paper

2015Political and economic incentives of government in partial privatization. (2015). Yamada, Takeshi ; Li, Zhaohua . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:169-189.

Full description at Econpapers || Download paper

2015Industrial Performance of the Renewable Resources Industry in China. (2015). Zhou, Dong ; Zhao, Xingang . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:9:p:11777-11798:d:54769.

Full description at Econpapers || Download paper

2015Financial Literacy, Human Capital and Stock Market Participation in Europe: An Empirical Exercise under Endogenous Framework. (2015). Thomas, Ashok ; Spataro, Luca. In: Discussion Papers. RePEc:pie:dsedps:2015/194.

Full description at Econpapers || Download paper

2015Financial education, literacy and investment attitudes. (2015). Pettinicchi, Yuri ; Padula, Mario ; Cavapozzi, Danilo ; Brugiavini, Agar. In: SAFE Working Paper Series. RePEc:zbw:safewp:86.

Full description at Econpapers || Download paper

2015The Financial Literacy Gender Gap: A Question of Nature or Nurture?. (2015). Walle, Yabibal ; Filipiak, Ute . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:176.

Full description at Econpapers || Download paper

2015Essays in household finance. (2015). Djordjevic, Ljubica . In: Other publications TiSEM. RePEc:tiu:tiutis:ad3edc86-915e-4ce8-ba38-bc60aa70b561.

Full description at Econpapers || Download paper

2015Financial Literacy and Food Security in Extremely Vulnerable Households. (2015). Millimet, Daniel ; McDonough, Ian ; Fomby, Thomas. In: IZA Discussion Papers. RePEc:iza:izadps:dp9103.

Full description at Econpapers || Download paper

2015Financial Literacy: Where Do We Stand?. (2015). Iwanicz-Drozdowska, Małgorzata ; Colombo, Luca ; Malgorzata, Iwanicz-Drozdowska ; Luca, Colombo ; Paola, Bongini . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/80527:y:2015:i:1:p:3-12.

Full description at Econpapers || Download paper

2015Financial Literacy, Households Investment Behavior, and Risk Propensity. (2015). Barbi, Massimiliano ; Bajo, Emanuele ; Sandro, Sandri ; Massimiliano, Barbi . In: Journal of Financial Management, Markets and Institutions. RePEc:mul:jdp901:doi:10.12831/80534:y:2015:i:1:p:157-174.

Full description at Econpapers || Download paper

2015Hyperbolic Discounting and Life-Cycle Portfolio Choice. (2015). Phelan, Gregory ; Love, David. In: Department of Economics Working Papers. RePEc:wil:wileco:2015-11.

Full description at Econpapers || Download paper

2015Risk preference or financial literacy? Behavioural experiment on index insurance demand. (2015). Awel Y., ; Azomahou T. T., . In: MERIT Working Papers. RePEc:unm:unumer:2015005.

Full description at Econpapers || Download paper

2015Financial regulation and IPOs: Evidence from the history of the Italian stock market. (2015). Cattaneo, Mattia ; Vismara, Silvio ; Meoli, Michele . In: Journal of Corporate Finance. RePEc:eee:corfin:v:31:y:2015:i:c:p:116-131.

Full description at Econpapers || Download paper

2015Delisting Brazilian Public Companies: Empirical Evidence about Corporate Governance Issues. (2015). Bortolon, Patricia Maria ; da Silva, Annor . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:specialissue:y:2015:i:2:p:92-117.

Full description at Econpapers || Download paper

2015Does a public campaign influence debit card usage? Evidence from the Netherlands. (2015). Jonker, Nicole ; Verburg, Johan ; Plooij, Mirjam . In: DNB Working Papers. RePEc:dnb:dnbwpp:470.

Full description at Econpapers || Download paper

2015Out of sight, out of mind: consumer reaction to news on data breaches and identity theft. (2015). Mikhed, Vyacheslav ; Vogan, Michael . In: Working Papers. RePEc:fip:fedpwp:15-42.

Full description at Econpapers || Download paper

2015Equity Premium Prediction: Are Economic and Technical Indicators Instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian . In: Kiel Working Papers. RePEc:kie:kieliw:1987.

Full description at Econpapers || Download paper

2015Dynamic factors and asset pricing: International and further U.S. evidence. (2015). Zhu, Jie ; He, Zhongzhi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:21-39.

Full description at Econpapers || Download paper

2015Multi-factor volatility and stock returns. (2015). He, Zhongzhi ; Zhu, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s132-s149.

Full description at Econpapers || Download paper

2015Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113079.

Full description at Econpapers || Download paper

2015Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1987.

Full description at Econpapers || Download paper

2015Diversification and Endogenous Financial Networks. (2015). Koch, Erwan ; Jean-Cyprien H'eam, . In: Papers. RePEc:arx:papers:1408.4618.

Full description at Econpapers || Download paper

2015Valuation Algorithms for Structural Models of Financial Interconnectedness. (2015). Hain, Johannes ; Fischer, Tom . In: Papers. RePEc:arx:papers:1501.07402.

Full description at Econpapers || Download paper

2015Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton . In: Economics Series Working Papers. RePEc:oxf:wpaper:764.

Full description at Econpapers || Download paper

2015Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

Full description at Econpapers || Download paper

2015VIX forecasting and variance risk premium: A new GARCH approach. (2015). Liu, Qiang ; Qiao, Gaoxiu ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:314-322.

Full description at Econpapers || Download paper

2015Pricing, dynamics, and determinants of illiquidity risks: International evidence. (2015). Samet, Anis . In: Emerging Markets Review. RePEc:eee:ememar:v:23:y:2015:i:c:p:124-147.

Full description at Econpapers || Download paper

2015The illiquidity premium: International evidence. (2015). Amihud, Yakov ; Zhang, Huiping ; Kang, Wenjin ; Hameed, Allaudeen . In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:2:p:350-368.

Full description at Econpapers || Download paper

2015Metafrontier cost Malmquist productivity index: an application to Taiwanese and Chinese commercial banks. (2015). Huang, Mei-Ying ; Fu, Tsu-Tan ; Juo, Jia-Ching . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:44:y:2015:i:3:p:321-335.

Full description at Econpapers || Download paper

2015Acquired Credit Unions: Drivers of Takeover. (2015). Carter, Stephen B ; Sant, Raymond R. In: International Journal of Business and Social Research. RePEc:mir:mirbus:v:5:y:2015:i:8:p:18-33.

Full description at Econpapers || Download paper

2015Reactions to corporate insider’s transactions: Do legal stock market disclosure rules have an impact?. (2015). Rose, Caspar ; Sopstad, Nicolai . In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:40:y:2015:i:2:p:247-272.

Full description at Econpapers || Download paper

2015The impact of monetary policy announcements on the stock price of large European banks during the financial crisis. (2015). Ricci, Ornella . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:245-255.

Full description at Econpapers || Download paper

2015Insurance companies trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality?. (2015). Vermeulen, Robert ; Bijlsma, Melle. In: DNB Working Papers. RePEc:dnb:dnbwpp:468.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna . In: MPRA Paper. RePEc:pra:mprapa:68859.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Vermögensteuer und ihre Implikationen für den Wirtschaftsstandort Deutschland: Eine betriebswirtschaftliche Analyse. (2015). Sureth, Caren ; Hoppe, Thomas ; Maiterth, Ralf . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:181.

Full description at Econpapers || Download paper

2015The impact of taxes on bilateral royalty flows. (2015). Dudar, Olena ; Voget, Johannes ; Spengel, Christoph . In: ZEW Discussion Papers. RePEc:zbw:zewdip:15052.

Full description at Econpapers || Download paper

2015The Tax Sensitivity of Debt in Multinationals: A Review. (2015). Schjelderup, Guttorm. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5590.

Full description at Econpapers || Download paper

2015The Tax Sensitivity of Debt in Multinationals: A Review. (2015). Schjelderup, Guttorm. In: Discussion Papers. RePEc:hhs:nhhfms:2015_029.

Full description at Econpapers || Download paper

2015Empirical evaluation of interest barrier effects. (2015). Dressler, Daniel ; Scheuering, Uwe . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12046r.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Exploring Corporate Social Responsibility in Foreign Bank Branches from Romania: An Empirical Analysis of Public Disclosure of Financial Statements and Banking Audit Reports. (2015). Tamas-Szora, Attila ; Socol, Adela . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2015:i:17:p:38-44.

Full description at Econpapers || Download paper

2015Profitability of contrarian strategies in the Chinese stock market. (2015). Shi, Huai-Long ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1505.00328.

Full description at Econpapers || Download paper

2015Taming the Basel Leverage Cycle. (2015). Aymanns, Christoph ; Vincent, ; Farmer, Doyne J ; Caccioli, Fabio . In: Papers. RePEc:arx:papers:1507.04136.

Full description at Econpapers || Download paper

2015Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2015). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1509.00607.

Full description at Econpapers || Download paper

2015Quantitative Easing as a Policy Tool Under the Effective Lower Bound. (2015). Reza, Abeer ; Suchanek, Lena ; Santor, Eric . In: Discussion Papers. RePEc:bca:bocadp:15-14.

Full description at Econpapers || Download paper

2015Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1015_15.

Full description at Econpapers || Download paper

2015Why Financial Advice Cannot Substitute for Financial Literacy?. (2015). Debbich, Majdi. In: Working papers. RePEc:bfr:banfra:534.

Full description at Econpapers || Download paper

2015Risk management for Monetary Policy Near the Zero Lower Bound. (2015). Krane, Spencer ; Gourio, Francois ; Fisher, Jonas ; Evans, Charles. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:50:y:2015:i:2015-01:p:141-219.

Full description at Econpapers || Download paper

2015Bank ownership and cost efficiency in Russia, revisited. (2015). Верников, Андрей. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_022.

Full description at Econpapers || Download paper

2015Bank ownership and cost efficiency in Russia, revisited. (2015). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201508181357.

Full description at Econpapers || Download paper

2015Cash management and payment choices: a simulation model with international comparisons. (2015). bouhdaoui, yassine ; Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_022.

Full description at Econpapers || Download paper

2015Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201511251450.

Full description at Econpapers || Download paper

2015The Expanded Asset Purchase Programme – What, Why and How of Euro Area QE. (2015). Stuart, Rebecca ; Everett, Mary ; Dunne, Peter. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2015:m:07:p:61-71.

Full description at Econpapers || Download paper

2015Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana . In: Discussion Papers. RePEc:cfm:wpaper:1534.

Full description at Econpapers || Download paper

2015An Experiment on Retail Payments Systems. (2015). Camera, Gabriele ; Casari, Marco ; Bortolotti, Stefania. In: Working Papers. RePEc:chu:wpaper:15-13.

Full description at Econpapers || Download paper

2015Trading Fees and Slow-Moving Capital. (2015). Buss, Adrian ; Dumas, Bernard J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10737.

Full description at Econpapers || Download paper

2015The impact of the global financial crisis on banking globalization. (2015). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:459.

Full description at Econpapers || Download paper

2015A measure of redenomination risk. (2015). De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151785.

Full description at Econpapers || Download paper

2015Heterogeneous effects of microcredit: Evidence from large-scale programs in Bangladesh. (2015). Islam, Asadul. In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:48-58.

Full description at Econpapers || Download paper

2015Financial market misconduct and agency conflicts: A synthesis and future directions. (2015). Cumming, Douglas ; Johan, Sofia ; Dannhauser, Robert . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:150-168.

Full description at Econpapers || Download paper

2015Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?. (2015). Davies, Ryan ; Merrick, John J ; Atanasov, Vladimir . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:210-234.

Full description at Econpapers || Download paper

2015Exchange trading rules, surveillance and suspected insider trading. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:311-330.

Full description at Econpapers || Download paper

2015Product market competition and corporate investment: Evidence from China. (2015). Kim, Kenneth ; Zhu, Bing ; Nofsinger, John R ; Jiang, Fuxiu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:196-210.

Full description at Econpapers || Download paper

2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

Full description at Econpapers || Download paper

2015The dynamics of bank debt renegotiation in Europe: A survival analysis approach. (2015). Godlewski, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:19-31.

Full description at Econpapers || Download paper

2015A frontier measure of U.S. banking competition. (2015). Bolt, Wilko ; Humphrey, David . In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:2:p:450-461.

Full description at Econpapers || Download paper

2015Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100.

Full description at Econpapers || Download paper

2015Quality of bank capital and bank lending behavior during the global financial crisis. (2015). Marinč, Matej ; Loncarski, Igor ; Lonarski, Igor ; Li, Shaofang ; Koak, Marko . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:168-183.

Full description at Econpapers || Download paper

2015What determines the yen swap spread?. (2015). Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Azad, A. S. M. Sohel, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:1-13.

Full description at Econpapers || Download paper

2015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

Full description at Econpapers || Download paper

2015Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Banerji, Sanjay ; Lampousis, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433.

Full description at Econpapers || Download paper

2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

Full description at Econpapers || Download paper

2015Intermediate-term momentum and credit rating. (2015). Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67.

Full description at Econpapers || Download paper

2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal. (2015). Cole, Rebel ; Chernykh, Lucy . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:131-143.

Full description at Econpapers || Download paper

2015Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404.

Full description at Econpapers || Download paper

2015Dynamical macroprudential stress testing using network theory. (2015). Levy-Carciente, Sary ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:164-181.

Full description at Econpapers || Download paper

2015Size, leverage, and risk-taking of financial institutions. (2015). Bhagat, Sanjai ; Lu, Jun ; Bolton, Brian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:520-537.

Full description at Econpapers || Download paper

2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

Full description at Econpapers || Download paper

2015The Panzar–Rosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347.

Full description at Econpapers || Download paper

2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

Full description at Econpapers || Download paper

2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

Full description at Econpapers || Download paper

2015Fragmentation and stability of markets. (2015). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:119:y:2015:i:c:p:466-481.

Full description at Econpapers || Download paper

2015Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Vahamaa, Sami ; Strobl, Sascha ; Iqbal, Jamshed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61.

Full description at Econpapers || Download paper

2015Bank risk behavior and connectedness in EMU countries. (2015). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:161-184.

Full description at Econpapers || Download paper

2015US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

Full description at Econpapers || Download paper

2015Central bank communication in the financial crisis: Evidence from a survey of financial market participants. (2015). Neuenkirch, Matthias ; Hayo, Bernd. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:166-181.

Full description at Econpapers || Download paper

2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

Full description at Econpapers || Download paper

2015Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. (2015). Aloui, Chaker ; ben Hamida, Hela ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135.

Full description at Econpapers || Download paper

2015Do credit rating concerns lead to better corporate governance? Evidence from Korea. (2015). Bereskin, Frederick L ; Oh, Frederick Dongchuhl ; Kim, Bushik . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:592-608.

Full description at Econpapers || Download paper

2015Cointegration of matched home purchases and rental price indexes — Evidence from Singapore. (2015). Baltagi, Badi ; Li, Jing . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:80-88.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2014
YearCiting document
2014Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima . In: CREATES Research Papers. RePEc:aah:create:2014-12.

Full description at Econpapers || Download paper

2014Volatility jumps and their economic determinants. (2014). Rossi, Eduardo ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2014-27.

Full description at Econpapers || Download paper

2014Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Lunde, Asger ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31.

Full description at Econpapers || Download paper

2014Bank asset reallocation and sovereign debt. (2014). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:100.

Full description at Econpapers || Download paper

2014Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors. (2014). Bernardi, Mauro ; Petrella, L.. In: Papers. RePEc:arx:papers:1401.6408.

Full description at Econpapers || Download paper

2014Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso . In: Papers. RePEc:arx:papers:1402.3688.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Detecting 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

2014The dynamics of the leverage cycle. (2014). Aymanns, Christoph ; Farmer, Doyne J.. In: Papers. RePEc:arx:papers:1407.5305.

Full description at Econpapers || Download paper

2014Contagious Synchronization and Endogenous Network Formation in Financial Networks. (2014). Georg, Co-Pierre ; Aymanns, Christoph . In: Papers. RePEc:arx:papers:1408.0440.

Full description at Econpapers || Download paper

2014European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar. In: Working Papers. RePEc:bak:wpaper:201408.

Full description at Econpapers || Download paper

2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks. (2014). Tabak, Benjamin ; Cajueiro, Daniel ; Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:350.

Full description at Econpapers || Download paper

2014The negative feedback loop between banks and sovereigns. (2014). Grande, Giuseppe ; Angelini, Paolo ; Panetta, Fabio . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_213_14.

Full description at Econpapers || Download paper

2014Bank 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

2014Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410.

Full description at Econpapers || Download paper

2014Bank Insolvency Risk and Z-Score Measures: A Refinement. (2014). . In: Discussion Papers. RePEc:bir:birmec:14-06.

Full description at Econpapers || Download paper

2014Financial structure and growth. (2014). Yang, Jing ; Tsatsaronis, Kostas ; Gambacorta, Leonardo. In: BIS Quarterly Review. RePEc:bis:bisqtr:1403e.

Full description at Econpapers || Download paper

2014Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184.

Full description at Econpapers || Download paper

2014When arm’s length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_014.

Full description at Econpapers || Download paper

2014Banking reform, risk-taking, and earnings quality – Evidence from transition countries. (2014). HASAN, IFTEKHAR ; Li, Lingxiang . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_019.

Full description at Econpapers || Download paper

2014Ending over-lending : Assessing systemic risk with debt to cash flow. (2014). Sarlin, Peter ; Ramsay, Bruce A. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_011.

Full description at Econpapers || Download paper

2014Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Sarlin, Peter ; Laina, Patrizio . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_014.

Full description at Econpapers || Download paper

2014Bank ownership structure, SME lending and local credit markets. (2014). Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_022.

Full description at Econpapers || Download paper

2014Estimation of Firms Default Rates in terms of Intangible Assets. (2014). Tsuchiya, Saiki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp14e02.

Full description at Econpapers || Download paper

2014Macroprudential Research: Selected Issues. (2014). Derviz, Alexis ; Konecny, Tomas ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek ; Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Kubicova, Ivana . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/2.

Full description at Econpapers || Download paper

2014Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector. (2014). Plašil, Miroslav ; Komarkova, Zlatuse ; Hausenblas, Václav ; Brechler, Josef ; Plasil, Miroslav . In: Research and Policy Notes. RePEc:cnb:rpnrpn:2014/04.

Full description at Econpapers || Download paper

2014The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). van Ewijk, Saskia ; Arnold, Ivo. In: DNB Working Papers. RePEc:dnb:dnbwpp:425.

Full description at Econpapers || Download paper

2014When arms length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten . In: DNB Working Papers. RePEc:dnb:dnbwpp:431.

Full description at Econpapers || Download paper

2014Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben ; Frost, Jon. In: DNB Working Papers. RePEc:dnb:dnbwpp:441.

Full description at Econpapers || Download paper

2014The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24.

Full description at Econpapers || Download paper

2014Earnings Management and Performance in Family-Controlled Firms:Evidence from an Emerging Economy. (2014). Sepulveda, Jean ; Jara Bertin, Mauricio ; Jara-Bertin, Mauricio. In: Serie Working Papers. RePEc:dsr:wpaper:01.

Full description at Econpapers || Download paper

2014Competition and bank risk: the effect of securitization and bank capital. (2014). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20141678.

Full description at Econpapers || Download paper

2014Controlling shareholders, board structure, and firm performance: Evidence from India. (2014). Prevost, Andrew ; Jameson, Melvin ; Puthenpurackal, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:1-20.

Full description at Econpapers || Download paper

2014Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor ; Casey, Eddie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193.

Full description at Econpapers || Download paper

2014The effect of government quality on corporate cash holdings. (2014). Zou, Hong ; Chen, Deqiu ; Li, Sifei ; Xiao, Jason Zezhong . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400.

Full description at Econpapers || Download paper

2014Control–ownership wedge, board of directors, and the value of excess cash. (2014). Boubaker, Sabri ; Derouiche, Imen . In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:110-122.

Full description at Econpapers || Download paper

2014Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

Full description at Econpapers || Download paper

2014The timeline of trading frictions in the European carbon market. (2014). PASCUAL, ROBERTO ; Pardo, Angel ; Medina, Vicente . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394.

Full description at Econpapers || Download paper

2014What makes carbon traders cluster their orders?. (2014). Pardo, Angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence. (2014). Edenhofer, Ottmar ; Grosjean, Godefroy ; Fuss, Sabine ; Koch, Nicolas . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685.

Full description at Econpapers || Download paper

2014Classifying returns as extreme: European stock and bond markets. (2014). Christiansen, Charlotte. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:1-4.

Full description at Econpapers || Download paper

2014A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

Full description at Econpapers || Download paper

2014Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236.

Full description at Econpapers || Download paper

2014The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marinč, Matej ; Li, Shaofang . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:46-71.

Full description at Econpapers || Download paper

2014Ring fencing and consolidated banks’ stress tests. (2014). Schmieder, Christian ; Cerutti, Eugenio. In: Journal of Financial Stability. RePEc:eee:finsta:v:11:y:2014:i:c:p:1-12.

Full description at Econpapers || Download paper

2014Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; 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

2014Too big to succeed? Banking sector consolidation and efficiency. (2014). Takahashi, Yuki ; Harimaya, Kozo ; Montgomery, Heather . 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

2014What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; Weiß, 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

2014Does 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

More than 50 citations. List broken...

Recent citations received in 2013
YearCiting document
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective. (2013). MORANA, CLAUDIO. In: The Energy Journal. RePEc:aen:journl:ej34-3-07.

Full description at Econpapers || Download paper

2013Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit . In: AMSE Working Papers. RePEc:aim:wpaimx:1301.

Full description at Econpapers || Download paper

2013FINANCIAL CRISIS AND BANK PROFITABILITY – THE CASE OF ROMANIA. (2013). Driga, Imola. In: Annals of University of Craiova - Economic Sciences Series. RePEc:aio:aucsse:v:1:y:2013:i:41:p:34-45.

Full description at Econpapers || Download paper

2013Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea . In: Papers. RePEc:arx:papers:1306.2834.

Full description at Econpapers || Download paper

2013Asset Allocation under the Basel Accord Risk Measures. (2013). Peng, Xianhua ; Wen, Zaiwen ; Liu, Xin ; Sun, Xiaoling ; Bai, Xiaodi . In: Papers. RePEc:arx:papers:1308.1321.

Full description at Econpapers || Download paper

2013There is a VaR beyond usual approximations. (2013). Kratz, Marie . In: Papers. RePEc:arx:papers:1311.0270.

Full description at Econpapers || Download paper

2013The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas. In: Working Papers. RePEc:awi:wpaper:0552.

Full description at Econpapers || Download paper

2013Cash Management and Payment Choices: A Simulation Model with International Comparisons. (2013). Hernandez, Lola ; bouhdaoui, yassine ; Arango, Carlos ; Eschelbach, Martina ; Bounie, David . In: Staff Working Papers. RePEc:bca:bocawp:13-53.

Full description at Econpapers || Download paper

2013What is a prime bank? A Euribor � OIS spread perspective. (2013). Taboga, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_895_13.

Full description at Econpapers || Download paper

2013Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_906_13.

Full description at Econpapers || Download paper

2013Bank Competition and Account Penetration: Evidence from Mexico. (2013). Schwabe, Rainer ; Marin, Ana Georgina . In: Working Papers. RePEc:bdm:wpaper:2013-14.

Full description at Econpapers || Download paper

2013Herding in financial markets: Bridging the gap between theory and evidence. (2013). Nautz, Dieter. In: Working Papers. RePEc:bdp:wpaper:2013002.

Full description at Econpapers || Download paper

2013Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, Dilyara ; Héam, Jean-Cyprien ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., . In: Working papers. RePEc:bfr:banfra:432.

Full description at Econpapers || Download paper

2013Financial Literacy and Financial Planning in France.. (2013). Savignac, Frédérique ; Debbich, Majdi ; Arrondel, Luc. In: Working papers. RePEc:bfr:banfra:465.

Full description at Econpapers || Download paper

2013Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Labonne, C. ; Tavolaro, S. ; J.-C. Heam, . In: Débats économiques et financiers. RePEc:bfr:decfin:6.

Full description at Econpapers || Download paper

2013Sovereign 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

2013Structural bank regulation initiatives: approaches and implications. (2013). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:412.

Full description at Econpapers || Download paper

2013The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha. In: Working Papers. RePEc:bng:wpaper:13007.

Full description at Econpapers || Download paper

2013Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America. (2013). Williams, Jonathan ; Molyneux, Philip. In: Working Papers. RePEc:bng:wpaper:13011.

Full description at Econpapers || Download paper

2013How bank competition influence liquidity creation. (2013). Weill, Laurent ; Seidler, Jakub ; Horvath, Roman. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2013_016.

Full description at Econpapers || Download paper

2013Trading Puzzle, Puzzling Trade. (2013). Erdem, Orhan ; Arık, Evren ; Yuksel, Serkan . In: Working Paper. RePEc:bor:wpaper:1305.

Full description at Econpapers || Download paper

2013Taxation and corporate debt: are banks any different?. (2013). de Mooij, Ruud ; Heckemeyer, Jost. In: Working Papers. RePEc:btx:wpaper:1306.

Full description at Econpapers || Download paper

2013Two EGARCH models and one fat tail. (2013). Harvey, Andrew ; Caivano, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1326.

Full description at Econpapers || Download paper

2013Credit Constraints and FDI Spillovers in China. (2013). Riaño, Alejandro ; Milner, Chris ; Agarwal, Natasha ; Riao, Alejandro . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4313.

Full description at Econpapers || Download paper

2013Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?. (2013). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2013-02.

Full description at Econpapers || Download paper

2013El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). ramirez, maria ; Melo, Luis ; Iregui, Ana ; Ana Maria Iregui B., ; Maria Teresa Ramirez G., ; Carmen Cecilia Delgado R., . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011106.

Full description at Econpapers || Download paper

2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. (2013). Pierret, Diane ; Engle, Robert ; Acharya, Viral V. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9431.

Full description at Econpapers || Download paper

2013Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9459.

Full description at Econpapers || Download paper

2013Supranational Supervision - How Much and for Whom?. (2013). Wagner, Wolf ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9546.

Full description at Econpapers || Download paper

2013International Competitiveness and Monetary Policy: Strategic Policy and Coordination with a Production Relocation Externality. (2013). Bergin, Paul ; Corsetti, Giancarlo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9616.

Full description at Econpapers || Download paper

2013Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten. (2013). Rogoff, Kenneth ; Reinhart, Carmen. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9750.

Full description at Econpapers || Download paper

2013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13.

Full description at Econpapers || Download paper

2013Was there a « Greenspan Conundrum » in the Euro area?. (2013). LAME, GILDAS. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-10.

Full description at Econpapers || Download paper

2013French Firms in the face of the 2008/2009 crisis. (2013). Lelarge, Claire ; DUBOIS, Y. ; COTTET, V. ; P.-Y. CABANNES, ; SICSIC, M.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-13.

Full description at Econpapers || Download paper

2013Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector. (2013). Veiga, Helena ; Galan, Jorge ; Wiper, Michael P.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131918.

Full description at Econpapers || Download paper

2013Parameter uncertainty in multiperiod portfolio optimization with transaction costs. (2013). Utrera, Alberto Martin ; Demiguel, Victor ; de Miguel, Victor ; Nogales, Francisco J.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws132119.

Full description at Econpapers || Download paper

2013Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/11382.

Full description at Econpapers || Download paper

2013Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model. (2013). Nautz, Dieter ; Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1336.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013Regional 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

2013There is a VaR Beyond Usual Approximations. (2013). Kratz, Marie . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-13017.

Full description at Econpapers || Download paper

2013Islamic finance in Europe. (2013). Ongena, Steven ; Masciantonio, Sergio ; di Mauro, Filippo ; Di Maria, Angela ; Couderc, Stephane ; Zaher, Sajjad ; Caristi, Pierluigi ; Ho, Lauren ; Grewal, Beljeet Kaur . In: Occasional Paper Series. RePEc:ecb:ecbops:20130146.

Full description at Econpapers || Download paper

2013Booms and systemic banking crises. (2013). Smets, Frank ; Collard, Fabrice ; Boissay, Frédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20131514.

Full description at Econpapers || Download paper

2013The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian. In: Working Paper Series. RePEc:ecb:ecbwps:20131558.

Full description at Econpapers || Download paper

2013Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Oprica, Silviu . In: Working Paper Series. RePEc:ecb:ecbwps:20131597.

Full description at Econpapers || Download paper

2013The Effects of Foreign and Government Ownership on Bank Lending Behavior during a Crisis in Central and Eastern Europe. (2013). Kowalewski, Oskar ; Allen, Franklin ; Jackowicz, Krzysztof . In: Working Papers. RePEc:ecl:upafin:13-25.

Full description at Econpapers || Download paper

2013Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa . In: Working Papers. RePEc:ecl:upafin:13-32.

Full description at Econpapers || Download paper

2013Comparative Analysis of Profitability Determinants of Domestic and Foreign Islamic Banks in Malaysia. (2013). Embaya, Abdelhakim ; Muda, Muhamad ; Shaharuddin, Amir . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-1.

Full description at Econpapers || Download paper

2013Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings. (2013). Valenzuela, Patricio ; Cowan, Kevin ; Borensztein, Eduardo . In: Documentos de Trabajo. RePEc:edj:ceauch:299.

Full description at Econpapers || Download paper

2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis. (2013). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris . In: SIRE Discussion Papers. RePEc:edn:sirdps:485.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2012
YearCiting document
2012The 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

2012Information Acquisition in Competitive Markets: An Application to the US Mortgage Market. (2012). Wagman, Liad ; Taylor, Curtis R. ; 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

2012Financial 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

2012Econometric 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

2012Option 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

2012Information 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

2012A Stochastic Model of Wealth Accumulation with Class Division. (2012). Russo, Alberto. In: Working Papers. RePEc:anc:wpaper:373.

Full description at Econpapers || Download paper

2012Patent Oppositions as Competitive Tools: An Analysis of the Major Players in the European Market of White Goods. (2012). Sterlacchini, Alessandro. In: Working Papers. RePEc:anc:wpaper:374.

Full description at Econpapers || Download paper

2012Systemic risk on different interbank network topologies. (2012). Tedeschi, Gabriele ; Lenzu, Simone. In: Working Papers. RePEc:anc:wpaper:375.

Full description at Econpapers || Download paper

2012Markets connectivity and financial contagion. (2012). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro. In: Working Papers. RePEc:anc:wpaper:382.

Full description at Econpapers || Download paper

2012Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy. (2012). Cela, Eralba. In: Working Papers. RePEc:anc:wpaper:386.

Full description at Econpapers || Download paper

2012Smooth Nonparametric Bernstein Vine Copulas. (2012). Weiss, Gregor ; Scheffer, Marcus . In: Papers. RePEc:arx:papers:1210.2043.

Full description at Econpapers || Download paper

2012Monetary 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

2012Consumer Interest Rates and Retail Mutual Fund Flows. (2012). Sierra Jimenez, Jesus. In: Staff Working Papers. RePEc:bca:bocawp:12-39.

Full description at Econpapers || Download paper

2012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

Full description at Econpapers || Download paper

2012The safety and soundness effects of bank M&As in the EU: does prudential regulation have any impact?. (2012). Wall, Larry ; Hagendorff, Jens ; Nieto, Maria J.. In: Working Papers. RePEc:bde:wpaper:1236.

Full description at Econpapers || Download paper

2012Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., . In: Working papers. RePEc:bfr:banfra:394.

Full description at Econpapers || Download paper

2012An equilibrium model of credit rating agencies. (2012). Vigier, Adrien ; Natvik, Gisle ; Holden, Steinar. In: Working Paper. RePEc:bno:worpap:2012_23.

Full description at Econpapers || Download paper

2012Financial Stability Paper No 16: Precautionary contingent capital. (2012). Murphy, Gareth ; Willison, Matthew ; Walsh, Mark. In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0016.

Full description at Econpapers || Download paper

2012Measuring systemic funding liquidity risk in the Russian banking system. (2012). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_012.

Full description at Econpapers || Download paper

2012Credit conditions and firm investment : Evidence from the MENA region. (2012). Turk Ariss, Rima ; Herrala, Risto. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_029.

Full description at Econpapers || Download paper

2012Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara . In: Working Papers. RePEc:bre:wpaper:717.

Full description at Econpapers || Download paper

2012The 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

2012Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-23.

Full description at Econpapers || Download paper

2012The 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

2012When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Wei, Shang-Jin ; Bai, Jennie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9252.

Full description at Econpapers || Download paper

2012Robust Portfolio Allocation with Systematic Risk Contribution Restrictions. (2012). gourieroux, christian ; darolles, serge ; Jay, Emmanuelle . In: Working Papers. RePEc:crs:wpaper:2012-35.

Full description at Econpapers || Download paper

2012The impact of macro news and central bank communication on emerging European forex markets. (2012). Kočenda, Evžen ; Égert, Balázs ; Egert, Balazs . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20.

Full description at Econpapers || Download paper

2012More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00138.

Full description at Econpapers || Download paper

2012Does ownership concentration improve M&A outcomes in emerging markets?. (2012). Bhaumik, Sumon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:717-726.

Full description at Econpapers || Download paper

2012Hierarchical information and the rate of information diffusion. (2012). Xue, Yi ; Gencay, Ramazan ; Genay, Ramazan . 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

2012Global 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

2012Robust 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

2012Emerging 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

2012The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477.

Full description at Econpapers || Download paper

2012Crisis, internal governance mechanisms and pension fund performance: Evidence from Poland. (2012). Kowalewski, Oskar ; Jackowicz, Krzysztof . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:493-515.

Full description at Econpapers || Download paper

2012Emerging 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

2012The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818.

Full description at Econpapers || Download paper

2012Determinants of systematic financial risk exposures of airlines in North America, Europe and Asia. (2012). Hooy, Chee-Wooi ; 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

2012Reprint of Investors’ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2729-2741.

Full description at Econpapers || Download paper

2012Momentum, 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

2012Intraday 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

2012Estimating the cost of capital with basis assets. (2012). Brown, Stephen ; Lajbcygier, Paul ; Wong, Woon Weng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3071-3079.

Full description at Econpapers || Download paper

2012Market-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

2012Large 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

2012Characteristic-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

2012Countercyclical 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

2012Granularity adjustment for mark-to-market credit risk models. (2012). Marrone, James ; Gordy, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1896-1910.

Full description at Econpapers || Download paper

2012The 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

2012Informed 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

More than 50 citations. List broken...

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

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team