1.22
Impact Factor
1.69
5-Years IF
39
5-Years H index
1.22
Impact Factor
1.69
5-Years IF
39
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1994 | 0.11 | 0 | 1 | 0 | 0 | (%) | 0.05 | |||||||||
1995 | 0.2 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1996 | 0.23 | 0 | 1 | 0 | 0 | (%) | 0.09 | |||||||||
1997 | 0.27 | 21 | 21 | 172 | 0 | 0 | 14 (8.1%) | 0.09 | ||||||||
1998 | 0.24 | 0.29 | 0.24 | 21 | 42 | 9 | 0.21 | 408 | 21 | 5 | 21 | 5 | 20 (4.9%) | 3 | 0.14 | 0.1 |
1999 | 0.21 | 0.32 | 0.21 | 19 | 61 | 13 | 0.21 | 361 | 42 | 9 | 42 | 9 | 22 (6.1%) | 2 | 0.11 | 0.13 |
2000 | 0.35 | 0.4 | 0.33 | 25 | 86 | 27 | 0.31 | 290 | 40 | 14 | 61 | 20 | 9 (3.1%) | 5 | 0.2 | 0.15 |
2001 | 0.52 | 0.4 | 0.47 | 14 | 100 | 53 | 0.53 | 112 | 44 | 23 | 86 | 40 | 9 (8%) | 3 | 0.21 | 0.15 |
2002 | 0.51 | 0.42 | 0.52 | 24 | 124 | 58 | 0.47 | 259 | 39 | 20 | 100 | 52 | 16 (6.2%) | 3 | 0.13 | 0.18 |
2003 | 0.5 | 0.44 | 1.04 | 27 | 151 | 135 | 0.89 | 290 | 38 | 19 | 103 | 107 | 21 (7.2%) | 1 | 0.04 | 0.19 |
2004 | 0.59 | 0.49 | 0.83 | 30 | 181 | 150 | 0.83 | 274 | 51 | 30 | 109 | 91 | 25 (9.1%) | 10 | 0.33 | 0.2 |
2005 | 0.53 | 0.53 | 0.7 | 28 | 209 | 171 | 0.82 | 532 | 57 | 30 | 120 | 84 | 27 (5.1%) | 8 | 0.29 | 0.21 |
2006 | 0.57 | 0.51 | 0.64 | 29 | 238 | 201 | 0.84 | 363 | 58 | 33 | 123 | 79 | 36 (9.9%) | 6 | 0.21 | 0.2 |
2007 | 0.56 | 0.45 | 0.62 | 28 | 266 | 176 | 0.66 | 289 | 57 | 32 | 138 | 85 | 29 (10%) | 9 | 0.32 | 0.18 |
2008 | 0.7 | 0.48 | 0.82 | 40 | 306 | 251 | 0.82 | 649 | 57 | 40 | 142 | 117 | 32 (4.9%) | 21 | 0.53 | 0.2 |
2009 | 0.91 | 0.47 | 0.9 | 61 | 367 | 303 | 0.83 | 589 | 68 | 62 | 155 | 139 | 53 (9%) | 21 | 0.34 | 0.19 |
2010 | 0.99 | 0.45 | 0.89 | 36 | 403 | 332 | 0.82 | 215 | 101 | 100 | 186 | 166 | 24 (11.2%) | 2 | 0.06 | 0.16 |
2011 | 0.82 | 0.52 | 0.97 | 48 | 451 | 379 | 0.84 | 425 | 97 | 80 | 194 | 188 | 52 (12.2%) | 14 | 0.29 | 0.2 |
2012 | 0.52 | 0.55 | 1.03 | 70 | 521 | 448 | 0.86 | 637 | 84 | 44 | 213 | 219 | 57 (8.9%) | 18 | 0.26 | 0.2 |
2013 | 1.19 | 0.62 | 1.4 | 86 | 607 | 713 | 1.17 | 711 | 118 | 141 | 255 | 357 | 63 (8.9%) | 42 | 0.49 | 0.22 |
2014 | 1.76 | 0.64 | 1.73 | 110 | 717 | 1090 | 1.52 | 451 | 156 | 275 | 301 | 521 | 36 (8%) | 62 | 0.56 | 0.21 |
2015 | 1.32 | 0.69 | 1.33 | 80 | 797 | 979 | 1.23 | 224 | 196 | 259 | 350 | 465 | 20 (8.9%) | 47 | 0.59 | 0.22 |
2016 | 1.22 | 0.85 | 1.69 | 66 | 863 | 1212 | 1.4 | 92 | 190 | 231 | 394 | 667 | 6 (6.5%) | 25 | 0.38 | 0.26 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CCU: | Cumulative number of citations to papers published until year y |
CIF: | Cumulative impact factor |
CIT: | Number of citations to papers published in year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136. Full description at Econpapers || Download paper | 182 |
2 | 2005 | Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157. Full description at Econpapers || Download paper | 139 |
3 | 2012 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677. Full description at Econpapers || Download paper | 136 |
4 | 2002 | Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers || Download paper | 128 |
5 | 2005 | Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352. Full description at Econpapers || Download paper | 128 |
6 | 2013 | Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65. Full description at Econpapers || Download paper | 117 |
7 | 2011 | Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327. Full description at Econpapers || Download paper | 103 |
8 | 2011 | Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106. Full description at Econpapers || Download paper | 87 |
9 | 1998 | Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412. Full description at Econpapers || Download paper | 72 |
10 | 1999 | Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, ÃÂystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74. Full description at Econpapers || Download paper | 71 |
11 | 2006 | Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142. Full description at Econpapers || Download paper | 68 |
12 | 1998 | An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173. Full description at Econpapers || Download paper | 66 |
13 | 1999 | Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391. Full description at Econpapers || Download paper | 64 |
14 | 2012 | Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422. Full description at Econpapers || Download paper | 61 |
15 | 2000 | Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130. Full description at Econpapers || Download paper | 59 |
16 | 1998 | Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356. Full description at Econpapers || Download paper | 55 |
17 | 2013 | Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318. Full description at Econpapers || Download paper | 55 |
18 | 2008 | Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526. Full description at Econpapers || Download paper | 54 |
19 | 2003 | Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136. Full description at Econpapers || Download paper | 53 |
20 | 1997 | The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87. Full description at Econpapers || Download paper | 52 |
21 | 2004 | Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219. Full description at Econpapers || Download paper | 51 |
22 | 2012 | Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773. Full description at Econpapers || Download paper | 51 |
23 | 2015 | Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; 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 | 49 |
24 | 2006 | Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40. Full description at Econpapers || Download paper | 48 |
25 | 2011 | Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742. Full description at Econpapers || Download paper | 48 |
26 | 2003 | Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186. Full description at Econpapers || Download paper | 44 |
27 | 2005 | Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106. Full description at Econpapers || Download paper | 44 |
28 | 1998 | What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153. Full description at Econpapers || Download paper | 43 |
29 | 2009 | A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758. Full description at Econpapers || Download paper | 43 |
30 | 2013 | Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers || Download paper | 42 |
31 | 2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63. Full description at Econpapers || Download paper | 42 |
32 | 2008 | Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45. Full description at Econpapers || Download paper | 42 |
33 | 2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321. Full description at Econpapers || Download paper | 42 |
34 | 2008 | Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105. Full description at Econpapers || Download paper | 42 |
35 | 2009 | Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833. Full description at Econpapers || Download paper | 42 |
36 | 2003 | Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399. Full description at Econpapers || Download paper | 42 |
37 | 2008 | Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497. Full description at Econpapers || Download paper | 41 |
38 | 1999 | Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376. Full description at Econpapers || Download paper | 41 |
39 | 2006 | Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56. Full description at Econpapers || Download paper | 39 |
40 | 2000 | Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421. Full description at Econpapers || Download paper | 38 |
41 | 2000 | Central bank intervention and exchange rate volatility -- Australian evidence. (2000). Sheen, Jeffrey ; Kortian, Tro ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405. Full description at Econpapers || Download paper | 38 |
42 | 2011 | Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460. Full description at Econpapers || Download paper | 37 |
43 | 2009 | Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15. Full description at Econpapers || Download paper | 37 |
44 | 2009 | Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674. Full description at Econpapers || Download paper | 36 |
45 | 2005 | Cost efficiency in the Latin American and Caribbean banking systems. (2005). Carvallo, Oscar ; Kasman, Adnan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72. Full description at Econpapers || Download paper | 36 |
46 | 2014 | Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers || Download paper | 35 |
47 | 2007 | Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat ; Choi, Kyongwook. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245. Full description at Econpapers || Download paper | 34 |
48 | 2012 | Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109. Full description at Econpapers || Download paper | 34 |
49 | 2013 | Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272. Full description at Econpapers || Download paper | 34 |
50 | 2002 | On measuring volatility and the GARCH forecasting performance. (2002). Renò, Roberto ; Barucci, Emilio ; Reno, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200. Full description at Econpapers || Download paper | 34 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65. Full description at Econpapers || Download paper | 84 |
2 | 2012 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677. Full description at Econpapers || Download paper | 81 |
3 | 2008 | Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136. Full description at Econpapers || Download paper | 75 |
4 | 2011 | Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327. Full description at Econpapers || Download paper | 75 |
5 | 2005 | Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352. Full description at Econpapers || Download paper | 61 |
6 | 2005 | Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157. Full description at Econpapers || Download paper | 61 |
7 | 2015 | Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; 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 | 49 |
8 | 2011 | Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106. Full description at Econpapers || Download paper | 44 |
9 | 2013 | Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318. Full description at Econpapers || Download paper | 43 |
10 | 2014 | Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers || Download paper | 33 |
11 | 2012 | Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422. Full description at Econpapers || Download paper | 33 |
12 | 2006 | Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142. Full description at Econpapers || Download paper | 32 |
13 | 2012 | Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773. Full description at Econpapers || Download paper | 31 |
14 | 2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321. Full description at Econpapers || Download paper | 31 |
15 | 2012 | Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109. Full description at Econpapers || Download paper | 29 |
16 | 2008 | Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526. Full description at Econpapers || Download paper | 29 |
17 | 2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191. Full description at Econpapers || Download paper | 28 |
18 | 2013 | Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272. Full description at Econpapers || Download paper | 28 |
19 | 2002 | Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers || Download paper | 27 |
20 | 2011 | Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460. Full description at Econpapers || Download paper | 26 |
21 | 2011 | Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742. Full description at Econpapers || Download paper | 26 |
22 | 2014 | How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227. Full description at Econpapers || Download paper | 25 |
23 | 2013 | Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221. Full description at Econpapers || Download paper | 25 |
24 | 2013 | Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers || Download paper | 24 |
25 | 2014 | Who moves East Asian stock markets? The role of the 2007â2009 global financial crisis. (2014). Wang, Lihong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203. Full description at Econpapers || Download paper | 23 |
26 | 2012 | Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718. Full description at Econpapers || Download paper | 21 |
27 | 2015 | The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54. Full description at Econpapers || Download paper | 19 |
28 | 2009 | A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758. Full description at Econpapers || Download paper | 19 |
29 | 2013 | Bank competition in the EU: How has it evolved?. (2013). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:100-112. Full description at Econpapers || Download paper | 18 |
30 | 2012 | Bank size, market concentration, and bank earnings volatility in the US. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54. Full description at Econpapers || Download paper | 18 |
31 | 2006 | Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40. Full description at Econpapers || Download paper | 17 |
32 | 1999 | Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, ÃÂystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74. Full description at Econpapers || Download paper | 17 |
33 | 2015 | Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35. Full description at Econpapers || Download paper | 17 |
34 | 2013 | Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:46-76. Full description at Econpapers || Download paper | 17 |
35 | 2014 | Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality. (2014). Turk Ariss, Rima ; Love, Inessa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:158-181. Full description at Econpapers || Download paper | 16 |
36 | 2008 | Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497. Full description at Econpapers || Download paper | 16 |
37 | 2014 | Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Deesomsak, Rataporn ; Wang, Jun ; Chau, Frankie . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | 16 |
38 | 2013 | Oil and stock returns: Frequency domain evidence. (2013). Ciner, Cetin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:1-11. Full description at Econpapers || Download paper | 16 |
39 | 2015 | Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index. (2015). Masih, Abul ; el Alaoui, Abdelkader O. ; Rosly, Saiful Azhar ; Dewandaru, Ginanjar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:53-70. Full description at Econpapers || Download paper | 15 |
40 | 2014 | Does central bank transparency affect stock market volatility?. (2014). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:362-377. Full description at Econpapers || Download paper | 15 |
41 | 2009 | Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833. Full description at Econpapers || Download paper | 15 |
42 | 2013 | Banksâ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174. Full description at Econpapers || Download paper | 14 |
43 | 2010 | Diversification benefits of commodity futures. (2010). Miu, Peter ; Cheung, Sherman C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:20:y:2010:i:5:p:451-474. Full description at Econpapers || Download paper | 14 |
44 | 2007 | Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat ; Choi, Kyongwook. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245. Full description at Econpapers || Download paper | 14 |
45 | 2008 | Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45. Full description at Econpapers || Download paper | 14 |
46 | 2006 | Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56. Full description at Econpapers || Download paper | 13 |
47 | 2012 | Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646. Full description at Econpapers || Download paper | 13 |
48 | 2009 | Productivity growth and biased technological change: Credit banks in Japan. (2009). Matousek, Roman ; Managi, Shunsuke ; Barros, Carlos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:924-936. Full description at Econpapers || Download paper | 13 |
49 | 2013 | How can a small country affect the European economy? The Greek contagion phenomenon. (2013). Samitas, Aristeidis ; Tsakalos, Ioannis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:18-32. Full description at Econpapers || Download paper | 13 |
50 | 2005 | Cross-market linkages between U.S. and Japanese precious metals futures trading. (2005). Fung, Hung-Gay ; Xu, Xiaoqing Eleanor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:107-124. Full description at Econpapers || Download paper | 13 |
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2016 | Impact of financial market uncertainty and macroeconomic factors on stockâbond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:41-51. Full description at Econpapers || Download paper | |
2016 | Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46. Full description at Econpapers || Download paper | |
2016 | Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69. Full description at Econpapers || Download paper | |
2016 | Dynamic transmissions between Sukuk and bond markets. (2016). Awartani, Basel ; Maghyereh, Aktham I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:246-261. Full description at Econpapers || Download paper | |
2016 | Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas. (2016). Naifar, Nader ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:148-165. Full description at Econpapers || Download paper | |
2016 | Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44. Full description at Econpapers || Download paper | |
2016 | Financial and real sector returns, IMF-related news, and the Asian crisis. (2016). Muradoglu, Yaz ; Muradolu, Yaz G. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:28-37. Full description at Econpapers || Download paper | |
2016 | Euro crash risk. (2016). Kräussl, Roman ; Kraussl, Roman ; Lehnert, Thorsten ; Senulyt, Sigita . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:417-428. Full description at Econpapers || Download paper | |
2016 | Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84. Full description at Econpapers || Download paper | |
2016 | Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis. (2016). Qin, Xiao ; Wu, Chongfeng ; Zhou, Chunyang . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:583-591. Full description at Econpapers || Download paper | |
2016 | Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model. (2016). Kagraoka, Yusho . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:609-617. Full description at Econpapers || Download paper | |
2016 | Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market. (2016). Chou, Kuo-Wei ; Tseng, Yi-Heng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:733-741. Full description at Econpapers || Download paper | |
2016 | Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789. Full description at Econpapers || Download paper | |
2016 | Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13. Full description at Econpapers || Download paper | |
2016 | Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106. Full description at Econpapers || Download paper | |
2016 | Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374. Full description at Econpapers || Download paper | |
2016 | Time-varying savingâinvestment relationship and the FeldsteinâHorioka puzzle. (2016). Ma, Wei ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:166-178. Full description at Econpapers || Download paper | |
2016 | Competition and petrol pricing in the smartphone era: Evidence from Singapore. (2016). Liu, Ming-Hua ; Zhang, Yang ; Margaritis, Dimitris . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:144-155. Full description at Econpapers || Download paper | |
2016 | Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:40-53. Full description at Econpapers || Download paper | |
2016 | Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66. Full description at Econpapers || Download paper | |
2016 | Interpreting the movement of oil prices: Driven by fundamentals or bubbles?. (2016). Zhang, Yue-Jun ; Yao, Ting . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:226-240. Full description at Econpapers || Download paper | |
2016 | Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach. (2016). Park, Sung Y. ; Kim, Myeong Jun ; Li, Haiqi . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:217-225. Full description at Econpapers || Download paper | |
2016 | A GARCH model for testing market efficiency. (2016). Narayan, Paresh ; Liu, Ruipeng ; Westerlund, Joakim . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138. Full description at Econpapers || Download paper | |
2016 | Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220. Full description at Econpapers || Download paper | |
2016 | Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87. Full description at Econpapers || Download paper | |
2016 | Oil curse and financeâgrowth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165. Full description at Econpapers || Download paper | |
2016 | Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. (2016). Sanusi, Muhammad Surajo ; Ahmad, Farooq . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:89-99. Full description at Econpapers || Download paper | |
2016 | Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Monash Economics Working Papers. RePEc:mos:moswps:2016-26. Full description at Econpapers || Download paper | |
2016 | Does corporate governance affect Australian banks performance?. (2016). Salim, Ruhul ; Arjomandi, Amir ; Seufert, Juergen Heinz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:113-125. Full description at Econpapers || Download paper | |
2016 | Politicians, insiders and non-tradable share reform decisions in China. (2016). Malone, Chris ; Young, Martin ; Liao, Jing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:58-73. Full description at Econpapers || Download paper | |
2016 | Chaos in G7 Stock Markets using Over One Century of Data: A Note. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201678. Full description at Econpapers || Download paper | |
2016 | Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49. Full description at Econpapers || Download paper | |
2016 | Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176. Full description at Econpapers || Download paper | |
2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016. Full description at Econpapers || Download paper | |
2016 | The use of management forecasts to dampen analysts expectations by Chinese listed firms. (2016). Huang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:263-272. Full description at Econpapers || Download paper | |
2016 | Capital structure of Chinese listed SMEs: an agency theory perspective. (2016). Newman, Alexander ; Huang, Wei ; Boateng, Agyenim. In: Small Business Economics. RePEc:kap:sbusec:v:47:y:2016:i:2:d:10.1007_s11187-016-9729-6. Full description at Econpapers || Download paper | |
2016 | Short- and long-run effects of internationalization and R&D intensity on firm performance. (2016). Vithessonthi, Chaiporn ; Racela, Olimpia C. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:28-45. Full description at Econpapers || Download paper | |
2016 | Moving in tandem: bank provisioning in emerging market economies. (2016). Murcia, Andrés. In: BIS Working Papers. RePEc:bis:biswps:548. Full description at Econpapers || Download paper | |
2016 | Attention effect via internet search intensity in Asia-Pacific stock markets. (2016). Tantaopas, Parkpoom ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:107-124. Full description at Econpapers || Download paper | |
2016 | Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jin E. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:125-130. Full description at Econpapers || Download paper | |
2016 | Audit quality, investor protection and earnings management during the financial crisis of 2008: An international perspective. (2016). Persakis, Anthony ; Iatridis, George Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:73-101. Full description at Econpapers || Download paper | |
2016 | Melancholia and Japanese stock returns â 2003 to 2012. (2016). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437. Full description at Econpapers || Download paper | |
2016 | Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies. (2016). Leung, Tim ; Kang, Jamie . In: Papers. RePEc:arx:papers:1611.03110. Full description at Econpapers || Download paper | |
2016 | Stock market reactions to FIFA World Cup announcements: An event study. (2016). Darné, Olivier ; Charles, Amelie . In: Post-Print. RePEc:hal:journl:hal-01395333. Full description at Econpapers || Download paper | |
2016 | Stock market reactions to FIFA World Cup announcements: An event study. (2016). Darné, Olivier ; Charles, Amlie . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00339. Full description at Econpapers || Download paper | |
2016 | Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:469-478. Full description at Econpapers || Download paper | |
2016 | Determinants of bank CDS spreads in Europe. (2016). Samaniego-Medina, Reyes ; di Pietro, Filippo ; Parrado-Martinez, Purificacion ; Trujillo-Ponce, Antonio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:1-15. Full description at Econpapers || Download paper | |
2016 | A financial network perspective of financial institutionsâ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196. Full description at Econpapers || Download paper | |
2016 | Everything you always wanted to know about bitcoin modelling but were afraid to ask. (2016). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: MPRA Paper. RePEc:pra:mprapa:71946. Full description at Econpapers || Download paper | |
2016 | Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). Roubaud, David ; GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201654. Full description at Econpapers || Download paper | |
2016 | Does bitcoin reveal new information about exchange rates and financial integration?. (2016). Pieters, Gina. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:292. Full description at Econpapers || Download paper | |
2016 | Financial regulations and price inconsistencies across bitcoin markets. (2016). Pieters, Gina ; Vivanco, Sofia . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:293. Full description at Econpapers || Download paper | |
2016 | Blockchain: A Primer. (2016). Dwyer, Gerald P. In: MPRA Paper. RePEc:pra:mprapa:76562. Full description at Econpapers || Download paper | |
2016 | Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144. Full description at Econpapers || Download paper | |
2016 | Do banks or VCs spur small firm growth?. (2016). Cumming, Douglas ; Cole, Rebel ; Li, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:60-72. Full description at Econpapers || Download paper | |
2016 | Corporate finance and the governance implications of removing government support programs. (2016). Jacob, Martin ; Zhan, Feng ; Schweizer, Denis ; Johan, Sofia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:35-47. Full description at Econpapers || Download paper | |
2016 | Pay-performance sensitivity and risk-taking behaviors: Evidence from closed-end funds. (2016). Hou, Wenxuan ; Yang, Tianna . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:274-288. Full description at Econpapers || Download paper | |
2016 | Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Barros, C P ; Abul, MD. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498. Full description at Econpapers || Download paper | |
2016 | Measuring systemic risk using vine-copula. (2016). Pourkhanali, Armin ; Fard, Farzad Alavi ; Tafakori, Laleh ; Kim, Jong-Min . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:63-74. Full description at Econpapers || Download paper | |
2016 | Jumps in equilibrium prices and asymmetric news in foreign exchange markets. (2016). El Ouadghiri, Imane ; Uctum, Remzi . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:218-234. Full description at Econpapers || Download paper | |
2016 | The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings. (2016). Ahmed, Yousry ; Elshandidy, Tamer . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:176-190. Full description at Econpapers || Download paper | |
2016 | Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage. (2016). Ngo, Thanh ; Susnjara, Jurica . In: Global Finance Journal. RePEc:eee:glofin:v:31:y:2016:i:c:p:42-56. Full description at Econpapers || Download paper | |
2016 | Business cycle and bank lending procyclicality in a dual banking system. (2016). Ibrahim, Mansor. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:127-134. Full description at Econpapers || Download paper | |
2016 | Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks. (2016). Hassan, M. Kabir ; Soumare, Issouf ; Grira, Jocelyn . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:152-168. Full description at Econpapers || Download paper | |
2016 | A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation. (2016). Ashraf, Dawood ; Lhuillier, Barbara ; Rizwan, Muhammad Suhail . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:47-57. Full description at Econpapers || Download paper | |
2016 | Market integration between conventional and Islamic stock prices. (2016). JOUINI, Jamel ; Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457. Full description at Econpapers || Download paper | |
2016 | Are Islamic Equity Markets âSafe Havensâ? Testing the Contagion Effect using DCC-GARCH. (2016). BuÄan, Mehmet ; Kilic, Yunus . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:167-176. Full description at Econpapers || Download paper | |
2016 | To debt or not to debt: Are Islamic banks less risky than conventional banks?. (2016). Sorwar, Ghulam ; Nurullah, Mohamed ; Pereira, John ; Pappas, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:113-126. Full description at Econpapers || Download paper | |
2016 | Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Azwadi ; Raza, Naveed ; Ibrahimy, Ahmad Ibn . In: Journal of Developing Areas. RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318. Full description at Econpapers || Download paper | |
2016 | Towards an Investigation of Credit Risk Determinants in Eurozone Countries. (2016). Makri, Vasiliki . In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:15:y:2016:i:1:p:27-57. Full description at Econpapers || Download paper | |
2016 | DETERMINANTS OF LOAN QUALITY: LESSONS FROM GREEK COOPERATIVE BANKS. (2016). Makri, Vasiliki ; Papadatos, Konstantinos . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:17:makriv. Full description at Econpapers || Download paper | |
2016 | Equity Capital as a Safety Cushion in the US Banking Sector. (2016). Wang, Grace ; Cox, Raymond ; Kimmel, Randall K. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:50-68. Full description at Econpapers || Download paper | |
2016 | Learning from financial crisis: the experience of Nordic banks. (2016). Mäkinen, Mikko ; Makinen, Mikko ; Mikko Makinen , ; Berglund, Tom . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_030. Full description at Econpapers || Download paper | |
2016 | Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214. Full description at Econpapers || Download paper | |
2016 | SharÄ«âah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline. (2016). Hendranastiti, Nur Dhani . In: Islamic Economic Studies. RePEc:ris:isecst:0158. Full description at Econpapers || Download paper | |
2016 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220. Full description at Econpapers || Download paper | |
2016 | Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897. Full description at Econpapers || Download paper | |
2016 | Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114. Full description at Econpapers || Download paper | |
2016 | A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break. (2016). Omay, Tolga ; Hasanov, Mübariz ; Yuksel, Aydin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:13-26. Full description at Econpapers || Download paper | |
2016 | Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54. Full description at Econpapers || Download paper | |
2016 | Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173. Full description at Econpapers || Download paper | |
2016 | On the consistency of the Z-score to measure the bank risk. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301846. Full description at Econpapers || Download paper | |
2016 | Does Central Bank Independence Affect Stock Market Volatility?. (2016). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-14. Full description at Econpapers || Download paper | |
2016 | Extreme asymmetric volatility: Stress and aggregate asset prices. (2016). Wagner, Niklas ; Aboura, Sofiane . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:47-59. Full description at Econpapers || Download paper | |
2016 | Central Bank Independence and the Dynamics of Public Debt?. (2016). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-15. Full description at Econpapers || Download paper | |
2016 | Stock markets and effective exchange rates in European countries: threshold cointegration findings. (2016). Papadamou, Stephanos ; Kollias, Christos ; SIRIOPOULOS, COSTAS. In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-015-0040-7. Full description at Econpapers || Download paper | |
2016 | Robustness of Optimal Interest Rate Rules in an Open Economy. (2016). Sidiropoulos, Moise ; Qin, LI. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:3:y:2016:i:1:p:29-46. Full description at Econpapers || Download paper | |
2016 | Central bank transparency and exchange rate volatility effects on inflation-output volatility. (2016). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Sidiropoulos, Mose . In: Economics and Business Letters. RePEc:ove:journl:aid:11272. Full description at Econpapers || Download paper | |
2016 | Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622. Full description at Econpapers || Download paper | |
2016 | On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191. Full description at Econpapers || Download paper | |
2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x. Full description at Econpapers || Download paper | |
2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656. Full description at Econpapers || Download paper | |
2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296. Full description at Econpapers || Download paper | |
2016 | Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Marco, Chi Keung ; Gozgor, Giray . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45. Full description at Econpapers || Download paper | |
2016 | Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations. (2016). Wang, Jie . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:365-374. Full description at Econpapers || Download paper | |
2016 | Foreign direct investment and economic growth: ADRL and causality analysis for South Africa. (2016). Sunde, Tafirenyika . In: MPRA Paper. RePEc:pra:mprapa:72382. Full description at Econpapers || Download paper | |
2016 | Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84. Full description at Econpapers || Download paper | |
2016 | Real Effects of Capital Inflows in Emerging Markets. (2016). Mirzaei, Ali ; Igan, Deniz ; Kutan, Ali M. In: IMF Working Papers. RePEc:imf:imfwpa:16/235. Full description at Econpapers || Download paper | |
2016 | Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US. (2016). Tsuchiya, Yoichi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:116-127. Full description at Econpapers || Download paper | |
2016 | The Currency Composition of Firms Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements. (2016). Byström, Hans ; Bystrom, Hans . In: Working Papers. RePEc:hhs:lunewp:2016_001. Full description at Econpapers || Download paper | |
2016 | Regional bank efficiency and its effect on regional growth in ânormalâ and âbadâ times. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:413-426. Full description at Econpapers || Download paper | |
2016 | What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263. Full description at Econpapers || Download paper | |
2016 | Bank efficiency and regional growth in Europe: new evidence from micro-data. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Working Paper Series. RePEc:ecb:ecbwps:20161983. Full description at Econpapers || Download paper | |
2016 | Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176. Full description at Econpapers || Download paper | |
2016 | The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133. Full description at Econpapers || Download paper | |
2016 | Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?. (2016). Silva, Paulo ; da Silva, Paulo Pereira . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:4:p:322-353. Full description at Econpapers || Download paper | |
2016 | Market integration and efficiency of CDS and equity markets. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:209-229. Full description at Econpapers || Download paper | |
2016 | A joint analysis of market indexes in credit default swap, volatility and stock markets. (2016). da Fonseca, Jose ; Wang, Peiming . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:19:p:1767-1784. Full description at Econpapers || Download paper | |
2016 | The effect of credit and rating events on credit default swap and equity markets. (2016). Kiesel, Florian . In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:81265. Full description at Econpapers || Download paper | |
2016 | Assessing CO2 emissions in Chinaâs iron and steel industry: A dynamic vector autoregression model. (2016). Xu, Bin ; Lin, Boqiang . In: Applied Energy. RePEc:eee:appene:v:161:y:2016:i:c:p:375-386. Full description at Econpapers || Download paper | |
2016 | The financial and fiscal stress interconnectedness: The case of G5 economies. (2016). Tsopanakis, Andreas ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:62-69. Full description at Econpapers || Download paper | |
2016 | The information content of issuer rating changes: Evidence for the G7 stock markets. (2016). Hu, Haoshen ; Prokop, Jorg ; Kaspereit, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:99-108. Full description at Econpapers || Download paper | |
2016 | Are Islamic Equity Markets âSafe Havensâ? Testing the Contagion Effect using DCC-GARCH. (2016). BuÄan, Mehmet ; Kilic, Yunus . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:167-176. Full description at Econpapers || Download paper | |
2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | Financial and real sector returns, IMF-related news, and the Asian crisis. (2016). Muradoglu, Yaz ; Muradolu, Yaz G. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:28-37. Full description at Econpapers || Download paper | |
2016 | Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK. (2016). Tamakoshi, Go ; Hamori, Shigeyuki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:288-296. Full description at Econpapers || Download paper | |
2016 | Examination of the Relationship between Turkeyâs Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67. Full description at Econpapers || Download paper | |
2016 | Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456. Full description at Econpapers || Download paper | |
2016 | Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ignatieva, Katja ; Ziveyi, Jonathan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228. Full description at Econpapers || Download paper | |
2016 | The Dynamic Linkages among Sector Indices: The Case of the Egyptian Stock Market. (2016). , Walid . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:23-38. Full description at Econpapers || Download paper | |
2016 | Financial markets development, business cycles, and bank risk in South America. (2016). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:472-484. Full description at Econpapers || Download paper | |
2016 | Income and funding structures, banking regulation and bank risk-taking: The role of ownership in Central and Eastern European banks. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301825. Full description at Econpapers || Download paper | |
2016 | Product diversification and bank performance: Does ownership structure matter?. (2016). Saghi-Zedek, Nadia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:154-167. Full description at Econpapers || Download paper | |
2016 | An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Alici, Asli ; Ersan, Oguz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:74-94. Full description at Econpapers || Download paper | |
2016 | The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373. Full description at Econpapers || Download paper | |
2016 | Time-varying importance of country and industry factors in European corporate bonds. (2016). Zwinkels, Remco ; Qian, Zhaowen ; Pieterse-Bloem, Mary ; Verschoor, Willem . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:429-448. Full description at Econpapers || Download paper | |
2016 | Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information. (2016). Lin, Mi. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:247-260. Full description at Econpapers || Download paper | |
2016 | The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98. Full description at Econpapers || Download paper | |
2016 | Information content of investor trading behavior: Evidence from Taiwan index options market. (2016). Lee, Yen-Hsien ; Wang, David K. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:149-160. Full description at Econpapers || Download paper | |
2016 | Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock. Full description at Econpapers || Download paper | |
2016 | Asymmetrical long-run dependence between oil price and US dollar exchange rateâBased on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89. Full description at Econpapers || Download paper | |
2016 | On the reactions of sectoral equity returns to oil price in France: Implications for portfolio allocation. (2016). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70382. Full description at Econpapers || Download paper | |
2016 | Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234. Full description at Econpapers || Download paper | |
2016 | Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100. Full description at Econpapers || Download paper | |
2016 | International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks. (2016). Kanjilal, Kakali ; Bondia, Ripsy ; Ghosh, Sajal . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:558-565. Full description at Econpapers || Download paper | |
2016 | Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214. Full description at Econpapers || Download paper | |
2016 | The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. (2016). Zhu, Huiming ; Ren, Yinghua ; Guo, Yawei ; Su, Xianfang . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:766-:d:75561. Full description at Econpapers || Download paper | |
2016 | Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9. Full description at Econpapers || Download paper | |
2016 | Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288. Full description at Econpapers || Download paper | |
2016 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220. Full description at Econpapers || Download paper | |
2016 | Global Risk and International Equity Portfolio Rebalancing. (2016). Lee, Dong Won ; Kim, Kyungkeun . In: Working Papers. RePEc:ucr:wpaper:201605. Full description at Econpapers || Download paper | |
2016 | Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54. Full description at Econpapers || Download paper | |
2016 | International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135. Full description at Econpapers || Download paper | |
2016 | Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. (2016). Hsu, Chi-Sheng ; Chen, Shyh-Wei . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:23-36. Full description at Econpapers || Download paper | |
2016 | The economic integration of Spain: a change in the inflation pattern. (2016). Usabiaga, Carlos ; Romero-ÃÂvila, Diego ; Garcia-Cintado, Alejandro C ; Romero-Avila, Diego . In: Latin American Economic Review. RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0031-4. Full description at Econpapers || Download paper | |
2016 | Inflation convergence in the EMU. (2016). Karavias, Yiannis ; Karanasos, M ; Arakelian, V ; Kartsaklas, A ; Koutroumpis, P. In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:241-253. Full description at Econpapers || Download paper | |
2016 | The Economic Integration of Spain: A Change in the Inflation Pattern. (2016). Usabiaga, Carlos ; Romero-Avila, Diego ; Garcia-Cintado, Alejandro C. In: EcoMod2016. RePEc:ekd:009007:9367. Full description at Econpapers || Download paper | |
2016 | The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23. Full description at Econpapers || Download paper | |
2016 | LIBOR troubles: Anomalous movements detection based on maximum entropy. (2016). Fernandez Bariviera, Aurelio ; Plastino, Angelo ; Martin, Maria T ; Vampa, Victoria . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:401-407. Full description at Econpapers || Download paper | |
2016 | Does corporate governance affect Australian banks performance?. (2016). Salim, Ruhul ; Arjomandi, Amir ; Seufert, Juergen Heinz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:113-125. Full description at Econpapers || Download paper | |
2016 | Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?. (2016). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang . In: MPRA Paper. RePEc:pra:mprapa:76215. Full description at Econpapers || Download paper | |
2016 | Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies. (2016). Mirovi, Vera ; Ivkov, Dejan ; Njegi, Jovan . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2016:y:2016:i:6:id:591:p:686-705. Full description at Econpapers || Download paper | |
2016 | A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189. Full description at Econpapers || Download paper | |
2016 | Portuguese banksâ performance: comparing efficiency with their Spanish counterparts. (2016). Clara, Maria ; Basilio, Maria S ; Pires, Jose Filipe . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:1:d:10.1007_s40822-015-0033-6. Full description at Econpapers || Download paper | |
2016 | Asymmetric information, volatility components and the volumeâvolatility relationship for the CAC40 stocks. (2016). Slim, Skander ; Dahmene, Meriam . In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:70-84. Full description at Econpapers || Download paper | |
2016 | The informative role of trading volume in an expanding spot and futures market. (2016). Bhaumik, Sumon ; Kartsaklas, A ; Karanasos, M. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:35:y:2016:i:c:p:24-40. Full description at Econpapers || Download paper | |
2016 | Does institutional ownership increase stock return volatility? Evidence from Vietnam. (2016). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:54-61. Full description at Econpapers || Download paper | |
2016 | Political instability and stock market returns: Evidence from OECD countries. (2016). Sarantidis, Antonios ; Asteriou, Dimitrios. In: Economics and Business Letters. RePEc:ove:journl:aid:11278. Full description at Econpapers || Download paper | |
2016 | Why do companies transfer the trading compartment of their common stocks. (2016). Cisse, Abdoul Karim ; Fontaine, Patrice . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:624-640. Full description at Econpapers || Download paper | |
2016 | The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks. (2016). Huang, Ying ; Jiang, Christine X ; Jacoby, Gady . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:146-157. Full description at Econpapers || Download paper | |
2016 | Graduation and sell-out strategies in the Alternative Investment Market. (2016). Revest, Valerie ; Sapio, Alessandro . In: Discussion Papers. RePEc:crj:dpaper:4_2016. Full description at Econpapers || Download paper | |
2016 | Evaluating the performance of Chinese commercial banks: A comparative analysis of different types of banks. (2016). Hou, Wenxuan ; Dong, Yizhe ; Yang, Weiwei ; Firth, Michael . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:280-295. Full description at Econpapers || Download paper | |
2016 | The Joint Effects of Oil Price Volatility and Environmental Risks on Non-performing Loans: Evidence from Panel Data of Organization of the Petroleum Exporting Countries. (2016). Idris, Ismail Tijjani ; Nayan, Sabri . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-17. Full description at Econpapers || Download paper | |
2016 | A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176. Full description at Econpapers || Download paper | |
2016 | Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries. (2016). Louhichi, Awatef ; Boujelbene, Younes. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:104-121. Full description at Econpapers || Download paper | |
2016 | Financial Crisis Transmission: Foreign Ownership vs. Foreign Funding?. (2016). Feyen, Erik . In: Review of Economics & Finance. RePEc:bap:journl:160405. Full description at Econpapers || Download paper | |
2016 | Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:erg:wpaper:1045. Full description at Econpapers || Download paper | |
2016 | Do banks or VCs spur small firm growth?. (2016). Cumming, Douglas ; Cole, Rebel ; Li, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:60-72. Full description at Econpapers || Download paper | |
2016 | Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23. Full description at Econpapers || Download paper | |
2016 | Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:60-69. Full description at Econpapers || Download paper | |
2016 | Does central clearing benefit risky dealers?. (2016). Mayordomo, Sergio ; Posch, Peter N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:91-100. Full description at Econpapers || Download paper | |
2016 | What drives the LiborâOIS spread? Evidence from five major currency LiborâOIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375. Full description at Econpapers || Download paper | |
2016 | Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: MPRA Paper. RePEc:pra:mprapa:74705. Full description at Econpapers || Download paper | |
2016 | Debt structure and corporate performance in emerging markets. (2016). Davydov, Denis . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:299-311. Full description at Econpapers || Download paper | |
2016 | A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices. (2016). Kiviet, Jan ; Chen, Zhenxi. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1606. Full description at Econpapers || Download paper | |
2016 | Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195. Full description at Econpapers || Download paper | |
2016 | Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789. Full description at Econpapers || Download paper | |
2016 | Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (2016). Kiviet, Jan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1508. Full description at Econpapers || Download paper | |
2016 | Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139. Full description at Econpapers || Download paper | |
2016 | Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. (2016). Doytch, Nadia ; Nguyen, Tri Tung ; Narayan, Seema ; Kluegel, Karl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:485-503. Full description at Econpapers || Download paper | |
2016 | Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607. Full description at Econpapers || Download paper | |
2016 | Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). GuarÃÂn López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: Borradores de Economia. RePEc:bdr:borrec:931. Full description at Econpapers || Download paper | |
2016 | Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). GuarÃÂn López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014306. Full description at Econpapers || Download paper | |
2016 | Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388. Full description at Econpapers || Download paper | |
2016 | Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79097. Full description at Econpapers || Download paper | |
2016 | The resilience of oil-rich economies to the global financial crisis: Evidence from Kuwaiti financial and real sectors. (2016). Mirzaei, Ali ; Farhan, Ritab Salem . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:93-108. Full description at Econpapers || Download paper | |
2016 | Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach. (2016). Vianna, Andre ; Shank, Corey. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:430-438. Full description at Econpapers || Download paper | |
2016 | Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77. Full description at Econpapers || Download paper | |
2016 | Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard. In: MPRA Paper. RePEc:pra:mprapa:76382. Full description at Econpapers || Download paper | |
2016 | Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Barros, C P ; Abul, MD. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498. Full description at Econpapers || Download paper | |
2016 | Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:115-127. Full description at Econpapers || Download paper | |
2016 | Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46. Full description at Econpapers || Download paper | |
2016 | On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140. Full description at Econpapers || Download paper | |
2016 | Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen. In: MPRA Paper. RePEc:pra:mprapa:73302. Full description at Econpapers || Download paper | |
2016 | Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69. Full description at Econpapers || Download paper | |
2016 | Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167. Full description at Econpapers || Download paper | |
2016 | Invisible walls: Do psychological barriers really exist in stock index levels?. (2016). Woodhouse, Sam Alan ; Kumar, Kuldeep ; Bhattacharya, Sukanto ; Singh, Harminder . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:267-278. Full description at Econpapers || Download paper | |
2016 | Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11. Full description at Econpapers || Download paper | |
2016 | Testing for herding in the Athens Stock Exchange during the crisis period. (2016). Katsikas, Epameinondas ; Economou, Fotini ; Vickers, Gregory . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:334-341. Full description at Econpapers || Download paper | |
2016 | Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:367-375. Full description at Econpapers || Download paper | |
2016 | Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:hal:wpaper:hal-01270806. Full description at Econpapers || Download paper | |
2016 | Political transition and bank performance: How important was the Arab Spring?. (2016). Ghosh, Saibal. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:44:y:2016:i:2:p:372-382. Full description at Econpapers || Download paper | |
2016 | Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202. Full description at Econpapers || Download paper | |
2016 | Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:108-114. Full description at Econpapers || Download paper | |
2016 | Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301. Full description at Econpapers || Download paper | |
2016 | Effects of gas pricing reform on Chinaâs price level and total output. (2016). Zhu, Zhishuang ; Tao, Gege ; Zhang, Huaming ; Yu, Feng . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:84:y:2016:i:1:d:10.1007_s11069-015-1884-6. Full description at Econpapers || Download paper | |
2016 | Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China. (2016). Yang, Jun ; Shao, Hanhua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:468-481. Full description at Econpapers || Download paper | |
2016 | Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games. (2016). Donadelli, Michael ; Curatola, Giuliano ; Kizys, Renatas ; Riedel, Max. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:267-274. Full description at Econpapers || Download paper | |
2016 | Which market integration measure?. (2016). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max. In: SAFE Working Paper Series. RePEc:zbw:safewp:159. Full description at Econpapers || Download paper | |
2016 | Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:419-434. Full description at Econpapers || Download paper | |
2016 | Multimarket contact, market power and financial stability in the Turkish banking industry. (2016). Kasman, Adnan . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0936-9. Full description at Econpapers || Download paper | |
2016 | Multimarket Competition and Profitability: Evidence from Ukrainian banking. (2016). Talavera, Oleksandr ; Pham, Tho ; Yang, Junhong . In: MPRA Paper. RePEc:pra:mprapa:72376. Full description at Econpapers || Download paper | |
2016 | Credit Default Swaps as Indicators of Bank Financial Distress. (2016). cotter, john ; Avino, Davide ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201601. Full description at Econpapers || Download paper | |
2016 | Insurance companiesâ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?. (2016). Vermeulen, Robert ; Bijlsma, Melle. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:137-154. Full description at Econpapers || Download paper | |
2016 | Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure . In: ESRB Working Paper Series. RePEc:srk:srkwps:201609. Full description at Econpapers || Download paper | |
2016 | New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183. Full description at Econpapers || Download paper | |
2016 | Do long-term bonds hedge equity risk? Evidence from Spain. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n275-16.pdf. Full description at Econpapers || Download paper | |
2016 | Facts or fates of investors losses during crises? Evidence from REIT-stock volatility and tail dependence structures. (2016). Huang, Meichi ; Wu, Chang-Che ; Liu, Shih-Min . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:54-71. Full description at Econpapers || Download paper | |
2016 | Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model. (2016). Perera, Anil ; Wickramanayake, J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:1-20. Full description at Econpapers || Download paper | |
2016 | Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis. (2016). JOUINI, Jamel ; Lahiani, Amine ; Boubaker, Sabri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:14-28. Full description at Econpapers || Download paper | |
2016 | Euro area stock markets performance comparison and its dependence on macroeconomic variables. (2016). Soares da Fonseca, José. In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:3:p:245-266. Full description at Econpapers || Download paper | |
2016 | Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. (2016). Uddin, Gazi ; Reboredo, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298. Full description at Econpapers || Download paper | |
2016 | Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets. (2016). Apostolakis, George. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:542-551. Full description at Econpapers || Download paper | |
2016 | Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32. Full description at Econpapers || Download paper | |
2016 | Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145. Full description at Econpapers || Download paper | |
2016 | International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163. Full description at Econpapers || Download paper | |
2016 | The fall of high-frequency trading: A survey of competition and profits. (2016). Serbera, Jean-Philippe ; Paumard, Pascal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:271-287. Full description at Econpapers || Download paper | |
2016 | A note on the relationship between high-frequency trading and latency arbitrage. (2016). Manahov, Viktor . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:281-296. Full description at Econpapers || Download paper | |
2016 | Dynamic volatility spillovers across shipping freight markets. (2016). Tsouknidis, Dimitris. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:91:y:2016:i:c:p:90-111. Full description at Econpapers || Download paper | |
2016 | Shipping investor sentiment and international stock return predictability. (2016). Papapostolou, Nikos ; Nomikos, Nikos K ; Pouliasis, Panos K ; Kyriakou, Ioannis . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:96:y:2016:i:c:p:81-94. Full description at Econpapers || Download paper |
Year | Citing document | |
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2016 | The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika . In: Problems of World Agriculture / Problemy Rolnictwa Ã
Å¡wiatowego. RePEc:ags:polpwa:253038. Full description at Econpapers || Download paper | |
2016 | Unit root modeling for trending stock market series. (2016). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar ; Akanni, Lateef. In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:2:p:82-91. Full description at Econpapers || Download paper | |
2016 | A note on news about the future: the impact on DSGE models and their VAR representation. (2016). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/11. Full description at Econpapers || Download paper | |
2016 | Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Guesmi, Khaled ; Rachdi, Houssem ; Saidi, Hichem . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231. Full description at Econpapers || Download paper | |
2016 | Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration. (2016). Sickles, Robin ; Kenjegalieva, Karligash ; Glass, Anthony J ; Ajayi, Victor ; Adetutu, Morakinyo . In: Working Papers. RePEc:ecl:riceco:16-003. Full description at Econpapers || Download paper | |
2016 | Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176. Full description at Econpapers || Download paper | |
2016 | Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226. Full description at Econpapers || Download paper | |
2016 | Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587. Full description at Econpapers || Download paper | |
2016 | International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163. Full description at Econpapers || Download paper | |
2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168. Full description at Econpapers || Download paper | |
2016 | The internationalisation of the RMB: New starts, jumps and tipping points. (2016). Batten, Jonathan ; Szilagyi, Peter G. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:221-238. Full description at Econpapers || Download paper | |
2016 | Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23. Full description at Econpapers || Download paper | |
2016 | International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255. Full description at Econpapers || Download paper | |
2016 | Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund. (2016). faff, robert ; Li, Yong ; Benson, Karen . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:217-221. Full description at Econpapers || Download paper | |
2016 | Impact of legal institutions on IPO survival: A global perspective. (2016). Goyal, Abhinav ; Espenlaub, Susanne ; Mohamed, Abdulkadir . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:98-112. Full description at Econpapers || Download paper | |
2016 | Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). GUPTA, RANGAN ; Paetz, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182. Full description at Econpapers || Download paper | |
2016 | Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Marco, Chi Keung ; Gozgor, Giray . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45. Full description at Econpapers || Download paper | |
2016 | Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84. Full description at Econpapers || Download paper | |
2016 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto . In: Working Papers. RePEc:igi:igierp:585. Full description at Econpapers || Download paper | |
2016 | Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela . In: Working Papers. RePEc:igi:igierp:586. Full description at Econpapers || Download paper | |
2016 | Conditional Convergence in Australias Energy Consumption at the Sector Level. (2016). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2016-08. Full description at Econpapers || Download paper | |
2016 | Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher . In: MPRA Paper. RePEc:pra:mprapa:75367. Full description at Econpapers || Download paper | |
2016 | Do Political News Affect Financial Market Returns? Evidences from Brazil. (2016). Dos, Nelson Seixas ; Marques, Thales Batiston . In: MPRA Paper. RePEc:pra:mprapa:75530. Full description at Econpapers || Download paper | |
2016 | Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740. Full description at Econpapers || Download paper |
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2015 | The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs. (2015). Leung, Tim ; Ward, Brian . In: Papers. RePEc:arx:papers:1501.02276. Full description at Econpapers || Download paper | |
2015 | Countercyclical Capital Buffer: The Case of Uruguay. (2015). PONCE, Jorge ; Pena, Alejandro ; Tubio, Magdalena ; Dassatti, Cecilia . In: Monetaria. RePEc:cml:moneta:v:iii:y:2015:i:2:p:251-285. Full description at Econpapers || Download paper | |
2015 | Interconnectedness 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 | |
2015 | Do managers manipulate earnings prior to management buyouts?. (2015). Renneboog, Luc ; Mao, Yaping . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:43-61. Full description at Econpapers || Download paper | |
2015 | New 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 | |
2015 | Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers || Download paper | |
2015 | Sudden 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 | |
2015 | Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8. Full description at Econpapers || Download paper | |
2015 | Correlations 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 | |
2015 | Semiparametric 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 | |
2015 | Investor sentiment and its nonlinear effect on stock returnsâNew 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 | |
2015 | Is there a structural change in the persistence of WTIâBrent 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 | |
2015 | Limited 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 | |
2015 | The 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 | |
2015 | Precious 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 | |
2015 | Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365. Full description at Econpapers || Download paper | |
2015 | Modeling 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 | |
2015 | Liquidity and conditional market returns: Evidence from German exchange traded funds. (2015). Wagner, Niklas ; Czauderna, Katrin ; Riedel, Christoph . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:454-459. Full description at Econpapers || Download paper | |
2015 | Dynamic 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 | |
2015 | The political determinants of executive compensation: Evidence from an emerging economy. (2015). Renneboog, Luc ; Li, Sunny ; Liang, Hao . In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:69-91. Full description at Econpapers || Download paper | |
2015 | Nonlinear 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 | |
2015 | The nexus between oil price and Russias real exchange rate: Better paths via unconditional vs conditional analysis. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:54-66. Full description at Econpapers || Download paper | |
2015 | Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:590-598. Full description at Econpapers || Download paper | |
2015 | Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data. (2015). Agarwalla, Sobhesh Kumar ; Pandey, Ajay ; Jacob, Joshy . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:167-178. Full description at Econpapers || Download paper | |
2015 | Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; 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 | |
2015 | The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee ; 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 | |
2015 | Arbitrage opportunities and feedback trading in emissions and energy markets. (2015). Chau, Frankie ; Shi, Yukun ; Kuo, Jing-Ming . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:130-147. Full description at Econpapers || Download paper | |
2015 | Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161. Full description at Econpapers || Download paper | |
2015 | The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199. Full description at Econpapers || Download paper | |
2015 | Time-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 | |
2015 | The role of internal and external certification mechanisms in seasoned equity offerings. (2015). Tourani-Rad, Alireza ; Lau, Sie Ting ; Krishnamurti, Chandrasekhar ; Yang, Ting ; Koerniadi, Hardjo . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:110-127. Full description at Econpapers || Download paper | |
2015 | The 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 | |
2015 | Issues in Islamic banking and finance: Islamic banks, Shariâah-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 | |
2015 | Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352. Full description at Econpapers || Download paper | |
2015 | Time-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 | |
2015 | Aviation Accidents and Stock Market Reaction: Evidence from Borsa Istanbul. (2015). Demir, Ender. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:1:p:51-56. Full description at Econpapers || Download paper | |
2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-02.pdf. Full description at Econpapers || Download paper | |
2015 | The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca . In: Working Papers. RePEc:fem:femwpa:2015.99. Full description at Econpapers || Download paper | |
2015 | Sentiment of a society and large-cap stock liquidity. (2015). Bukovina, Jaroslav . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:56_2015. Full description at Econpapers || Download paper | |
2015 | The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca . In: Departmental Working Papers. RePEc:mil:wpdepa:2015-17. Full description at Econpapers || Download paper | |
2015 | On 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 | |
2015 | Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366. Full description at Econpapers || Download paper | |
2015 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2015). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:72082. Full description at Econpapers || Download paper | |
2015 | What Triggers Loan Losses? An Empirical Investigation of Greek Financial Sector. (2015). Makri, Vasiliki . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:119-143. Full description at Econpapers || Download paper | |
2015 | What Determines Bitcoinââ¬â¢s Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13. Full description at Econpapers || Download paper | |
2015 | Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03. Full description at Econpapers || Download paper | |
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2014 | Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728. Full description at Econpapers || Download paper | |
2014 | Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series. (2014). Nordin, Peter ; Lloyd, Stefan ; Cirillo, Simone . In: Papers. RePEc:arx:papers:1411.2153. Full description at Econpapers || Download paper | |
2014 | Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach. (2014). Benlagha, Noureddine. In: Review of Economics & Finance. RePEc:bap:journl:140404. Full description at Econpapers || Download paper | |
2014 | The role of implicit costs and product quality in determining the customer costs of using personal current accounts. (2014). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:14001. Full description at Econpapers || Download paper | |
2014 | Financial Services and the GATS in the GCC: Problems and Prospects. (2014). Hatem, Samman ; Sheikh, Shahnawaz . In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:10:y:2014:i:3:p:24:n:2. Full description at Econpapers || Download paper | |
2014 | Asymmetric behavior of Australias Big-4 banks in the mortgage market. (2014). Worthington, Andrew ; Valadkhani, Abbas. In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:57-66. Full description at Econpapers || Download paper | |
2014 | Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238. Full description at Econpapers || Download paper | |
2014 | Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35. Full description at Econpapers || Download paper | |
2014 | The conditional dependence structure of insurance sector credit default swap indices. (2014). Tamakoshi, Go ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:122-132. Full description at Econpapers || Download paper | |
2014 | Dependence of stock and commodity futures markets in China: Implications for portfolio investment. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Wen, Xiaoqian . In: Emerging Markets Review. RePEc:eee:ememar:v:21:y:2014:i:c:p:183-200. Full description at Econpapers || Download paper | |
2014 | Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274. Full description at Econpapers || Download paper | |
2014 | Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:154-166. Full description at Econpapers || Download paper | |
2014 | The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries. (2014). Su, Che-Yi ; Chang, Ming-Jen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:220-246. Full description at Econpapers || Download paper | |
2014 | The dynamics of exchange rate volatility: A panel VAR approach. (2014). Orlov, Alexei ; Grossmann, Axel ; Love, Inessa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:1-27. Full description at Econpapers || Download paper | |
2014 | Bank efficiency and shareholder value in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:200-222. Full description at Econpapers || Download paper | |
2014 | Hedging European government bond portfolios during the recent sovereign debt crisis. (2014). Bessler, Wolfgang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:379-399. Full description at Econpapers || Download paper | |
2014 | Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers || Download paper | |
2014 | Financial markets development and bank risk: Experience from Thailand during 1990â2012. (2014). Vithessonthi, Chaiporn. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88. Full description at Econpapers || Download paper | |
2014 | What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand. (2014). Vithessonthi, Chaiporn. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:89-113. Full description at Econpapers || Download paper | |
2014 | Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61. Full description at Econpapers || Download paper | |
2014 | Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206. Full description at Econpapers || Download paper | |
2014 | Financialisation and the Financial and Economic Crises: The Case of Sweden. (2014). Stenfors, Alexis. In: FESSUD studies. RePEc:fes:fstudy:fstudy27. Full description at Econpapers || Download paper | |
2014 | Who is to Blame: Foreign Ownership or Foreign Funding?. (2014). Feyen, Erik ; Rocha, Roberto ; Letelier, Raquel ; Love, Inessa . In: Working Papers. RePEc:hai:wpaper:201423. Full description at Econpapers || Download paper | |
2014 | Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk. In: IMF Working Papers. RePEc:imf:imfwpa:14/190. Full description at Econpapers || Download paper | |
2014 | The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled. In: Working Papers. RePEc:ipg:wpaper:2014-365. Full description at Econpapers || Download paper | |
2014 | Robust Portfolio Protection: A Scenarios-Based Approach. (2014). GUESMI, Khaled ; Mankai, Selim . In: Working Papers. RePEc:ipg:wpaper:2014-394. Full description at Econpapers || Download paper | |
2014 | Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong. In: Working Papers. RePEc:ipg:wpaper:2014-415. Full description at Econpapers || Download paper | |
2014 | Greeceâs Stock Market Integration with Southeast Europe. (2014). GUESMI, Khaled ; Abid, Ilyes ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-440. Full description at Econpapers || Download paper | |
2014 | Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-444. Full description at Econpapers || Download paper | |
2014 | Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Applied with Con-integration. (2014). Levyne, Olivier ; ALI, SYED ALAMDAR ; Butt, Shazaib ; Masood, Omar . In: Working Papers. RePEc:ipg:wpaper:2014-452. Full description at Econpapers || Download paper | |
2014 | Finn Kydland et les cycles dâaffaires réels. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-463. Full description at Econpapers || Download paper | |
2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:ipg:wpaper:2014-468. Full description at Econpapers || Download paper | |
2014 | Exploring the Causality Links between Energy and Employment in African Countries. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-475. Full description at Econpapers || Download paper | |
2014 | Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles . In: Working Papers. RePEc:ipg:wpaper:2014-500. Full description at Econpapers || Download paper | |
2014 | Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505. Full description at Econpapers || Download paper | |
2014 | Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510. Full description at Econpapers || Download paper | |
2014 | Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511. Full description at Econpapers || Download paper | |
2014 | Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531. Full description at Econpapers || Download paper | |
2014 | Joseph Stiglitz : une vision désenchantée de la mondialisation. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-559. Full description at Econpapers || Download paper | |
2014 | Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2014). ben Aissa, Mohamed Safouane ; Aloui, Riadh . In: Working Papers. RePEc:ipg:wpaper:2014-564. Full description at Econpapers || Download paper | |
2014 | Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed . In: Working Papers. RePEc:ipg:wpaper:2014-569. Full description at Econpapers || Download paper | |
2014 | Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). de Bandt, Olivier ; Razafindrabe, Tovonony . In: Working Papers. RePEc:ipg:wpaper:2014-576. Full description at Econpapers || Download paper | |
2014 | Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-577. Full description at Econpapers || Download paper | |
2014 | Does Profit Loss Sharing (PLS) solve moral hazard problems?. (2014). Yousfi, Ouidad . In: Working Papers. RePEc:ipg:wpaper:2014-581. Full description at Econpapers || Download paper | |
2014 | Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-604. Full description at Econpapers || Download paper | |
2014 | On the dynamic dependence between US and other developed stock markets: An extreme. (2014). Boubaker, Heni ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:2014-94. Full description at Econpapers || Download paper | |
2014 | Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers || Download paper | |
2014 | Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers || Download paper | |
2014 | Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Basher, Syed ; Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566. Full description at Econpapers || Download paper | |
2014 | Vliv externÃho financovánà na mikrofinanÄnà rozvoj - makro perspektiva. (2014). Janda, Karel ; Tran, Quang ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:58166. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
Year | Citing document | |
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2013 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1346. Full description at Econpapers || Download paper | |
2013 | Rischio e concorrenza nel sistema bancario italiano durante la crisi finanziaria globale. (2013). Zazzaro, Alberto ; Marchionne, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:86. Full description at Econpapers || Download paper | |
2013 | Structural 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 | |
2013 | Measuring bank competition in China: a comparison of new versus conventional approaches applied to loan markets. (2013). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; van Rixtel, Adrian ; Xu, Bing . In: BIS Working Papers. RePEc:bis:biswps:422. Full description at Econpapers || Download paper | |
2013 | Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677. Full description at Econpapers || Download paper | |
2013 | On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20131509. Full description at Econpapers || Download paper | |
2013 | Predicting 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 | |
2013 | Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe. In: Journal of Asian Economics. RePEc:eee:asieco:v:29:y:2013:i:c:p:91-100. Full description at Econpapers || Download paper | |
2013 | Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22. Full description at Econpapers || Download paper | |
2013 | Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88. Full description at Econpapers || Download paper | |
2013 | An alternative approach to the modelling of interest rate pass through and asymmetric adjustment. (2013). Valadkhani, Abbas ; Bollen, Bernard. In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:491-494. Full description at Econpapers || Download paper | |
2013 | Institutional industry herding: Intentional or spurious?. (2013). Ferreira, Mário Pedro ; Ferreira, Mario Pedro Leite, ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:192-214. Full description at Econpapers || Download paper | |
2013 | Time-variations in herding behavior: Evidence from a Markov switching SUR model. (2013). Klein, Arne C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:291-304. Full description at Econpapers || Download paper | |
2013 | Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318. Full description at Econpapers || Download paper | |
2013 | Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:394-412. Full description at Econpapers || Download paper | |
2013 | Putting the âCâ into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176. Full description at Econpapers || Download paper | |
2013 | Stock and foreign exchange market linkages in emerging economies. (2013). Savvides, Andreas ; Andreou, Elena ; Matsi, Maria . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:248-268. Full description at Econpapers || Download paper | |
2013 | Monetary policy and the banking sector in Turkey. (2013). Stewart, Chris ; Matousek, Roman ; Radi, Nemanja ; Akinci, Dervis Ahmet . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:269-285. Full description at Econpapers || Download paper | |
2013 | Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand. (2013). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:23:y:2013:i:5:p:446-469. Full description at Econpapers || Download paper | |
2013 | Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets. (2013). Demirer, Riza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:29:y:2013:i:c:p:77-98. Full description at Econpapers || Download paper | |
2013 | Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?. (2013). Demirer, Riza ; Balcilar, Mehmet ; Khalifa, Ahmed ; Hammoudeh, Shawkat . In: Working Papers. RePEc:erg:wpaper:819. Full description at Econpapers || Download paper | |
2013 | Increasing Trends in the Excess Comovement of Commodity Prices. (2013). Okimoto, Tatsuyoshi ; Kazuhiko, Ohashi ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:13048. Full description at Econpapers || Download paper | |
2013 | Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: PSE Working Papers. RePEc:hal:psewpa:halshs-00911415. Full description at Econpapers || Download paper | |
2013 | Market Discipline and Bank Charter Value: The Case of Two Safe Banking Industries. (2013). TARAZI, Amine ; Avkiran, Necmi ; Haq, Mamiza ; Fonceca, Ana Rosa . In: Working Papers. RePEc:hal:wpaper:hal-00955135. Full description at Econpapers || Download paper | |
2013 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-00862256. Full description at Econpapers || Download paper | |
2013 | Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: Working Papers. RePEc:hal:wpaper:halshs-00911415. Full description at Econpapers || Download paper | |
2013 | Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc . In: Working Papers. RePEc:ipg:wpaper:2013-031. Full description at Econpapers || Download paper | |
2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Gupta, Rangan ; Chen, Wen-Yi ; Chang, Tsangyao . In: Working Papers. RePEc:ipg:wpaper:2013-036. Full description at Econpapers || Download paper | |
2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Yi, Wen. In: Working Papers. RePEc:ipg:wpaper:2013-36. Full description at Econpapers || Download paper | |
2013 | Are Stock Prices Related to Political
Uncertainty Index in OECD Countries?
Evidence from Bootstrap Panel
Causality Test. (2013). Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:ipg:wpaper:36. Full description at Econpapers || Download paper | |
2013 | Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika . In: Discussion Paper Series. RePEc:kob:dpaper:dp2013-22. Full description at Econpapers || Download paper | |
2013 | Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1312. Full description at Econpapers || Download paper | |
2013 | Commodity and Asset Pricing Models: An Integration. (2013). Schwartz, Eduardo S. ; Kovacevic, Ivo ; Cortazar, Gonzalo . In: NBER Working Papers. RePEc:nbr:nberwo:19167. Full description at Econpapers || Download paper | |
2013 | Office of Financial Research 2013 Annual Report. (2013). . In: Reports. RePEc:ofr:report:13-2. Full description at Econpapers || Download paper | |
2013 | Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: MPRA Paper. RePEc:pra:mprapa:44395. Full description at Econpapers || Download paper | |
2013 | Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics. (2013). Girardi, Daniele. In: MPRA Paper. RePEc:pra:mprapa:52043. Full description at Econpapers || Download paper | |
2013 | Should Shariah-compliant investors include commodities in their portfolios? New evidence. (2013). Masih, Abul ; Nagayev, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:58851. Full description at Econpapers || Download paper | |
2013 | Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201360. Full description at Econpapers || Download paper | |
2013 | Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan . In: WISE Working Papers. RePEc:wyi:wpaper:002210. Full description at Econpapers || Download paper | |
2013 | The early warnings of balance-of-payments problems: Kaminsky and Reinhart revisited. (2013). Lang, Michael . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:205. Full description at Econpapers || Download paper | |
2013 | The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil. (2013). Heumesser, Christine ; Ederer, Stefan ; Staritz, Cornelia . In: Working Papers. RePEc:zbw:oefsew:42. Full description at Econpapers || Download paper | |
2013 | Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?. (2013). Schmidt, Torsten ; Kratschell, Karoline . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79798. Full description at Econpapers || Download paper |
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