2.38
Impact Factor
2.56
5-Years IF
88
5-Years H index
2.38
Impact Factor
2.56
5-Years IF
88
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.2 | 0.1 | 0.16 | 29 | 29 | 50 | 1.72 | 577 | 71 | 14 | 186 | 30 | 38 (6.6%) | 3 | 0.1 | 0.04 |
1991 | 0.34 | 0.09 | 0.32 | 43 | 72 | 93 | 1.29 | 1000 | 65 | 22 | 180 | 58 | 66 (6.6%) | 5 | 0.12 | 0.04 |
1992 | 0.22 | 0.09 | 0.21 | 39 | 111 | 82 | 0.74 | 1104 | 72 | 16 | 174 | 36 | 65 (5.9%) | 2 | 0.05 | 0.04 |
1993 | 0.3 | 0.1 | 0.24 | 36 | 147 | 106 | 0.72 | 1193 | 82 | 25 | 182 | 44 | 95 (8%) | 11 | 0.31 | 0.05 |
1994 | 0.44 | 0.11 | 0.39 | 43 | 190 | 139 | 0.73 | 967 | 75 | 33 | 183 | 71 | 60 (6.2%) | 0.05 | ||
1995 | 0.53 | 0.2 | 0.7 | 45 | 235 | 264 | 1.12 | 1954 | 79 | 42 | 190 | 133 | 91 (4.7%) | 10 | 0.22 | 0.07 |
1996 | 0.53 | 0.23 | 0.75 | 50 | 285 | 353 | 1.24 | 1261 | 88 | 47 | 206 | 155 | 107 (8.5%) | 7 | 0.14 | 0.09 |
1997 | 0.69 | 0.27 | 0.93 | 51 | 336 | 442 | 1.32 | 1126 | 95 | 66 | 213 | 198 | 85 (7.5%) | 15 | 0.29 | 0.09 |
1998 | 0.83 | 0.29 | 1.04 | 49 | 385 | 531 | 1.38 | 1535 | 101 | 84 | 225 | 233 | 103 (6.7%) | 11 | 0.22 | 0.1 |
1999 | 0.82 | 0.32 | 1.02 | 44 | 429 | 580 | 1.35 | 1836 | 100 | 82 | 238 | 242 | 97 (5.3%) | 28 | 0.64 | 0.13 |
2000 | 1.33 | 0.4 | 1.38 | 45 | 474 | 731 | 1.54 | 1511 | 93 | 124 | 239 | 330 | 78 (5.2%) | 8 | 0.18 | 0.15 |
2001 | 1.52 | 0.4 | 1.33 | 49 | 523 | 904 | 1.73 | 2270 | 89 | 135 | 239 | 318 | 83 (3.7%) | 19 | 0.39 | 0.15 |
2002 | 1.32 | 0.42 | 1.47 | 46 | 569 | 945 | 1.66 | 1467 | 94 | 124 | 238 | 349 | 90 (6.1%) | 26 | 0.57 | 0.18 |
2003 | 1.85 | 0.44 | 2.27 | 52 | 621 | 1400 | 2.25 | 1070 | 95 | 176 | 233 | 530 | 51 (4.8%) | 24 | 0.46 | 0.19 |
2004 | 1.71 | 0.49 | 2.13 | 52 | 673 | 1398 | 2.08 | 1409 | 98 | 168 | 236 | 502 | 73 (5.2%) | 37 | 0.71 | 0.2 |
2005 | 1.56 | 0.53 | 2.02 | 65 | 738 | 1539 | 2.09 | 2248 | 104 | 162 | 244 | 494 | 101 (4.5%) | 80 | 1.23 | 0.21 |
2006 | 2.01 | 0.51 | 2.29 | 66 | 804 | 1774 | 2.21 | 2112 | 117 | 235 | 264 | 604 | 112 (5.3%) | 59 | 0.89 | 0.2 |
2007 | 2.01 | 0.45 | 1.94 | 68 | 872 | 1729 | 1.98 | 1897 | 131 | 263 | 281 | 545 | 113 (6%) | 63 | 0.93 | 0.18 |
2008 | 2.21 | 0.48 | 2.24 | 73 | 945 | 1950 | 2.06 | 1307 | 134 | 296 | 303 | 680 | 70 (5.4%) | 45 | 0.62 | 0.2 |
2009 | 1.89 | 0.47 | 2.22 | 69 | 1014 | 2096 | 2.07 | 1519 | 141 | 266 | 324 | 719 | 106 (7%) | 43 | 0.62 | 0.19 |
2010 | 1.56 | 0.45 | 2.05 | 97 | 1111 | 1891 | 1.7 | 1388 | 142 | 222 | 341 | 699 | 98 (7.1%) | 54 | 0.56 | 0.16 |
2011 | 1.67 | 0.52 | 2.16 | 94 | 1205 | 2273 | 1.89 | 1132 | 166 | 278 | 373 | 807 | 74 (6.5%) | 44 | 0.47 | 0.2 |
2012 | 1.55 | 0.55 | 2 | 105 | 1310 | 2558 | 1.95 | 1545 | 191 | 296 | 401 | 804 | 103 (6.7%) | 91 | 0.87 | 0.2 |
2013 | 2.24 | 0.62 | 2.52 | 144 | 1454 | 3511 | 2.41 | 1707 | 199 | 446 | 438 | 1104 | 100 (5.9%) | 129 | 0.9 | 0.22 |
2014 | 2.83 | 0.64 | 2.61 | 123 | 1577 | 3846 | 2.44 | 1081 | 249 | 705 | 509 | 1329 | 81 (7.5%) | 133 | 1.08 | 0.21 |
2015 | 2.67 | 0.69 | 2.54 | 115 | 1692 | 3765 | 2.23 | 521 | 267 | 714 | 563 | 1430 | 49 (9.4%) | 71 | 0.62 | 0.22 |
2016 | 2.38 | 0.85 | 2.56 | 117 | 1809 | 3916 | 2.16 | 253 | 238 | 567 | 581 | 1489 | 24 (9.5%) | 91 | 0.78 | 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 | 2001 | Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272. Full description at Econpapers || Download paper | 812 |
2 | 1995 | Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26. Full description at Econpapers || Download paper | 458 |
3 | 1995 | Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492. Full description at Econpapers || Download paper | 457 |
4 | 1992 | The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314. Full description at Econpapers || Download paper | 409 |
5 | 2005 | Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175. Full description at Econpapers || Download paper | 349 |
6 | 1999 | Contagion and trade: Why are currency crises regional?. (1999). Rose, Andrew ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617. Full description at Econpapers || Download paper | 322 |
7 | 2005 | Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199. Full description at Econpapers || Download paper | 256 |
8 | 2001 | Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471. Full description at Econpapers || Download paper | 244 |
9 | 2007 | Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228. Full description at Econpapers || Download paper | 231 |
10 | 1998 | Central bank intervention and exchange rate volatility1. (1998). Dominguez, Kathryn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190. Full description at Econpapers || Download paper | 228 |
11 | 2000 | Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53. Full description at Econpapers || Download paper | 226 |
12 | 1995 | Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762. Full description at Econpapers || Download paper | 216 |
13 | 1993 | A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. (1993). Olsen, Richard ; Dacorogna, Michel ; Pictet, Olivier V. ; Muller, Ulrich A. ; Nagler, Robert J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438. Full description at Econpapers || Download paper | 210 |
14 | 2002 | International financial integration and economic growth. (2002). Slok, Torsten ; Ricci, Luca ; Levine, Ross ; Edison, Hali. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776. Full description at Econpapers || Download paper | 202 |
15 | 2000 | Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233. Full description at Econpapers || Download paper | 202 |
16 | 1993 | Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA. (1993). Gentry, William ; Bodnar, Gordon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45. Full description at Econpapers || Download paper | 197 |
17 | 1999 | Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586. Full description at Econpapers || Download paper | 195 |
18 | 1983 | Foreign currency option values. (1983). Garman, Mark B. ; Kohlhagen, Steven W.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237. Full description at Econpapers || Download paper | 190 |
19 | 1991 | Cointegration: how short is the long run?. (1991). Rush, Mark ; Hakkio, Craig. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581. Full description at Econpapers || Download paper | 189 |
20 | 2001 | Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296. Full description at Econpapers || Download paper | 186 |
21 | 2006 | The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853. Full description at Econpapers || Download paper | 182 |
22 | 1999 | What triggers market jitters?: A chronicle of the Asian crisis. (1999). Schmukler, Sergio ; Kaminsky, Graciela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560. Full description at Econpapers || Download paper | 173 |
23 | 2006 | The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952. Full description at Econpapers || Download paper | 172 |
24 | 1999 | Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s. (1999). Reinhart, Carmen ; Montiel, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:619-635. Full description at Econpapers || Download paper | 171 |
25 | 2013 | Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36. Full description at Econpapers || Download paper | 169 |
26 | 2000 | The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832. Full description at Econpapers || Download paper | 166 |
27 | 1996 | Purchasing power parity and unit root tests using panel data. (1996). Oh, Keun-Yeob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418. Full description at Econpapers || Download paper | 162 |
28 | 2006 | Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403. Full description at Econpapers || Download paper | 162 |
29 | 2013 | The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82. Full description at Econpapers || Download paper | 160 |
30 | 1999 | Contagion:: macroeconomic models with multiple equilibria. (1999). Masson, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602. Full description at Econpapers || Download paper | 155 |
31 | 1993 | The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach. (1993). Thomas, Lee III ; Levich, Richard M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474. Full description at Econpapers || Download paper | 151 |
32 | 2000 | The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488. Full description at Econpapers || Download paper | 151 |
33 | 1994 | Hourly volatility spillovers between international equity markets. (1994). Engle, Robert ; Susmel, Raul . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25. Full description at Econpapers || Download paper | 147 |
34 | 1996 | Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. (1996). Bonser-Neal, Catherine ; Tanner, Glenn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878. Full description at Econpapers || Download paper | 146 |
35 | 2007 | Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569. Full description at Econpapers || Download paper | 145 |
36 | 1998 | Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316. Full description at Econpapers || Download paper | 144 |
37 | 1998 | On inflation and inflation uncertainty in the G7 countries. (1998). Grier, Kevin ; Perry, Mark J.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689. Full description at Econpapers || Download paper | 143 |
38 | 2002 | The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350. Full description at Econpapers || Download paper | 141 |
39 | 2004 | Global transmission of interest rates: monetary independence and currency regime. (2004). Servén, Luis ; Schmukler, Sergio ; Frankel, Jeffrey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733. Full description at Econpapers || Download paper | 140 |
40 | 2003 | The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287. Full description at Econpapers || Download paper | 138 |
41 | 2006 | Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639. Full description at Econpapers || Download paper | 137 |
42 | 2001 | Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era. (2001). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399. Full description at Econpapers || Download paper | 137 |
43 | 2004 | Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration. (2004). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:3:p:461-492. Full description at Econpapers || Download paper | 136 |
44 | 2004 | Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. (2004). Taylor, Mark ; Sarno, Lucio ; Chowdhury, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:1:p:1-25. Full description at Econpapers || Download paper | 133 |
45 | 2007 | Home bias and international risk sharing: Twin puzzles separated at birth. (2007). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605. Full description at Econpapers || Download paper | 132 |
46 | 1997 | Why do central banks intervene?. (1997). Baillie, Richard ; Osterberg, William P.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919. Full description at Econpapers || Download paper | 131 |
47 | 1994 | The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk. (1994). Taylor, Mark ; MacDonald, Ronald. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290. Full description at Econpapers || Download paper | 130 |
48 | 1997 | Stock returns and volatility in emerging financial markets. (1997). Imrohoroglu, Selahattin ; De Santis, Giorgio . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579. Full description at Econpapers || Download paper | 129 |
49 | 1982 | Fluctuations in the dollar: A model of nominal and real exchange rate determination. (1982). Morton, John ; Hooper, Peter . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:1:y:1982:i::p:39-56. Full description at Econpapers || Download paper | 129 |
50 | 2007 | Explaining the global pattern of current account imbalances. (2007). Gruber, Joseph W. ; Kamin, Steven B.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:500-522. Full description at Econpapers || Download paper | 128 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | Unit root tests for panel data. (2001). Choi, In. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272. Full description at Econpapers || Download paper | 247 |
2 | 1995 | Is the correlation in international equity returns constant: 1960-1990?. (1995). Solnik, Bruno ; Longin, Francois. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26. Full description at Econpapers || Download paper | 120 |
3 | 2013 | The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:60-82. Full description at Econpapers || Download paper | 116 |
4 | 2013 | Self-fulfilling crises in the Eurozone: An empirical test. (2013). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:15-36. Full description at Econpapers || Download paper | 100 |
5 | 2014 | Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:221-248. Full description at Econpapers || Download paper | 95 |
6 | 2007 | Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228. Full description at Econpapers || Download paper | 89 |
7 | 2013 | Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185. Full description at Econpapers || Download paper | 83 |
8 | 2005 | Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175. Full description at Econpapers || Download paper | 70 |
9 | 2012 | Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638. Full description at Econpapers || Download paper | 70 |
10 | 2005 | Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199. Full description at Econpapers || Download paper | 67 |
11 | 2013 | What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. (2013). Jinjarak, Yothin ; Hutchison, Michael ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:37-59. Full description at Econpapers || Download paper | 65 |
12 | 2006 | The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853. Full description at Econpapers || Download paper | 65 |
13 | 2013 | Debt and growth: New evidence for the euro area. (2013). Rother, Philipp ; Checherita Westphal, Cristina ; Baum, Anja ; Checherita-Westphal, Cristina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:32:y:2013:i:c:p:809-821. Full description at Econpapers || Download paper | 62 |
14 | 2014 | Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin ; Buyukahin, Bahattin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70. Full description at Econpapers || Download paper | 62 |
15 | 2006 | The determinants of financing obstacles. (2006). Maksimovic, Vojislav ; Laeven, Luc ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:932-952. Full description at Econpapers || Download paper | 61 |
16 | 2009 | Financial development and economic growth: Convergence or divergence?. (2009). Fung, Michael K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:56-67. Full description at Econpapers || Download paper | 55 |
17 | 2011 | Thresholds in the process of international financial integration. (2011). Taylor, Ashley ; Prasad, Eswar ; Kose, Ayhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:1:p:147-179. Full description at Econpapers || Download paper | 54 |
18 | 2012 | Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:639-656. Full description at Econpapers || Download paper | 54 |
19 | 2011 | Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405. Full description at Econpapers || Download paper | 54 |
20 | 2013 | Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113. Full description at Econpapers || Download paper | 49 |
21 | 2013 | Leading indicators of crisis incidence: Evidence from developed countries. (2013). VaÅ¡ÃÄek, BoÅek ; Smidkova, Katerina ; Rusnák, Marek ; MatÄjů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Rusnak, Marek ; Matj, Jakub . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:35:y:2013:i:c:p:1-19. Full description at Econpapers || Download paper | 48 |
22 | 2009 | Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling-recoupling hypothesis. (2009). Hutchison, Michael ; Dooley, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:8:p:1331-1349. Full description at Econpapers || Download paper | 47 |
23 | 1998 | Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316. Full description at Econpapers || Download paper | 47 |
24 | 2008 | Consumption and real exchange rates with incomplete markets and non-traded goods. (2008). Thoenissen, Christoph ; Benigno, Gianluca. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:27:y:2008:i:6:p:926-948. Full description at Econpapers || Download paper | 46 |
25 | 1995 | Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492. Full description at Econpapers || Download paper | 45 |
26 | 2006 | Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. (2006). Hakura, Dalia ; Choudhri, Ehsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:4:p:614-639. Full description at Econpapers || Download paper | 45 |
27 | 2014 | International channels of the Feds unconventional monetary policy. (2014). Neely, Christopher ; Bauer, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:24-46. Full description at Econpapers || Download paper | 44 |
28 | 2010 | The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration. (2010). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua ; MenzieD. Chinn, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:4:p:615-641. Full description at Econpapers || Download paper | 44 |
29 | 2000 | Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233. Full description at Econpapers || Download paper | 44 |
30 | 2000 | The determinants of bank interest rate margins: an international study. (2000). Saunders, Anthony ; Schumacher, Liliana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832. Full description at Econpapers || Download paper | 43 |
31 | 2007 | Current account balances, financial development and institutions: Assaying the world saving glut. (2007). Ito, Hiro ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:26:y:2007:i:4:p:546-569. Full description at Econpapers || Download paper | 43 |
32 | 2012 | Does inequality lead to a financial crisis?. (2012). Meissner, Christopher ; Bordo, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2147-2161. Full description at Econpapers || Download paper | 43 |
33 | 2012 | Central bank announcements of asset purchases and the impact on global financial and commodity markets. (2012). Leduc, Sylvain ; Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2078-2101. Full description at Econpapers || Download paper | 41 |
34 | 2014 | Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87. Full description at Econpapers || Download paper | 41 |
35 | 1995 | Asymmetric volatility transmission in international stock markets. (1995). Booth, Geoffrey G ; Koutmos, Gregory . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762. Full description at Econpapers || Download paper | 40 |
36 | 2001 | Exchange rate exposure, hedging, and the use of foreign currency derivatives. (2001). Ofek, Eli ; Allayannis, George . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:2:p:273-296. Full description at Econpapers || Download paper | 40 |
37 | 2012 | Loan supply shocks during the financial crisis: Evidence for the Euro area. (2012). Wollmershäuser, Timo ; Hristov, Nikolay ; Hülsewig, Oliver ; Wollmershuser, Timo ; Hlsewig, Oliver. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:569-592. Full description at Econpapers || Download paper | 39 |
38 | 2009 | Cross-country comparisons of competition and pricing power in European banking. (2009). Molyneux, Philip ; Maudos, Joaquin ; Carbo Valverde, Santiago ; Humphrey, David . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:28:y:2009:i:1:p:115-134. Full description at Econpapers || Download paper | 39 |
39 | 2006 | Towards a new early warning system of financial crises. (2006). Fratzscher, Marcel ; Bussiere, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:25:y:2006:i:6:p:953-973. Full description at Econpapers || Download paper | 38 |
40 | 2004 | Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration. (2004). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:23:y:2004:i:3:p:461-492. Full description at Econpapers || Download paper | 37 |
41 | 2012 | The global financial crisis: Explaining cross-country differences in the output impact. (2012). Gelos, R. Gaston ; Rennhack, Robert ; Berkmen, Pelin S. ; Walsh, James P.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:1:p:42-59. Full description at Econpapers || Download paper | 35 |
42 | 1992 | The use of technical analysis in the foreign exchange market. (1992). Taylor, Mark ; Allen, Helen . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314. Full description at Econpapers || Download paper | 35 |
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44 | 2014 | Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37. Full description at Econpapers || Download paper | 35 |
45 | 2012 | Sovereign risk premiums in the European government bond market. (2012). von Hagen, Juergen ; Schuknecht, Ludger ; Bernoth, Kerstin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:975-995. Full description at Econpapers || Download paper | 33 |
46 | 1999 | Predicting currency crises:: The indicators approach and an alternative. (1999). Berg, Andrew ; Pattillo, Catherine . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586. Full description at Econpapers || Download paper | 33 |
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49 | 2012 | How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318. Full description at Econpapers || Download paper | 33 |
50 | 2001 | Currency traders and exchange rate dynamics: a survey of the US market. (2001). Cheung, Yin-Wong ; Chinn, Menzie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471. Full description at Econpapers || Download paper | 32 |
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2016 | Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102. Full description at Econpapers || Download paper | |
2016 | Economic fundamentals and monetary policy autonomy. (2016). Davis, Jonathan. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:267. Full description at Econpapers || Download paper | |
2016 | Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation. (2016). Wróblewska, Justyna ; DÄ
browski, Marek ; Wroblewska, Justyna ; Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:249-262. Full description at Econpapers || Download paper | |
2016 | What do we know about the global financial safety net? Data, rationale and possible evolution. (2016). Stracca, Livio ; Scheubel, Beatrice ; Herrala, Risto . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145676. Full description at Econpapers || Download paper | |
2016 | Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?. (2016). Karnani, Mohit ; Agosin, Manuel ; Diaz-Maureira, Juan . In: Working Papers. RePEc:udc:wpaper:wp436. Full description at Econpapers || Download paper | |
2016 | Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733. Full description at Econpapers || Download paper | |
2016 | Downside and upside risk spillovers between exchange rates and stock prices. (2016). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:76-96. Full description at Econpapers || Download paper | |
2016 | Quantile dependence of oil price movements and stock returns. (2016). Ugolini, Andrea ; Reboredo, Juan. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:33-49. Full description at Econpapers || Download paper | |
2016 | Romanian Commercial Banksâ Systemic Risk and Its Determinants: A CoVAR Approach. (2016). Anghelache, Gabriela-Victoria ; Oanea, Dumitru-Cristian . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:3:p:96-109. Full description at Econpapers || Download paper | |
2016 | Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92. Full description at Econpapers || Download paper | |
2016 | A modern Dionysus tale: new evidence on the Greek debt crisis and the related costs. (2016). Burietz, Aurore ; ureche -Rangau, Loredana . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00616. Full description at Econpapers || Download paper | |
2016 | The impact of downward/upward oil price movements on metal prices. (2016). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:129-141. Full description at Econpapers || Download paper | |
2016 | On the link between current account and oil price fluctuation in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2016-08. Full description at Econpapers || Download paper | |
2016 | Exchange Rate Targeting in the Presence of Foreign Debt Obligations. (2016). Staveley, Olena M. In: Working Papers. RePEc:hcx:wpaper:1604. Full description at Econpapers || Download paper | |
2016 | On the link between current account and oil price fluctuations in diversified economies: The case of Canada. (2016). Razafindrabe, Tovonony ; Joëts, Marc ; Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-35. Full description at Econpapers || Download paper | |
2016 | On the link between current account and oil price fluctuation in diversified economies: The case of Canada.. (2016). Razafindrabe, Tovonony ; Gnimassoun, Blaise ; Joets, Marc . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-41. Full description at Econpapers || Download paper | |
2016 | What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162. Full description at Econpapers || Download paper | |
2016 | Dynamic responses to oil price shocks: Conditional vs unconditional (a)symmetry. (2016). Malikov, Emir. In: Economics Letters. RePEc:eee:ecolet:v:139:y:2016:i:c:p:31-35. Full description at Econpapers || Download paper | |
2016 | The Asymmetric Effects of Oil Price Shocks on the Canadian Economy. (2016). Wilmot, Neil ; Donayre, Luiggi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-4. Full description at Econpapers || Download paper | |
2016 | What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Zhou, Yimin ; Yin, Libo. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201620. Full description at Econpapers || Download paper | |
2016 | How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China. (2016). Zheng, Xinye ; Guo, Jin ; Chen, Zhan-Ming . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:265-276. Full description at Econpapers || Download paper | |
2016 | Asymmetries in the relationship between economic activity and oil prices in the selected EU countries. (2016). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:65-86. Full description at Econpapers || Download paper | |
2016 | Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Ensayos sobre PolÃtica Económica. RePEc:bdr:ensayo:v:34:y:2016:i:81:p:175-190. Full description at Econpapers || Download paper | |
2016 | Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_351_16. Full description at Econpapers || Download paper | |
2016 | The Effect of Quantitative Easing on Lending Conditions. (2016). Farinha, Luisa ; Blattner, Laura ; Nogueira, Gil . In: Working Papers. RePEc:ptu:wpaper:w201608. Full description at Econpapers || Download paper | |
2016 | Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:134. Full description at Econpapers || Download paper | |
2016 | What do we know about the global financial safety net? Rationale, data and possible evolution. (2016). Stracca, Livio ; Scheubel, Beatrice . In: Occasional Paper Series. RePEc:ecb:ecbops:2016177. Full description at Econpapers || Download paper | |
2016 | What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set. (2016). Stracca, Livio ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6184. Full description at Econpapers || Download paper | |
2016 | European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis. (2016). de Las, Carlos A ; Altdorfer, Marc ; Loffler, Gunter ; Guettler, Andre . In: IWH Discussion Papers. RePEc:zbw:iwhdps:342016. Full description at Econpapers || Download paper | |
2016 | Monetary policy spillovers and currency networks in cross-border bank lending. (2016). Takats, Elod ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:549. Full description at Econpapers || Download paper | |
2016 | Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tmer . In: IMF Working Papers. RePEc:imf:imfwpa:16/91. Full description at Econpapers || Download paper | |
2016 | Central Bank Transparency and Cross-border Banking. (2016). Eichler, Stefan ; Littke, Helge ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-16-16. Full description at Econpapers || Download paper | |
2016 | Information asymmetry, leverage and firm value: Do crisis and growth matter?. (2016). Danso, Albert ; Coffie, William ; Ahmad, Wasim ; Fosu, Samuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:140-150. Full description at Econpapers || Download paper | |
2016 | Central Bank Transparency and Cross-Border Banking. (2016). Eichler, Stefan ; Tonzer, Lena . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145598. Full description at Econpapers || Download paper | |
2016 | Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations. (2016). Neupane, Suman ; Thapa, Chandra ; Marshall, Andrew . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:46-64. Full description at Econpapers || Download paper | |
2016 | Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11. Full description at Econpapers || Download paper | |
2016 | Credit Supply Shocks in the Netherlands. (2016). Elbourne, Adam ; Duchi, Fabio . In: CPB Discussion Paper. RePEc:cpb:discus:320. Full description at Econpapers || Download paper | |
2016 | The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain. (2016). Marchetti, Marcos ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:427-441. Full description at Econpapers || Download paper | |
2016 | The euro area bank lending survey. (2016). Scopel, Silvia ; Hempell, Hannah S ; Kohler-Ulbrich, Petra . In: Occasional Paper Series. RePEc:ecb:ecbops:2016179. Full description at Econpapers || Download paper | |
2016 | Financial shocks and inflation dynamics. (2016). Prieto, Esteban ; Abbate, Angela ; Eickmeier, Sandra . In: Discussion Papers. RePEc:zbw:bubdps:412016. Full description at Econpapers || Download paper | |
2016 | Credit supply shocks in the Netherlands. (2016). Elbourne, Adam ; Duchi, Fabio . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:51-71. Full description at Econpapers || Download paper | |
2016 | Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22. Full description at Econpapers || Download paper | |
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 | Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef ; Barunik, Jozef ; Koenda, Even . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78. Full description at Econpapers || Download paper | |
2016 | Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models. (2016). Fengler, Matthias ; Herwartz, Helmut . In: MPRA Paper. RePEc:pra:mprapa:72197. Full description at Econpapers || Download paper | |
2016 | International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338. Full description at Econpapers || Download paper | |
2016 | Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339. Full description at Econpapers || Download paper | |
2016 | Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland. (2016). Molnár, Peter ; Lyócsa, Štefan ; Fedorko, Igor. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:453-475. Full description at Econpapers || Download paper | |
2016 | QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624. Full description at Econpapers || Download paper | |
2016 | QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691. Full description at Econpapers || Download paper | |
2016 | Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). RodrÃÂguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930. Full description at Econpapers || Download paper | |
2016 | Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). RodrÃÂguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014299. Full description at Econpapers || Download paper | |
2016 | State-dependent exchange rate pass-through behavior. (2016). Donayre, Luiggi ; Panovska, Irina . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:170-195. Full description at Econpapers || Download paper | |
2016 | Nonlinear models for the sources of real effective exchange rate fluctuations: Evidence from the Republic of Korea. (2016). Huang, Chia-Hsing ; Meng, Xiangcai . In: Japan and the World Economy. RePEc:eee:japwor:v:40:y:2016:i:c:p:21-30. Full description at Econpapers || Download paper | |
2016 | The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:16-9. Full description at Econpapers || Download paper | |
2016 | Fiscal Policy, Sectoral Allocation, and the Skill Premium: Explaining the Decline in Latin Americaâs Income Inequality. (2016). Guerra-Salas, Juan. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:779. Full description at Econpapers || Download paper | |
2016 | Do capital flows change domestic credit allocation?. (2016). Samarina, Anna ; Bezemer, Dirk . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:98-121. Full description at Econpapers || Download paper | |
2016 | The Pre-Great Recession Slowdown in Productivity.. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working papers. RePEc:bfr:banfra:586. Full description at Econpapers || Download paper | |
2016 | The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working Paper Series. RePEc:fip:fedfwp:2016-08. Full description at Econpapers || Download paper | |
2016 | The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:3-20. Full description at Econpapers || Download paper | |
2016 | Capital Surges and Credit Booms: How Tight is the Relationship?. (2016). Richey, Greg M ; Amri, Puspa D ; Willett, Thomas D. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:4:d:10.1007_s11079-016-9398-8. Full description at Econpapers || Download paper | |
2016 | Not All Surges of Gross Capital Inflows Are Alike. (2016). Mercado, Rogelio. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep2016. Full description at Econpapers || Download paper | |
2016 | Are Capital Inflows Expansionary or Contractionary in the Philippines?. (2016). Mercado, Rogelio. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep2116. 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 | 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 | Real Exchange Rates and Growth. (2016). Ozmen, Erdal ; Karadam, Duygu Yolcu . In: ERC Working Papers. RePEc:met:wpaper:1609. Full description at Econpapers || Download paper | |
2016 | Have Sanctions Modified Iranâs Trade Policy? An Evidence of Asianization and De-Europeanization through the Gravity Model. (2016). Popova, Liudmila ; Rasoulinezhad, Ehsan . In: Economies. RePEc:gam:jecomi:v:4:y:2016:i:4:p:24-:d:81608. Full description at Econpapers || Download paper | |
2016 | Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131. Full description at Econpapers || Download paper | |
2016 | The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286. Full description at Econpapers || Download paper | |
2016 | Trading on Their Terms? Commodity Exporters in the Aftermath of the Commodity Boom. (2016). Koczan, Zsoka ; Bems, Rudolfs ; Aslam, Aqib ; Celasun, Oya ; Beidas-Strom, Samya ; Elik, Sinem Kala . In: IMF Working Papers. RePEc:imf:imfwpa:16/27. Full description at Econpapers || Download paper | |
2016 | Exportaciones de manufacturas de origen industrial (moi) en Argentina. Manufactured exports of industrial origin (moi) in Argentina. (2016). lanteri, luis. In: EconomÃa Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201612. Full description at Econpapers || Download paper | |
2016 | Commodity prices and fiscal policy in a commodity exporting economy. (2016). Soto, Claudio ; Medina, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:335-351. Full description at Econpapers || Download paper | |
2016 | Central Banking in Latin America; The Way Forward. (2016). Magud, Nicolas ; Jácome, Luis ; Carrière-Swallow, Yan ; Werner, Alejandro M ; Carriere-Swallow, Yan ; Jacome, Luis I. In: IMF Working Papers. RePEc:imf:imfwpa:16/197. Full description at Econpapers || Download paper | |
2016 | Asymmetric Credit Growth and Current Account Imbalances in the Euro Area. (2016). Unger, Robert. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2016:i:166. Full description at Econpapers || Download paper | |
2016 | EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area. (2016). Pisani, Massimiliano ; Jacquinot, Pascal ; Gomes, Sandra ; Gerali, Andrea ; Bokan, Nikola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1064_16. Full description at Econpapers || Download paper | |
2016 | Monetary shocks, macroprudential shocks and financial stability. (2016). Tarassow, Artur ; Greenwood-Nimmo, Matthew. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:11-24. Full description at Econpapers || Download paper | |
2016 | EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area. (2016). Pisani, Massimiliano ; Jacquinot, Pascal ; Gomes, Sandra ; Gerali, Andrea ; Bokan, Nikola . In: Working Paper Series. RePEc:ecb:ecbwps:20161923. Full description at Econpapers || Download paper | |
2016 | Optimal Macroprudential and Monetary Policy in a Currency Union. (2016). Sergeyev, Dmitriy. In: 2016 Meeting Papers. RePEc:red:sed016:463. Full description at Econpapers || Download paper | |
2016 | Non-standard monetary policy, asset prices and macroprudential policy in a monetary union. (2016). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1089_16. Full description at Econpapers || Download paper | |
2016 | Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies. (2016). Rubio, Margarita ; Comunale, Mariarosaria. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:34. Full description at Econpapers || Download paper | |
2016 | Assessing the role of interbank network structure in business and financial cycle analysis. (2016). Scholtes, Nicolas ; Gnabo, Jean-Yves . In: Working Paper Research. RePEc:nbb:reswpp:201610-307. Full description at Econpapers || Download paper | |
2016 | EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area. (2016). Pisani, Massimiliano ; Jacquinot, Pascal ; Gomes, Sandra ; Gerali, Andrea ; Bokan, N. In: Working Papers. RePEc:ptu:wpaper:w201610. Full description at Econpapers || Download paper | |
2016 | On the limits of macroprudential policy. (2016). Kolasa, Marcin. In: Working Papers. RePEc:sgh:kaewps:2016002. Full description at Econpapers || Download paper | |
2016 | Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices. (2016). Greenwood-Nimmo, Matthew ; Fuertes, Ana-Maria ; Raphael, Brun-Aguerre ; Matthew, Greenwood-Nimmo ; Ana-Maria, Fuertes . In: MPRA Paper. RePEc:pra:mprapa:71764. Full description at Econpapers || Download paper | |
2016 | Macroeconomic trade effects of vehicle currencies: Evidence from 19th century China. (2016). Zhang, Lin ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:zbw:iwhdps:232016. Full description at Econpapers || Download paper | |
2016 | International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through. (2016). Enders, Zeno ; Hoffmann, Mathias ; Buzaushina, Almira . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145494. Full description at Econpapers || Download paper | |
2016 | Going to extremes: Politics after financial crises, 1870â2014. (2016). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:227-260. Full description at Econpapers || Download paper | |
2016 | Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07. Full description at Econpapers || Download paper | |
2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25. 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 | Reassessing the empirical relationship between the oil price and the dollar. (2016). Mignon, Valérie ; Coudert, Virginie. In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:147-157. Full description at Econpapers || Download paper | |
2016 | The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36. Full description at Econpapers || Download paper | |
2016 | Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788. Full description at Econpapers || Download paper | |
2016 | Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70. Full description at Econpapers || Download paper | |
2016 | On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57. Full description at Econpapers || Download paper | |
2016 | Evaluación de la PolÃtica Fiscal de Bolivia. (2016). Valdivia Coria, Joab. In: MPRA Paper. RePEc:pra:mprapa:78789. Full description at Econpapers || Download paper | |
2016 | âAcelerador financiero, impacto del precio del gasâ. (2016). Valdivia Coria, Joab. In: MPRA Paper. RePEc:pra:mprapa:78784. Full description at Econpapers || Download paper | |
2016 | Fiscal rules as a response to commodity shocks: A welfare analysis of the Colombian scenario. (2016). Vargas, Carmina ; Parra-PolanÃÂa, Julián ; Ojeda-Joya, Jair ; Parra-Polania, Julian A. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:859-866. Full description at Econpapers || Download paper | |
2016 | Commodity Prices, Growth and Productivity: a Sectoral View. (2016). Garcia Cicco, Javier ; de la Huerta, Claudia ; Garcia-Cicco, Javier . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:777. Full description at Econpapers || Download paper | |
2016 | Fiscal Multipliers, Oil Revenues and Balance Sheet Effects. (2016). López, Martha ; Lopez, Martha . In: Borradores de Economia. RePEc:bdr:borrec:976. Full description at Econpapers || Download paper | |
2016 | Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:540. Full description at Econpapers || Download paper | |
2016 | Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification. (2016). . In: MPRA Paper. RePEc:pra:mprapa:70205. Full description at Econpapers || Download paper | |
2016 | Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570. Full description at Econpapers || Download paper | |
2016 | The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010. Full description at Econpapers || Download paper | |
2016 | Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Devereux, Michael ; Banerjee, Ryan ; Lombardo, Giovanni . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:275-297. Full description at Econpapers || Download paper | |
2016 | Quantitative easing and the post-crisis surge in financial flows to developing countries. (2016). Mohapatra, Sanket ; Lim, Jamus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:331-357. Full description at Econpapers || Download paper | |
2016 | Global financial market impact of the announcement of the ECBs asset purchase programme. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:257-265. Full description at Econpapers || Download paper | |
2016 | Spillovers of the United Statesâ Unconventional Monetary Policy to Emerging Asia: The Bank Lending Channel. (2016). La, Hai Anh ; Xu, Ying . In: ADBI Working Papers. RePEc:ris:adbiwp:0619. Full description at Econpapers || Download paper | |
2016 | Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach. (2016). Spiegel, Mark ; Liu, Zheng ; Tai, Andrew . In: Working Paper Series. RePEc:fip:fedfwp:2016-30. Full description at Econpapers || Download paper | |
2016 | Is the stock market impervious to monetary policy announcements: Evidence from emerging India. (2016). prabu A, edwin ; Bhattacharyya, Indranil ; Ray, Partha . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:166-179. Full description at Econpapers || Download paper | |
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 | Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212. Full description at Econpapers || Download paper | |
2016 | Traspaso de tipo de cambio nominal a inflación desagregada en Chile. (2016). Contreras, Gabriela ; Pinto, Francisco . In: Notas de Investigación Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchni:v:19:y:2016:i:2:p:154-170. 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 | 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 | Measuring fiscal spillovers in EMU and beyond: A global VAR approach. (2016). Belke, Ansgar ; Osowski, Thomas. In: Ruhr Economic Papers. RePEc:zbw:rwirep:661. Full description at Econpapers || Download paper | |
2016 | Measuring fiscal spillovers in EMU and beyond: A Global VAR approach. (2016). Belke, Ansgar ; Osowski, Thomas. In: CEPS Papers. RePEc:eps:cepswp:12109. Full description at Econpapers || Download paper | |
2016 | Fiscal and Financial Crises. (2016). Meissner, Christopher ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:22059. Full description at Econpapers || Download paper | |
2016 | Fiscal and Financial Crises. (2016). Bordo, M D ; Meissner, C M. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-355. 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 | Finance-augmented business cycles: A robustness check. (2016). Sindermann, Friedrich ; Gächter, Martin ; Fernández-Amador, Octavio ; Gchter, Martin ; Fernndez-Amador, Octavio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00136. Full description at Econpapers || Download paper | |
2016 | Non-performing loans in the euro area: are core-periphery banking markets fragmented?. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios. In: Working Papers. RePEc:bog:wpaper:219. Full description at Econpapers || Download paper | |
2016 | Finance-augmented business cycles: A robustness check. (2016). Fernandez-Amador, Octavio . In: Papers. RePEc:wti:papers:1038. Full description at Econpapers || Download paper | |
2016 | The credit channel during times of financial stress: A time varying VAR analysis. (2016). Dany, Geraldine . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145899. Full description at Econpapers || Download paper | |
2016 | International reserves and gross capital flows dynamics. (2016). Serena Garralda, Jose Maria ; Erce, Aitor ; Alberola, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:151-171. Full description at Econpapers || Download paper | |
2016 | Does reserve accumulation crowd out investment?. (2016). Reinhart, Vincent ; Tashiro, Takeshi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:89-111. Full description at Econpapers || Download paper | |
2016 | The Role of Regime Type in the Political Economy of Foreign Reserve Accumulation. (2016). Jäger, Kai ; Jager, Kai . In: European Journal of Political Economy. RePEc:eee:poleco:v:44:y:2016:i:c:p:79-96. Full description at Econpapers || Download paper | |
2016 | A theory of rollover risk, sudden stops, and foreign reserves. (2016). Kondo, Illenin ; Hur, Sewon. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:44-63. Full description at Econpapers || Download paper | |
2016 | On cross-border bank credit and the U.S. financial crisis transmission to equity markets. (2016). Fuertes, Ana-Maria ; Yan, Cheng ; Phylaktis, Kate . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:108-134. Full description at Econpapers || Download paper | |
2016 | Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:276. Full description at Econpapers || Download paper | |
2016 | Financial liberalisation in China: economic policy outlook and global implications. (2016). Gallego, Sonsoles ; Cuadro-Saez, Lucia . In: Economic Bulletin. RePEc:bde:journl:y:2016:i:5:n:3. Full description at Econpapers || Download paper | |
2016 | How to explain errors in budget balance forecasts in euro area countries? Empirical evidence based on real-time data. (2016). Paloviita, Maritta ; Ikonen, Pasi . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_017. Full description at Econpapers || Download paper | |
2016 | Bias in Official Fiscal Forecasts: Can Private Forecasts Help?. (2016). Frankel, Jeffrey ; Schreger, Jesse. In: NBER Working Papers. RePEc:nbr:nberwo:22349. Full description at Econpapers || Download paper | |
2016 | Bias in Official Fiscal Forecasts: Can Private Forecasts Help?. (2016). Frankel, Jeffrey ; Schreger, Jesse. In: Working Paper Series. RePEc:ecl:harjfk:16-021. Full description at Econpapers || Download paper | |
2016 | Can Statistical Capacity Building Help Reduce Procyclical Fiscal Policy in Developing Countries?. (2016). Tapsoba, Sampawende ; York, Robert C. In: IMF Working Papers. RePEc:imf:imfwpa:16/209. Full description at Econpapers || Download paper | |
2016 | The long-run effect of fiscal consolidation on economic growth: Evidence from quantitative case studies. (2016). Moessinger, Marc-Daniel ; Kleis, Mischa . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16047. Full description at Econpapers || Download paper | |
2016 | Partisan Politics: The Empirical Evidence from OECD Panel Studies. (2016). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6024. Full description at Econpapers || Download paper | |
2016 | Did Fiscal Consolidation Cause the Double-Dip Recession in the Euro Area?. (2016). Heimberger, Philipp. In: wiiw Working Papers. RePEc:wii:wpaper:130. Full description at Econpapers || Download paper | |
2016 | The Impact of Sovereign Bond Yields on Fiscal Discipline. (2016). Tkacevs, Olegs ; Vilerts, Karlis . In: Working Papers. RePEc:ltv:wpaper:201605. Full description at Econpapers || Download paper | |
2016 | Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:137-164. Full description at Econpapers || Download paper | |
2016 | On domestic demand and export performance in the euro area countries: does export concentration matter?. (2016). Esteves, Paulo ; Prades, Elvira . In: Working Paper Series. RePEc:ecb:ecbwps:20161909. Full description at Econpapers || Download paper | |
2016 | Determinants of corruption: Can we put all countries in the same basket?. (2016). Gnimassoun, Blaise ; Massil, Joseph Keneck . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-12. Full description at Econpapers || Download paper | |
2016 | Exchange rate regimes and current account adjustment: An empirical investigation. (2016). Eguren Martin, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:69-93. Full description at Econpapers || Download paper | |
2016 | Housework and fiscal expansions. (2016). Pappa, Evi ; Hauser, Daniela ; Gnocchi, Stefano. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:94-108. Full description at Econpapers || Download paper | |
2016 | US Dollar Carry Trades in the Era of âCheap Moneyâ. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter . In: MPRA Paper. RePEc:pra:mprapa:70770. Full description at Econpapers || Download paper | |
2016 | Uncovered interest parity: The long and the short of it. (2016). Lothian, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:1-7. Full description at Econpapers || Download paper | |
2016 | The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:71709. Full description at Econpapers || Download paper | |
2016 | Do carry trade returns show signs of long memory?. (2016). Hoffmann, Andreas ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:201-208. Full description at Econpapers || Download paper | |
2016 | US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404. Full description at Econpapers || Download paper | |
2016 | Explosive bubbles in house prices? Evidence from the OECD countries. (2016). Pedersen, Thomas ; Engsted, Tom ; Hviid, Simon J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:14-25. Full description at Econpapers || Download paper | |
2016 | Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37. Full description at Econpapers || Download paper | |
2016 | Capital Flows and the Swiss Franc. (2016). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2016-08. Full description at Econpapers || Download paper | |
2016 | Capital Flows and the Swiss Franc. (2016). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1604. Full description at Econpapers || Download paper | |
2016 | Safe-haven demand for housing in London. (2016). Eraslan, Sercan . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:482-493. Full description at Econpapers || Download paper | |
2016 | Austerity and Private Debt. (2016). Klein, Mathias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1611. Full description at Econpapers || Download paper | |
2016 | Flexible Fiscal Rules and Countercyclical Fiscal Policy. (2016). Tapsoba, René ; Guerguil, Martine ; Mandon, Pierre . In: IMF Working Papers. RePEc:imf:imfwpa:16/8. Full description at Econpapers || Download paper | |
2016 | Promoting sustainable public finances in the European Union: The role of fiscal rules and government efficiency. (2016). Bergman, Michael U ; Hougaard, Svend E ; Hutchison, Michael M. In: European Journal of Political Economy. RePEc:eee:poleco:v:44:y:2016:i:c:p:1-19. Full description at Econpapers || Download paper | |
2016 | Forecasting exchange rates under parameter and model uncertainty. (2016). Beckmann, Joscha ; Schussler, Rainer . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:267-288. Full description at Econpapers || Download paper | |
2016 | The impact of uncertainty on professional exchange rate forecasts. (2016). Czudaj, Robert ; Beckmann, Joscha. In: Ruhr Economic Papers. RePEc:zbw:rwirep:637. Full description at Econpapers || Download paper | |
2016 | Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef. In: Papers. RePEc:arx:papers:1607.08214. Full description at Econpapers || Download paper | |
2016 | Capital flows and central banking : the Indian experience. (2016). Gupta, Poonam. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7569. Full description at Econpapers || Download paper | |
2016 | Global Economic Prospects, January 2016. (2016). Group, World Bank . In: World Bank Publications. RePEc:wbk:wbpubs:23435. Full description at Econpapers || Download paper | |
2016 | Output spillovers from changes in sovereign credit ratings. (2016). Chen, Sheng-Syan ; Chang, Chong-Chuo ; Yang, Shu-Ling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63. Full description at Econpapers || Download paper | |
2016 | State capacity, redistributive compensation and the political economy of economic policy reform. (2016). Jain, Sanjay ; Majumdar, Sumon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:462-473. Full description at Econpapers || Download paper | |
2016 | Capital accumulation in a politically unstable region. (2016). Turk Ariss, Rima ; Herrala, Risto ; Turk-Ariss, Rima . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:1-15. Full description at Econpapers || Download paper | |
2016 | Cross-Border Resolution of Global Banks: Bail in under Single Point of Entry versus Multiple Points of Entry. (2016). Weder, Beatrice ; Faia, Ester. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11171. Full description at Econpapers || Download paper | |
2016 | Post-crisis International Banking; An Analysis with New Regulatory Survey Data. (2016). Lambert, Frederic ; Ichiue, Hibiki . In: IMF Working Papers. RePEc:imf:imfwpa:16/88. Full description at Econpapers || Download paper | |
2016 | International banking and cross-border effects of regulation: Lessons from Germany. (2016). Tonzer, Lena ; Pramor, Marcus ; Ohls, Jana . In: Discussion Papers. RePEc:zbw:bubdps:272016. Full description at Econpapers || Download paper | |
2016 | Credit provision and banking stability after the Great Financial Crisis: The role of bank regulation and the quality of governance. (2016). Fratzscher, Marcel ; Lambert, Claudia ; Konig, Philipp Johann . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:113-135. Full description at Econpapers || Download paper | |
2016 | The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952. Full description at Econpapers || Download paper | |
2016 | Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network. (2016). Goldberg, Linda ; Buch, Claudia. In: Staff Reports. RePEc:fip:fednsr:801. Full description at Econpapers || Download paper | |
2016 | Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network. (2016). Goldberg, Linda ; Buch, Claudia. In: NBER Working Papers. RePEc:nbr:nberwo:22874. Full description at Econpapers || Download paper | |
2016 | The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?. (2016). Martins, Bruno ; Bonomo, Marco. In: Working Papers Series. RePEc:bcb:wpaper:419. Full description at Econpapers || Download paper | |
2016 | Brazil : self-inflicted pain. (2016). Terra, Cristina. In: Working Papers. RePEc:hal:wpaper:hal-01357890. Full description at Econpapers || Download paper | |
2016 | Brazil : self-inflicted pain. (2016). Terra, Cristina. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-16011. Full description at Econpapers || Download paper | |
2016 | Banks, regions and development after the crisis and under the new regulatory system. (2016). Zazzaro, Alberto ; Papi, Luca ; Fratianni, Michele ; Alessandrini, Pietro. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:124. 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 | Governmentsâ payment discipline: The macroeconomic impact of public payment delays and arrears. (2016). Klemm, Alexander ; Checherita Westphal, Cristina ; Viefers, Paul ; Checherita-Westphal, Cristina . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:147-165. Full description at Econpapers || Download paper | |
2016 | Fiscal multipliers in turbulent times: the case of Spain. (2016). Moral-Benito, Enrique ; Hernández de Cos, Pablo. In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0969-0. Full description at Econpapers || Download paper | |
2016 | Tax multipliers: Pitfalls in measurement and identification. (2016). Vuletin, Guillermo ; Vegh, Carlos ; Riera-Crichton, Daniel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:30-48. Full description at Econpapers || Download paper | |
2016 | Do fiscal multipliers depend on fiscal positions?. (2016). Ohnsorge, Franziska ; Lim, Jamus ; Kose, Ayhan ; Huidrom, Raju. In: CAMA Working Papers. RePEc:een:camaaa:2016-35. Full description at Econpapers || Download paper | |
2016 | Do Fiscal Multipliers Depend on Fiscal Positions?. (2016). Ohnsorge, Franziska ; Lim, Jamus ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11346. Full description at Econpapers || Download paper | |
2016 | Understanding the Size of the Government Spending Multiplier: Its in the Sign. (2016). Matthes, Christian ; Barnichon, Régis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11373. Full description at Econpapers || Download paper | |
2016 | Liquidity Traps and Large-Scale Financial Crises. (2016). PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n32. Full description at Econpapers || Download paper | |
2016 | The Effect of Fiscal Policy on Output in Times of Crisis and Prosperity: Historical Evidence From Greece . (2016). Chouliarakis, George ; Lazaretou, Sophia ; Gwiazdowski, Tadeusz . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:230. Full description at Econpapers || Download paper | |
2016 | Uncertainty and the effectiveness of fiscal policy. (2016). Cover, James ; ArÄabiÄ, Vladimir ; Arabi, Vladimir . In: EFZG Working Papers Series. RePEc:zag:wpaper:1611. Full description at Econpapers || Download paper | |
2016 | Terrorism and Capital Flight from Africa. (2016). Efobi, Uchenna ; Asongu, Simplice ; Uchenna, Efobi . In: MPRA Paper. RePEc:pra:mprapa:74651. Full description at Econpapers || Download paper | |
2016 | East Asian Economies and Financial Globalization In the Post-Crisis World. (2016). Ito, Hiro ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22268. Full description at Econpapers || Download paper | |
2016 | Chinas capital flight: Pre- and post-crisis experiences. (2016). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:88-112. Full description at Econpapers || Download paper | |
2016 | International reserves for emerging economies: A liquidity approach. (2016). Pyun, Ju Hyun ; Jung, Kuk Mo ; Mo, Kuk ; Hyun, JU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:230-257. Full description at Econpapers || Download paper | |
2016 | Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330. Full description at Econpapers || Download paper | |
2016 | Measuring sovereign credit risk using a structural model approach. (2016). Lee, Han-Hsing ; Wang, Kehluh ; Shih, Kuanyu . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0532-2. Full description at Econpapers || Download paper | |
2016 | Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22737. Full description at Econpapers || Download paper | |
2016 | Gromadzenie aktywów rezerwowych a motyw naÅladownictwa - doÅwiadczenia wybranych krajów z paÅstwowymi funduszami majÄ
tkowymi. (2016). Urban, Dariusz . In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2016:i:3:p:127-143. Full description at Econpapers || Download paper | |
2016 | A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78. Full description at Econpapers || Download paper | |
2016 | Chinaâs Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1618. Full description at Econpapers || Download paper | |
2016 | Chinas Slowdown and Global Financial Market Volatility; Is World Growth Losing Out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: IMF Working Papers. RePEc:imf:imfwpa:16/63. Full description at Econpapers || Download paper | |
2016 | Exchange Rate Predictability and State-of-the-Art Models. (2016). Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2016-02. Full description at Econpapers || Download paper | |
2016 | Exchange Rate Predictability and State-of-the-Art Models. (2016). Yesin, Pinar. In: Working Papers. RePEc:szg:worpap:1603. Full description at Econpapers || Download paper | |
2016 | Chinaâs slowdown and global financial market volatility: is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:270. Full description at Econpapers || Download paper | |
2016 | Chinaâs slowdown and global financial market volatility: Is world growth losing out?. (2016). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: CAMA Working Papers. RePEc:een:camaaa:2016-57. Full description at Econpapers || Download paper | |
2016 | Macroeconomic surprises, market environment and safe-haven currencies. (2016). Zanetti, Attilio ; Schlegel, Martin ; Jaggi, Adrian . In: Working Papers. RePEc:snb:snbwpa:2016-15. Full description at Econpapers || Download paper | |
2016 | Stock market volatility using GARCH models: Evidence from South Africa and China stock markets. (2016). CHETENI, PRIVILEDGE. In: MPRA Paper. RePEc:pra:mprapa:77355. Full description at Econpapers || Download paper | |
2016 | The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter. (2016). Ojeda-Joya, Jair ; Gomez-Gonzalez, Jose ; Ortiz, Maria Camila ; Kutan, Ali M. In: Borradores de Economia. RePEc:bdr:borrec:953. Full description at Econpapers || Download paper | |
2016 | Modeling Financial Market Volatility in Transition Markets: A Multivariate Case. (2016). Oikonomikou, Leoni Eleni. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:204. Full description at Econpapers || Download paper | |
2016 | The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Uluceviz, Erhan ; Schmidbauer, Harald ; Erkol, Narod ; Rosch, Angi . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509. Full description at Econpapers || Download paper | |
2016 | International Trade Finance and the Cost Channel of Monetary Policy in Open Economies. (2016). Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:539. Full description at Econpapers || Download paper | |
2016 | The Current Account Version of the Triffin Dilemma. (2016). McCauley, Robert ; Bordo, Michaeld . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:44:y:2016:i:2:d:10.1007_s11293-016-9499-1. 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 | Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio . In: Working Paper Series. RePEc:ecb:ecbwps:20161901. Full description at Econpapers || Download paper | |
2016 | Does It Matter If Statistical Agencies Frame the Months CPI Report on a 1-Month or 12-Month Basis?. (2016). Saiki, Ayako ; Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:16-011. Full description at Econpapers || Download paper | |
2016 | Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579. Full description at Econpapers || Download paper | |
2016 | Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus. (2016). Steffen, Sascha ; Pierret, Diane ; Acharya, Viral . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16019. Full description at Econpapers || Download paper | |
2016 | . Full description at Econpapers || Download paper | |
2016 | Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Dufrénot, Gilles ; Monsia, Fredia ; Gente, Karine ; Dufrenot, Gilles . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:123-146. Full description at Econpapers || Download paper | |
2016 | The anatomy of sovereign risk contagion. (2016). Wu, Eliza ; Remolona, Eli ; Erdem, Magdalena ; Kalotychou, Elena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:264-286. 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 | Parsing financial fragmentation in the euro area: a multi-country DSGE perspective. (2016). Papadopoulou, Niki ; Jacquinot, Pascal ; DARRACQ PARIES, Matthieu. In: Working Paper Series. RePEc:ecb:ecbwps:20161891. Full description at Econpapers || Download paper | |
2016 | Government expenditure composition and fiscal policy spillovers in small open economies within a monetary union. (2016). Lozej, Matija ; Jacquinot, Pascal ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:305-326. Full description at Econpapers || Download paper | |
2016 | Synopsis of the Euro Area Financial Crisis. (2016). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Jacquinot, Pascal . In: Working Papers. RePEc:cyb:wpaper:2016-08. Full description at Econpapers || Download paper | |
2016 | Forecast Disagreement and the Inflation Outlook: New International Evidence. (2016). Siklos, Pierre. In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-03. Full description at Econpapers || Download paper | |
2016 | ¿Están ancladas las expectativas de inflación en Colombia?. (2016). Melo-Velandia, Luis ; Gamba, Santiago ; Gonzalez, Eliana Rocio ; Santamaria, Santiago Gamba . In: Borradores de Economia. RePEc:bdr:borrec:940. Full description at Econpapers || Download paper | |
2016 | International dynamics of inflation expectations. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-019. Full description at Econpapers || Download paper | |
2016 | The time-varying degree of inflation expectations anchoring. (2016). Nautz, Dieter ; Melnick, Rafi ; Strohsal, Till. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:62-71. Full description at Econpapers || Download paper | |
2016 | When did inflation expectations in the euro area de-anchor?. (2016). Probo, Rocco . In: DEM Working Papers. RePEc:trn:utwprg:2016/05. Full description at Econpapers || Download paper | |
2016 | Media Coverage and ECB Policy-Making: Evidence from a New Index. (2016). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-38. Full description at Econpapers || Download paper | |
2016 | SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus. (2016). Kruk, Dzmitry. In: BEROC Working Paper Series. RePEc:bel:wpaper:39. Full description at Econpapers || Download paper | |
2016 | Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors. (2016). Reitz, Stefan ; JOCHEM, Axel. In: Discussion Papers. RePEc:zbw:bubdps:232016. Full description at Econpapers || Download paper | |
2016 | Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; Bussiere, Matthieu ; Beirne, John ; Tilley, Thomas ; Estrada, Angel ; Schiavone, Alessandro ; Bruggemann, Axel ; Vonessen, Benjamin ; Balteanu, Irina ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Herzberg, Valerie . In: Occasional Paper Series. RePEc:ecb:ecbops:2016180. Full description at Econpapers || Download Capital inflows â the good, the bad and the bubbly. (2016). Reinhardt, Dennis ; Hoggarth, Glenn ; Jung, Carsten . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0040. Full description at Econpapers || Download paper | |
2016 | If youâre so smart: John Maynard Keynes and currency speculation in the interwar years. (2016). Accominotti, Olivier ; Chambers, David . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64722. Full description at Econpapers || Download paper | |
2016 | Dynamics of Integration in East Asian Equity Markets. (2016). Okimoto, Tatsuyoshi ; Tadaaki, Komatsubara ; Ken-Ichi, Tatsumi ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:16084. Full description at Econpapers || Download paper | |
2016 | Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets. (2016). Hamori, Shigeyuki ; Tian, Shuairu ; Cai, Xiao Jing . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:40:p:3789-3803. Full description at Econpapers || Download paper | |
2016 | Empirical Analysis of ¡°Volatility Surprise¡± between Dollar Exchange Rate and CRB Commodity Future Markets. (2016). Wei, Ching-Chun . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:117-126. 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 | Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1053-5. Full description at Econpapers || Download paper | |
2016 | A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt. (2016). Sedunov, John ; Pagano, Michael S. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:62-78. 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 | Lending for growth? A Granger causality analysis of Chinaâs financeâgrowth nexus. (2016). , Fredrik ; Opper, Sonja ; Burzynska, Katarzyna . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1034-8. Full description at Econpapers || Download paper | |
2016 | Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach. (2016). Bettendorf, Timo. In: Discussion Papers. RePEc:zbw:bubdps:422016. Full description at Econpapers || Download paper | |
2016 | On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis. (2016). Buzkova, Petra ; Kopa, Milos . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:510-538. Full description at Econpapers || Download paper | |
2016 | Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. (2016). Wohar, Mark ; Sousa, Ricardo ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:122-143. Full description at Econpapers || Download paper | |
2016 | Chinese stock market volatility and the role of U.S. economic variables. (2016). Jiang, Fuwei ; Xu, Weidong ; Li, Hongyi ; Chen, Jian . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:70-83. Full description at Econpapers || Download paper | |
2016 | What we can learn from the early history of sovereign debt. (2016). Stasavage, David . In: Explorations in Economic History. RePEc:eee:exehis:v:59:y:2016:i:c:p:1-16. Full description at Econpapers || Download paper | |
2016 | Flexible Fiscal Rules and Countercyclical Fiscal Policy. (2016). Tapsoba, René ; Guerguil, Martine ; Mandon, Pierre . In: IMF Working Papers. RePEc:imf:imfwpa:16/8. Full description at Econpapers || Download paper | |
2016 | Do fiscal rules constrain fiscal policy? A meta-regression-analysis. (2016). Yeter, Mustafa ; Heinemann, Friedrich ; Moessinger, Marc-Daniel . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16027. Full description at Econpapers || Download paper | |
2016 | Balanced Budget Rules and Fiscal Outcomes: Evidence from Historical Constitutions. (2016). Stratmann, Thomas ; Asatryan, Zareh ; Castellon, Cesar . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5893. Full description at Econpapers || Download paper | |
2016 | Balanced budget rules and fiscal outcomes: Evidence from historical constitutions. (2016). Stratmann, Thomas ; Asatryan, Zareh ; Castellon, Cesar . In: ZEW Discussion Papers. RePEc:zbw:zewdip:16034. Full description at Econpapers || Download paper | |
2016 | Fiscal rules and compliance expectations â Evidence for the German debt brake. (2016). Janeba, Eckhard ; Heinemann, Friedrich ; Streif, Frank ; Schroder, Christoph . In: Journal of Public Economics. RePEc:eee:pubeco:v:142:y:2016:i:c:p:11-23. Full description at Econpapers || Download paper | |
2016 | Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O. In: Working Papers. RePEc:gbl:wpaper:2016-07. Full description at Econpapers || Download paper | |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5709. Full description at Econpapers || Download paper | |
2016 | The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5751. Full description at Econpapers || Download paper | |
2016 | The Role of Oil Price Shocks in Causing U.S. Recessions. (2016). Vigfusson, Robert ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5743. Full description at Econpapers || Download paper | |
2016 | What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162. Full description at Econpapers || Download paper | |
2016 | The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44. Full description at Econpapers || Download paper | |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11035. Full description at Econpapers || Download paper | |
2016 | The Impact of the Fracking Boom on Arab Oil Producers. (2016). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11107. Full description at Econpapers || Download paper | |
2016 | Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:30:y:2016:i:1:p:139-60. Full description at Econpapers || Download paper | |
2016 | Time for Transition - an exploratory study of the transition to a carbon-neutral economy. (2016). de Vries-van Ewijk, Saskia ; Kakes, Jan ; Dicou, Diederik ; Schotten, Guido ; Regelink, Martijn . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1402. Full description at Econpapers || Download paper | |
2016 | Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176. Full description at Econpapers || Download paper | |
2016 | Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373. Full description at Econpapers || Download paper | |
2016 | Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Chen, Hao ; Liao, Hua . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49. Full description at Econpapers || Download paper | |
2016 | Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212. Full description at Econpapers || Download paper | |
2016 | Global oil market and the U.S. stock returns. (2016). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:1277-1287. Full description at Econpapers || Download paper | |
2016 | Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Nakajima, Jouchi ; Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Higashio, Naoto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e17. Full description at Econpapers || Download paper | |
2016 | Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:249788. Full description at Econpapers || Download paper | |
2016 | Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier . In: Working Papers. RePEc:fem:femwpa:2016.70. Full description at Econpapers || Download paper | |
2016 | Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96. Full description at Econpapers || Download paper | |
2016 | The impact of speculation on commodity futures markets â A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15. Full description at Econpapers || Download paper | |
2016 | Business cycles and acquisition policy: Analysis of M&A deals of metallurgical companies. (2016). Fomin, M. In: Working Papers. RePEc:sps:wpaper:6441. Full description at Econpapers || Download paper | |
2016 | Do the size, value, and momentum factors drive stock returns in emerging markets?. (2016). Yan, AN ; Cakici, Nusret ; Tang, YI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:179-204. 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 | Contemporaneous interactions among fuel, biofuel and agricultural commodities. (2016). Frijns, Bart ; Fernandez-Perez, Adrian ; Tourani-Rad, Alireza. In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:1-10. Full description at Econpapers || Download paper | |
2016 | Supply response of corn farmers in Quebec: Analyzing the impact of prices volatility?. (2016). Tamini, Lota ; Sedghy, Bahareh Mosadegh ; Lambert, Remy . In: Cahiers de recherche CREATE. RePEc:lvl:creacr:2016-1. Full description at Econpapers || Download paper | |
2016 | Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Rasiah, Devinaga ; Ying, Tay Lee . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236. Full description at Econpapers || Download paper | |
2016 | Exchange rate forecasting with DSGE models. (2016). Rubaszek, MichaÅ ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20161905. Full description at Econpapers || Download paper | |
2016 | Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24. Full description at Econpapers || Download paper | |
2016 | A closer look at the Phillips curve using state-level data. (2016). Orrenius, Pia ; Kumar, Anil . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:84-102. Full description at Econpapers || Download paper | |
2016 | Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses. (2016). Rubaszek, MichaÅ ; MuÄk, Jakub ; Ca' Zorzi, Michele ; Michele Ca, . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9386-4. Full description at Econpapers || Download paper | |
2016 | Taylor rule deviations and out-of-sample exchange rate predictability. (2016). Molodtsova, Tanya ; Papell, David H ; Ince, Onur . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:22-44. Full description at Econpapers || Download paper | |
2016 | Sovereign Risk, Bank Funding and Investors Pessimism. (2016). Faia, Ester. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11340. Full description at Econpapers || Download paper | |
2016 | Sovereign risk, bank funding and investors pessimism. (2016). Faia, Ester. In: CFS Working Paper Series. RePEc:zbw:cfswop:542. Full description at Econpapers || Download paper | |
2016 | Environmental Macroeconomics. (2016). Hassler, J ; Smith, A A ; Krusell, P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1893. Full description at Econpapers || Download paper | |
2016 | The Current Account Version of the Triffin Dilemma. (2016). McCauley, Robert ; Bordo, Michaeld . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:44:y:2016:i:2:d:10.1007_s11293-016-9499-1. Full description at Econpapers || Download paper | |
2016 | Media Coverage and ECB Policy-Making: Evidence from a New Index. (2016). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-38. Full description at Econpapers || Download paper | |
2016 | Pernicious effects: How the credit rating agencies disadvantage emerging markets. (2016). Luitel, Prabesh ; De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:286-298. Full description at Econpapers || Download paper | |
2016 | How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541. Full description at Econpapers || Download paper | |
2016 | Terrorism and its impact on the cost of debt. (2016). Ujah, Nacasius U ; Procasky, William J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:253-266. 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 | How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:32-48. Full description at Econpapers || Download paper | |
2016 | Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach. (2016). Debarsy, Nicolas ; Dossougoin, Cyrille ; Gnabo, Jean-Yves ; Ertur, Cem . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2441. Full description at Econpapers || Download paper | |
2016 | Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101. Full description at Econpapers || Download paper | |
2016 | Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789. Full description at Econpapers || Download paper | |
2016 | Inflation targeting credibility and sovereign risk: evidence from Colombia. (2016). de Mendonça, Helder ; Galvis Ciro, Juan Camilo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Applied Economics Letters. RePEc:taf:apeclt:v:23:y:2016:i:14:p:984-990. Full description at Econpapers || Download paper | |
2016 | An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies. (2016). Medel, Carlos A. ; Alfaro, Rodrigo ; Moreno, Carola . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:795. Full description at Econpapers || Download paper | |
2016 | Concentrated Production and Conditional Heavy Tails in Commodity Returns. (2016). Merener, Nicolas. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:1:p:46-65. Full description at Econpapers || Download paper | |
2016 | The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective. (2016). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:266-277. Full description at Econpapers || Download paper | |
2016 | Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach. (2016). Ergen, Ibrahim ; Rizvanoghlu, Islam . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:64-74. Full description at Econpapers || Download paper | |
2016 | Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294. Full description at Econpapers || Download paper | |
2016 | Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?. (2016). Cruz-Rodriguez, Alexis. In: MPRA Paper. RePEc:pra:mprapa:71949. Full description at Econpapers || Download paper | |
2016 | Exchange Arrangements and Speculative Attacks: Is there a link?. (2016). Cruz-Rodriguez, Alexis. In: MPRA Paper. RePEc:pra:mprapa:72359. Full description at Econpapers || Download paper | |
2016 | Cross-Border Banking and Business Cycles in Asymmetric Currency Unions. (2016). Dräger, Lena ; Drager, Lena ; Proao, Christian . In: IMK Working Paper. RePEc:imk:wpaper:161-2016. Full description at Econpapers || Download paper | |
2016 | The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34. Full description at Econpapers || Download paper | |
2016 | Modelización de la solvencia bancaria en escenarios adversos: aplicación a los «PIIGS». (2016). Abad-Gonzalez, Julio ; Gutierrez-Lopez, Cristina . In: Revista de Contabilidad - Spanish Accounting Review. RePEc:eee:spacre:v:19:y:2016:i:2:p:227-238. 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 | Momentum trading behavior in the FX market: Evidence from Japanese retail investors. (2016). Koga, Maiko . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00435. Full description at Econpapers || Download paper | |
2016 | Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:540. Full description at Econpapers || Download paper | |
2016 | Do capital flows change domestic credit allocation?. (2016). Samarina, Anna ; Bezemer, Dirk . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:98-121. Full description at Econpapers || Download paper | |
2016 | Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Devereux, Michael ; Banerjee, Ryan ; Lombardo, Giovanni . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:275-297. Full description at Econpapers || Download paper | |
2016 | Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06. Full description at Econpapers || Download paper | |
2016 | Financial Cycles and Macroprudential and Monetary Policies. (2016). HlaváÄek, Michal ; Babecký, Jan ; Plasil, Miroslav ; Frait, Jan ; Malovana, Simona ; Kejak, Michal ; Mateju, Jakub ; Audzei, Volha ; Hlavac, Petr ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/2. Full description at Econpapers || Download paper | |
2016 | Intergenerational Risk Sharing. (2016). Beetsma, R ; Romp, W. In: Handbook of the Economics of Population Aging. RePEc:eee:hapoch:v1_311. Full description at Econpapers || Download paper | |
2016 | Monetary Union, Even Higher Integration, or Back to National Currencies?. (2016). Varthalitis, Petros ; Economides, George ; Philippopoulos, Apostolis . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5762. Full description at Econpapers || Download paper | |
2016 | Public debt, bailouts, and common bonds. (2016). Kalamov, Zarko ; Staal, Klaas . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:23:y:2016:i:4:d:10.1007_s10797-016-9395-2. Full description at Econpapers || Download paper | |
2016 | Monetary Union, Even Higher Integration, or Back to National Currencies?. (2016). Varthalitis, Petros ; Economides, George ; Philippopoulos, Apostolis . In: CESifo Economic Studies. RePEc:oup:cesifo:v:62:y:2016:i:2:p:232-255.. 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 | 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 | Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278. Full description at Econpapers || Download paper | |
2016 | Housing markets and unconventional monetary policy. (2016). Rahal, Charles . In: Journal of Housing Economics. RePEc:eee:jhouse:v:32:y:2016:i:c:p:67-80. Full description at Econpapers || Download paper | |
2016 | Coordinating macroprudential policies within the Euro area: The case of Spain. (2016). Rubio, Margarita ; Carrasco-Gallego, José. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:570-582. Full description at Econpapers || Download paper | |
2016 | Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies. (2016). Rubio, Margarita ; Comunale, Mariarosaria. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:34. Full description at Econpapers || Download paper | |
2016 | Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice. (2016). Fischer, Christoph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:214-238. Full description at Econpapers || Download paper | |
2016 | The real exchange rate and economic growth: revisiting the case using external instruments. (2016). Stracca, Livio ; Mileva, Elitza ; Habib, Maurizio Michael . In: Working Paper Series. RePEc:ecb:ecbwps:20161921. Full description at Econpapers || Download paper | |
2016 | Exchange rate regimes and real exchange rate volatility: Does inflation targeting help or hurt?. (2016). Rajan, Ramkishen ; Li, Jie ; Ouyang, Alice Y. In: Japan and the World Economy. RePEc:eee:japwor:v:39:y:2016:i:c:p:62-72. Full description at Econpapers || Download paper | |
2016 | Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Kang, Sang Hoon ; Hammoudeh, Shawkat ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276. Full description at Econpapers || Download paper | |
2016 | Diversification with volatility products. (2016). Korovilas, Dimitris ; Kapraun, Julia ; Alexander, Carol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:213-235. Full description at Econpapers || Download paper | |
2016 | Inflation targeting and public deficit in emerging countries: A time varying treatment effect approach. (2016). BEN AISSA, Mohamed ; Kadria, Mohamed. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:108-114. Full description at Econpapers || Download paper | |
2016 | Central Bank Transparency and Cross-border Banking. (2016). Eichler, Stefan ; Littke, Helge ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-16-16. Full description at Econpapers || Download paper | |
2016 | Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria. (2016). Isola, Lawal Adedoyin . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-45. Full description at Econpapers || Download paper | |
2016 | The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula . In: Journal of Financial Stability. RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152. Full description at Econpapers || Download paper | |
2016 | Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Timeââ¬âvarying Parameter VAR. (2016). Milas, Costas ; Ellington, Michael ; Florackis, Chris . In: Working Paper Series. RePEc:rim:rimwps:16-28. Full description at Econpapers || Download paper | |
2016 | Endogenous trade participation with price rigidities. (2016). Imura, Yuko. In: Journal of International Economics. RePEc:eee:inecon:v:100:y:2016:i:c:p:14-33. Full description at Econpapers || Download paper | |
2016 | A global trade model for the euro area. (2016). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello. In: Working Paper Series. RePEc:ecb:ecbwps:20161986. Full description at Econpapers || Download paper | |
2016 | The Impact of Commodity Price Movements on the New Zealand Economy. (2016). Wong, Benjamin ; Nodari, Gabriela ; Kamber, Gunes. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2016/05. 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 | On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46. Full description at Econpapers || Download paper | |
2016 | International Capital Market Frictions and Spillovers from Quantitative Easing. (2016). MacDonald, Margaux. In: Working Papers. RePEc:qed:wpaper:1346. Full description at Econpapers || Download paper | |
2016 | Global corporate bond issuance: What role for US quantitative easing?. (2016). Lo Duca, Marco ; Martinez, Ariadna Vidal ; Nicoletti, Giulio . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:114-150. Full description at Econpapers || Download paper | |
2016 | Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials. (2016). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: CEPS Papers. RePEc:eps:cepswp:11266. Full description at Econpapers || Download paper | |
2016 | Currency intervention and the global portfolio balance effect: Japanese lessons. (2016). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:39:y:2016:i:c:p:1-16. Full description at Econpapers || Download paper | |
2016 | Spillovers from Japanâs Unconventional Monetary Policy to Emerging Asia; a Global VAR approach. (2016). Ganelli, Giovanni ; Tawk, Nour . In: IMF Working Papers. RePEc:imf:imfwpa:16/99. 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 | Spillover of the ECBs monetary policy outside the euro area: How different is conventional from unconventional policy?. (2016). VaÅ¡ÃÄek, BoÅek ; Claeys, Peter ; Babecká-KucharÄuková, Oxana ; Kucharukova, Oxana Babecka ; Vaiek, Boek . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:2:p:199-225. Full description at Econpapers || Download paper | |
2016 | Asset managers, eurodollars and unconventional monetary policy. (2016). McCauley, Robert ; Kreicher, Lawrence L. In: BIS Working Papers. RePEc:bis:biswps:578. Full description at Econpapers || Download paper | |
2016 | Unconventional monetary policy and the spillovers to emerging markets. (2016). PeterTillmann, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:136-156. Full description at Econpapers || Download paper | |
2016 | Unconventional monetary policy in a small open economy. (2016). Popiel, Michal ; MacDonald, Margaux. In: Working Papers. RePEc:qed:wpaper:1367. Full description at Econpapers || Download paper | |
2016 | Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices. (2016). Bernhard, Severin ; Ebner, Till . In: Working Papers. RePEc:snb:snbwpa:2016-09. Full description at Econpapers || Download paper | |
2016 | Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation. (2016). Pereira da Silva, Luiz Awazu ; Barroso, João ; Barata, Joo ; Sales, Adriana Soares . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:102-122. Full description at Econpapers || Download paper | |
2016 | Quantitative easing and the post-crisis surge in financial flows to developing countries. (2016). Mohapatra, Sanket ; Lim, Jamus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:331-357. Full description at Econpapers || Download paper | |
2016 | Determinants of sovereign bond yields in emerging economies: Some panel inferences. (2016). Kamaiah, Bandi ; Goyari, Phanindra ; Naidu, Sri Hari . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:101-118. Full description at Econpapers || Download paper | |
2016 | Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc. (2016). Fischer, Andreas ; Alvero, Adrien. In: Working Papers. RePEc:szg:worpap:1607. Full description at Econpapers || Download paper | |
2016 | Global financial market impact of the announcement of the ECBs asset purchase programme. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:257-265. Full description at Econpapers || Download paper | |
2016 | The response of sovereign bond yields to U.S. monetary policy. (2016). Zakrajsek, Egon ; Gilchrist, Simon ; Yue, Vivian Z ; Zakrajek, Egon . In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:19:y:2016:i:2:p:102-106. Full description at Econpapers || Download paper | |
2016 | Determinants of sovereign bond yields in emerging economies: Some panel inferences. (2016). Kamaiah, Bandi ; Goyari, Phanindra ; Naidu, Sri Hari . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:101-118. Full description at Econpapers || Download paper | |
2016 | Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc. (2016). Fischer, Andreas ; Alvero, Adrien . In: Aussenwirtschaft. RePEc:usg:auswrt:2016:67:02:31-50. Full description at Econpapers || Download paper | |
2016 | The Hawkes process with renewal immigration & its estimation with an EM algorithm. (2016). Wheatley, Spencer ; Sornette, Didier ; Filimonov, Vladimir . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:94:y:2016:i:c:p:120-135. Full description at Econpapers || Download paper | |
2016 | Conditional interest rate risk and the cross-section of excess stock returns. (2016). Atanasov, Victoria . In: Review of Financial Economics. RePEc:eee:revfin:v:30:y:2016:i:c:p:23-32. 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 | Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?. (2016). Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:117-139. Full description at Econpapers || Download paper | |
2016 | Trade, finance or policies: What drives the cross-border spill-over of business cycles?. (2016). Stracca, Livio ; Montinari, Letizia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:131-148. Full description at Econpapers || Download paper | |
2016 | Searching for the source of macroeconomic integration across advanced economies. (2016). Aysun, Uluc. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:68:y:2016:i:2:p:316-339.. 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 | Generalized cross-spectral test for nonlinear Granger causality with applications to moneyâoutput and priceâvolume relations. (2016). Park, Sung Y. ; Zhong, Wanling ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671. Full description at Econpapers || Download paper | |
2016 | Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280. Full description at Econpapers || Download paper | |
2016 | Price discovery and risk transfer in the Brent crude oil futures market. (2016). Abdullahi, Saada Abba ; Muhammad, Zahid . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:23-35. Full description at Econpapers || Download paper | |
2016 | Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window. (2016). Xu, Haiyun . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:34:y:2016:i:2:p:309-332. Full description at Econpapers || Download paper | |
2016 | Impacts of sovereign rating on sub-sovereign bond ratings in emerging and developing economies. (2016). Ratha, Dilip ; Nose, Manabu ; Mohapatra, Sanket. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7618. Full description at Econpapers || Download paper | |
2016 | What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008. Full description at Econpapers || Download paper | |
2016 | Chinese liquidity increases and the U.S. economy. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:764-771. Full description at Econpapers || Download paper | |
2016 | Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212. Full description at Econpapers || Download paper | |
2016 | Forecasting Chinas Economic Growth and Inflation. (2016). Zha, Tao ; Higgins, Patrick ; Zhong, Karen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-07. Full description at Econpapers || Download paper | |
2016 | Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China. (2016). Zha, Tao ; Waggoner, Daniel ; Higgins, Patrick ; Chen, Kaiji. In: NBER Working Papers. RePEc:nbr:nberwo:22650. Full description at Econpapers || Download paper | |
2016 | Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach. (2016). Spiegel, Mark ; Liu, Zheng ; Tai, Andrew . In: Working Paper Series. RePEc:fip:fedfwp:2016-30. Full description at Econpapers || Download paper | |
2016 | Reserve requirements and the bank lending channel in China. (2016). Weill, Laurent ; FungáÄová, Zuzana ; Nuutilainen, Riikka ; Fungaova, Zuzana . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:37-50. Full description at Econpapers || Download paper | |
2016 | Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick . In: China Economic Review. RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61. Full description at Econpapers || Download paper | |
2016 | Fire-sale FDI or business as usual?. (2016). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda . In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:93-113. Full description at Econpapers || Download paper | |
2016 | What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt. (2016). Márquez-Ramos, Laura ; Heid, Benedikt ; Alama-Sabater, Luisa ; Marquez-Ramos, Laura ; Jimenez-Fernandez, Eduardo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:466-474. Full description at Econpapers || Download paper | |
2016 | International Reserves, External Debt Maturity, and the Reinforcement Effect for Financial Stability. (2016). Steiner, Andreas ; Qian, Xingwang. In: ifo Working Paper Series. RePEc:ces:ifowps:_211. Full description at Econpapers || Download paper | |
2016 | Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:298-330. Full description at Econpapers || Download paper | |
2016 | Balance Sheet Effects on Monetary and Financial Spillovers: The East Asian Crisis Plus 20. (2016). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22737. Full description at Econpapers || Download paper | |
2016 | Convergence of bank competition in Central and Eastern European countries: Does ownership matter?. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301853. Full description at Econpapers || Download paper | |
2016 | Local bank competition and small business lending after the onset of the financial crisis. (2016). Saaskilahti, Jaakko . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:69:y:2016:i:c:p:37-51. Full description at Econpapers || Download paper | |
2016 | Inflation dynamics and inflation expectations in Thailand. (2016). Direkudomsak, Wanicha . In: BIS Papers chapters. RePEc:bis:bisbpc:89-25. Full description at Econpapers || Download paper | |
2016 | Financial globalisation and monetary policy effectiveness. (2016). Mehl, Arnaud ; Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:200-212. Full description at Econpapers || Download paper | |
2016 | Asymmetric Exchange Rate Pass-through and Monetary Policy in Open Economy. (2016). GUO, Rufei ; Wang, Sheng . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:1:wangguo. Full description at Econpapers || Download paper | |
2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÂk, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55. Full description at Econpapers || Download paper | |
2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÂk, Jozef ; Barunik, Jozef . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:329-340. 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 | Strategic and operational management of organizational resilience: Current state of research and future directions. (2016). Annarelli, Alessandro ; Nonino, Fabio . In: Omega. RePEc:eee:jomega:v:62:y:2016:i:c:p:1-18. Full description at Econpapers || Download paper | |
2016 | Deflation, bank credit growth, and non-performing loans: Evidence from Japan. (2016). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:295-305. Full description at Econpapers || Download paper | |
2016 | What determines output losses after banking crises?. (2016). Devereux, John ; Dwyer, Gerald P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:69-94. Full description at Econpapers || Download paper | |
2016 | Grexit News and Stock Returns. (2016). Neuenkirch, Matthias ; Haupenthal, Andreas . In: Research Papers in Economics. RePEc:trr:wpaper:201608. Full description at Econpapers || Download paper | |
2016 | Economic policy uncertainty and risk spillovers in the Eurozone. (2016). Gnabo, Jean-Yves ; Guilmin, Gregory ; Bernal, Oscar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:24-45. 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 | 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 | The effect of political communication on European financial markets during the sovereign debt crisis. (2016). Conrad, Christian ; Zumbach, Klaus Ulrich . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:209-214. Full description at Econpapers || Download paper | |
2016 | Commodity prices and fiscal policy design: Procyclical despite a rule. (2016). Thorsrud, Leif ; Bjørnland, Hilde. In: CAMA Working Papers. RePEc:een:camaaa:2016-27. Full description at Econpapers || Download paper | |
2016 | Bayesian Estimation of the Storage Model using Information on Quantities. (2016). Legrand, Nicolas ; Gouel, Christophe. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235599. Full description at Econpapers || Download paper | |
2016 | Time series analysis of persistence in crude oil price volatility across bull and bear regimes. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:109:y:2016:i:c:p:29-37. Full description at Econpapers || Download paper | |
2016 | Stationarity changes in long-run energy commodity prices. (2016). Zaklan, Aleksandar ; Neumann, Anne ; Abrell, Jan. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:96-103. Full description at Econpapers || Download paper | |
2016 | Credit booms, banking crises, and the current account. (2016). Davis, Jonathan ; Mack, Adrienne ; Phoa, Wesley ; Vandenabeele, Anne . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:360-377. Full description at Econpapers || Download paper | |
2016 | The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CAMA Working Papers. RePEc:een:camaaa:2016-10. Full description at Econpapers || Download paper | |
2016 | The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Pataracchia, Beatrice ; Kollmann, Robert ; Roeger, Werner . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:269. Full description at Econpapers || Download paper | |
2016 | Consumer risk appetite, the credit cycle, and the housing bubble. (2016). Breeden, Joseph L ; Canals-Cerda, Jose J. In: Working Papers. RePEc:fip:fedpwp:16-5. Full description at Econpapers || Download paper | |
2016 | The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Pataracchia, Beatrice ; Roeger, Werner . In: Working Papers ECARES. RePEc:eca:wpaper:2013/227474. Full description at Econpapers || Download paper | |
2016 | The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11121. Full description at Econpapers || Download paper | |
2016 | The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working Paper Series. RePEc:fip:fedfwp:2016-08. Full description at Econpapers || Download paper | |
2016 | The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model. (2016). Vogel, Lukas ; Raciborski, Rafal ; Ratto, Marco ; Kollmann, Robert ; Roeger, Werner ; Pataracchia, Beatrice . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:21-41. Full description at Econpapers || Download paper | |
2016 | The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:3-20. Full description at Econpapers || Download paper | |
2016 | The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model. (2016). Vogel, Lukas ; Kollmann, Robert ; Ratto, Marco ; Pataracchia, Beatrice ; Roeger, Werner . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145473. Full description at Econpapers || Download paper | |
2016 | Current Account Dynamics and the Housing Cycle in Spain. (2016). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian ; Maas, Daniel . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145824. Full description at Econpapers || Download paper | |
2016 | Trading-off volatility and distortions? Food policy during price spikes. (2016). Swinnen, Johan ; Pieters, Hannah . In: Food Policy. RePEc:eee:jfpoli:v:61:y:2016:i:c:p:27-39. Full description at Econpapers || Download paper | |
2016 | Political Economy of Trade and Storage Policies Coordination, and the Role of Domestic Public Storage in the World Market. (2016). Yan, Wenshou. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-16. Full description at Econpapers || Download paper | |
2016 | Savings and investment behaviour in the euro area. (2016). ÃÂzyurt, Selin ; Vicard, Vincent ; Strachotova, Anna ; Panagiotou, Stylianos ; Nagengast, Arne ; Jaccard, Ivan ; Gulan, Adam ; Gatt, William ; Felt, Marie-Helene ; Everett, Mary ; Dees, Stephane ; Costa, Sónia ; Piette, Cristophe ; Radde, Soren ; Ozyurt, Selin ; Rusinova, Desislava ; Morris, Richard ; Ferrando, Annalisa ; Buelens, Christian ; Audoly, Richard ; Bijsterbosch, Martin ; Zorell, Nico ; Force, Investment Task ; Forster, Katrin ; Rodriguez-Palenzuela, Diego ; Andersson, Malin ; Raudsaar, Taavi ; van Nieuwenhuyze, Christophe . In: Occasional Paper Series. RePEc:ecb:ecbops:2016167. Full description at Econpapers || Download < | |
2016 | Asymmetric Credit Growth and Current Account Imbalances in the Euro Area. (2016). Unger, Robert. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2016:i:166. Full description at Econpapers || Download paper | |
2016 | Die Kapitalmarktunion: eine zweifelhafte Vision. (2016). Gabrisch, Hubert. In: MPRA Paper. RePEc:pra:mprapa:72287. Full description at Econpapers || Download paper | |
2016 | Euro Area Imbalances: Measuring the Contribution of Expenditure Growth and Expenditure Switching. (2016). Schröder, Enno ; Schroder, Enno . In: Working Papers. RePEc:new:wpaper:1604. Full description at Econpapers || Download paper | |
2016 | Euro currency risk and the geography of debt flows to peripheral EMU. (2016). Nguyen, Ha ; Ersal Kiziler, Eylem ; Ersal-Kiziler, Eylem . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:1-20. Full description at Econpapers || Download paper | |
2016 | On the estimation and testing of predictive panel regressions. (2016). , Joakimwesterlund ; Karabiyik, Hande ; Narayan, Paresh ; Westerlund, Joakim . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:115-125. Full description at Econpapers || Download paper | |
2016 | Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102. Full description at Econpapers || Download paper | |
2016 | Foreign exchange market intervention in EMEs: what has changed?. (2016). Kohlscheen, Emanuel ; Domanski, Dietrich ; Moreno, Ramon . In: BIS Quarterly Review. RePEc:bis:bisqtr:1609f. Full description at Econpapers || Download paper | |
2016 | Emerging derivatives markets?. (2016). Upper, Christian ; Jorge, Marcos ; Valli, Marcos . In: BIS Quarterly Review. RePEc:bis:bisqtr:1612g. Full description at Econpapers || Download paper | |
2016 | Non-deliverable forwards: impact of currency internationalisation and derivatives reform. (2016). McCauley, Robert ; Shu, Chang . In: BIS Quarterly Review. RePEc:bis:bisqtr:1612h. Full description at Econpapers || Download paper | |
2016 | Is there a bubble in the art market?. (2016). Martelin, Nicolas ; Kräussl, Roman ; Kraussl, Roman ; Lehnert, Thorsten . In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:99-109. Full description at Econpapers || Download paper | |
2016 | Is the United States in the middle of a healthcare bubble?. (2016). Liang, Yia-Wun ; Lin, Yu-Hui ; Chen, Wen-Yi . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:17:y:2016:i:1:p:99-111. Full description at Econpapers || Download paper | |
2016 | Commodity Price Bubbles and Macroeconomics: Evidence from Chinese Agricultural Markets. (2016). Etienne, Xiaoli ; Chavas, Jean-Paul ; Li, Jian . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235068. Full description at Econpapers || Download paper | |
2016 | Is the United States in the middle of a healthcare bubble?. (2016). Lin, Yu-Hui ; Chen, Wen-Yi ; Liang, Yia-Wun . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:17:y:2016:i:1:d:10.1007_s10198-015-0668-y. Full description at Econpapers || Download paper | |
2016 | New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016. Full description at Econpapers || Download paper | |
2016 | Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I ; Robert, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574. Full description at Econpapers || Download paper | |
2016 | The shine of precious metals around the global financial crisis. (2016). Figuerola-Ferretti, Isabel ; McCrorie, Roderick J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:717-738. Full description at Econpapers || Download paper | |
2016 | Factores explicativos de la disposición a pagar por atributos culturales en nuez de Castilla. (2016). Mndez, Nexeai Luna ; Jurez, Javier Ramrez ; Jaramillo, Jos Luis . In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:241270. Full description at Econpapers || Download paper | |
2016 | Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller. (2016). Caramugan, Karlo Martin ; Bayacag, Purisima . In: MPRA Paper. RePEc:pra:mprapa:74807. Full description at Econpapers || Download paper | |
2016 | Testing for bubbles in agriculture commodity markets. (2016). Balcombe, Kelvin ; Areal, Francisco ; Rapsomanikis, George . In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:241272. Full description at Econpapers || Download paper | |
2016 | Synergy or downward competition? Interactions between small credit institutions in local markets. (2016). Kozowski, Ukasz . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:66-74. 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 | Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne . In: Arbeitspapiere. RePEc:zbw:wwuifg:167. Full description at Econpapers || Download paper | |
2016 | Efficiency, innovation and competition: evidence from Vietnam, China and India. (2016). Nghiem, Hong Son ; Thien, Thanh Pham ; Sharma, Parmendra ; Roca, Eduardo . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1045-5. Full description at Econpapers || Download paper | |
2016 | What is the impact of bankrupt and restructured loans on Japanese bank efficiency?. (2016). mamatzakis, emmanuel ; Matousek, Roman ; Vu, Anh Nguyet . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s187-s202. Full description at Econpapers || Download paper | |
2016 | Does bank competition affect bank stability after the global financial crisis?. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79084. Full description at Econpapers || Download paper | |
2016 | Defining the factors of Fitch rankings in the European banking sector. (2016). Drimbetas, Evangelos ; Lazarides, Themistokles ; Drimpetas, Evaggelos . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-016-0046-9. Full description at Econpapers || Download paper | |
2016 | The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286. Full description at Econpapers || Download paper | |
2016 | Bank credit default swaps and deposit insurance around the world. (2016). Fang, Yiwei ; Zhang, Gaiyan ; Liu, Liuling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:339-363. Full description at Econpapers || Download paper | |
2016 | What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent. In: Staff Working Papers. RePEc:bca:bocawp:16-25. Full description at Econpapers || Download paper | |
2016 | Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5755. Full description at Econpapers || Download paper | |
2016 | Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:69105. Full description at Econpapers || Download paper | |
2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5782. Full description at Econpapers || Download paper | |
2016 | Effects of energy price fluctuations on industries with energy inputs: An application to China. (2016). NIE, Pu-yan ; Yang, Yong-Cong . In: Applied Energy. RePEc:eee:appene:v:165:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:16-18. Full description at Econpapers || Download paper | |
2016 | What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Zhou, Yimin ; Yin, Libo. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201620. Full description at Econpapers || Download paper | |
2016 | Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218. Full description at Econpapers || Download paper | |
2016 | The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Kaabia, Olfa ; Abid, Ilyes . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654. Full description at Econpapers || Download paper | |
2016 | Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/684160. Full description at Econpapers || Download paper | |
2016 | Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6282. Full description at Econpapers || Download paper | |
2016 | Did the renewable fuel standard shift market expectations of the price of ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CFS Working Paper Series. RePEc:zbw:cfswop:563. Full description at Econpapers || Download paper | |
2016 | Sentiment, mood and outbound tourism demand. (2016). Filis, George ; Dragouni, Mina ; Santamaria, Daniel ; Gavriilidis, Konstantinos . In: Annals of Tourism Research. RePEc:eee:anture:v:60:y:2016:i:c:p:80-96. Full description at Econpapers || Download paper | |
2016 | Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59. Full description at Econpapers || Download paper | |
2016 | Network effects and systemic risk in the banking sector. (2016). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62. Full description at Econpapers || Download paper | |
2016 | Excess liquidity and the money market in the euro area. (2016). Beaupain, Renaud ; Durre, Alain . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:33-44. Full description at Econpapers || Download paper | |
2016 | Global food prices and domestic inflation: some cross-country evidence. (2016). wachter, susan ; Simon, John ; Loungani, Prakash ; Furceri, Davide. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:68:y:2016:i:3:p:665-687.. Full description at Econpapers || Download paper | |
2016 | Increase in home bias in the Eurozone debt crisis: The role of domestic shocks. (2016). Cornand, Camille ; Gimet, Celine ; Gandre, Pauline . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:445-469. 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 | The influence of sovereign bond yields on bank lending rates: the pass-through in Europe. (2016). Eller, Markus ; Reininger, Thomas . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:2:b:1. Full description at Econpapers || Download paper | |
2016 | Surviving the perfect storm: the role of the lender of last resort. (2016). Soares, Carla ; Bonfim, Diana ; Alves, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201617. Full description at Econpapers || Download paper | |
2016 | The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis. (2016). Nusair, Salah. In: Energy Policy. RePEc:eee:enepol:v:91:y:2016:i:c:p:256-267. 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 | 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 | 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 | Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:5-12. Full description at Econpapers || Download paper | |
2016 | Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:16-37. Full description at Econpapers || Download paper | |
2016 | THE IMPACT OF A CENTRAL BANKâS VERBAL INTERVENTIONS ON STOCK EXCHANGE INDICES IN A RESOURCE BASED ECONOMY: THE EVIDENCE FROM RUSSIA. (2016). Kuznetsova, Olga ; Ulyanova, Sofiya R. In: HSE Working papers. RePEc:hig:wpaper:155/ec/2016. Full description at Econpapers || Download paper | |
2016 | Did the financial crisis affect environmental efficiency? evidence from the Japanese manufacturing sector. (2016). Managi, Shunsuke ; Fujii, Hidemichi ; Matousek, Roman ; Assaf, George A. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:18:y:2016:i:2:d:10.1007_s10018-015-0127-0. Full description at Econpapers || Download paper | |
2016 | Historical Research Approaches to the Analysis of Internationalisation. (2016). Buckley, Peter J. In: Management International Review. RePEc:spr:manint:v:56:y:2016:i:6:d:10.1007_s11575-016-0300-0. Full description at Econpapers || Download paper | |
2016 | Bank Secrecy in Offshore Centres and Capital Flows: Does Blacklisting Matter?. (2016). masciandaro, donato ; Dandrea, Angelo ; Balakina, Olga . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1620. Full description at Econpapers || Download paper | |
2016 | Assessing European firmsâ exports and productivity distributions: the CompNet trade module. (2016). Oropallo, Filippo ; Harasztosi, Péter ; Dhyne, Emmanuel ; BUGAMELLI, MATTEO ; Berthou, Antoine ; Merikull, Jaanika ; Lalinsky, Tibor ; Demian, Calin-Vlad ; Cazacu, Ana-Maria ; Soares, Ana Cristina . In: Working and Discussion Papers. RePEc:svk:wpaper:1041. Full description at Econpapers || Download paper | |
2016 | Margins of Trade: Czech Firms Before, During and After the Crisis. (2016). Galuscak, Kamil ; Sutoris, Ivan . In: Working Papers. RePEc:cnb:wpaper:2016/12. Full description at Econpapers || Download paper | |
2016 | International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70183. Full description at Econpapers || Download paper | |
2016 | International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794. Full description at Econpapers || Download paper | |
2016 | Exchange Rate Returns and External Adjustment: Evidence from Switzerland. (2016). Nitschka, Thomas ; Grisse, Christian. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9376-6. Full description at Econpapers || Download paper | |
2016 | International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124. Full description at Econpapers || Download paper | |
2016 | A lost century in economics: Three theories of banking and the conclusive evidence. (2016). Werner, Richard A. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:361-379. 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 | Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe. (2016). Choudhry, Taufiq . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:303-311. Full description at Econpapers || Download paper | |
2016 | Financial Crisis Interventions. (2016). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:16-29. Full description at Econpapers || Download paper | |
2016 | Why are some banks recapitalized and others taken over?. (2016). Frantz, Pascal ; Beccalli, Elena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:79-95. Full description at Econpapers || Download paper | |
2016 | Approximating fixed-horizon forecasts using fixed-event forecasts. (2016). Knüppel, Malte ; Knuppel, Malte ; Vladu, Andreea L. In: Discussion Papers. RePEc:zbw:bubdps:282016. Full description at Econpapers || Download paper | |
2016 | Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). GroÃÂe Steffen, Christoph ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602. Full description at Econpapers || Download paper | |
2016 | Causes and timing of the European debt crisis: An econometric evaluation. (2016). Purificato, Francesco ; Papagni, Erasmo ; Filoso, Valerio Valerio ; Suarez, Marta Vazquez ; Francesco, Purificato ; Panico, Carlo . In: MPRA Paper. RePEc:pra:mprapa:75847. Full description at Econpapers || Download paper | |
2016 | Is there Life in the Old Dog Yet? Observations on the Political Economy and Constitutional Viability of Common Debt Issuing in the Euro Area. (2016). de Haan, Jakob ; Fabian, Amtenbrink ; Rene, Repasi . In: Review of Law & Economics. RePEc:bpj:rlecon:v:12:y:2016:i:3:p:605-633:n:7. Full description at Econpapers || Download paper | |
2016 | Freeing Greece from capital controls: Were the restrictions enforced in time?. (2016). Samitas, Aristeidis ; Polyzos, Stathis . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:196-213. Full description at Econpapers || Download paper | |
2016 | Measuring on-going changes in Chinas capital controls: A de jure and a hybrid index data set. (2016). Qian, Xingwang ; CHEN, Jinzhao. In: China Economic Review. RePEc:eee:chieco:v:38:y:2016:i:c:p:167-182. Full description at Econpapers || Download paper | |
2016 | The risk in capital controls. (2016). Gkillas (Gillas), Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266. Full description at Econpapers || Download paper | |
2016 | Growth econometrics for agnostics and true believers. (2016). Temple, Jonathan ; Rockey, James. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:86-102. Full description at Econpapers || Download paper | |
2016 | Topics in Labour Markets. (2016). Babecký, Jan ; Zigraiova, Diana ; Galuscak, Kamil ; Babecky, Jan ; Vasicek, Osvald ; Tvrz, Stanislav ; Stanislav Tvrz, ; Tonner, Jaromir ; Polansky, Jiri ; Bruha, Jan. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/1. Full description at Econpapers || Download paper | |
2016 | Exchange market pressure in OECD and emerging economies: Domestic vs. external factors and capital flows in the old and new normal. (2016). Binici, Mahir ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:65-87. 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 Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn. In: PIER Discussion Papers. RePEc:pui:dpaper:19.. Full description at Econpapers || Download paper | |
2016 | The effects of foreign ownership on competition in the banking industry: The key role of financial reforms. (2016). Lee, Chien-Chiang ; Hsieh, Meng-Fen ; Yang, Shih-Jui . In: Japan and the World Economy. RePEc:eee:japwor:v:37-38:y:2016:i::p:27-46. Full description at Econpapers || Download paper | |
2016 | Chinese commercial banks: Benefits from foreign strategic investors?. (2016). Cheng, Maoyong ; Geng, Hongyan ; Zhang, Junrui . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:147-172. Full description at Econpapers || Download paper | |
2016 | Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16. Full description at Econpapers || Download Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model. (2016). Nioi, Mihai ; Pochea, Maria Miruna . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:2:p:323-334. Full description at Econpapers || Download paper | |
2016 | Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222. Full description at Econpapers || Download paper | |
2016 | The Political Determinants of Government Bond Holdings. (2016). Eichler, Stefan ; Plaga, Timo . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-573. Full description at Econpapers || Download paper | |
2016 | The Political Determinants of Government Bond Holdings. (2016). Eichler, Stefan ; Plaga, Timo . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-14-16. Full description at Econpapers || Download paper | |
2016 | Comment on Rudebusch and Williams, âA wedge in the dual mandate: Monetary policy and long-term unemploymentâ. (2016). Lothian, James. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:19-25. Full description at Econpapers || Download paper | |
2016 | Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053. Full description at Econpapers || Download paper | |
2016 | Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:276. Full description at Econpapers || Download paper | |
2016 | Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?. (2016). Adler, Gustavo ; Djigbenou, Marie-Louise ; Sosa, Sebastian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:8-28. Full description at Econpapers || Download paper | |
2016 | Are U.S. investors blindly chasing returns in foreign countries?. (2016). Guo, Liang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:309-334. Full description at Econpapers || Download paper | |
2016 | The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:16-9. Full description at Econpapers || Download paper | |
2016 | Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Ensayos sobre PolÃtica Económica. RePEc:bdr:ensayo:v:34:y:2016:i:81:p:175-190. Full description at Econpapers || Download paper | |
2016 | International capital flows to emerging markets: National and global determinants. (2016). Fiess, Norbert ; Byrne, Joseph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:82-100. Full description at Econpapers || Download paper | |
2016 | Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets. (2016). Barroso, João. In: Working Papers Series. RePEc:bcb:wpaper:420. Full description at Econpapers || Download paper | |
2016 | Dynamic Capital inflow transmission of monetary policy to emerging markets. (2016). Olani, Adugna. In: Working Papers. RePEc:qed:wpaper:1358. Full description at Econpapers || Download paper | |
2016 | The international transmission of risk: Causal relations among developed and emerging countriesâ term premia. (2016). Moreno Gutiérrez, José ; Moreno GutiÃÂérrez, José ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Moreno-Gutierrez, Jose Fernando ; Espinosa-Torres, Juan Andres ; Moreno Gutiérrez, José. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:646-654. Full description at Econpapers || Download paper | |
2016 | Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570. Full description at Econpapers || Download paper | |
2016 | Negative Interest Rate Policies: Sources and Implications. (2016). Taskin, Temel ; Kose, Ayhan ; Arteta, Carlos ; Stocker, Marc . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1609. Full description at Econpapers || Download paper | |
2016 | Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_351_16. Full description at Econpapers || Download paper | |
2016 | Negative Interest Rate Policies: Sources and Implications. (2016). Taskin, Temel ; Kose, Ayhan ; Arteta, Carlos ; Stocker, Marc . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11433. Full description at Econpapers || Download paper | |
2016 | Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; Bussiere, Matthieu ; Beirne, John ; Tilley, Thomas ; Estrada, Angel ; Schiavone, Alessandro ; Bruggemann, Axel ; Vonessen, Benjamin ; Balteanu, Irina ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Herzberg, Valerie . In: Occasional Paper Series. RePEc:ecb:ecbops:2016180. Full description at Econpapers || Download The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952. Full description at Econpapers || Download paper | |
2016 | The currency dimension of the bank lending channel in international monetary transmission. (2016). Takats, Elod ; Temesvary, Judit . In: BIS Working Papers. RePEc:bis:biswps:600. Full description at Econpapers || Download paper | |
2016 | Changes in Prudential Policy Instruments â A New Cross-Country Database. (2016). Segalla, Esther ; Correa, Ricardo ; Cerutti, Eugenio ; Fiorentino, Elisabetta . In: IMF Working Papers. RePEc:imf:imfwpa:16/110. Full description at Econpapers || Download paper | |
2016 | Changing Times for Frontier Markets; A Perspective from Portfolio Investment Flows and Financial Integration. (2016). Abidi, Nordine ; Nkusu, Mwanza ; Hacibedel, Burcu . In: IMF Working Papers. RePEc:imf:imfwpa:16/177. 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 | Emerging Market Corporate Leverage and Global Financial Conditions. (2016). Alter, Adrian ; Elekdag, Selim . In: IMF Working Papers. RePEc:imf:imfwpa:16/243. Full description at Econpapers || Download paper | |
2016 | US International Equity Investment and Economic Fundamentals. (2016). Hasler, Nicole . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145840. Full description at Econpapers || Download paper | |
2016 | The effects of saving-investment gap on economic growth in developing countries: A clustering and panel data analysis. (2016). Gocer, Ismet ; Alatas, Sedat ; Akin, Tugba . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:157-172. Full description at Econpapers || Download paper | |
2016 | U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates. (2016). Albagli, Elias ; Saravia, Diego ; Leiva-Leon, Danilo . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c09pp285-307. Full description at Econpapers || Download paper | |
2016 | The Renminbi Central Parity: An Empirical Investigation. (2016). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5963. Full description at Econpapers || Download paper | |
2016 | Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi. (2016). Yang, Jian ; Wang, Zijun . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:7:p:695-718. Full description at Econpapers || Download paper | |
2016 | Piecewise linear trends and cycles in primary commodity prices. (2016). Winkelried, Diego. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:196-213. Full description at Econpapers || Download paper | |
2016 | Selecting the tuning parameter of the â1 trend filter. (2016). Hiroshi, Yamada ; Gawon, Yoon . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:97-105:n:5. Full description at Econpapers || Download paper | |
2016 | Survey on New Zealandersâ Attitudes Towards and Knowledge of Macroeconomic Policy Issues: Documentation of Survey Methodology and Descriptive Results. (2016). Neumeier, Florian ; Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:201630. Full description at Econpapers || Download paper | |
2016 | Speaking to the people? Money, trust, and central bank legitimacy in the age of quantitative easing. (2016). Braun, Benjamin . In: MPIfG Discussion Paper. RePEc:zbw:mpifgd:1612. Full description at Econpapers || Download paper | |
2016 | Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:538. Full description at Econpapers || Download paper | |
2016 | Market structure and exchange rate pass-through. (2016). Auer, Raphael ; Schoenle, Raphael S. In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:60-77. Full description at Econpapers || Download paper | |
2016 | Pass-Through of Imported Input Prices to Domestic Producer Prices; Evidence from Sector-Level Data. (2016). Ahn, JaeBin ; Park, Chang-Gui . In: IMF Working Papers. RePEc:imf:imfwpa:16/23. Full description at Econpapers || Download paper | |
2016 | The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China. (2016). Funke, Michael ; Chen, Hongyi ; Tsang, Andrew . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_011. Full description at Econpapers || Download paper | |
2016 | Political Business Cycles 40 Years after Nordhaus. (2016). Dubois, Eric . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01291401. Full description at Econpapers || Download paper | |
2016 | Political business cycles 40 years after Nordhaus. (2016). Dubois, Eric . In: Public Choice. RePEc:kap:pubcho:v:166:y:2016:i:1:d:10.1007_s11127-016-0313-z. Full description at Econpapers || Download paper | |
2016 | Political Business Cycles 40 Years after Nordhaus. (2016). Dubois, Eric . In: Post-Print. RePEc:hal:journl:hal-01291401. Full description at Econpapers || Download paper | |
2016 | Is there a link between politics and stock returns? A literature survey. (2016). Wisniewski, Tomasz Piotr . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:15-23. Full description at Econpapers || Download paper | |
2016 | Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147. Full description at Econpapers || Download paper | |
2016 | Will the crisis âtear us apartâ? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360. Full description at Econpapers || Download paper | |
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 | Government debt maturity and debt dynamics in euro area countries. (2016). Equiza-Goi, Juan . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:292-311. Full description at Econpapers || Download paper | |
2016 | Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: CAMA Working Papers. RePEc:een:camaaa:2016-09. Full description at Econpapers || Download paper | |
2016 | Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215. Full description at Econpapers || Download paper | |
2016 | Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223. Full description at Econpapers || Download paper | |
2016 | Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716. Full description at Econpapers || Download paper | |
2016 | Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2016.17. Full description at Econpapers || Download paper | |
2016 | Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229. Full description at Econpapers || Download paper | |
2016 | Global commodities and African stocks: A âmarket of one?â. (2016). ALAGIDEDE, PAUL ; Boako, Gideon. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237. Full description at Econpapers || Download paper | |
2016 | The role of speculation in international futures markets on commodity prices. (2016). Fam, Papa Gueye . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:49-65. 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 | On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383. Full description at Econpapers || Download paper | |
2016 | Multifractal behavior of commodity markets: Fuel versus non-fuel products. (2016). Delbianco, Fernando ; Stosic, Tatijana ; Tohme, Fernando . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:573-580. Full description at Econpapers || Download paper | |
2016 | Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122. Full description at Econpapers || Download paper | |
2016 | The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93. Full description at Econpapers || Download paper | |
2016 | Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397. Full description at Econpapers || Download paper | |
2016 | Bubbling over! The behaviour of oil futures along the yield curve. (2016). Kellard, Neil ; Tsvetanov, Daniel ; Coakley, Jerry . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:516-533. Full description at Econpapers || Download paper | |
2016 | Commodity returns co-movements: Fundamentals or âstyleâ effect?. (2016). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:130-160. Full description at Econpapers || Download paper | |
2016 | Treiben Indexfonds Agrarrohstoffpreise? Nein!. (2016). Martin, Bohl . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:17:y:2016:i:2:p:155-171:n:3. 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 | Increasing trends in the excess comovement of commodity prices. (2016). Ohashi, Kazuhiko ; Okimoto, Tatsuyoshi . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64. Full description at Econpapers || Download paper | |
2016 | The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Aktham, Maghyereh ; Cherif, Guermat ; Awartani, Basel . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69. Full description at Econpapers || Download paper |
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2016 | Short term prediction of extreme returns based on the recurrence interval analysis. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Stanley, Eugene H ; Xie, Chi ; Podobnik, Boris ; Canabarro, Askery . In: Papers. RePEc:arx:papers:1610.08230. Full description at Econpapers || Download paper | |
2016 | How Development and Liberalisation of the Financial Sector is Related to Income Inequality: Some New Evidence. (2016). Sturm, Jan-Egbert ; de Haan, Jakob. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1633. Full description at Econpapers || Download paper | |
2016 | The Dynamics of Capital Flow Episodes. (2016). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:16-9. Full description at Econpapers || Download paper | |
2016 | Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries. (2016). Galesi, Alessandro ; Burriel, Pablo. In: Working Papers. RePEc:bde:wpaper:1631. Full description at Econpapers || Download paper | |
2016 | Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). RodrÃÂguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930. 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 | The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter. (2016). Ojeda-Joya, Jair ; Gomez-Gonzalez, Jose ; Ortiz, Maria Camila ; Kutan, Ali M. In: Borradores de Economia. RePEc:bdr:borrec:953. Full description at Econpapers || Download paper | |
2016 | How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541. Full description at Econpapers || Download paper | |
2016 | Monetary policy spillovers and currency networks in cross-border bank lending. (2016). Takats, Elod ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:549. Full description at Econpapers || Download paper | |
2016 | The currency dimension of the bank lending channel in international monetary transmission. (2016). Takats, Elod ; Temesvary, Judit . In: BIS Working Papers. RePEc:bis:biswps:600. Full description at Econpapers || Download paper | |
2016 | QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624. Full description at Econpapers || Download paper | |
2016 | What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008. Full description at Econpapers || Download paper | |
2016 | The Case for Flexible Exchange Rates in a Great Recession. (2016). Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1644. Full description at Econpapers || Download paper | |
2016 | Risk Premiums in Slovak Government Bonds. (2016). Odor, Ludovit ; Povala, Pavol . In: Discussion Papers. RePEc:cbe:dpaper:201603. Full description at Econpapers || Download paper | |
2016 | Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?. (2016). Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Nemla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5965. Full description at Econpapers || Download paper | |
2016 | Analysing the Determinants of Credit Risk for General Insurance Firms in the UK. (2016). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5971. Full description at Econpapers || Download paper | |
2016 | What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set. (2016). Stracca, Livio ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6184. Full description at Econpapers || Download paper | |
2016 | The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy.. (2016). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2016-01. Full description at Econpapers || Download paper | |
2016 | The Impact of Real Exchange Rate Shocks on Manufacturing Workers: An Autopsy from the MORG. (2016). Lusher, Lester ; Campbell, Douglas. In: Working Papers. RePEc:cfr:cefirw:w0223. Full description at Econpapers || Download paper | |
2016 | Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789. Full description at Econpapers || Download paper | |
2016 | International Financial Flows in the New Normal: Key Patterns (and Why We Should Care). (2016). Valla, Natacha ; Schmidt, Julia ; Bussiere, Matthieu. In: CEPII Policy Brief. RePEc:cii:cepipb:2016-10. Full description at Econpapers || Download paper | |
2016 | Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). RodrÃÂguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014299. 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 | The Case for Flexible Exchange Rates in a Great Recession. (2016). Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo ; Muller, Gernot. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11432. Full description at Econpapers || Download paper | |
2016 | Income Distribution and Aggregate Saving: A Non-Monotonic Relationship. (2016). Bofinger, Peter ; Scheuermeyer, Philipp . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11435. Full description at Econpapers || Download paper | |
2016 | QE: the story so far. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11691. Full description at Econpapers || Download paper | |
2016 | Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1588. Full description at Econpapers || Download paper | |
2016 | Analysing the Determinants of Credit Risk for General Insurance Firms in the UK. (2016). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1591. Full description at Econpapers || Download paper | |
2016 | Necessity as the mother of invention monetary policy after the crisis. (2016). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan. In: DNB Working Papers. RePEc:dnb:dnbwpp:525. Full description at Econpapers || Download paper | |
2016 | Finance and income inequality: A review and new evidence. (2016). Sturm, Jan-Egbert ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:530. Full description at Econpapers || Download paper | |
2016 | International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531. Full description at Econpapers || Download paper | |
2016 | What do we know about the global financial safety net? Rationale, data and possible evolution. (2016). Stracca, Livio ; Scheubel, Beatrice . In: Occasional Paper Series. RePEc:ecb:ecbops:2016177. Full description at Econpapers || Download paper | |
2016 | Dealing with large and volatile capital flows and the role of the IMF. (2016). Viani, Francesca ; Reinhardt, Dennis ; Metzemakers, Paul ; L'Hotellerie-Fallois, Pilar ; Frost, Jon ; Bussiere, Matthieu ; Beirne, John ; Tilley, Thomas ; Estrada, Angel ; Schiavone, Alessandro ; Bruggemann, Axel ; Vonessen, Benjamin ; Balteanu, Irina ; Force, Irc Task ; Moreno, Pablo ; Menezes, Paula ; Lhotellerie-Fallois, Pilar ; Lerner, Christina ; Kennedy, Bernard ; Ghalanos, Michalis ; Landbeck, Alexander ; Broos, Menno ; Herzberg, Valerie . In: Occasional Paper Series. RePEc:ecb:ecbops:2016180. Full description at Econpapers || Download The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952. Full description at Econpapers || Download paper | |
2016 | Portfolio Diversification in the Sovereign Credit Swap Markets. (2016). Zenios, Stavros A ; Lotfi, Somayyeh ; Consiglio, Andrea . In: Working Papers. RePEc:ecl:upafin:16-06. Full description at Econpapers || Download paper | |
2016 | The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification. (2016). Broby, Daniel ; Dehut, Christophe ; Josavac, Milenko ; Faessler, Raphael . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-58. Full description at Econpapers || Download paper | |
2016 | Market reforms in the time of imbalance. (2016). Ghironi, Fabio ; Fiori, Giuseppe ; Duval, Romain ; Cacciatore, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:69-93. Full description at Econpapers || Download paper | |
2016 | Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147. Full description at Econpapers || Download paper | |
2016 | What drives interdependence of FDI among host countries? The role of geographic proximity and similarity in public debt. (2016). Márquez-Ramos, Laura ; Heid, Benedikt ; Alama-Sabater, Luisa ; Marquez-Ramos, Laura ; Jimenez-Fernandez, Eduardo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:466-474. Full description at Econpapers || Download paper | |
2016 | Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101. Full description at Econpapers || Download paper | |
2016 | Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920â1938. (2016). McLaughlin, Eoin ; Foley-Fisher, Nathan. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:272-286. 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 | Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan. (2016). Yoshino, Naoyuki ; McNelis, Paul. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:122-136. Full description at Econpapers || Download paper | |
2016 | Benchmarking macroprudential policies: An initial assessment. (2016). Siklos, Pierre ; Lombardi, Domenico . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:35-49. Full description at Econpapers || Download paper | |
2016 | Financial globalisation and monetary policy effectiveness. (2016). Mehl, Arnaud ; Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:200-212. 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 | Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339. Full description at Econpapers || Download paper | |
2016 | Output spillovers from changes in sovereign credit ratings. (2016). Chen, Sheng-Syan ; Chang, Chong-Chuo ; Yang, Shu-Ling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63. Full description at Econpapers || Download paper | |
2016 | The risk of financial crises: Is there a role for income inequality?. (2016). Nyberg, Henri ; Malinen, Tuomas ; Kirschenmann, Karolin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:161-180. Full description at Econpapers || Download paper | |
2016 | International reserves for emerging economies: A liquidity approach. (2016). Pyun, Ju Hyun ; Jung, Kuk Mo ; Mo, Kuk ; Hyun, JU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:230-257. Full description at Econpapers || Download paper |
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2015 | How Does Foreign Aid Affect the Relationship between IFRS Adoption and Foreign Direct Investment?. (2015). Efobi, Uchenna ; Uchenna, Efobi ; Matthias, NNADI . In: Working Papers. RePEc:agd:wpaper:15/014. Full description at Econpapers || Download paper | |
2015 | Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystems LTROs.. (2015). Mésonnier, Jean-Stéphane ; fraisse, henri ; Cahn, Christophe ; Andrade, Philippe ; J-S. Mesonnier, . In: Working papers. RePEc:bfr:banfra:540. Full description at Econpapers || Download paper | |
2015 | Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR. (2015). Divino, Jose Angelo ; da Silva, Fernando . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:4:p:691-731. Full description at Econpapers || Download paper | |
2015 | Credit conditions, macroprudential policy and house prices. (2015). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: Research Technical Papers. RePEc:cbi:wpaper:06/rt/15. Full description at Econpapers || Download paper | |
2015 | Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef ; Barunik, Jozef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5305. Full description at Econpapers || Download paper | |
2015 | Tax vs. Regulation Policy and the Location of Financial Sector FDI. (2015). Merz, Julia ; Wamser, Georg ; Overesch, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5500. Full description at Econpapers || Download paper | |
2015 | Going to Extremes: Politics after Financial Crises, 1870-2014. (2015). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5553. Full description at Econpapers || Download paper | |
2015 | Chinas Capital Flight: Pre- and Post-Crisis Experiences. (2015). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5584. Full description at Econpapers || Download paper | |
2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5615. Full description at Econpapers || Download paper | |
2015 | The Impact of the ECBs Asset Purchase Programmes on Sovereign Bond Spreads in the Euro Area. (2015). Watfe, Gibran. In: Bruges European Economic Research Papers. RePEc:coe:wpbeer:35. Full description at Econpapers || Download paper | |
2015 | Efectos de la enfermedad holandesa (Dutch disease). Alguna evidencia para Argentina. (2015). lanteri, luis. In: REVISTA DE ECONOMÃA DEL ROSARIO. RePEc:col:000151:014850. Full description at Econpapers || Download paper | |
2015 | Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?. (2015). Bacchetta, Philippe ; van Wincoop, Eric ; Perazzi, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10609. Full description at Econpapers || Download paper | |
2015 | Going to Extremes: Politics after Financial Crises, 1870-2014. (2015). Trebesch, Christoph ; Schularick, Moritz ; Funke, Manuel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10884. Full description at Econpapers || Download paper | |
2015 | When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries. (2015). Stöhr, Tobias ; Sarno, Lucio ; Menkhoff, Lukas ; Fratzscher, Marcel ; Stohr, Tobias ; Goede, Oliver . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1518. Full description at Econpapers || Download paper | |
2015 | International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1519. Full description at Econpapers || Download paper | |
2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-12. Full description at Econpapers || Download paper | |
2015 | Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-38. Full description at Econpapers || Download paper | |
2015 | The Role of International Reserves Holding in Buffering External Shocks. (2015). Sallenave, Audrey ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-41. Full description at Econpapers || Download paper | |
2015 | Exchange rate misalignments and the external balance under a pegged currency system. (2015). Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-9. Full description at Econpapers || Download paper | |
2015 | The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20151782. Full description at Econpapers || Download paper | |
2015 | Spillovers from the ECBs non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis. (2015). McQuade, Peter ; Falagiarda, Matteo ; Tirpak, Marcel . In: Working Paper Series. RePEc:ecb:ecbwps:20151869. Full description at Econpapers || Download paper | |
2015 | Does Reserve Accumulation Crowd Out Investments?. (2015). Reinhart, Vincent ; Tashiro, Takeshi . In: Working Paper Series. RePEc:ecl:harjfk:rwp15-038. Full description at Econpapers || Download paper | |
2015 | Risky bank lending and countercyclical capital buffers. (2015). Kumhof, Michael ; Benes, Jaromir . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:58:y:2015:i:c:p:58-80. Full description at Econpapers || Download paper | |
2015 | The effects of oil price shocks on job reallocation. (2015). Karaki, Mohamad ; Herrera, Ana MarÃÂa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:61:y:2015:i:c:p:95-113. Full description at Econpapers || Download paper | |
2015 | A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123. Full description at Econpapers || Download paper | |
2015 | Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102. Full description at Econpapers || Download paper | |
2015 | Are US inflation expectations re-anchored?. (2015). Nautz, Dieter ; Strohsal, Till. In: Economics Letters. RePEc:eee:ecolet:v:127:y:2015:i:c:p:6-9. Full description at Econpapers || Download paper | |
2015 | The political risk factor in emerging, frontier, and developed stock markets. (2015). Piljak, Vanja ; Dimic, Nebojsa ; Orlov, Vitaly . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:239-245. Full description at Econpapers || Download paper | |
2015 | Country characteristics and the effects of government consumption shocks on the current account and real exchange rate. (2015). Kim, Soyoung. In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:2:p:436-447. Full description at Econpapers || Download paper | |
2015 | Macroeconomic adjustment under regime change: From social contract to Arab Spring. (2015). McAdam, Peter ; Faria, Joao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:56:y:2015:i:c:p:1-22. Full description at Econpapers || Download paper | |
2015 | The recent growth of international reserves in developing economies: A monetary perspective. (2015). Pina, Goncalo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:172-190. Full description at Econpapers || Download paper | |
2015 | International financial shocks in emerging markets. (2015). Brei, Michael ; Buzaushina, Almira . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:58:y:2015:i:c:p:51-74. Full description at Econpapers || Download paper | |
2015 | Balance sheet effects, foreign reserves and public policies. (2015). Cheng, Gong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:146-165. Full description at Econpapers || Download paper | |
2015 | Cost of borrowing shocks and fiscal adjustment. (2015). Holm-Hadulla, Fédéric ; de Groot, Oliver ; Leiner-Killinger, Nadine ; DeGroot, Oliver . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:59:y:2015:i:c:p:23-48. Full description at Econpapers || Download paper | |
2015 | A regime-switching NelsonâSiegel term structure model of the macroeconomy. (2015). Zhu, Xiaoneng ; RAHMAN, Shahidur . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:44:y:2015:i:c:p:1-17. Full description at Econpapers || Download paper | |
2015 | Revisiting the relationship between exchange rates and fundamentals. (2015). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:1-22. Full description at Econpapers || Download paper | |
2015 | The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo. In: European Journal of Political Economy. RePEc:eee:poleco:v:39:y:2015:i:c:p:288-304. Full description at Econpapers || Download paper | |
2015 | Internationalization and bank risk. (2015). Roman, Raluca ; Berger, Allen N ; Guedhami, Omrane ; el Ghoul, Sadok . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-08. Full description at Econpapers || Download paper | |
2015 | FISCAL ACTIVISM IN EUROPEAN REGIONS: EVIDENCE ON FISCAL RULES BEFORE AND AFTER THE EURO. (2015). Karras, Georgios. In: Regional Science Inquiry. RePEc:hrs:journl:v:vii:y:2015:i:1:p:21-34. Full description at Econpapers || Download paper | |
2015 | The Time-Varying Degree of Inflation Expectations Anchoring. (2015). Nautz, Dieter ; Melnick, Rafi ; Strohsal, Till. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-028. Full description at Econpapers || Download paper | |
2015 | The (De-)Anchoring of Inflation Expectations: New Evidence from the Euro Area. (2015). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-044. Full description at Econpapers || Download paper | |
2015 | Chinas Capital Flight: Pre- and Post-Crisis Experiences. (2015). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: Working Papers. RePEc:iee:wpaper:wp0103. Full description at Econpapers || Download paper | |
2015 | Collateral Damage; Dollar Strength and Emerging Marketsâ Growth. (2015). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo. In: IMF Working Papers. RePEc:imf:imfwpa:15/179. Full description at Econpapers || Download paper | |
2015 | Government expenditure in India: Composition, cyclicality and multipliers. (2015). Goyal, Ashima ; Sharma, Bhavyaa . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2015-032. Full description at Econpapers || Download paper | |
2015 | Determining the asymmetric effects of oil price changes on macroeconomic variables: a case study of Turkey. (2015). Yalcin, Yeliz ; Emirmahmutoglu, Furkan ; Arikan, Cengiz . In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:4:p:737-746. Full description at Econpapers || Download paper | |
2015 | Banking Network Amplification Effects on Cross-Border Bank Flows. (2015). Yamamoto, Shugo. In: Discussion Papers. RePEc:koe:wpaper:1533. Full description at Econpapers || Download paper | |
2015 | A monetáris politika globális tendenciái és a stabilitási kockázatok. (2015). Abel, Istvan. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1539. Full description at Econpapers || Download paper | |
2015 | Capital Controls and Welfare with Cross-Border Bank Capital Flows. (2015). Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Jia, Pengfei . In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:212. Full description at Econpapers || Download paper | |
2015 | Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?. (2015). van Wincoop, Eric ; Bacchetta, Philippe ; Perazzi, Elena . In: NBER Working Papers. RePEc:nbr:nberwo:21158. Full description at Econpapers || Download paper | |
2015 | Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?. (2015). de Carvalho Filho, Irineu ; Blanchard, Olivier ; Adler, Gustavo. In: NBER Working Papers. RePEc:nbr:nberwo:21427. Full description at Econpapers || Download paper |
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2014 | Working Paper 205 - Volatility and Co-movement in Commodity Prices- New Evidence. (2014). Ncube, Mthuli ; Gurara, Daniel Zerfu ; Tessema, Dawit B.. In: Working Paper Series. RePEc:adb:adbwps:2135. Full description at Econpapers || Download paper | |
2014 | Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077. Full description at Econpapers || Download paper | |
2014 | Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers || Download paper | |
2014 | Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data. (2014). Sornette, Didier ; Filimonov, Vladimir . In: Papers. RePEc:arx:papers:1308.6756. Full description at Econpapers || Download paper | |
2014 | How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃÂk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers || Download paper | |
2014 | Reduction of systemic risk by means of Pigouvian taxation. (2014). Gabbi, Giampaolo ; Vinko Zlati'c, ; Abraham, Hrvoje . In: Papers. RePEc:arx:papers:1406.5817. Full description at Econpapers || Download paper | |
2014 | What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:14-42. Full description at Econpapers || Download paper | |
2014 | Targeting Inflation from Below - How Do Inflation Expectations Behave?. (2014). Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:14-52. Full description at Econpapers || Download paper | |
2014 | The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies. (2014). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:14-53. Full description at Econpapers || Download paper | |
2014 | Interventions and Expected Exchange Rates in Emerging Market Economies. (2014). Francia, Manuel Ramos ; Garcia-Verdu, Santiago . In: Working Papers. RePEc:bdm:wpaper:2014-11. Full description at Econpapers || Download paper | |
2014 | Responding to exchange rates in a globalised world. (2014). Yetman, James ; Devereux, Michael B. In: BIS Papers chapters. RePEc:bis:bisbpc:77-10. Full description at Econpapers || Download paper | |
2014 | Comments on Michael Devereux and James Yetmans paper. (2014). Fujiwara, Ippei. In: BIS Papers chapters. RePEc:bis:bisbpc:77-11. Full description at Econpapers || Download paper | |
2014 | What have central banks in EMEs learned about the international transmission of monetary policy in recent years?. (2014). Eduardo J A Lima, ; João Barata R B Barroso, ; Kohlscheen, Emanuel W. In: BIS Papers chapters. RePEc:bis:bisbpc:78-06. Full description at Econpapers || Download paper | |
2014 | Spillovers from global monetary conditions: recent experience and policy responses in Malaysia. (2014). Singh, Sukhdave . In: BIS Papers chapters. RePEc:bis:bisbpc:78-15. Full description at Econpapers || Download paper | |
2014 | International lender of last resort: some thoughts for the 21st century. (2014). Landau, Jean-Pierre . In: BIS Papers chapters. RePEc:bis:bisbpc:79-10. Full description at Econpapers || Download paper | |
2014 | Re-thinking the lender of last resort. (2014). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:79. Full description at Econpapers || Download paper | |
2014 | Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates. (2014). Yetman, James ; Mohanty, Madhusudan ; Miyajima, Ken. In: BIS Working Papers. RePEc:bis:biswps:478. Full description at Econpapers || Download paper | |
2014 | Do oil price increases cause higher food prices?. (2014). Kilian, Lutz ; Baumeister, Christiane. In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747. Full description at Econpapers || Download paper | |
2014 | Bank leverage and return on equity targeting: intrinsic procyclicality of short-term choices. (2014). Louri, Helen ; Karakatsani, Eleni ; Pagratis, Spyros . In: Working Papers. RePEc:bog:wpaper:189. Full description at Econpapers || Download paper | |
2014 | Explosive Target balances of the German Bundesbank. (2014). Reischmann, Markus ; Potrafke, Niklas. In: ifo Working Paper Series. RePEc:ces:ifowps:_185. Full description at Econpapers || Download paper | |
2014 | Corporate Debt Structure and Economic Recoveries. (2014). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working Papers. RePEc:cii:cepidt:2014-19. Full description at Econpapers || Download paper | |
2014 | Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-37. Full description at Econpapers || Download paper | |
2014 | Stress-Testing Analyses of the Czech Financial System. (2014). Horvath, Roman ; Babecký, Jan ; Gersl, Adam ; Komarkova, Zlatuse ; Konecny, Tomas ; Jakubik, Petr ; Hlavac, Petr ; Gronychova, Marcela ; Komarek, Lubos ; Galuscak, Kamil ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/1. Full description at Econpapers || Download paper | |
2014 | Macroprudential Research: Selected Issues. (2014). Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek ; Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Kubicova, Ivana ; Komarkova, Zlatuse ; Vasicek, Borek . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb12/2. Full description at Econpapers || Download paper | |
2014 | A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10162. Full description at Econpapers || Download paper | |
2014 | Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10232. Full description at Econpapers || Download paper | |
2014 | Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9885. Full description at Econpapers || Download paper | |
2014 | What drives the German current account? And how does it affect other EU member states?. (2014). Vogel, Lukas ; Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; in't Veld , Jan, ; Roeger, Werner ; in 't Veld, Jan, ; In't Veld, Jan, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9933. Full description at Econpapers || Download paper | |
2014 | Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07. Full description at Econpapers || Download paper | |
2014 | Financial Bubble Implosion. (2014). Shi, Shuping ; Phillips, Peter ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1967. Full description at Econpapers || Download paper | |
2014 | Reforming the architecture of EMU: Ensuring stability in Europe. (2014). Hessel, Jeroen ; Gilbert, Niels ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:446. Full description at Econpapers || Download paper | |
2014 | The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries. (2014). Gnimassoun, Blaise. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-22. Full description at Econpapers || Download paper | |
2014 | Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/177116. Full description at Econpapers || Download paper | |
2014 | Collateral imbalances in intra-european trade? Accounting for the difference between gross and value added trade balances. (2014). Stehrer, Robert ; Nagengast, Arne. In: Working Paper Series. RePEc:ecb:ecbwps:20141695. Full description at Econpapers || Download paper | |
2014 | Forecasting the Brent oil price: addressing time-variation in forecast performance. (2014). Van Robays, Ine ; Manescu, Cristiana. In: Working Paper Series. RePEc:ecb:ecbwps:20141735. Full description at Econpapers || Download paper | |
2014 | The persistence and asymmetric volatility in the Nigerian stock bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis. In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:463-469. Full description at Econpapers || Download paper | |
2014 | Explosive Target balances of the German Bundesbank. (2014). Reischmann, Markus ; Potrafke, Niklas. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:439-444. Full description at Econpapers || Download paper | |
2014 | Frontier stock market integration and the global financial crisis. (2014). Lee, Chien-Chiang ; Chen, Pei-Fen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103. Full description at Econpapers || Download paper | |
2014 | Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers || Download paper | |
2014 | The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J.. In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305. Full description at Econpapers || Download paper | |
2014 | How do oil producers respond to oil demand shocks?. (2014). Güntner, Jochen ; Guntner, Jochen H. F., . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:1-13. Full description at Econpapers || Download paper | |
2014 | Crude oil: Commodity or financial asset?. (2014). Maystre, Nicolas ; Kaufmann, Robert ; Bicchetti, David ; Kulatilaka, Nalin ; Kolodziej, Marek . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:216-223. Full description at Econpapers || Download paper | |
2014 | Understanding recent oil price dynamics: A novel empirical approach. (2014). Montalbano, Pierluigi ; Magrini, Emiliano ; Triulzi, Umberto ; D'Ecclesia, Rita L.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s11-s17. Full description at Econpapers || Download paper | |
2014 | Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R.. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68. Full description at Econpapers || Download paper | |
2014 | The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260. Full description at Econpapers || Download paper | |
2014 | How do banks create money, and why can other firms not do the same? An explanation for the coexistence of lending and deposit-taking. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:71-77. Full description at Econpapers || Download paper | |
2014 | Importance of skewness in decision making: Evidence from the Indian stock exchange. (2014). Narayan, Paresh ; Ahmed, Huson Ali . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:3:p:260-269. Full description at Econpapers || Download paper | |
2014 | The long-run component of foreign exchange volatility and stock returns. (2014). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:268-284. 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 liberalisation and international market interdependence: Evidence from Chinaâs stock market in the post-WTO accession period. (2014). He, Hongbo ; Yao, Shujie ; Chen, Shou ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:434-444. Full description at Econpapers || Download paper |
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2013 | This Time Theyre Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth. (2013). Presbitero, Andrea ; Eberhardt, Markus. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:92. Full description at Econpapers || Download paper | |
2013 | Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions. (2013). Mayordomo, Sergio ; Abascal, Maria ; Alonso, Tatiana . In: Working Papers. RePEc:bbv:wpaper:1322. Full description at Econpapers || Download paper | |
2013 | Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:324. Full description at Econpapers || Download paper | |
2013 | Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel . In: Working Papers. RePEc:bde:wpaper:1314. Full description at Econpapers || Download paper | |
2013 | Efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). Ramirez-Giraldo, Maria ; Melo-Velandia, Luis ; Iregui, Ana. In: Borradores de Economia. RePEc:bdr:borrec:801. Full description at Econpapers || Download paper | |
2013 | A Growth Perspective on Foreign Reserve Accumulation.. (2013). Cheng, Gong. In: Working papers. RePEc:bfr:banfra:443. Full description at Econpapers || Download paper | |
2013 | THE DETERMINANTS OF CDS SPREADS. (2013). Galil, Koresh ; Amiram, Dan ; Ben-Zion, Uri ; Shapir, Offer Moshe . In: Working Papers. RePEc:bgu:wpaper:1318. Full description at Econpapers || Download paper | |
2013 | Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele . In: BIS Working Papers. RePEc:bis:biswps:406. Full description at Econpapers || Download paper | |
2013 | Global and euro imbalances: China and Germany. (2013). McCauley, Robert ; Ma, Guonan. In: BIS Working Papers. RePEc:bis:biswps:424. Full description at Econpapers || Download paper | |
2013 | Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies. (2013). SHIM, ILHYOCK ; Kuttner, Kenneth. In: BIS Working Papers. RePEc:bis:biswps:433. Full description at Econpapers || Download paper | |
2013 | Bringing down the Great Wall? Global implications of capital account liberalisation in China. (2013). Hooley, John . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0118. Full description at Econpapers || Download paper | |
2013 | Exchange market pressures during the financial crisis : A Bayesian model averaging evidence. (2013). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin ; Rusnak, Marek . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2013_011. Full description at Econpapers || Download paper | |
2013 | The crisis in the euro area: an analytic overview. (2013). Tavlas, George ; Palivos, Theodore ; Gibson, Heather. In: Special Conference Papers. RePEc:bog:spaper:28. Full description at Econpapers || Download paper | |
2013 | SOVEREIGN CREDIT RATINGS, THE MACROECONOMY AND CREDIT DEFAULT SWAP SPREADS. (2013). Morley, Bruce ; Liu, Yang. In: Brussels Economic Review. RePEc:bxr:bxrceb:2013/174860. Full description at Econpapers || Download paper | |
2013 | Spillover in Euro Area Sovereign Bond Markets. (2013). Cronin, David ; Conefrey, Thomas. In: Research Technical Papers. RePEc:cbi:wpaper:05/rt/13. Full description at Econpapers || Download paper | |
2013 | Optimal Fiscal Policy. (2013). Teulings, C. N. ; Lukkezen, Jasper . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4241. Full description at Econpapers || Download paper | |
2013 | Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms. (2013). poncet, sandra ; Héricourt, Jérôme ; Hericourt, Jerome . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4303. Full description at Econpapers || Download paper | |
2013 | Money Overhang, Credit Overhang and Financial Imbalances in the Euro Area. (2013). Kool, Clemens ; van Veen, Tom ; de Regt, Erik . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4476. Full description at Econpapers || Download paper | |
2013 | Public-Debt Financing in the case of External Debt. (2013). Cafiso, Gianluca. In: Working Papers. RePEc:cii:cepidt:2013-37. Full description at Econpapers || Download paper | |
2013 | Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2013. (2013). Kulhavá, Kamila ; Kulhava, Kamila ; Saxa, Branislav ; Radkovsky, Stepan ; Lesanovska, Jitka ; Polansky, Jiri ; Pasalicova, Renata ; Solc, Jan ; Snobl, Radek ; Bruha, Jan ; Kral, Petr ; Babecky, Jan ; Soukup, Pavel ; Seidler, Jakub ; Kucharcukova, Oxana Babecka ; Mateju, Jakub ; Komarkova, Zlatuse ; Vozar, Mario ; Kubicova, Ivana ; Zeisel, Viktor ; Ruzicka, Lubos ; Hromadkova, Eva ; Holub, Tomas ; Komarek, Lubos ; Kocourek, David ; Adam, Tomas . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as13. Full description at Econpapers || Download Macroeconomic Effects of Fiscal Policy. (2013). Galuscak, Kamil ; Babecký, Jan ; Hajkova, Dana ; Stehlik, Petr ; Kral, Petr ; Netusilova, Pavla ; Soukup, Pavel ; Rikovsky, Milan ; Franta, Michal ; Augusta, Vitezslav ; Libich, Jan ; Valenta, Vilem ; Babecky, Jan ; Ambrisko, Robert ; Rysanek, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb11/2. Full description at Econpapers || Download paper | |
2013 | Financial Development and Economic Growth: A Meta-Analysis. (2013). Horvath, Roman ; Havranek, Tomas ; Valickova, Petra . In: Working Papers. RePEc:cnb:wpaper:2013/05. Full description at Econpapers || Download paper | |
2013 | El efecto de la volatilidad y del desalineamiento de la tasa de cambio real sobre la actividad de las empresas en Colombia. (2013). Ramirez-Giraldo, Maria ; Melo-Velandia, Luis ; Iregui, Ana ; Ana Maria Iregui B., ; Maria Teresa Ramirez G., ; Carmen Cecilia Delgado R., . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011106. Full description at Econpapers || Download paper | |
2013 | Optimal fiscal policy. (2013). Teulings, C. N. ; Lukkezen, Jasper . In: CPB Discussion Paper. RePEc:cpb:discus:242. Full description at Econpapers || Download paper | |
2013 | Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; Widijanto, Daniel ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9659. Full description at Econpapers || Download paper | |
2013 | Financial Fragility in the Current European crisis. (2013). tropeano, domenica. In: CITYPERC Working Paper Series. RePEc:dip:dpaper:2013-09. Full description at Econpapers || Download paper | |
2013 | Capital Controls and Macroprudential Measures: What Are They Good For?. (2013). Straub, Roland ; Fratzscher, Marcel ; Forbes, Kristin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1343. Full description at Econpapers || Download paper | |
2013 | Financial imbalances and macroprudential policy in a currency union. (2013). Kakes, Jan ; Houben, Aerdt . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1105. Full description at Econpapers || Download paper | |
2013 | The Relationship between Real and Banking Sectors in Jordan. (2013). Merza, E. ; Al-Muhaissen, T. ; Alawin, M.. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:13:y:2013:i:2_17. Full description at Econpapers || Download paper | |
2013 | Testing cyclical convergence with the factor model in the Euro Area. (2013). Sonia, de Lucas Santos ; DELGADO RODRIGUEZ, MARIA JESUS ; Delgado-Rodriguez, Maria Jesus ; De lucas-Santos, Sonia . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00573. Full description at Econpapers || Download paper | |
2013 | Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; Widijanto, Daniel ; de Jong, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20131595. Full description at Econpapers || Download paper | |
2013 | Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe. (2013). Baglioni, Angelo ; Cherubini, Umberto . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:8:p:1581-1597. Full description at Econpapers || Download paper | |
2013 | Determinants of stock market comovements among US and emerging economies during the US financial crisis. (2013). Min, Hong-Ghi ; Kim, Hyeongwoo ; Hwang, Eugene . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:338-348. Full description at Econpapers || Download paper | |
2013 | The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52. Full description at Econpapers || Download paper | |
2013 | Real exchange rate volatility, terms-of-trade shocks, and financial integration in primary-commodity exporting economies. (2013). Al-Abri, Almukhtar. In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:1:p:126-129. Full description at Econpapers || Download paper | |
2013 | An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?. (2013). lucey, brian ; Loring, Grace . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:14-28. Full description at Econpapers || Download paper | |
2013 | A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:208-221. Full description at Econpapers || Download paper | |
2013 | Multiple bank regulators and risk taking. (2013). Agur, Itai. In: Journal of Financial Stability. RePEc:eee:finsta:v:9:y:2013:i:3:p:259-268. Full description at Econpapers || Download paper | |
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 | |
2013 | Asymmetric effects of the exchange rate on domestic corporate goods prices. (2013). Murase, Koichi . In: Japan and the World Economy. RePEc:eee:japwor:v:25-26:y:2013:i::p:80-89. Full description at Econpapers || Download paper | |
2013 | Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2013). Migiakis, Petros ; Georgoutsos, Dimitris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4650-4664. Full description at Econpapers || Download paper | |
2013 | Are stock market crises contagious? The role of crisis definitions. (2013). Mierau, Jochen ; Mink, Mark. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4765-4776. Full description at Econpapers || Download paper | |
2013 | Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809. Full description at Econpapers || Download paper | |
2013 | Capital controls in Brazil â Stemming a tide with a signal?. (2013). Noy, Ilan ; Jinjarak, Yothin ; Zheng, Huanhuan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2938-2952. Full description at Econpapers || Download paper | |
2013 | Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693. Full description at Econpapers || Download paper | |
2013 | The extreme value in crude oil and US dollar markets. (2013). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:36:y:2013:i:c:p:191-210. Full description at Econpapers || Download paper | |
2013 | Insurance demand and country risks: A nonlinear panel data analysis. (2013). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chiu, Yi-Bin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:36:y:2013:i:c:p:68-85. Full description at Econpapers || Download paper | |
2013 | Housing cycles and macroeconomic fluctuations: A global perspective. (2013). Cesa-Bianchi, Ambrogio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:215-238. Full description at Econpapers || Download paper | |
2013 | Key currency status: An exorbitant privilege and an extraordinary risk. (2013). Lopez-Salido, David ; Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:371-393. Full description at Econpapers || Download paper | |
2013 | Vertical debt spillovers in EMU countries. (2013). Van Hecke, Annelore . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:468-492. Full description at Econpapers || Download paper |
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