1.72
Impact Factor
2.24
5-Years IF
122
5-Years H index
1.72
Impact Factor
2.24
5-Years IF
122
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.06 | 0.1 | 0.09 | 66 | 66 | 35 | 0.53 | 931 | 100 | 6 | 239 | 22 | 70 (7.5%) | 3 | 0.05 | 0.04 |
1991 | 0.13 | 0.1 | 0.1 | 66 | 132 | 58 | 0.44 | 1075 | 119 | 16 | 239 | 25 | 128 (11.9%) | 4 | 0.06 | 0.04 |
1992 | 0.14 | 0.09 | 0.11 | 64 | 196 | 48 | 0.24 | 1420 | 132 | 18 | 276 | 31 | 142 (10%) | 1 | 0.02 | 0.04 |
1993 | 0.14 | 0.11 | 0.1 | 71 | 267 | 60 | 0.22 | 1705 | 130 | 18 | 296 | 30 | 180 (10.6%) | 7 | 0.1 | 0.05 |
1994 | 0.17 | 0.12 | 0.15 | 64 | 331 | 89 | 0.27 | 1311 | 135 | 23 | 320 | 48 | 130 (9.9%) | 6 | 0.09 | 0.04 |
1995 | 0.29 | 0.19 | 0.35 | 81 | 412 | 324 | 0.79 | 1544 | 135 | 39 | 331 | 116 | 162 (10.5%) | 18 | 0.22 | 0.07 |
1996 | 0.41 | 0.23 | 0.6 | 87 | 499 | 467 | 0.94 | 2220 | 145 | 60 | 346 | 207 | 203 (9.1%) | 11 | 0.13 | 0.09 |
1997 | 0.52 | 0.26 | 0.74 | 71 | 570 | 686 | 1.2 | 2217 | 168 | 87 | 367 | 271 | 213 (9.6%) | 16 | 0.23 | 0.09 |
1998 | 0.51 | 0.28 | 0.64 | 81 | 651 | 612 | 0.94 | 2962 | 158 | 80 | 374 | 241 | 241 (8.1%) | 25 | 0.31 | 0.1 |
1999 | 0.84 | 0.32 | 0.81 | 95 | 746 | 854 | 1.14 | 2108 | 152 | 128 | 384 | 312 | 209 (9.9%) | 22 | 0.23 | 0.13 |
2000 | 0.89 | 0.39 | 0.94 | 80 | 826 | 964 | 1.17 | 2969 | 176 | 156 | 415 | 389 | 284 (9.6%) | 36 | 0.45 | 0.15 |
2001 | 0.96 | 0.39 | 1.07 | 97 | 923 | 1198 | 1.3 | 2998 | 175 | 168 | 414 | 444 | 285 (9.5%) | 55 | 0.57 | 0.14 |
2002 | 1.07 | 0.4 | 1.26 | 114 | 1037 | 1485 | 1.43 | 4045 | 177 | 190 | 424 | 535 | 317 (7.8%) | 47 | 0.41 | 0.17 |
2003 | 1.18 | 0.43 | 1.35 | 115 | 1152 | 1708 | 1.48 | 2457 | 211 | 248 | 467 | 630 | 198 (8.1%) | 36 | 0.31 | 0.18 |
2004 | 0.89 | 0.48 | 1.35 | 137 | 1289 | 2035 | 1.58 | 4418 | 229 | 204 | 501 | 676 | 402 (9.1%) | 86 | 0.63 | 0.19 |
2005 | 0.95 | 0.52 | 1.41 | 137 | 1426 | 2167 | 1.52 | 4180 | 252 | 239 | 543 | 764 | 409 (9.8%) | 96 | 0.7 | 0.2 |
2006 | 1.42 | 0.51 | 1.56 | 172 | 1598 | 2530 | 1.58 | 4720 | 274 | 388 | 600 | 936 | 516 (10.9%) | 82 | 0.48 | 0.2 |
2007 | 1.15 | 0.45 | 1.43 | 199 | 1797 | 2573 | 1.43 | 4319 | 309 | 355 | 675 | 964 | 593 (13.7%) | 75 | 0.38 | 0.18 |
2008 | 1.16 | 0.48 | 1.48 | 224 | 2021 | 3211 | 1.59 | 5089 | 371 | 432 | 760 | 1122 | 779 (15.3%) | 61 | 0.27 | 0.2 |
2009 | 1.52 | 0.49 | 1.93 | 218 | 2239 | 4321 | 1.93 | 4865 | 423 | 644 | 869 | 1674 | 842 (17.3%) | 159 | 0.73 | 0.19 |
2010 | 1.91 | 0.46 | 1.92 | 252 | 2491 | 4932 | 1.98 | 5183 | 442 | 845 | 950 | 1826 | 755 (14.6%) | 162 | 0.64 | 0.17 |
2011 | 1.88 | 0.49 | 1.88 | 264 | 2755 | 5409 | 1.96 | 4571 | 470 | 885 | 1065 | 2004 | 441 (9.6%) | 163 | 0.62 | 0.19 |
2012 | 1.61 | 0.52 | 1.81 | 255 | 3010 | 5755 | 1.91 | 3489 | 516 | 833 | 1157 | 2092 | 304 (8.7%) | 137 | 0.54 | 0.19 |
2013 | 1.78 | 0.58 | 2.17 | 384 | 3394 | 7671 | 2.26 | 4064 | 519 | 926 | 1213 | 2638 | 287 (7.1%) | 185 | 0.48 | 0.2 |
2014 | 1.71 | 0.6 | 2.26 | 295 | 3689 | 8963 | 2.43 | 2835 | 639 | 1093 | 1373 | 3103 | 161 (5.7%) | 160 | 0.54 | 0.2 |
2015 | 1.86 | 0.61 | 2.2 | 294 | 3983 | 9092 | 2.28 | 1746 | 679 | 1261 | 1450 | 3185 | 84 (4.8%) | 140 | 0.48 | 0.19 |
2016 | 1.91 | 0.68 | 2.28 | 168 | 4151 | 10513 | 2.53 | 535 | 589 | 1123 | 1492 | 3401 | 31 (5.8%) | 65 | 0.39 | 0.2 |
2017 | 1.72 | 0.73 | 2.24 | 172 | 4323 | 10694 | 2.47 | 271 | 462 | 795 | 1396 | 3133 | 12 (4.4%) | 96 | 0.56 | 0.22 |
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 | 1997 | Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947. Full description at Econpapers || Download paper | 676 |
2 | 1998 | The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673. Full description at Econpapers || Download paper | 627 |
3 | 2002 | Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471. Full description at Econpapers || Download paper | 549 |
4 | 2001 | How does foreign entry affect domestic banking markets?. (2001). Huizinga, Harry ; Demirguc-Kunt, Asli ; Claessens, Stijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:5:p:891-911. Full description at Econpapers || Download paper | 493 |
5 | 1997 | Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; De Young, Robert ; Deyoung, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870. Full description at Econpapers || Download paper | 424 |
6 | 2004 | Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442. Full description at Econpapers || Download paper | 417 |
7 | 1999 | The consolidation of the financial services industry: Causes, consequences, and implications for the future. (1999). Berger, Allen ; Strahan, Philip E. ; Demsetz, Rebecca S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:23:y:1999:i:2-4:p:135-194. Full description at Econpapers || Download paper | 351 |
8 | 2006 | Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603. Full description at Econpapers || Download paper | 346 |
9 | 2005 | Bank performance, efficiency and ownership in transition countries. (2005). Wachtel, Paul ; HASAN, IFTEKHAR ; Bonin, John P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:31-53. Full description at Econpapers || Download paper | 336 |
10 | 2006 | A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966. Full description at Econpapers || Download paper | 316 |
11 | 2010 | Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898. Full description at Econpapers || Download paper | 312 |
12 | 2002 | On the coherence of expected shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503. Full description at Econpapers || Download paper | 310 |
13 | 2006 | Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943. Full description at Econpapers || Download paper | 289 |
14 | 2002 | Competition, concentration and their relationship: An empirical analysis of the banking industry. (2002). Bikker, Jacob ; Haaf, Katharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:11:p:2191-2214. Full description at Econpapers || Download paper | 276 |
15 | 1980 | A model of reserves, bank runs, and deposit insurance. (1980). Bryant, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:4:y:1980:i:4:p:335-344. Full description at Econpapers || Download paper | 275 |
16 | 1998 | The importance of relationships to the availability of credit. (1998). Cole, Rebel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:959-977. Full description at Econpapers || Download paper | 269 |
17 | 1977 | An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. (1977). merton, robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:3-11. Full description at Econpapers || Download paper | 265 |
18 | 1995 | The role of capital in financial institutions. (1995). Berger, Allen ; Szego, Giorgio P. ; Herring, Richard J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:19:y:1995:i:3-4:p:393-430. Full description at Econpapers || Download paper | 263 |
19 | 2009 | Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130. Full description at Econpapers || Download paper | 263 |
20 | 2004 | Factors explaining the interest margin in the banking sectors of the European Union. (2004). Maudos, Joaquin ; Fernández de Guevara, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:9:p:2259-2281. Full description at Econpapers || Download paper | 262 |
21 | 2001 | The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:25:y:2001:i:12:p:2127-2167. Full description at Econpapers || Download paper | 257 |
22 | 1993 | Resolving the scale efficiency puzzle in banking. (1993). McManus, Douglas ; McAllister, Patrick H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:389-405. Full description at Econpapers || Download paper | 248 |
23 | 1998 | Is relationship lending special? Evidence from credit-file data in Germany. (1998). Krahnen, Jan ; Elsas, Ralf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1283-1316. Full description at Econpapers || Download paper | 246 |
24 | 2004 | The relationship between credit default swap spreads, bond yields, and credit rating announcements. (2004). White, Alan ; Hull, John ; Predescu, Mirela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:11:p:2789-2811. Full description at Econpapers || Download paper | 244 |
25 | 2006 | The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161. Full description at Econpapers || Download paper | 243 |
26 | 2000 | A comparative anatomy of credit risk models. (2000). Gordy, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:119-149. Full description at Econpapers || Download paper | 235 |
27 | 2005 | Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries. (2005). Taci, Anita ; Fries, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:1:p:55-81. Full description at Econpapers || Download paper | 232 |
28 | 1992 | The relationship between risk and capital in commercial banks. (1992). Shrieves, Ronald ; Dahl, Drew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:2:p:439-457. Full description at Econpapers || Download paper | 223 |
29 | 2000 | A comparative analysis of current credit risk models. (2000). Galai, Dan ; Mark, Robert ; Crouhy, Michel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:59-117. Full description at Econpapers || Download paper | 221 |
30 | 1993 | The efficiency of financial institutions: A review and preview of research past, present and future. (1993). Berger, Allen ; Timme, Stephen G. ; Hunter, William C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:221-249. Full description at Econpapers || Download paper | 220 |
31 | 1996 | A study of bank efficiency taking into account risk-preferences. (1996). Mester, Loretta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:20:y:1996:i:6:p:1025-1045. Full description at Econpapers || Download paper | 219 |
32 | 1992 | Determinants of European bank profitability: A note. (1992). Thornton, John ; Molyneux, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:6:p:1173-1178. Full description at Econpapers || Download paper | 214 |
33 | 1998 | Lending relationships in Germany - Empirical evidence from survey data. (1998). Harhoff, Dietmar ; Korting, Timm . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1317-1353. Full description at Econpapers || Download paper | 212 |
34 | 2007 | Bank ownership and performance. Does politics matter?. (2007). Yanez-Pagans, Monica ; Panizza, Ugo ; Micco, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:1:p:219-241. Full description at Econpapers || Download paper | 210 |
35 | 2005 | International evidence on ethical mutual fund performance and investment style. (2005). Koedijk, Kees ; Otten, Roger ; Bauer, Rob. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:29:y:2005:i:7:p:1751-1767. Full description at Econpapers || Download paper | 210 |
36 | 2008 | Bank income structure and risk: An empirical analysis of European banks. (2008). TARAZI, Amine ; NYS, Emmanuelle ; Lepetit, Laetitia ; Rous, Philippe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:8:p:1452-1467. Full description at Econpapers || Download paper | 206 |
37 | 2010 | On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775. Full description at Econpapers || Download paper | 206 |
38 | 2000 | Stability of rating transitions. (2000). Varotto, Simone ; Perraudin, William ; Nickell, Pamela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:203-227. Full description at Econpapers || Download paper | 206 |
39 | 1993 | Bank efficiency derived from the profit function. (1993). Hancock, Diana ; Berger, Allen ; Humphrey, David B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:17:y:1993:i:2-3:p:317-347. Full description at Econpapers || Download paper | 204 |
40 | 2008 | Socially responsible investments: Institutional aspects, performance, and investor behavior. (2008). Zhang, Chendi ; ter Horst, Jenke ; Renneboog, Luc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:32:y:2008:i:9:p:1723-1742. Full description at Econpapers || Download paper | 201 |
41 | 2002 | Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1505-1518. Full description at Econpapers || Download paper | 199 |
42 | 2006 | Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis. (2006). Lelyveld, Iman ; De Haas, Ralph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:7:p:1927-1952. Full description at Econpapers || Download paper | 198 |
43 | 1998 | Availability and cost of credit for small businesses: Customer relationships and credit cooperatives. (1998). Ferri, Giovanni ; Angelini, Paolo ; Di Salvo, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:925-954. Full description at Econpapers || Download paper | 197 |
44 | 2007 | Ownership structure, risk and performance in the European banking industry. (2007). Sironi, Andrea ; Iannotta, Giuliano ; Nocera, Giacomo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:31:y:2007:i:7:p:2127-2149. Full description at Econpapers || Download paper | 196 |
45 | 2002 | Information sharing, lending and defaults: Cross-country evidence. (2002). Pagano, Marco ; Jappelli, Tullio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:10:p:2017-2045. Full description at Econpapers || Download paper | 193 |
46 | 2000 | Competition, contestability and market structure in European banking sectors on the eve of EMU. (2000). DE BANDT, OLIVIER ; Davis, E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:24:y:2000:i:6:p:1045-1066. Full description at Econpapers || Download paper | 188 |
47 | 2011 | Does corporate social responsibility affect the cost of capital?. (2011). Mishra, Dev ; Kwok, Chuck C. Y., ; el Ghoul, Sadok ; Guedhami, Omrane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406. Full description at Econpapers || Download paper | 186 |
48 | 1977 | ZETATM analysis A new model to identify bankruptcy risk of corporations. (1977). Altman, Edward I. ; Haldeman, Robert G. ; Narayanan, P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:1:y:1977:i:1:p:29-54. Full description at Econpapers || Download paper | 183 |
49 | 1989 | Capital regulation and bank risk-taking: A note. (1989). Furlong, Frederick T. ; Keeley, Michael C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:13:y:1989:i:6:p:883-891. Full description at Econpapers || Download paper | 180 |
50 | 2002 | Costs of banking system instability: Some empirical evidence. (2002). Saporta, Victoria ; Reis, Ricardo ; Hoggarth, Glenn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:5:p:825-855. Full description at Econpapers || Download paper | 179 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Conditional value-at-risk for general loss distributions. (2002). Uryasev, Stanislav ; Rockafellar, Tyrrell R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:26:y:2002:i:7:p:1443-1471. Full description at Econpapers || Download paper | 167 |
2 | 2010 | Is gold a safe haven? International evidence. (2010). McDermott, Thomas ; Baur, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:8:p:1886-1898. Full description at Econpapers || Download paper | 159 |
3 | 1998 | The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle. (1998). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:22:y:1998:i:6-8:p:613-673. Full description at Econpapers || Download paper | 155 |
4 | 2004 | Stock markets, banks, and growth: Panel evidence. (2004). Levine, Ross ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:28:y:2004:i:3:p:423-442. Full description at Econpapers || Download paper | 149 |
5 | 2006 | Small and medium-size enterprises: Access to finance as a growth constraint. (2006). Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2931-2943. Full description at Econpapers || Download paper | 138 |
6 | 1997 | Problem loans and cost efficiency in commercial banks. (1997). Berger, Allen ; De Young, Robert ; Deyoung, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:6:p:849-870. Full description at Econpapers || Download paper | 138 |
7 | 2014 | The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198. Full description at Econpapers || Download paper | 133 |
8 | 2013 | Islamic vs. conventional banking: Business model, efficiency and stability. (2013). merrouche, ouarda ; Demirguc-Kunt, Asli ; Beck, Thorsten ; Demirgu-Kunt, Asli. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:2:p:433-447. Full description at Econpapers || Download paper | 121 |
9 | 1997 | Inside the black box: What explains differences in the efficiencies of financial institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:21:y:1997:i:7:p:895-947. Full description at Econpapers || Download paper | 120 |
10 | 2006 | Bank concentration, competition, and crises: First results. (2006). Levine, Ross ; Demirguc-Kunt, Asli ; Beck, Thorsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:5:p:1581-1603. Full description at Econpapers || Download paper | 113 |
11 | 2010 | On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775. Full description at Econpapers || Download paper | 113 |
12 | 2011 | Does corporate social responsibility affect the cost of capital?. (2011). Mishra, Dev ; Kwok, Chuck C. Y., ; el Ghoul, Sadok ; Guedhami, Omrane. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:9:p:2388-2406. Full description at Econpapers || Download paper | 110 |
13 | 2006 | A more complete conceptual framework for SME finance. (2006). Udell, Gregory ; Berger, Allen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:2945-2966. Full description at Econpapers || Download paper | 105 |
14 | 1992 | Determinants of European bank profitability: A note. (1992). Thornton, John ; Molyneux, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:16:y:1992:i:6:p:1173-1178. Full description at Econpapers || Download paper | 103 |
15 | 2015 | How likely is contagion in financial networks?. (2015). Glasserman, Paul ; Young, Peyton H.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:383-399. Full description at Econpapers || Download paper | 97 |
16 | 2014 | Does too much finance harm economic growth?. (2014). Singh, Nirvikar ; Law, Siong Hook. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:36-44. Full description at Econpapers || Download paper | 90 |
17 | 2015 | Unconventional monetary policy had large international effects. (2015). Neely, Christopher. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111. Full description at Econpapers || Download paper | 87 |
18 | 2012 | Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. (2012). Vouldis, Angelos ; Louzis, Dimitrios ; Metaxas, Vasilios L.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1012-1027. Full description at Econpapers || Download paper | 86 |
19 | 2006 | The dark side of diversification: The case of US financial holding companies. (2006). Stiroh, Kevin ; Rumble, Adrienne. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:8:p:2131-2161. Full description at Econpapers || Download paper | 85 |
20 | 2009 | Bank ownership and efficiency in China: What will happen in the worlds largest nation?. (2009). Zhou, Mingming ; HASAN, IFTEKHAR ; Berger, Allen N.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:1:p:113-130. Full description at Econpapers || Download paper | 84 |
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Year | Title | |
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2017 | Borrower-lender engagement during the Irish mortgage arrears crisis. (2017). McCann, Fergal. In: Economic Letters. RePEc:cbi:ecolet:17/el/17. Full description at Econpapers || Download paper | |
2017 | Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80147. Full description at Econpapers || Download paper | |
2017 | The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40. Full description at Econpapers || Download paper | |
2017 | Ideas, institutions and interests in the politics of cross-border electricity interconnection: Greenlink, Britain and Ireland. (2017). Dutton, Joseph ; Lockwood, Matthew. In: Energy Policy. RePEc:eee:enepol:v:105:y:2017:i:c:p:375-385. Full description at Econpapers || Download paper | |
2017 | How does corporate social responsibility contribute to investment efficiency?. (2017). Samet, Marwa ; Jarboui, Anis. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:33-46. Full description at Econpapers || Download paper | |
2017 | How biofuel policies backfire: Misguided goals, inefficient mechanisms, and political-ecological blind spots. (2017). De, Gustavo ; Plank, Christina ; McKay, Ben. In: Energy Policy. RePEc:eee:enepol:v:108:y:2017:i:c:p:765-775. Full description at Econpapers || Download paper | |
2017 | Ownership structure and bank performance: An emerging market perspective. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang. In: MPRA Paper. RePEc:pra:mprapa:80653. Full description at Econpapers || Download paper | |
2017 | Micro-Level Evidences of Moral Hazard in the European Financial Institutions. (2017). Janda, Karel ; Kravtsov, Oleg . In: MPRA Paper. RePEc:pra:mprapa:77233. Full description at Econpapers || Download paper | |
2017 | The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries. (2017). Mirzaei, Ali ; Al-Khazali, Osamah M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:193-208. Full description at Econpapers || Download paper | |
2017 | How to explain non-performing loans by many corporate governance variables simultaneously? A corporate governance index is built to US commercial banks. (2017). Jarraya, Bilel ; Tarchouna, Ameni ; Bouri, Abdelfettah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:645-657. Full description at Econpapers || Download paper | |
2017 | Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408. Full description at Econpapers || Download paper | |
2017 | The Rising Systemic Importance of Chinese Banks: Should the World Be Concerned?. (2017). Avkiran, Necmi Kemal ; Mi, Lin. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:4:p:427-440. Full description at Econpapers || Download paper | |
2017 | Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183. Full description at Econpapers || Download paper | |
2017 | An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper | |
2017 | Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018. Full description at Econpapers || Download paper | |
2017 | Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data. (2017). Taylor, Karl ; Brown, Sarah ; Pareek, Bhuvanesh ; Ghosh, Pulak. In: IZA Discussion Papers. RePEc:iza:izadps:dp10910. Full description at Econpapers || Download paper | |
2017 | The effects of financial education on financial literacy and savings behavior : Evidence from a controlled field experiment in Dutch primary schools. (2017). Kalwij, Adriaan ; alessie, rob ; van der Werf, Minou ; van der Schors, Anna ; Schonewille, Gea ; Dinkova, M. In: Working Papers. RePEc:use:tkiwps:1705. Full description at Econpapers || Download paper | |
2017 | Financial Hardship and Saving Behaviour: Bayesian Analysis of British Panel Data. (2017). Taylor, Karl ; Brown, Sarah ; Pareek, Bhuvanesh ; Ghosh, Pulak. In: Working Papers. RePEc:shf:wpaper:2017011. Full description at Econpapers || Download paper | |
2017 | Financial Development and Monetary Policy Effectiveness in Africa. (2017). EFFIONG, EKPENO ; Chuku, Chuku ; Esu, Godwin . In: MPRA Paper. RePEc:pra:mprapa:79732. Full description at Econpapers || Download paper | |
2017 | The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2017). Kapounek, Svatopluk. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:372-395. Full description at Econpapers || Download paper | |
2017 | Credit Risk Transfer and Bank Insolvency Risk. (2017). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:17-59. Full description at Econpapers || Download paper | |
2017 | Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79. Full description at Econpapers || Download paper | |
2017 | Bank Stability and Competition: Evidence from Albanian Banking Market. (2017). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79891. Full description at Econpapers || Download paper | |
2017 | Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155. Full description at Econpapers || Download paper | |
2017 | How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?. (2017). Shijaku, Gerti. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:2:p:175-208. Full description at Econpapers || Download paper | |
2017 | Credit Ratings Across Asset Classes: A Long-Term Perspective. (2017). Cornaggia, Jess N ; Hund, John E. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:465-509.. Full description at Econpapers || Download paper | |
2017 | The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112. Full description at Econpapers || Download paper | |
2017 | Individualism, democracy, and contract enforcement. (2017). Williamson, Claudia ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:284-306. Full description at Econpapers || Download paper | |
2017 | Improving the forecasts of European regional banks profitability with machine learning algorithms. (2017). Haskamp, Ulrich. In: Ruhr Economic Papers. RePEc:zbw:rwirep:705. Full description at Econpapers || Download paper | |
2017 | Pairs trading in Chinese commodity futures markets: an adaptive cointegration approach. (2017). Chen, Danni ; Wu, Leilei ; Gao, Yan ; Cui, Jing. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1237-1264. Full description at Econpapers || Download paper | |
2017 | Does institutional ownership influence firm performance? Evidence from China. (2017). Lin, Yongjia Rebecca ; Fu, Xiaoqing Maggie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:17-57. Full description at Econpapers || Download paper | |
2017 | Foreign institutional investors and dividend policy: Evidence from China. (2017). Cao, Lihong ; Hansen, Jens Ording ; Du, Yan. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:5:p:816-827. Full description at Econpapers || Download paper | |
2017 | Impact of board gender diversity on dividend payments: Evidence from some emerging economies. (2017). Saeed, Abubakr ; Sameer, Muhammad . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:6:p:1100-1113. Full description at Econpapers || Download paper | |
2017 | Dividend policy: A selective review of results from around the world. (2017). Booth, Laurence ; Zhou, Jun . In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | Portfolio performance across genders and generations: The role of financial innovation. (2017). Davydov, Denis ; Schon, Marcus ; Peltomaki, Jarkko ; Florestedt, Otto . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:44-51. Full description at Econpapers || Download paper | |
2017 | STOCK MARKET PARTICIPATION PUZZLE IN EMERGING ECONOMIES: THE CASE OF LITHUANIA. (2017). Mauricas, Ygimantas ; Evaita, Tamara Marinia ; Mariniaevaita, Tamara ; Darkuviena, Valdona. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:9:y:2017:i:2:id:234. Full description at Econpapers || Download paper | |
2017 | STOCK MARKET PARTICIPATION PUZZLE IN EMERGING ECONOMIES: THE CASE OF LITHUANIA. (2017). Darskuviene, Valdone ; Marinicevaite, Tamara ; Mauricas, Zygimantas. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:8:y:2017:i:2:id:234. Full description at Econpapers || Download paper | |
2017 | The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115. Full description at Econpapers || Download paper | |
2017 | Hidden holes in the capital of not yet failed banks in Russia: An estimate of the scope of potential losses. (2017). Mamonov, M. In: VOPROSY ECONOMIKI. RePEc:nos:voprec:2017-07-3. Full description at Econpapers || Download paper | |
2017 | Multivariate approximations to portfolio return distribution. (2017). Perote, Javier ; Mora-Valencia, Andrés ; ÃÂÃÂguez Grau, Trino. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:23:y:2017:i:3:d:10.1007_s10588-016-9231-3. Full description at Econpapers || Download paper | |
2017 | Moments expansion densities for quantifying financial risk. (2017). Perote, Javier ; Iguez, Trino-Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69. Full description at Econpapers || Download paper | |
2017 | Drivers of systemic risk: Do national and European perspectives differ?. (2017). Tonzer, Lena ; Buch, Claudia M ; Krause, Thomas. In: Discussion Papers. RePEc:zbw:bubdps:092017. Full description at Econpapers || Download paper | |
2017 | Bank political connections and performance in China. (2017). Hung, Chi-Hsiou ; Tu, Hong ; Wang, Senyu ; Jiang, Yuxiang ; Liu, Frank Hong. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:57-69. Full description at Econpapers || Download paper | |
2017 | Complexity and bank risk during the financial crisis. (2017). Tonzer, Lena ; Krause, Thomas ; Sondershaus, Talina . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:118-121. Full description at Econpapers || Download paper | |
2017 | Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134. Full description at Econpapers || Download paper | |
2017 | Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16. Full description at Econpapers || Download paper | |
2017 | Do we need bigger Islamic banks? An assessment of bank stability. (2017). Rizvi, Syed Aun R. ; Ibrahim, Mansor ; Aun, Syed . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:77-91. Full description at Econpapers || Download paper | |
2017 | Who needs big banks? The real effects of bank size on outcomes of large US borrowers. (2017). Biswas, Swarnava ; Gomez, Fabiana ; Zhai, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:170-185. Full description at Econpapers || Download paper | |
2017 | The influence of risk-taking on bank efficiency: Evidence from Colombia. (2017). Galan, Jorge ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:52-73. Full description at Econpapers || Download paper | |
2017 | Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1153_17. Full description at Econpapers || Download paper | |
2017 | The two faces of interbank correlation. (2017). Wagner, Wolf ; Silva Buston, Consuelo ; Schaeck, Klaus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12363. Full description at Econpapers || Download paper | |
2017 | THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:melnicf. Full description at Econpapers || Download paper | |
2017 | Dynamics of Investor Communication in Equity Crowdfunding. (2017). Dorfleitner, Gregor ; Weber, Martina ; Hornuf, Lars. In: Research Papers in Economics. RePEc:trr:wpaper:201704. Full description at Econpapers || Download paper | |
2017 | International perspectives on venture capital and bank finance for entrepreneurial firms. (2017). Cumming, Douglas ; Block, Joern ; Vismara, Silvio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:44:y:2017:i:1:d:10.1007_s40812-017-0069-6. Full description at Econpapers || Download paper | |
2017 | Entrepreneurial finance: new frontiers of research and practice. (2017). Bellavitis, Cristiano ; Vanacker, Tom ; Van Acker, Tom ; Kamuriwo, Dzidziso Samuel ; Filatotchev, Igor. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:1-2:p:1-16. Full description at Econpapers || Download paper | |
2017 | De-segmenting research in entrepreneurial finance. (2017). Cumming, Douglas ; Vismara, Silvio. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:1-2:p:17-27. Full description at Econpapers || Download paper | |
2017 | Firm life cycle and idiosyncratic volatility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:164-175. Full description at Econpapers || Download paper | |
2017 | Reputation building and the lifecycle model of dividends. (2017). Flavin, Thomas ; O'Connor, Thomas. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:177-190. Full description at Econpapers || Download paper | |
2017 | Corporate life cycle, organizational financial resources and corporate social responsibility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:13:y:2017:i:1:p:20-36. Full description at Econpapers || Download paper | |
2017 | Do busy directors influence the cost of debt? An examination through the lens of takeover vulnerability. (2017). Chakravarty, Sugato ; Rutherford, Leann G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:429-443. Full description at Econpapers || Download paper | |
2017 | Average Pay in Banks: Do Agency Problems and Bank Performance Matter?. (2017). Mare, Davide Salvatore ; Harkin, Sean M ; Crook, Jonathan N. In: MPRA Paper. RePEc:pra:mprapa:81249. Full description at Econpapers || Download paper | |
2017 | Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance. (2017). Huang, Ying Sophie ; Kato, Isamu ; Chen, Carl R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:367-388. Full description at Econpapers || Download paper | |
2017 | Recent advances in explaining hedge fund returns: Implicit factors and exposures. (2017). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:69-87. Full description at Econpapers || Download paper | |
2017 | Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00288. Full description at Econpapers || Download paper | |
2017 | Catching the mirage: The shadow impact of financial crises. (2017). OUATTARA, BAZOUMANA ; Abdel-Latif, Hany ; Murphy, Phil . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:61-70. Full description at Econpapers || Download paper | |
2017 | BANKING ON MULTINATIONALS: THE DETERMINANTS OF CROSS-BORDER CREDITS TO CENTRAL AND EASTERN EUROPE, 1990-2015. (2017). Zapotichna, Roksolana. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2017:3:1:7. Full description at Econpapers || Download paper | |
2017 | Corporate Governance and Investment: Evidence from Russian Unlisted Firms. (2017). Lazareva, Olga ; Sprenger, Carsten . In: HSE Working papers. RePEc:hig:wpaper:160/ec/2017. Full description at Econpapers || Download paper | |
2017 | Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:12. Full description at Econpapers || Download paper | |
2017 | Bank capital regulation: Are local or central regulators better?. (2017). Strobel, Frank ; Spinassou, Kevin ; Lepetit, Laetitia ; Haritchabalet, Carole . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:103-114. Full description at Econpapers || Download paper | |
2017 | Hierarchical Archimedean copulas through multivariate compound distributions. (2017). Mtalai, Itre ; Marceau, Etienne ; Cossette, Helene ; Gadoury, Simon-Pierre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:1-13. Full description at Econpapers || Download paper | |
2017 | Special Edition: Longevity 10 â The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Wang, Chou-Wen ; Tan, Ken Seng ; Zhu, Wenjun ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:477-493. Full description at Econpapers || Download paper | |
2017 | A drop in an empty pond: Canadian public policy towards venture capital. (2017). Cumming, Douglas ; MacIntosh, Jeffrey G ; Johan, Sofia. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:44:y:2017:i:1:d:10.1007_s40812-016-0063-4. Full description at Econpapers || Download paper | |
2017 | Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50. Full description at Econpapers || Download paper | |
2017 | Disagreement Between the FOMC and the Feds Staff: New Insights Based on a Counterfactual Interest Rate. (2017). Neuenkirch, Matthias ; Bennani, Hamza ; Kranz, Tobias. In: Research Papers in Economics. RePEc:trr:wpaper:201710. Full description at Econpapers || Download paper | |
2017 | Allies or commitment devices? A model of appointments to the Federal Reserve. (2017). Schnakenberg, Keith E ; Uribe-McGuire, Alicia ; Turner, Ian R. In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:2:p:118-132. Full description at Econpapers || Download paper | |
2017 | Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data. (2017). Doh, Taeyoung. In: Research Working Paper. RePEc:fip:fedkrw:rwp17-08. Full description at Econpapers || Download paper | |
2017 | Economic uncertainty and its impact on the Croatian economy. (2017). SoriÄ, Petar ; LoliÄ, Ivana ; Lolic, Ivana ; Soric, Petar. In: Public Sector Economics. RePEc:ipf:psejou:v:41:y:2017:i:4:p:443-477. Full description at Econpapers || Download paper | |
2017 | Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254. Full description at Econpapers || Download paper | |
2017 | Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218. Full description at Econpapers || Download paper | |
2017 | Intraday online investor sentiment and return patterns in the U.S. stock market. (2017). Renault, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:25-40. Full description at Econpapers || Download paper | |
2017 | Overnight returns of stock indexes: Evidence from ETFs and futures. (2017). Liu, Qingfu ; Tse, Yiuman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:440-451. Full description at Econpapers || Download paper | |
2017 | The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678. Full description at Econpapers || Download paper | |
2017 | Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161. Full description at Econpapers || Download paper | |
2017 | Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: Working Papers. RePEc:pre:wpaper:201759. Full description at Econpapers || Download paper | |
2017 | Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, PAUL ; Boako, Gideon . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114. Full description at Econpapers || Download paper | |
2017 | Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495. Full description at Econpapers || Download paper | |
2017 | Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model. (2017). Liu, Bing-Yue ; Fan, Ying ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:53-65. Full description at Econpapers || Download paper | |
2017 | Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies. (2017). Vo, Xuan Vinh ; Nguyen, Trung Thong ; Ho, Viet Tien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:142-154. Full description at Econpapers || Download paper | |
2017 | Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255. Full description at Econpapers || Download paper | |
2017 | Comparing the performance of Turkish deposit banks by using DEMATEL, Grey Relational Analysis (GRA) and MOORA approaches. (2017). Yuksel, Serhat ; Emir, Senol ; Dincer, Hasan . In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:2:p:26-47. Full description at Econpapers || Download paper | |
2017 | The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices. (2017). Hsu, Chih-Chen ; Chen, Ting-Fu ; Lin, Shih-Kuei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0569-x. Full description at Econpapers || Download paper | |
2017 | How does analysts forecast quality relate to corporate investment efficiency?. (2017). Chen, Tao ; Zhang, Yuanyuan ; Xie, Lingmin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:217-240. Full description at Econpapers || Download paper | |
2017 | CORPORATE TAX AVOIDANCE AND EX ANTE EQUITY COST OF CAPITAL IN EUROPE. (2017). Pulido, Matilde ; Barros, Victor . In: Portuguese Journal of Management Studies. RePEc:pjm:journl:v:xxii:y:2017:i:1:p:51-74. Full description at Econpapers || Download paper | |
2017 | Divestitures and the financial conglomerate excess value. (2017). Murgia, Maurizio ; Curi, Claudia . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps43. Full description at Econpapers || Download paper | |
2017 | Interconnectedness of Global Systemically-Important Banks and Insurers. (2017). Xu, TengTeng ; Malik, Sheheryar. In: IMF Working Papers. RePEc:imf:imfwpa:17/210. Full description at Econpapers || Download paper | |
2017 | Bank efficiency in Malaysia: a use of malmquist meta-frontier analysis. (2017). Abul, M D ; Wanke, Peter ; Saona, Paolo ; Muhammad, Abdul Kadar ; Munisamy, Susila . In: Eurasian Business Review. RePEc:spr:eurasi:v:7:y:2017:i:2:d:10.1007_s40821-016-0054-4. Full description at Econpapers || Download paper | |
2017 | Partnership financing and bank efficiency. (2017). Abdul-Majid, Mariani ; Othman, Norfaizah ; Abdul-Rahman, Aisyah. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:1-13. Full description at Econpapers || Download paper | |
2017 | Efficiency analysis of major cruise lines. (2017). Chang, Young-Tae ; Park, Hyosoo ; Lee, Suhyung. In: Tourism Management. RePEc:eee:touman:v:58:y:2017:i:c:p:78-88. Full description at Econpapers || Download paper | |
2017 | Surprised or not surprised? The investorsâ reaction to the comprehensive assessment preceding the launch of the banking union. (2017). Stentella Lopes, Francesco Saverio ; Fiordelisi, Franco ; Ricci, Ornella ; Carboni, Marika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:122-132. Full description at Econpapers || Download paper | |
2017 | Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109. Full description at Econpapers || Download paper | |
2017 | Money market funds, shadow banking and systemic risk in United Kingdom. (2017). BELLAVITE PELLEGRINI, CARLO ; Urga, Giovanni ; Meoli, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171. Full description at Econpapers || Download paper | |
2017 | Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z. Full description at Econpapers || Download paper | |
2017 | Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744. Full description at Econpapers || Download paper | |
2017 | Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472. Full description at Econpapers || Download paper | |
2017 | Equity Regulation and U.S. Venture Capital Investment. (2017). Duca, John ; Atkinson, Tyler. In: Working Papers. RePEc:fip:feddwp:1707. Full description at Econpapers || Download paper | |
2017 | Analysing the determinants of insolvency risk for general insurance firms in the UK. (2017). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:107-122. Full description at Econpapers || Download paper | |
2017 | Changes in the Cost of Bank Equity and the Supply of Bank Credit. (2017). Ongena, Steven ; Kick, Thomas ; Celerier, Claire. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12172. Full description at Econpapers || Download paper | |
2017 | Avoiding Taxes: Banks Use of Internal Debt. (2017). Reiter, Franz. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168115. Full description at Econpapers || Download paper | |
2017 | Changes in the Cost of Bank Equity and the Supply of Bank Credit. (2017). Kick, Thomas ; Ongena, Steven ; Celerier, Claire. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168164. Full description at Econpapers || Download paper | |
2017 | Bank levy and bank risk-taking. (2017). Diemer, Michael . In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:10-32. Full description at Econpapers || Download paper | |
2017 | Incidence of Bank Levy and Bank Market Power. (2017). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:1023-1046.. Full description at Econpapers || Download paper | |
2017 | Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:0639. Full description at Econpapers || Download paper | |
2017 | The new era of expected credit loss provisioning. (2017). Cohen, Benjamin H ; Gerald, JR. In: BIS Quarterly Review. RePEc:bis:bisqtr:1703f. Full description at Econpapers || Download paper | |
2017 | Financial deglobalisation in banking?. (2017). von Peter, Goetz ; McGuire, Patrick ; McCauley, Robert ; Bénétrix, AgustÃÂn. In: BIS Working Papers. RePEc:bis:biswps:650. Full description at Econpapers || Download paper | |
2017 | Financial deglobalisation in banking?. (2017). von Peter, Goetz ; McGuire, Patrick ; McCauley, Robert ; Bénétrix, AgustÃÂn ; Benetrix, Agustin S. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1717. Full description at Econpapers || Download paper | |
2017 | Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995. Full description at Econpapers || Download paper | |
2017 | Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253. Full description at Econpapers || Download paper | |
2017 | Regionally-differentiated debt cap rules: a Hungarian perspective. (2017). Peter, Marton Nagy ; Szombati, Aniko . In: BIS Papers chapters. RePEc:bis:bisbpc:94-13. Full description at Econpapers || Download paper | |
2017 | Can better capitalised banks be more profitable? An analysis of large French banking groups before and after the financial crisis. (2017). DE BANDT, OLIVIER ; Rose, Martin ; Pessarossi, Pierre ; Camara, Boubacar. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2017_494-495-496_8. Full description at Econpapers || Download paper | |
2017 | Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631. Full description at Econpapers || Download paper | |
2017 | Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil. (2017). Kliber, Agata ; Puciennik, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:313-323. Full description at Econpapers || Download paper | |
2017 | Sovereign and bank InterdependenciesâEvidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84. Full description at Econpapers || Download paper | |
2017 | Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278. Full description at Econpapers || Download paper | |
2017 | Excessive Debt or Excess Savings -- Transition Countries Sovereign Bond Spread Assessment. (2017). Petkov, Boris T. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:3:p:91-119. Full description at Econpapers || Download paper | |
2017 | Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period. (2017). Paskaleva, Mariya ; Stoitsova-Stoykova, Ani . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-24. Full description at Econpapers || Download paper | |
2017 | Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; GroÃÂe Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101. Full description at Econpapers || Download paper | |
2017 | Sovereign debt renegotiation and credit default swaps. (2017). Salomao, Juliana. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:50-63. Full description at Econpapers || Download paper | |
2017 | International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526. Full description at Econpapers || Download paper | |
2017 | Fundamentals versus market sentiments in the euro bond markets: implications for QE. (2017). Macchiarelli, Corrado ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85127. Full description at Econpapers || Download paper | |
2017 | Trading Offshore: Evidence on Banks Tax Avoidance. (2017). Langenmayr, Dominika ; Reiter, Franz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6664. Full description at Econpapers || Download paper | |
2017 | Profit-Shifting Activities in the Mining Sector: Evidence from the Czech Republic. (2017). Anarfi, Daniel ; Nerudova, Danue. In: European Journal of Business Science and Technology. RePEc:men:journl:v:3:y:2017:i:1:p:5-12. Full description at Econpapers || Download paper | |
2017 | Are international banks different? Evidence on bank performance and strategy. (2017). Huizinga, Harry ; Demirguc-Kunt, Asli ; Bertay, Ata. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12505. Full description at Econpapers || Download paper | |
2017 | Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach. (2017). Barnett, William ; Su, Liting . In: MPRA Paper. RePEc:pra:mprapa:82061. Full description at Econpapers || Download paper | |
2017 | FINANCIAL FIRM PRODUCTION OF INSIDE MONETARY AND CREDIT CARD SERVICES: AN AGGREGATION THEORETIC APPROACH1. (2017). Barnett, William ; Su, Liting . In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201707. Full description at Econpapers || Download paper | |
2017 | Economic forecast and corporate leverage choices: The role of the institutional environment. (2017). Pindado, Julio ; Rivera, Juan C ; Requejo, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:121-144. Full description at Econpapers || Download paper | |
2017 | Accounting quality and information asymmetry of foreign direct investment firms. (2017). Wang, Li-Hsun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:950-958. Full description at Econpapers || Download paper | |
2017 | The effects of central bankâs verbal guidance: evidence from the ECB. (2017). Galardo, Maddalena ; Guerrieri, Cinzia . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1129_17. Full description at Econpapers || Download paper | |
2017 | An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert . In: Working Papers. RePEc:qed:wpaper:1379. Full description at Econpapers || Download paper | |
2017 | An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274705. Full description at Econpapers || Download paper | |
2017 | Financial literacy, present bias and alternative mortgage products. (2017). Weber, Jörg ; Gathergood, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:58-83. Full description at Econpapers || Download paper | |
2017 | What drives performance in the speculative market of short-term exchange-traded retail products?. (2017). Baller, Stefanie ; Wilkens, Marco ; Schober, Alexander ; Entrop, Oliver . In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b2617. Full description at Econpapers || Download paper | |
2017 | Re-employment expectations and realisations: Prediction errors and behavioural responses. (2017). Kassenboehmer, Sonja ; Schatz, Sonja G. In: Labour Economics. RePEc:eee:labeco:v:44:y:2017:i:c:p:161-176. Full description at Econpapers || Download paper | |
2017 | Locus of control and technology adoption in developing country agriculture: Evidence from Ethiopia. (2017). Berhane, Guush ; Abay, Kibrom ; Blalock, Garrick. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:143:y:2017:i:c:p:98-115. Full description at Econpapers || Download paper | |
2017 | Biased by success and failure: How unemployment shapes stated locus of control. (2017). Hennecke, Juliane ; Preuss, Malte. In: Discussion Papers. RePEc:zbw:fubsbe:201729. Full description at Econpapers || Download paper | |
2017 | Biased by Success and Failure: How Unemployment Shapes Stated Locus of Control. (2017). Hennecke, Juliane ; Preuss, Malte. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp943. Full description at Econpapers || Download paper | |
2017 | The effect of relative concern on life satisfaction: Relative deprivation and loss aversion. (2017). Leites, Martin ; Ramos, Xavier. In: Documentos de Trabajo (working papers). RePEc:ulr:wpaper:dt-18-17. Full description at Econpapers || Download paper | |
2017 | An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de Ramon, S J A. In: Bank of England working papers. RePEc:boe:boeewp:0652. Full description at Econpapers || Download paper | |
2017 | The liquidity impact on firm values: The evidence of Taiwans banking industry. (2017). Chen, Ren-Raw ; Yeh, Shih-Kuo ; Yang, Tung-Hsiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:191-202. Full description at Econpapers || Download paper | |
2017 | Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence. (2017). Lai, Van Son ; HESSOU, Helyoth. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:92-110. Full description at Econpapers || Download paper | |
2017 | Financial penalties and bank performance. (2017). Koster, Hannes ; Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:57-73. Full description at Econpapers || Download paper | |
2017 | How much is the gap?âEfficient jump risk-adjusted valuation of leveraged certificates. (2017). Zhang, Ally Quan ; Thul, Matthias. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1387-1401. Full description at Econpapers || Download paper | |
2017 | The equity risk posed by the too-big-to-fail banks: a FosterâHart estimation. (2017). Anand, Abhinav ; Kim, Young Shin ; Kurosaki, Tetsuo ; Li, Tiantian. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2309-y. Full description at Econpapers || Download paper | |
2017 | Unconventional Monetary Policy and Bank Lending Relationships. (2017). Duquerroy, Anne ; Cahn, Christophe ; Mullins, W. In: Working papers. RePEc:bfr:banfra:659. Full description at Econpapers || Download paper | |
2017 | A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:381-400. Full description at Econpapers || Download paper | |
2017 | The Aggregation Property and its Applications to Realised Higher Moments. (2017). Alexander, Carol ; Rauch, Johannes. In: Papers. RePEc:arx:papers:1709.08188. Full description at Econpapers || Download paper | |
2017 | Arithmetic variance swaps. (2017). Leontsinis, Stamatis ; Alexander, Carol. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:4:p:551-569. Full description at Econpapers || Download paper | |
2017 | The impact of sectoral macroprudential capital requirements on mortgage lending: evidence from the Belgian risk weight add-on. (2017). Rovira Kaltwasser, Pablo ; Pirovano, Mara ; Ferrari, Stijn . In: MPRA Paper. RePEc:pra:mprapa:80821. Full description at Econpapers || Download paper | |
2017 | Who can get money? Evidence from the Chinese peer-to-peer lending platform. (2017). Tao, Qizhi ; Lin, Ziming ; Dong, Yizhe. In: Information Systems Frontiers. RePEc:spr:infosf:v:19:y:2017:i:3:d:10.1007_s10796-017-9751-5. Full description at Econpapers || Download paper | |
2017 | Pricing in the online invoice trading market: First empirical evidence. (2017). Dorfleitner, Gregor ; Weber, Martina ; Rad, Jacqueline. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:56-61. Full description at Econpapers || Download paper | |
2017 | Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2017). De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Globalization Institute Working Papers. RePEc:fip:feddgw:324. Full description at Econpapers || Download paper | |
2017 | Modelling bank performance: A network DEA approach. (2017). Fukuyama, Hirofumi ; Matousek, Roman. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:721-732. Full description at Econpapers || Download paper | |
2017 | The interplay between quantitative easing and risk: the case of the Japanese banking. (2017). mamatzakis, emmanuel ; Vu, Anh N. In: Working Papers. RePEc:bog:wpaper:226. Full description at Econpapers || Download paper | |
2017 | Japanese Bank Productivity, 2007â2012: A Dynamic Network Approach. (2017). Fukuyama, Hirofumi ; Weber, William L. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:649-676. Full description at Econpapers || Download paper | |
2017 | The effect of price volatility on judgmental forecasts: The correlated response model. (2017). Sobolev, Daphne. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:605-617. Full description at Econpapers || Download paper | |
2017 | Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26. Full description at Econpapers || Download paper | |
2017 | The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:61-77. Full description at Econpapers || Download paper | |
2017 | Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19. Full description at Econpapers || Download paper | |
2017 | Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188. Full description at Econpapers || Download paper | |
2017 | Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145. Full description at Econpapers || Download paper | |
2017 | Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150. Full description at Econpapers || Download paper | |
2017 | Governance and Stakeholders. (2017). Morck, Randall ; Mehrotra, Vikas . In: NBER Working Papers. RePEc:nbr:nberwo:23460. Full description at Econpapers || Download paper | |
2017 | The TIPS Liquidity Premium. (2017). Christensen, Jens ; Andreasen, Martin M ; Riddell, Simon . In: Working Paper Series. RePEc:fip:fedfwp:2017-11. Full description at Econpapers || Download paper | |
2017 | Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21. Full description at Econpapers || Download paper | |
2017 | Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun. In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43. Full description at Econpapers || Download paper | |
2017 | Measuring risks in the extreme tail: The extreme VaR and its confidence interval. (2017). Li, Kehan ; Guegan, Dominique ; Hassani, Bertrand K. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16034rr. Full description at Econpapers || Download paper | |
2017 | Using Expected Shortfall for Credit Risk Regulation. (2017). Osmundsen, Kjartan Kloster . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2017_004. Full description at Econpapers || Download paper | |
2017 | Robust and Pareto optimality of insurance contracts. (2017). Asimit, Alexandru V ; Kim, Eun-Seok ; Hu, Junlei ; Chun, KA ; Bignozzi, Valeria. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:2:p:720-732. Full description at Econpapers || Download paper | |
2017 | On the properties of the Lambda value at risk: robustness, elicitability and consistency. (2017). Burzoni, M ; Ruffo, C M ; Peri, I. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:11:p:1735-1743. Full description at Econpapers || Download paper | |
2017 | Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending. (2017). Shibamoto, Masahiko ; Takahashi, Koji ; Nakashima, Kiyotaka . In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-24. Full description at Econpapers || Download paper | |
2017 | Is there a gender effect on the cost of bank financing?. (2017). Mascia, Danilo V. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:136-153. Full description at Econpapers || Download paper | |
2017 | Capturing Firmsâ Heterogeneity through Marketing and IT Capabilities in SMEs. (2017). Ramon-Jeronimo, Maria A ; Herrero, Ines . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2180-:d:120400. Full description at Econpapers || Download paper | |
2017 | A historical perspective of the informational content of commodity futures. (2017). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:135-150. Full description at Econpapers || Download paper | |
2017 | Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88. Full description at Econpapers || Download paper | |
2017 | Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325. Full description at Econpapers || Download paper | |
2017 | Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223. Full description at Econpapers || Download paper | |
2017 | The impact of family ownership status on determinants of leverage. Empirical evidence from South East Asia. (2017). Le, Nhung. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-09. Full description at Econpapers || Download paper | |
2017 | Family firms and access to credit. Is family ownership beneficial?. (2017). Peruzzi, Valentina ; Murro, Pierluigi. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc23. Full description at Econpapers || Download paper | |
2017 | International Banking and Cross-Border Effects of Regulation: Lessons from Chile. (2017). Jara, Alejandro ; Cabezas, Luis. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2017:q:1:a:4. Full description at Econpapers || Download paper | |
2017 | Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21. Full description at Econpapers || Download paper | |
2017 | Economic and Financial Integration in Europe. (2017). Bekaert, Geert ; Siegel, Stephan ; Lundblad, Christian T ; Harvey, Campbell R. In: ifo DICE Report. RePEc:ces:ifodic:v:15:y:2017:i:1:p:36-42. Full description at Econpapers || Download paper | |
2017 | Measuring productivity and absorptive capacity evolution. (2017). Everaert, Gerdie ; Eberhardt, Markus ; de Visscher, Steff. In: Discussion Papers. RePEc:not:notgep:17/11. Full description at Econpapers || Download paper | |
2017 | Economic and Financial Integration in Europe. (2017). Siegel, Stephan ; Harvey, Campbell ; Bekaert, Geert ; Lundblad, Christian T. In: ifo DICE Report. RePEc:ces:ifodic:v:15:y:2017:i:1:p:19307498. Full description at Econpapers || Download paper | |
2017 | Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114. Full description at Econpapers || Download paper | |
2017 | Measuring Productivity and Absorptive Capacity Evolution in OECD Economies. (2017). Everaert, Gerdie ; Eberhardt, Markus ; de Visscher, Stef . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12261. Full description at Econpapers || Download paper | |
2017 | Dark pools in European equity markets: emergence, competition and implications. (2017). Wedow, Michael ; Petrescu, Monica. In: Occasional Paper Series. RePEc:ecb:ecbops:2017193. Full description at Econpapers || Download paper | |
2017 | Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375. Full description at Econpapers || Download paper | |
2017 | Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector. (2017). Tzeremes, Nickolaos ; Pange, Jenny ; Kevork, Ilias S. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1125-1140. Full description at Econpapers || Download paper | |
2017 | Financial distress and customer-supplier relationships. (2017). Lian, Yili. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:397-406. Full description at Econpapers || Download paper | |
2017 | An Analysis of the Facilitating and Constraining Factors Affecting Quality Service Delivery in a Selected Namibian Parastatal. (2017). Simasiku, Christopher ; Schutte, Nico . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:5908283. Full description at Econpapers || Download paper | |
2017 | Evaluating the information in the federal reserve stress tests. (2017). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:1-18. Full description at Econpapers || Download paper | |
2017 | An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040. Full description at Econpapers || Download paper | |
2017 | Government intervention in the capital allocation process: Excess employment as an IPO selection rule in China. (2017). Rickne, Johanna ; Johansson, Anders ; Zheng, Wei ; Luo, Danglun. In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:271-281. Full description at Econpapers || Download paper | |
2017 | The Effect of Ethics on Banksâ Financial Performance. (2017). Halamka, Radek ; Tepl, Petr. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2017:y:2017:i:3:id:609:p:330-344. Full description at Econpapers || Download paper | |
2017 | Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z. Full description at Econpapers || Download paper | |
2017 | CEO turnover in large banks: Does tail risk matter?. (2017). Mollah, Sabur ; Vallascas, Francesco ; Keasey, Kevin ; Srivastav, Abhishek. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:64:y:2017:i:1:p:37-55. Full description at Econpapers || Download paper | |
2017 | Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68. Full description at Econpapers || Download paper | |
2017 | Surprised or not surprised? The investorsâ reaction to the comprehensive assessment preceding the launch of the banking union. (2017). Stentella Lopes, Francesco Saverio ; Fiordelisi, Franco ; Ricci, Ornella ; Carboni, Marika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:122-132. Full description at Econpapers || Download paper | |
2017 | Economies of scale, technical change and persistent and time-varying cost efficiency in Indian banking: Do ownership, regulation and heterogeneity matter?. (2017). Kumbhakar, Subal ; Badunenko, Oleg. In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:2:p:789-803. Full description at Econpapers || Download paper | |
2017 | Competition, efficiency and soundness in European life insurance markets. (2017). Cummins, David J ; Vencappa, Dev ; Rubio-Misas, Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:66-78. Full description at Econpapers || Download paper | |
2017 | Do we need bigger Islamic banks? An assessment of bank stability. (2017). Rizvi, Syed Aun R. ; Ibrahim, Mansor ; Aun, Syed . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:77-91. Full description at Econpapers || Download paper | |
2017 | Exploring the nexus between financial sector reforms and the emergence of digital banking culture â Evidences from a developing country. (2017). Glavee-Geo, Richard ; Shaikh, Aijaz A ; Karjaluoto, Heikki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1030-1039. Full description at Econpapers || Download paper | |
2017 | Independence with accountability: financial system regulation and the Reserve Bank. (2017). Hunt, Chris . In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:dec2017:11. Full description at Econpapers || Download paper | |
2017 | Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111. Full description at Econpapers || Download paper | |
2017 | Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259. Full description at Econpapers || Download paper | |
2017 | Investment Fund Risk: The Tale in the Tails. (2017). Dunne, Peter ; Shaw, Frances . In: Research Technical Papers. RePEc:cbi:wpaper:01/rt/17. Full description at Econpapers || Download paper | |
2017 | Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134. Full description at Econpapers || Download paper | |
2017 | Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16. Full description at Econpapers || Download paper | |
2017 | Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha Qamhieh. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119. Full description at Econpapers || Download paper | |
2017 | Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214. Full description at Econpapers || Download paper | |
2017 | Sovereign debt and systemic risk in the eurozone. (2017). Popescu, Alexandra ; Turcu, Camelia. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:275-284. Full description at Econpapers || Download paper | |
2017 | MIDAS models in banking sector â systemic risk comparison. (2017). Mestel, Roland ; Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:2:p:165-181. Full description at Econpapers || Download paper | |
2017 | The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231. Full description at Econpapers || Download paper | |
2017 | Credit Ratings Across Asset Classes: A Long-Term Perspective. (2017). Cornaggia, Jess N ; Hund, John E. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:465-509.. Full description at Econpapers || Download paper | |
2017 | Uncertainty and Monetary Policy in Good and Bad Times. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Nodari, Gabriela. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-06. Full description at Econpapers || Download paper | |
2017 | Remarks on composite Bernstein copula and its application to credit risk analysis. (2017). Guo, Nan ; Yang, Jingping ; Wang, Fang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:38-48. Full description at Econpapers || Download paper | |
2017 | The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry. (2017). Tan, Yong ; Anchor, John . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:90-104. Full description at Econpapers || Download paper | |
2017 | The Cost of Distorted Financial Advice: Evidence from the Mortgage Market. (2017). Pozzi, Andrea ; Guiso, Luigi ; Gambacorta, Leonardo ; Tsoy, Anton ; Mistrulli, Paolo Emilio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12115. Full description at Econpapers || Download paper | |
2017 | Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve. (2017). Lütkebohmert, Eva ; Foos, Daniel ; Pliszka, Kamil ; Markovych, Mariia ; Lutkebohmert, Eva. In: Discussion Papers. RePEc:zbw:bubdps:242017. Full description at Econpapers || Download paper | |
2017 | Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks. (2017). Cocozza, Rosa ; Gianfrancesco, Igor ; Curcio, Domenico ; Cerrone, Rosaria . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:126-138. Full description at Econpapers || Download paper | |
2017 | Banksâ maturity transformation: risk, reward, and policy. (2017). Bologna, Pierluigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1159_17. Full description at Econpapers || Download paper | |
2017 | Householdsâ Adoption of Drought Tolerant Plants: An Adaptation to Climate Change?. (2017). Fan, Yubing ; Qin, Hua ; McCann, Laura. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:258000. Full description at Econpapers || Download paper | |
2017 | Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63. Full description at Econpapers || Download paper | |
2017 | Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028. Full description at Econpapers || Download paper | |
2017 | An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper | |
2017 | Interconnectedness in the global financial market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2076. Full description at Econpapers || Download paper | |
2017 | From Ecology to Finance (and Back?): Recent Advancements in the Analysis of Bipartite Networks. (2017). Straka, Mika J ; Saracco, Fabio ; Squartini, Tiziano ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1710.10143. Full description at Econpapers || Download paper | |
2017 | Excess reserves, monetary policy and financial volatility. (2017). Primus, Keyra . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:153-168. Full description at Econpapers || Download paper | |
2017 | Cyclically adjusted provisions and financial stability. (2017). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:143-162. Full description at Econpapers || Download paper | |
2017 | The international dimensions of macroprudential policies. (2017). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Lombardo, Giovanni ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:643. Full description at Econpapers || Download paper | |
2017 | The International Dimensions of Macroprudential Policies. (2017). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Lombardo, Giovanni ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12108. Full description at Econpapers || Download paper | |
2017 | DERIVATION OF A STOCHASTIC LOAN REPAYMENT MODEL FOR VALUING A REVENUE-BASED LOAN CONTRACT. (2017). Mazengera, Hassan. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500130. Full description at Econpapers || Download paper | |
2017 | The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks. (2017). Valencia, Oscar ; Garay, Pablo ; Osorio, Daniel. In: Revista ESPE - ENSAYOS SOBRE POLÃTICA ECONÃMICA. RePEc:col:000107:016031. Full description at Econpapers || Download paper | |
2017 | Countercyclical Prudential Tools in an Estimated DSGE Model. (2017). PONCE, Jorge ; Garcia Cicco, Javier ; Garcia-Cicco, Javier ; Frache, Serafin. In: Documentos de Trabajo (working papers). RePEc:ude:wpaper:0917. Full description at Econpapers || Download paper | |
2017 | Why do firms decide to stop their share repurchase programs?. (2017). Mietzner, Mark . In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0206-z. Full description at Econpapers || Download paper | |
2017 | Payout flexibility and capital expenditure. (2017). Rao, Ramesh ; Feng, Harry ; Iyer, Subramanian Rama. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0603-z. Full description at Econpapers || Download paper | |
2017 | SHARE REPURCHASES AND THE FLEXIBILITY HYPOTHESIS. (2017). Rao, Ramesh ; Iyer, Subramanian Rama. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:287-313. Full description at Econpapers || Download paper | |
2017 | Open Market Repurchase Programs - Evidence from Finland. (2017). Hogholm, Kenneth . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:12:p:13-23. Full description at Econpapers || Download paper | |
2017 | Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers || Download paper | |
2017 | Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74. Full description at Econpapers || Download paper | |
2017 | The behavior of the money multiplier during and after the subprime crisis: Implications for the transmission mechanism of monetary policy. (2017). Cukierman, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12490. Full description at Econpapers || Download paper | |
2017 | Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206. Full description at Econpapers || Download paper | |
2017 | Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367. Full description at Econpapers || Download paper | |
2017 | Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150. Full description at Econpapers || Download paper | |
2017 | Does corporate governance matter in fund management company: the case of china. (2017). mamatzakis, emmanuel ; Xu, Bingrun . In: MPRA Paper. RePEc:pra:mprapa:76138. Full description at Econpapers || Download paper | |
2017 | Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:81585. Full description at Econpapers || Download paper | |
2017 | Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders. (2017). Shibata, Takashi ; Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1718. Full description at Econpapers || Download paper | |
2017 | Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282. Full description at Econpapers || Download paper | |
2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper | |
2017 | Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145. Full description at Econpapers || Download paper | |
2017 | Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507033. Full description at Econpapers || Download paper | |
2017 | Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350. Full description at Econpapers || Download paper | |
2017 | What do the shadow rates tell us about future inflation?. (2017). Kuusela, Annika ; Hännikäinen, Jari ; Hannikainen, Jari. In: MPRA Paper. RePEc:pra:mprapa:80542. Full description at Econpapers || Download paper | |
2017 | Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip . In: Economics Series Working Papers. RePEc:oxf:wpaper:824. Full description at Econpapers || Download paper | |
2017 | Spillover Effects of Japanâs Quantitative and Qualitative Easing on East Asian Economies. (2017). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: ADBI Working Papers. RePEc:ris:adbiwp:0631. Full description at Econpapers || Download paper | |
2017 | Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21. Full description at Econpapers || Download paper | |
2017 | Sudden stops of capital flows to emerging markets: A new prediction approach. (2017). Suh, Sangwon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:289-308. Full description at Econpapers || Download paper | |
2017 | Unconventional monetary policy and the stock marketâs reaction to Federal Reserve policy actions. (2017). Tas, Bedri ; Eksi, Ozan ; Onur, Bedri Kamil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147. Full description at Econpapers || Download paper | |
2017 | Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52. Full description at Econpapers || Download paper | |
2017 | The effectiveness of the Fedâs quantitative easing policy: New evidence based on international interest rate differentials. (2017). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349. Full description at Econpapers || Download paper | |
2017 | The Impact of US Uncertainty Shocks on Small Open Economies. (2017). ÃÂsterholm, Pär ; Osterholm, Par ; Stockhammar, Par . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x. Full description at Econpapers || Download paper | |
2017 | International Effects of Recent Policy Tightening : a speech at The IBRN-IMF conference: The Transmission of Macroprudential and Monetary Policies Across Borders, Washington, D.C., April 19, 2017.. (2017). Fischer, Stanley. In: Speech. RePEc:fip:fedgsq:948. Full description at Econpapers || Download paper | |
2017 | A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach. (2017). Marfatia, Hardik ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201736. Full description at Econpapers || Download paper | |
2017 | The Impacts of Emerging Asia on Global Financial Markets. (2017). Shin- ichi Fukuda, ; Tanaka, Mariko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1050. Full description at Econpapers || Download paper | |
2017 | The Impacts of Emerging Asia on Global Financial Markets. (2017). Fukuda, Shin-ichi ; Tanaka, Mariko ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1050. Full description at Econpapers || Download paper | |
2017 | Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127. Full description at Econpapers || Download paper | |
2017 | Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26. Full description at Econpapers || Download paper | |
2017 | The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291. Full description at Econpapers || Download paper | |
2017 | Quantitative Easing in the Euro Area - An Event Study Approach. (2017). Urbschat, Florian ; Watzka, Sebasitan. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168135. Full description at Econpapers || Download paper | |
2017 | Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts. (2017). Neely, Christopher ; Planchon, Jade ; McInish, Thomas. In: Working Papers. RePEc:fip:fedlwp:2017-031. Full description at Econpapers || Download paper | |
2017 | Tipping the Scale? The Workings of Monetary Policy through Trade. (2017). Adler, Gustavo ; Buitron, Carolina Osorio . In: IMF Working Papers. RePEc:imf:imfwpa:17/142. Full description at Econpapers || Download paper | |
2017 | Policy Mix and the US Trade Balance. (2017). Adler, Gustavo ; Buitron, Carolina Osorio . In: IMF Working Papers. RePEc:imf:imfwpa:17/204. Full description at Econpapers || Download paper | |
2017 | International spillovers of ECBâs unconventional monetary policy: the effect on Central Europe. (2017). Horvath, Roman ; Voslarova, Klara. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:24:p:2352-2364. Full description at Econpapers || Download paper | |
2017 | Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy. (2017). Neely, Christopher. In: Review. RePEc:fip:fedlrv:00081. Full description at Econpapers || Download paper | |
2017 | International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/05. Full description at Econpapers || Download paper | |
2017 | Quantitative Easing in the Euro Area - An Event Study Approach. (2017). Urbschat, Florian ; Watzka, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6709. Full description at Econpapers || Download paper | |
2017 | Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy. (2017). Neely, Christopher. In: Working Papers. RePEc:fip:fedlwp:2017-001. Full description at Econpapers || Download paper | |
2017 | Drivers of systemic risk: Do national and European perspectives differ?. (2017). Tonzer, Lena ; Buch, Claudia M ; Krause, Thomas. In: Discussion Papers. RePEc:zbw:bubdps:092017. Full description at Econpapers || Download paper | |
2017 | Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163. Full description at Econpapers || Download paper | |
2017 | Factors driving systemic risk of banks in Latin America. (2017). GarcÃÂa Molina, Mario ; Garcia-Molina, Mario ; Horsch, Andreas ; Kleinow, Jacob . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-015-9341-7. Full description at Econpapers || Download paper | |
2017 | The role of prepayment penalties in mortgage loans. (2017). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:165-179. Full description at Econpapers || Download paper | |
2017 | Do all new brooms sweep clean? Evidence for outside bank appointments. (2017). Schertler, Andrea ; Kick, Thomas ; Nehring, Inge. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:135-151. Full description at Econpapers || Download paper | |
2017 | Do all new brooms sweep clean? Evidence for outside bank appointments. (2017). Schertler, Andrea ; Kick, Thomas ; Nehring, Inge. In: Discussion Papers. RePEc:zbw:bubdps:272017. Full description at Econpapers || Download paper | |
2017 | Has momentum lost its momentum?. (2017). Bhattacharya, Debarati ; Sonaer, Gokhan ; Li, Wei-Hsien . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0547-8. Full description at Econpapers || Download paper | |
2017 | Governance and Stakeholders. (2017). Morck, Randall ; Mehrotra, Vikas . In: NBER Working Papers. RePEc:nbr:nberwo:23460. Full description at Econpapers || Download paper | |
2017 | Do creditor rights and information sharing affect the performance of foreign banks?. (2017). mamatzakis, emmanuel ; Kalyvas, Antonios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:13-35. Full description at Econpapers || Download paper | |
2017 | Do creditor rights and information sharing affect the performance of foreign banks?. (2017). mamatzakis, emmanuel ; Kalyvas, Antonios. In: Working Papers. RePEc:bog:wpaper:232. Full description at Econpapers || Download paper | |
2017 | Good Volatility, Bad Volatility and Option Pricing. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-52. Full description at Econpapers || Download paper | |
2017 | Analysing the determinants of insolvency risk for general insurance firms in the UK. (2017). cerrato, mario ; Caporale, Guglielmo Maria ; Zhang, Xuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:107-122. Full description at Econpapers || Download paper | |
2017 | The structure of the global reinsurance market: An analysis of efficiency, scale, and scope. (2017). Biener, Christian ; Jia, Ruo ; Eling, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:213-229. Full description at Econpapers || Download paper | |
2017 | Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135. Full description at Econpapers || Download paper | |
2017 | Truth and consequences: Bogus pipeline experiment in informal small business lending. (2017). Turvey, Calum ; Musshoff, Oliver ; Weber, Ron ; Romer, Ulf. In: DARE Discussion Papers. RePEc:zbw:daredp:1702. Full description at Econpapers || Download paper | |
2017 | Do borrower-lender relationships still matter for small business loans?. (2017). Durguner, Sena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:98-118. Full description at Econpapers || Download paper | |
2017 | Bank-firm relationship and credit risk: An analysis on Tunisian firms. (2017). Boussaada, Rim ; Belguith, Houda ; Belaid, Faial . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:532-543. Full description at Econpapers || Download paper | |
2017 | Truth and consequences: Bogus pipeline experiment in informal small business lending. (2017). Musshoff, Oliver ; Turvey, Calum G ; Weber, Ron ; Romer, Ulf. In: Department of Agricultural and Rural Development (DARE) Discussion Papers. RePEc:ags:gadadp:260765. Full description at Econpapers || Download paper | |
2017 | Stock return autocorrelations and predictability in the Chinese stock marketâEvidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401. Full description at Econpapers || Download paper | |
2017 | Is there a financial news risk premium in Islamic stocks?. (2017). Narayan, Seema ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170. Full description at Econpapers || Download paper | |
2017 | Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:24-45. Full description at Econpapers || Download paper | |
2017 | Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177. Full description at Econpapers || Download paper | |
2017 | Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64. Full description at Econpapers || Download paper | |
2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0024. Full description at Econpapers || Download paper | |
2017 | Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609. Full description at Econpapers || Download paper | |
2017 | Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030. Full description at Econpapers || Download paper | |
2017 | A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031. Full description at Econpapers || Download paper | |
2017 | A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0033. Full description at Econpapers || Download paper | |
2017 | Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035. Full description at Econpapers || Download paper | |
2017 | Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039. Full description at Econpapers || Download paper | |
2017 | Price discovery in Indian stock index futures market: new evidence based on intraday data. (2017). Inani, Sarveshwar Kumar. In: International Journal of Indian Culture and Business Management. RePEc:ids:ijicbm:v:14:y:2017:i:1:p:23-43. Full description at Econpapers || Download paper | |
2017 | Stock return predictability: the role of inflation and threshold dynamics. (2017). McMillan, David G. In: International Review of Applied Economics. RePEc:taf:irapec:v:31:y:2017:i:3:p:357-375. Full description at Econpapers || Download paper | |
2017 | Market adaptation to Regulation Fair Disclosure: The use of industry information to enhance the informational environment. (2017). Yu, Susana ; Webb, Gwendolyn . In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:1-12. Full description at Econpapers || Download paper | |
2017 | Environmental and Financial Performance of Fossil Fuel Firms: A Closer Inspection of their Interaction. (2017). Scholtens, Bert ; Gonenc, Halit. In: Ecological Economics. RePEc:eee:ecolec:v:132:y:2017:i:c:p:307-328. Full description at Econpapers || Download paper | |
2017 | Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets. (2017). Li, Qingchen ; Zhang, Minjia ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76. Full description at Econpapers || Download paper | |
2017 | Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76. Full description at Econpapers || Download paper | |
2017 | An examination of the risk-return relation in the Australian housing market. (2017). Lee, Chyi Lin. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-07-2016-0052. Full description at Econpapers || Download paper | |
2017 | Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking. (2017). Lapteacru, Ion. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00471. Full description at Econpapers || Download paper | |
2017 | A Replication of âAre Competitive Banking Systems More Stable?â (Journal of Money, Credit, and Banking, 2009). (2017). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi . In: Working Papers in Economics. RePEc:cbt:econwp:17/01. Full description at Econpapers || Download paper | |
2017 | Access to Financing and Firm Growth: Evidence from Ethiopia. (2017). Fielding, David ; Roberts, Helen ; Regasa, Dereje . In: Working Papers. RePEc:otg:wpaper:1707. Full description at Econpapers || Download paper | |
2017 | Dual market competition and deposit rate setting in Islamic and conventional banks. (2017). TARAZI, Amine ; Risfandy, Tastaftiyan ; Meslier, Celine. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:318-333. Full description at Econpapers || Download paper | |
2017 | Financial Inclusion, Bank Concentration, and Firm Performance. (2017). Jacolin, Luc ; Chauvet, Lisa. In: World Development. RePEc:eee:wdevel:v:97:y:2017:i:c:p:1-13. Full description at Econpapers || Download paper | |
2017 | Economic forecast and corporate leverage choices: The role of the institutional environment. (2017). Pindado, Julio ; Rivera, Juan C ; Requejo, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:121-144. Full description at Econpapers || Download paper | |
2017 | Collateral requirements for SME loans: empirical evidence from the Visegrad countries. (2017). Rahman, Ashiqur ; Tyll, Ladislav ; Kliestik, Tomas ; Belas, Jaroslav. In: Journal of Business Economics and Management. RePEc:taf:jbemgt:v:18:y:2017:i:4:p:650-675. Full description at Econpapers || Download paper | |
2017 | Financial distress and customer-supplier relationships. (2017). Lian, Yili. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:397-406. Full description at Econpapers || Download paper | |
2017 | Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes. (2017). CAPELLE-BLANCARD, Gunther. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:48-73. Full description at Econpapers || Download paper | |
2017 | The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Veryzhenko, Iryna ; Louhichi, Wael ; Harb, Etienne. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315. Full description at Econpapers || Download paper | |
2017 | Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets. (2017). Clapham, Benjamin ; Panz, Sven ; Gomber, Peter . In: SAFE Working Paper Series. RePEc:zbw:safewp:196. Full description at Econpapers || Download paper | |
2017 | Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876. Full description at Econpapers || Download paper | |
2017 | The Long-Term Performance of IPOâs, Revisited. (2017). Schmid, Markus ; Karthaus, Larissa ; Hoechle, Daniel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:06. Full description at Econpapers || Download paper | |
2017 | Costs, size and returns to scale among Canadian and U.S. commercial banks. (2017). McKeown, Robert . In: Working Papers. RePEc:qed:wpaper:1382. Full description at Econpapers || Download paper | |
2017 | Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector. (2017). Tzeremes, Nickolaos ; Pange, Jenny ; Kevork, Ilias S. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1125-1140. Full description at Econpapers || Download paper | |
2017 | Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks. (2017). Besstremyannaya, Galina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:66-89. Full description at Econpapers || Download paper | |
2017 | The influence of risk-taking on bank efficiency: Evidence from Colombia. (2017). Galan, Jorge ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:52-73. Full description at Econpapers || Download paper | |
2017 | Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408. Full description at Econpapers || Download paper | |
2017 | Costs, size and returns to scale among Canadian and U.S. commercial banks. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274708. Full description at Econpapers || Download paper | |
2017 | The governance, risk-taking, and performance of Islamic banks. (2017). Mollah, Sabur ; Hassan, M. Kabir ; Mobarek, Asma ; Farooque, Omar . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:2:d:10.1007_s10693-016-0245-2. Full description at Econpapers || Download paper | |
2017 | What makes Islamic banks different? A multivariate approach. (2017). Bitar, Mohammad ; Taramasco, Ollivier ; Madies, Philippe . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:215-235. Full description at Econpapers || Download paper | |
2017 | A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67. Full description at Econpapers || Download paper | |
2017 | Religion and mergers and acquisitions contracting: The case of earnout agreements. (2017). Hassan, M. Kabir ; Ismail, Ghada M ; Elnahas, Ahmed M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:221-246. Full description at Econpapers || Download paper | |
2017 | Political systems and the financial soundness of Islamic banks. (2017). Bitar, Mohammad ; Walker, Thomas ; Hassan, Kabir M. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:18-44. Full description at Econpapers || Download paper | |
2017 | Convergence in bank performance for commercial and Islamic banks during and after the Global Financial Crisis. (2017). Olson, Dennis ; Zoubi, Taisier . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:71-87. Full description at Econpapers || Download paper | |
2017 | Determinants of Bank Capital in Dual Banking Systems. (2017). Bitar, Mohammad ; Hippler, William J ; Hassan, Kabir M. In: NFI Working Papers. RePEc:nfi:nfiwps:2017-wp-04. Full description at Econpapers || Download paper | |
2017 | Does speculation in the oil market drive investor herding in emerging stock markets?. (2017). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63. Full description at Econpapers || Download paper | |
2017 | An empirical investigation of herding in the U.S. stock market. (2017). Clements, Adam ; Shi, Shuping ; Hurn, Stan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192. Full description at Econpapers || Download paper | |
2017 | Suboptimal Size: Factors Preventing the Growth of Russian Small and Medium-Sized Enterprises. (2017). Golikova, Victoria ; Kuznetsov, Boris. In: Foresight and STI Governance (Foresight-Russia till No. 3/2015). RePEc:hig:fsight:v:11:y:2017:i:3:p:83-93. Full description at Econpapers || Download paper | |
2017 | The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2017). Kapounek, Svatopluk. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:372-395. Full description at Econpapers || Download paper | |
2017 | Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80791. Full description at Econpapers || Download paper | |
2017 | Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Agnello, Luca ; Hammoudeh, Shawkat ; Castro, Vitor. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220. Full description at Econpapers || Download paper | |
2017 | The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21. Full description at Econpapers || Download paper | |
2017 | Price volatility and demand for oil: A comparative analysis of developed and developing countries. (2017). Jamasb, Tooraj ; Jobling, Andrew . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:53:y:2017:i:c:p:96-113. Full description at Econpapers || Download paper | |
2017 | Financial penalties and bank performance. (2017). Koster, Hannes ; Pelster, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:57-73. Full description at Econpapers || Download paper | |
2017 | Financing constraints and the use of performance-sensitive debt. (2017). Liu, BO ; Yang, Jinqiang ; Xia, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:73-84. Full description at Econpapers || Download paper | |
2017 | Valuation of an R&D project with three types of uncertainty. (2017). Nishihara, Michi. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1715. Full description at Econpapers || Download paper | |
2017 | Volume flexibility and capacity investment: a real options approach. (2017). Kort, Peter ; Talman, Dolf ; Wen, Xingang. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0196-5. Full description at Econpapers || Download paper | |
2017 | Specification Testing in Hawkes Models*. (2017). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:1:p:139-171.. Full description at Econpapers || Download paper | |
2017 | A new factor to explain implied volatility smirk. (2017). Fajardo, José. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:40:p:4026-4034. Full description at Econpapers || Download paper | |
2017 | A family of block-wise one-factor distributions for modeling high-dimensional binary data. (2017). Marbac, Matthieu ; Sedki, Mohammed . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:130-145. Full description at Econpapers || Download paper | |
2017 | Divergence of opinion and long-run performance of private placements: evidence from the auction market. (2017). Han, Jianlei ; Zhang, Guangli ; Pan, Zheyao . In: Working Papers. RePEc:tas:wpaper:23637. Full description at Econpapers || Download paper | |
2017 | Slow diffusion of information and price momentum in stocks: Evidence from options markets. (2017). Chen, Zhuo ; Lu, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:98-108. Full description at Econpapers || Download paper | |
2017 | Informed or speculative trading? Evidence from short selling before star and non-star analystsâ downgrade announcements in an emerging market. (2017). Meng, Qingbin ; Chan, Kam C ; Jiang, Xuanyu ; Li, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:240-255. Full description at Econpapers || Download paper | |
2017 | Catching up or drifting apart: Convergence of household and business credit in Europe. (2017). Bahadir, Berrak ; Valev, Neven. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:101-114. Full description at Econpapers || Download paper | |
2017 | Does financial VAT affect the size of the financial sector?. (2017). López-Laborda, Julio ; Pea, Guillermo ; Lopez-Laborda, Julio. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20177. Full description at Econpapers || Download paper | |
2017 | Convergence in transportation measures across the EU-15. (2017). Yetkiner, Ibrahim ; Beyzatlar, Mehmet Aldonat . In: Transportation. RePEc:kap:transp:v:44:y:2017:i:5:d:10.1007_s11116-016-9686-6. Full description at Econpapers || Download paper | |
2017 | Financial convergence on emerging markets: the case of CEE countries. (2017). Fronc, Micha ; Mielus, Piotr . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:149-172. Full description at Econpapers || Download paper | |
2017 | Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581. Full description at Econpapers || Download paper | |
2017 | The Allocation of Carbon Intensity Reduction Target by 2020 among Industrial Sectors in China. (2017). Yang, Baochen ; Jing, Xin ; Su, Yunpeng ; Liu, Chuanze . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:1:p:148-:d:88390. Full description at Econpapers || Download paper | |
2017 | The Diversification Benefits of Including Carbon Assets in Financial Portfolios. (2017). Zhang, Yinpeng ; Yu, Xueying ; Liu, Zhixin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:3:p:437-:d:93470. Full description at Econpapers || Download paper | |
2017 | Assessing the Effect of Carbon Tariffs on International Trade and Emission Reduction of Chinaâs Industrial Products under the Background of Global Climate Governance. (2017). Chen, Weiguang ; Guo, Qing . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:1028-:d:101610. Full description at Econpapers || Download paper | |
2017 | Measuring the Vulnerability of an Energy Intensive Sector to the EU ETS under a Life Cycle Approach: The Case of the Chlor-Alkali Industry. (2017). Garcia Herrero, Alicia ; Garcia-Herrero, Isabel ; Aldaco, Ruben ; Irabien, Angel ; Onandia, Raquel ; Laso, Jara ; Margallo, Maria. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:837-:d:98883. Full description at Econpapers || Download paper | |
2017 | The Higher Carbon Intensity of Loans, the Higher Non-Performing Loan Ratio: The Case of China. (2017). Guan, Rong ; Ren, Ruoen ; Fang, QI ; Hu, Jie ; Zheng, Haitao . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:667-:d:96528. Full description at Econpapers || Download paper | |
2017 | A Study of the Allocation of Carbon Emission Permits among the Provinces of China Based on Fairness and Efficiency. (2017). Jiang, Huiqin ; Bao, Jianqiang ; Zhang, Xiao ; Shao, Xinxiao. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:11:p:2122-:d:119248. Full description at Econpapers || Download paper | |
2017 | Carbon Reduction Strategies Based on an NW Small-World Network with a Progressive Carbon Tax. (2017). Wu, Bin ; Liu, Pengfei ; Huang, Wanying. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1747-:d:113547. Full description at Econpapers || Download paper | |
2017 | Impact of Firmsâ Observation Network on the Carbon Market. (2017). Yu, Song-Min ; Zhu, Lei. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:8:p:1164-:d:107410. Full description at Econpapers || Download paper | |
2017 | Optimal Bank Capital Requirements: An Asymmetric Information Perspective. (2017). Berardi, Simone ; Marcelletti, Alessandra . In: SEP Working Papers. RePEc:ris:sepewp:2017_002. Full description at Econpapers || Download paper | |
2017 | A comparative review of the role of income inequality in economic crisis theories and its contribution to the financial crisis of 2007-2009. (2017). Goda, Thomas. In: REVISTA FINANZAS Y POLÃTICA ECONÃMICA. RePEc:col:000443:015442. Full description at Econpapers || Download paper | |
2017 | How the corporate governance mechanisms affect bank risk taking. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang. In: MPRA Paper. RePEc:pra:mprapa:78137. Full description at Econpapers || Download paper | |
2017 | Funding liquidity and bank risk taking. (2017). Wu, Eliza ; Scheule, Harald ; Khan, Muhammad Saifuddin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:203-216. Full description at Econpapers || Download paper | |
2017 | Capital and resolution policies: The US interbank market. (2017). Capponi, Agostino ; Ong, Stephen J ; Oet, Mikhail V ; Dooley, John M. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:229-239. Full description at Econpapers || Download paper | |
2017 | Determinants of bank closures : Do changes of CAMEL variables matter?. (2017). Solanko, Laura ; Makinen, Mikko ; Mikko Makinen , . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_016. Full description at Econpapers || Download paper | |
2017 | Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions. (2017). Renneboog, Luc ; Vansteenkiste, Cara ; Szilagyi, Peter . In: Discussion Paper. RePEc:tiu:tiucen:e3b3753d-87d4-46d6-be12-30e993c9b87a. Full description at Econpapers || Download paper | |
2017 | Leveraged Buyouts : A Survey of the Literature. (2017). Renneboog, Luc ; Vansteenkiste, Cara. In: Discussion Paper. RePEc:tiu:tiucen:573ebdd5-a720-4110-8ed1-e7932a4d1cb4. Full description at Econpapers || Download paper | |
2017 | Creditor rights, claims enforcement, and bond performance in mergers and acquisitions. (2017). Renneboog, Luc ; Szilagyi, Peter G ; Vansteenkiste, Cara. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0031-2. Full description at Econpapers || Download paper | |
2017 | Law, finance, and the international mobility of corporate governance. (2017). Knill, April ; Cumming, Douglas ; Reeb, David Mitchell ; Filatotchev, Igor ; Senbet, Lemma . In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0063-7. Full description at Econpapers || Download paper | |
2017 | INVESTMENT BANK EXPERTISE IN CROSS-BORDER MERGERS AND ACQUISITIONS. (2017). Arena, Matteo P ; Dewally, Michael. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:81-112. Full description at Econpapers || Download paper | |
2017 | Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2017). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:173-183. Full description at Econpapers || Download paper | |
2017 | Bond Variance Risk Premiums. (2017). Choi, Hoyong ; Vedolin, Andrea ; Mueller, Philippe. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:987-1022.. Full description at Econpapers || Download paper | |
2017 | The risk-averse newsvendor problem under spectral risk measures: A classification with extensions. (2017). Fichtinger, Johannes ; Arikan, Emel . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:116-125. Full description at Econpapers || Download paper | |
2017 | Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited. (2017). Brandtner, Mario ; Kursten, Wolfgang . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:394-399. Full description at Econpapers || Download paper | |
2017 | Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255. Full description at Econpapers || Download paper | |
2017 | Uninsured deposits and excess share insurance at US credit unions: the impact on risk and returns to members. (2017). van Dalsem, Shane A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9376-4. Full description at Econpapers || Download paper | |
2017 | Lending Conditions in EU: The Role of Credit Demand and Supply. (2017). Kapounek, Svatopluk. In: Working Papers. RePEc:ost:wpaper:362. Full description at Econpapers || Download paper | |
2017 | Banks search for yield in the low interest rate environment: a tale of regulatory adaptation. (2017). Wang, J. Christina. In: Working Papers. RePEc:fip:fedbwp:17-3. Full description at Econpapers || Download paper | |
2017 | Interest margins and bank regulation in Central America and the Caribbean. (2017). Brei, Michael ; Birchwood, Anthony ; Noel, Dorian M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:56-68. Full description at Econpapers || Download paper | |
2017 | Lending conditions in EU: The role of credit demand and supply. (2017). Kucerova, Zuzana ; Kapounek, Svatopluk ; Fidrmuc, Jarko ; Kuerova, Zuzana. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:285-293. Full description at Econpapers || Download paper | |
2017 | How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis. (2017). Sigmund, Michael ; Pagnini, Marcello ; Krenn, Gerald ; Gunter, Ulrich ; Vacca, Valerio ; Rossi, Paola. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:555-586. Full description at Econpapers || Download paper | |
2017 | Does bonding really bond? Liability of foreignness and cross-listing of Chinese firms on international stock exchanges. (2017). Xian, LI ; Sathye, Milind ; Jiang, Fuming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:109-124. Full description at Econpapers || Download paper | |
2017 | Financial Capacity: Do students know what they need to know?. (2017). Rzeczycka, Anna ; Mazurek-Krasodomska, Ewa ; Golawska, Gabriela . In: Working Papers. RePEc:war:wpaper:2017-04. Full description at Econpapers || Download paper | |
2017 | Does Financial Education Impact Financial Literacy and Financial Behavior, and if so, When?. (2017). Menkhoff, Lukas ; Kaiser, Tim. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:37. Full description at Econpapers || Download paper | |
2017 | Financial literacy, financial advice, and financial behavior. (2017). Stolper, Oscar A ; Walter, Andreas. In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:5:d:10.1007_s11573-017-0853-9. Full description at Econpapers || Download paper | |
2017 | Gender Differences in Financial Education: Evidence from Primary School. (2017). Migheli, Matteo ; Coda Moscarola, Flavia. In: De Economist. RePEc:kap:decono:v:165:y:2017:i:3:d:10.1007_s10645-017-9300-0. Full description at Econpapers || Download paper | |
2017 | Takeover protection and stock price crash risk: Evidence from state antitakeover laws. (2017). Bhargava, Rahul ; Zeng, Hongchao ; Faircloth, Sheri . In: Journal of Business Research. RePEc:eee:jbrese:v:70:y:2017:i:c:p:177-184. Full description at Econpapers || Download paper | |
2017 | Trust and stock price crash risk: Evidence from China. (2017). Li, Xiaorong ; Wang, Xue. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:74-91. Full description at Econpapers || Download paper | |
2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752. Full description at Econpapers || Download paper | |
2017 | On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41. Full description at Econpapers || Download paper | |
2017 | The Effect of Managerial Ability on Future Stock Price Crash Risk: Evidence from Korea. (2017). Park, Soo Yeon ; Jung, Hoon. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2334-:d:122984. Full description at Econpapers || Download paper | |
2017 | Cross-Sectional and Time-Series Momentum Returns and Market States. (2017). Nartea, Gilbert ; Cheema, Muhammad ; Man, Yimei . In: MPRA Paper. RePEc:pra:mprapa:78989. Full description at Econpapers || Download paper | |
2017 | Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110. Full description at Econpapers || Download paper | |
2017 | On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:119. Full description at Econpapers || Download paper | |
2017 | Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374. Full description at Econpapers || Download paper | |
2017 | An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354. Full description at Econpapers || Download paper | |
2017 | On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53. Full description at Econpapers || Download paper | |
2017 | Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318. Full description at Econpapers || Download paper | |
2017 | Time series momentum and moving average trading rules. (2017). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:3:p:405-421. Full description at Econpapers || Download paper | |
2017 | R&D Subsidies and Firmsâ Cost of Debt. (2017). Hottenrott, Hanna ; Demeulemeester, Sarah. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168093. Full description at Econpapers || Download paper | |
2017 | To trust is good, but to control is better: How investors discipline financial advisorsâ activity. (2017). Urzì Brancati, Maria Cesira ; Giofre', Maela ; Calcagno, Riccardo ; Urzi-Brancati, Maria Cesira . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:287-316. Full description at Econpapers || Download paper | |
2017 | Choice Complexity, Benchmarks and Costly Information. (2017). Rosenkranz, Stephanie ; Harms, Job . In: Working Papers. RePEc:use:tkiwps:1707. Full description at Econpapers || Download paper | |
2017 | Donât lapse into temptation: a behavioral explanation for policy surrender. (2017). Nolte, Sven ; Schneider, Judith C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:12-27. Full description at Econpapers || Download paper | |
2017 | Financial literacy, financial advisors, and information sources on demand for life insurance. (2017). Lin, Chaonan ; Yeh, Cheng-Yung ; Hsiao, Yu-Jen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:218-237. Full description at Econpapers || Download paper | |
2017 | To Trust is Good, but to Control Is Better: How Investors Discipline Financial AdvisorsActivity. (2017). Urzì Brancati, Maria Cesira ; Giofre', Maela ; Urzi-Brancati, Maria Cesira ; Calcagno, Riccardo . In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201718. Full description at Econpapers || Download paper | |
2017 | Financial Adviser Anxiety, Financial Literacy, and Financial Advice Seeking. (2017). Gerrans, Paul ; Hershey, Douglas A. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:51:y:2017:i:1:p:54-90. Full description at Econpapers || Download paper | |
2017 | Appraisal of artificial neural network for forecasting of economic parameters. (2017). Jeremi, Ljiljana ; Alizamir, Meysam ; Kordanuli, Bojana ; Barjaktarovi, Lidija . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:515-519. Full description at Econpapers || Download paper | |
2017 | Bank opacity and risk-taking: Evidence from analystsâ forecasts. (2017). Fosu, Samuel ; Murinde, Victor ; Coffie, William ; Ntim, Collins G. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:81-95. Full description at Econpapers || Download paper | |
2017 | The changing international network of sovereign debt and financial institutions. (2017). Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23500. Full description at Econpapers || Download paper | |
2017 | Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?. (2017). Vladimirov, Evgenii . In: EUSP Department of Economics Working Paper Series. RePEc:eus:wpaper:ec0117. Full description at Econpapers || Download paper | |
2017 | Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606. Full description at Econpapers || Download paper | |
2017 | The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40. Full description at Econpapers || Download paper | |
2017 | Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19. Full description at Econpapers || Download paper | |
2017 | Optimal portfolios when variances and covariances can jump. (2017). Branger, Nicole ; Weisheit, Stefan ; Seifried, Frank Thomas ; Muck, Matthias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:59-89. Full description at Econpapers || Download paper | |
2017 | Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21. Full description at Econpapers || Download paper | |
2017 | Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132. Full description at Econpapers || Download paper | |
2017 | Particle systems with singular interaction through hitting times: application in systemic risk modeling. (2017). Nadtochiy, Sergey ; Shkolnikov, Mykhaylo. In: Papers. RePEc:arx:papers:1705.00691. Full description at Econpapers || Download paper | |
2017 | Financial intermediary leverage spillovers. (2017). Serletis, Apostolos ; Istiak, Khandokar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:1000-1007. Full description at Econpapers || Download paper | |
2017 | Contagion in the CDS Market. (2017). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:821. Full description at Econpapers || Download paper | |
2017 | The Network View: applications to international trade and bank exposures. (2017). Fernandez, Luis ; de Cadenas, Gonzalo . In: Working Papers. RePEc:bbv:wpaper:17/02. Full description at Econpapers || Download paper | |
2017 | The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Hüser, Anne-Caroline ; Halaj, Grzegorz ; Haaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20172010. Full description at Econpapers || Download paper | |
2017 | The Network View: applications to international trade and bank exposures. (2017). Fernandez, Luis ; de Cadenas, Gonzalo . In: Working Papers. RePEc:bbv:wpaper:1702. Full description at Econpapers || Download paper | |
2017 | Contagion in financial systems: A Bayesian network approach. (2017). Chong, Carsten ; Kluppelberg, Claudia. In: Papers. RePEc:arx:papers:1702.04287. Full description at Econpapers || Download paper | |
2017 | Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621. Full description at Econpapers || Download paper | |
2017 | Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90. Full description at Econpapers || Download paper | |
2017 | Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146. Full description at Econpapers || Download paper | |
2017 | Gold as inflation and exchange rate hedge: The case of India. (2017). Gautam, Vikash ; Kumar, Amrendra . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00692. Full description at Econpapers || Download paper | |
2017 | Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105. Full description at Econpapers || Download paper | |
2017 | How Safe are Central Counterparties in Derivatives Markets?. (2017). Young, Peyton H ; Paddrik, Mark. In: Economics Series Working Papers. RePEc:oxf:wpaper:826. Full description at Econpapers || Download paper | |
2017 | The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo. In: Bank of England working papers. RePEc:boe:boeewp:0662. Full description at Econpapers || Download paper | |
2017 | Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600. Full description at Econpapers || Download paper | |
2017 | Vulnerable Funds?. (2017). Fricke, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168209. Full description at Econpapers || Download paper | |
2017 | Incentivizing resilience in financial networks. (2017). Leduc, Matt V ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:44-66. Full description at Econpapers || Download paper | |
2017 | Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:1-17. Full description at Econpapers || Download paper | |
2017 | Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27. Full description at Econpapers || Download paper | |
2017 | Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512. Full description at Econpapers || Download paper | |
2017 | Vulnerable asset management? The case of mutual funds. (2017). Fricke, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:322017. Full description at Econpapers || Download paper | |
2017 | Empirical network contagion for U.S. financial institutions. (2017). Duarte, Fernando ; Jones, Collin. In: Staff Reports. RePEc:fip:fednsr:826. Full description at Econpapers || Download paper | |
2017 | Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719. Full description at Econpapers || Download paper | |
2017 | Rescuing the Financial System: Capabilities, Incentives, and Optimal Interbank Networks. (2017). Kanak, Zafer. In: Working Papers. RePEc:net:wpaper:1717. Full description at Econpapers || Download paper | |
2017 | Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296. Full description at Econpapers || Download paper | |
2017 | Az arányos csÅdszabály karakterizációja körbetartozások esetén. (2017). Csóka, Péter. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1719. Full description at Econpapers || Download paper | |
2017 | Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127.. Full description at Econpapers || Download paper | |
2017 | Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52. Full description at Econpapers || Download paper | |
2017 | How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06. Full description at Econpapers || Download paper | |
2017 | Financial ratios and bankruptcy predictions: An international evidence. (2017). Tian, Shaonan ; Yu, Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:510-526. Full description at Econpapers || Download paper | |
2017 | Economic Sustainability in Franchising: A Model to Predict Franchisor Success or Failure. (2017). Calderon-Monge, Esther ; Huerta-Zavala, Pilar ; Pastor-Sanz, Ivan. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:8:p:1419-:d:107916. Full description at Econpapers || Download paper | |
2017 | Using an ensemble classifier based on sequential floating forward selection for financial distress prediction problem. (2017). Fallahpour, Saeid ; Zadeh, Mohammad Hendijani ; Lakvan, Eisa Norouzian. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:34:y:2017:i:c:p:159-167. Full description at Econpapers || Download paper | |
2017 | Bankruptcy prediction using Partial Least Squares Logistic Regression. (2017). BEN JABEUR, SAMI. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:36:y:2017:i:c:p:197-202. Full description at Econpapers || Download paper | |
2017 | The Potential of Dynamic Indicator in Development of the Bankruptcy Prediction Models: the Case of Construction Companies. (2017). Karas, Michal ; Reakova, Maria. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065020641. Full description at Econpapers || Download paper | |
2017 | Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows. (2017). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:367-383. Full description at Econpapers || Download paper | |
2017 | Modelling the relationship between future energy intraday volatility and trading volume with wavelet. (2017). Ftiti, Zied ; JAWADI, Fredj ; Louhichi, Wal. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:20:p:1981-1993. Full description at Econpapers || Download paper | |
2017 | Risk Sharing in the Euro Zone: the Role of European Institutions. (2017). Milano, Valentina . In: Working Papers CELEG. RePEc:lui:celegw:1701. Full description at Econpapers || Download paper | |
2017 | Migration and Remittances in Latin America and the Caribbean; Engines of Growth and Macroeconomic Stabilizers?. (2017). Koczan, Zsoka ; Hadzi-Vaskov, Metodij ; Wong, Joyce ; Ustyugova, Yulia ; Martijn, Jan Kees ; Lissovolik, Bogdan ; Loyola, Franz ; Galdamez, Misael ; Cerovic, Svetlana ; Beaton, Kimberly . In: IMF Working Papers. RePEc:imf:imfwpa:17/144. Full description at Econpapers || Download paper | |
2017 | Oral intervention in China: Efficacy of Chinese exchange rate communications. (2017). Zhang, Zhichao ; Li, HE. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:24-34. Full description at Econpapers || Download paper | |
2017 | Wealth transfer, signaling and leverage in M&A. (2017). Murray, Benjamin ; Wright, Danika ; Svec, Jiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:203-212. Full description at Econpapers || Download paper | |
2017 | The effect of shareholder activism on bondholders and stockholders. (2017). Ngo, Thanh ; Susnjara, Jurica ; Jory, Surendranath. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:328-344. Full description at Econpapers || Download paper | |
2017 | National culture and bank performance: Evidence from the recent financial crisis. (2017). Mirzaei, Ali ; Samet, Anis ; Boubakri, Narjess. In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:36-56. Full description at Econpapers || Download paper | |
2017 | Crisis Sentiment in the U.S. Insurance Sector. (2017). Irresberger, Felix ; Konig, Fee Elisabeth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1295-1330. Full description at Econpapers || Download paper | |
2017 | Fueling the buyout machine: fundraising in private equity. (2017). Loos, Robert ; Schwetzler, Bernhard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0298-8. Full description at Econpapers || Download paper | |
2017 | Risk bounds for factor models. (2017). Vanduffel, Steven ; Wang, Ruodu ; Ruschendorf, Ludger ; Bernard, Carole. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0328-4. Full description at Econpapers || Download paper | |
2017 | Improved algorithms for computing worst Value-at-Risk. (2017). Marius, Hofert ; Tony, Wirjanto ; David, Saunders ; Amir, Memartoluie . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:13-31:n:3. Full description at Econpapers || Download paper | |
2017 | Value-at-Risk Bounds With Variance Constraints. (2017). Bernard, Carole ; Vanduffel, Steven ; Ruschendorf, Ludger. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:923-959. Full description at Econpapers || Download paper | |
2017 | A Portfolio Model of Quantitative Easing. (2017). Krogstrup, Signe ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2016-12. Full description at Econpapers || Download paper | |
2017 | Did quantitative easing boost bank lending? The Slovak experience.. (2017). Lojschova, Adriana. In: MPRA Paper. RePEc:pra:mprapa:79567. Full description at Econpapers || Download paper | |
2017 | The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17. Full description at Econpapers || Download paper | |
2017 | Did quantitative easing boost bank lending? The Slovak experience. (2017). Lojschova, Adriana . In: Working and Discussion Papers. RePEc:svk:wpaper:1042. Full description at Econpapers || Download paper | |
2017 | Eurosystemâs asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652. Full description at Econpapers || Download paper | |
2017 | Quantitative Easing and Bank Risk Taking: Evidence from Lending. (2017). Kandrac, John ; Schlusche, Bernd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-125. Full description at Econpapers || Download paper | |
2017 | How Does the Fed Adjust its Securities Holdings and Who is Affected?. (2017). Ihrig, Jane E ; Weinbach, Gretchen C ; Mize, Lawrence. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-99. Full description at Econpapers || Download paper | |
2017 | CEO Overconfidence in Real Estate Markets: A Curse or A Blessing?. (2017). Bao, Helen ; Li, Haotong. In: ERES. RePEc:arz:wpaper:eres2017_157. Full description at Econpapers || Download paper | |
2017 | Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362. Full description at Econpapers || Download paper | |
2017 | The economic and fiscal value of German guarantee banks. (2017). Ulbricht, Dirk ; Neuberger, Doris ; Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:152. Full description at Econpapers || Download paper | |
2017 | Is there a gender effect on the cost of bank financing?. (2017). Mascia, Danilo V. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:136-153. Full description at Econpapers || Download paper | |
2017 | Earnings management to exceed thresholds in continental and Anglo-Saxon accounting models: The British and French cases. (2017). Halaoua, Sameh ; Mejri, Tarek ; Hamdi, Badreddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:513-529. Full description at Econpapers || Download paper | |
2017 | Out of Africa: The role of institutional distance and host-home colonial tie in South African Firmsâ post-acquisition performance in developed economies. (2017). rao-nicholson, Rekha ; Liou, Ru-Shiun . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:6:p:1184-1195. Full description at Econpapers || Download paper | |
2017 | Why do firms adopt stock options and who benefits? A natural experiment in China. (2017). Kling, Gerhard ; Driver, Ciaran ; Bo, Hong ; Jiang, Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:124-140. Full description at Econpapers || Download paper | |
2017 | The impact of equity incentive plans on analystsâ earnings forecasts and stock recommendations for Chinese listed firms: An empirical study. (2017). Liu, Sun. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:29:y:2017:i:c:p:1-13. Full description at Econpapers || Download paper | |
2017 | Banksâ asset and liability valuation in the new regulatory environment: a game theory perspective. (2017). Annabi, Amira ; Reuben, Alicja K. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:18:y:2017:i:4:d:10.1057_s41261-017-0038-z. Full description at Econpapers || Download paper | |
2017 | Shareholder wealth responses to European legislation on bank executive compensation. (2017). Diaz, Belen Diaz ; Garcia-Olalla, Myriam ; Garcia-Ramos, Rebeca . In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:20:y:2017:i:3:p:271-291. Full description at Econpapers || Download paper | |
2017 | Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154. Full description at Econpapers || Download paper | |
2017 | Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market. (2017). Huizinga, Harry ; Horvath, Balint ; Demirguc-Kunt, Asli. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:17/6. Full description at Econpapers || Download paper | |
2017 | Foreign Banks and International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market. (2017). Huizinga, Harry ; Horvath, Balint ; Demirguc-Kunt, Asli. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11796. Full description at Econpapers || Download paper | |
2017 | What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?. (2017). PipieÅ, Mateusz ; Olszak, MaÅgorzata ; Roszkowska, Sylwia ; Kowalska, Iwona. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:1:d:10.1007_s10693-015-0238-6. Full description at Econpapers || Download paper | |
2017 | ÐолгоÑÑоÑное банковÑкое кÑедиÑование: какие банки им занимаÑÑÑÑ Ð¸ поÑемÑ?. (2017). Vernikov, Andrei ; Mamonov, Mikhail. In: MPRA Paper. RePEc:pra:mprapa:77160. Full description at Econpapers || Download paper | |
2017 | Cyclicality of bank liquidity creation. (2017). Weill, Laurent ; FungáÄová, Zuzana ; Davydov, Denis ; Fungaova, Zuzana. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_005. Full description at Econpapers || Download paper | |
2017 | Cyclicality of SME lending and government involvement in banks. (2017). Foos, Daniel ; Norden, Lars ; Behr, Patrick. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:64-77. Full description at Econpapers || Download paper | |
2017 | СÑÑÑкÑÑÑнÑе или инÑÑиÑÑÑионалÑнÑе Ñдвиги? ÐопÑÑка измеÑÐµÐ½Ð¸Ñ Ð½Ð° пÑимеÑе банковÑкого ÑекÑоÑа. (2017). Vernikov, Andrei. In: MPRA Paper. RePEc:pra:mprapa:79978. Full description at Econpapers || Download paper | |
2017 | Burning Money? Government Lending in a Credit Crunch. (2017). Repullo, Rafael ; Peydro, Jose-Luis ; Saurina, Jesus ; Jimenez, Gabriel. In: Working Papers. RePEc:bge:wpaper:984. Full description at Econpapers || Download paper | |
2017 | Ownership dispersion and bank performance: Evidence from China. (2017). Bian, Wenlong ; Deng, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:49-52. Full description at Econpapers || Download paper | |
2017 | Procyclicality and The Intensity of Basel III Measures in Islamic Banking: Some Evidence from Iran اÙتÙÙبات اÙدÙرÙØ© ÙÙ
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2017 | Procyclicality and The Intensity of Basel III Measures in Islamic Banking: Some Evidence from Iran اÙتÙÙبات اÙدÙرÙØ© ÙÙ
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2017 | Are international banks different? Evidence on bank performance and strategy. (2017). Huizinga, Harry ; Demirguc-Kunt, Asli ; Bertay, Ata. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12505. Full description at Econpapers || Download paper | |
2017 | Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16. Full description at Econpapers || Download paper | |
2017 | Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2017). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:102017. Full description at Econpapers || Download paper | |
2017 | Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. (2017). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:172017. Full description at Econpapers || Download paper | |
2017 | Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76. Full description at Econpapers || Download paper | |
2017 | Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Stubinger, Johannes ; Knoll, Julian ; Walter, Dominik. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017. Full description at Econpapers || Download paper | |
2017 | How do neighboring peer companies influence SMEsâ financial behavior?. (2017). mur, jesus ; Mate-Sanchez, Mariluz ; Mur-Lacambra, Jesus ; Lopez-Hernandez, Fernando. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:104-114. Full description at Econpapers || Download paper | |
2017 | Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46. Full description at Econpapers || Download paper | |
2017 | Antecedents of hedge fund activism in French listed target firms. (2017). ben Arfa, Nouha ; Labaronne, Daniel ; Karmani, Majdi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1315-1326. Full description at Econpapers || Download paper | |
2017 | The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity. (2017). Wei, Shang-Jin ; Sung, Taeyoon ; Kim, Woochan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:406-432. Full description at Econpapers || Download paper | |
2017 | The effect of corporate governance on firm value and profitability: Time-series evidence from Turkey. (2017). Yurtoglu, Burcin ; Black, Bernard ; Ararat, Melsa . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:113-132. Full description at Econpapers || Download paper | |
2017 | The Rising Systemic Importance of Chinese Banks: Should the World Be Concerned?. (2017). Avkiran, Necmi Kemal ; Mi, Lin. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:4:p:427-440. Full description at Econpapers || Download paper | |
2017 | Does the impact of board independence on large bank risks change after the global financial crisis?. (2017). Vallascas, Francesco ; Keasey, Kevin ; Mollah, Sabur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:149-166. Full description at Econpapers || Download paper | |
2017 | Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759. Full description at Econpapers || Download paper | |
2017 | Using dynamic model averaging in state space representation with dynamic Occamâs window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176. Full description at Econpapers || Download paper | |
2017 | Corporate bankruptcy prediction: a high dimensional analysis. (2017). Jones, Stewart. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9407-1. Full description at Econpapers || Download paper | |
2017 | Can tree-structured classifiers add value to the investor?. (2017). Laborda, Ricardo. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:211-226. Full description at Econpapers || Download paper | |
2017 | Asset prices and economic fluctuations: The implications of stochastic volatility. (2017). Chen, Junping ; Zhu, Xiaoneng ; Xiong, Xiong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:128-140. Full description at Econpapers || Download paper | |
2017 | Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16. Full description at Econpapers || Download paper | |
2017 | International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526. Full description at Econpapers || Download paper | |
2017 | HEDGING OF CREDIT DERIVATIVES, SYSTEMATIC FLUCTUATION AND BANKING STABILITY IN CHINA. (2017). Chen, Qi-An ; Du, Fangzhou. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:04:n:s0217590817400288. Full description at Econpapers || Download paper | |
2017 | The performance of long-serving fund managers. (2017). Clare, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:152-159. Full description at Econpapers || Download paper | |
2017 | Bank efficiency and financial centres: Does geographical location matter?. (2017). Tzeremes, Nickolaos ; Deglinnocenti, Marta ; Sevic, Zeljko ; Matousek, Roman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:188-198. Full description at Econpapers || Download paper | |
2017 | Bank Efficiency, Productivity and Convergence in EU countries: A Weighted Russell Directional Distance Model. (2017). Managi, Shunsuke ; Fujii, Hidemichi ; Rughoo, Aarti ; Matousek, Roman. In: MPRA Paper. RePEc:pra:mprapa:77237. Full description at Econpapers || Download paper | |
2017 | Bank branch efficiency under environmental change: A bootstrap DEA on monthly profit and loss accounting statements of Greek retail branches. (2017). Aggelopoulos, Eleftherios ; Georgopoulos, Antonios . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1170-1188. Full description at Econpapers || Download paper | |
2017 | Dont Stop Me Now: The Impact of Credit Market Fragmentation on Firms Financing Constraints. (2017). Neugebauer, Katja ; Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1650. Full description at Econpapers || Download paper | |
2017 | Granularity in banking and growth: Does financial openness matter?. (2017). Bremus, Franziska ; Buch, Claudia M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:300-316. Full description at Econpapers || Download paper | |
2017 | Dont stop me now: the impact of credit market fragmentation on firms financing constraints. (2017). Neugebauer, Katja ; Bremus, Franziska. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:70774. Full description at Econpapers || Download paper | |
2017 | Central bank transparency and cross-border banking. (2017). Tonzer, Lena ; Eichler, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:1-30. Full description at Econpapers || Download paper | |
2017 | Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100. Full description at Econpapers || Download paper | |
2017 | Industry Interdependency Dynamics in a Network Context. (2017). Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Qian, YA. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-012. Full description at Econpapers || Download paper | |
2017 | Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291. Full description at Econpapers || Download paper | |
2017 | Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914. Full description at Econpapers || Download paper | |
2017 | A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7. Full description at Econpapers || Download paper | |
2017 | Bank productivity growth and convergence in the European Union during the financial crisis. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Sevic, Zeljko ; Degl, Marta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:184-199. Full description at Econpapers || Download paper | |
2017 | Banking efficiency in South East Europe: Evidence for financial crises and the gap between new EU members and candidate countries. (2017). Nurboja, Bashkim ; Koak, Marko . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:1:p:122-138. Full description at Econpapers || Download paper | |
2017 | Impact of financial crisis on banking sector efficiency in the Arab world.. (2017). Singh, Baljeet ; Dzenopoljac, Vladimir ; Yaacoub, Chadi ; Elkanj, Nasser . In: International Journal of Development and Conflict. RePEc:gok:ijdcv1:v:7:y:2017:i:1:p:49-64. Full description at Econpapers || Download paper | |
2017 | Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:258-279. Full description at Econpapers || Download paper | |
2017 | Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86. Full description at Econpapers || Download paper | |
2017 | Explaining the time-varying effects of oil market shocks on US stock returns. (2017). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia ; Guerin, Pierre . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:84-88. Full description at Econpapers || Download paper | |
2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186. Full description at Econpapers || Download paper | |
2017 | The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: MPRA Paper. RePEc:pra:mprapa:81638. Full description at Econpapers || Download paper | |
2017 | The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Working Papers. RePEc:otg:wpaper:1710. Full description at Econpapers || Download paper | |
2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267. Full description at Econpapers || Download paper | |
2017 | Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector. (2017). Giannoccolo, Pierpaolo ; Mansilla-Fernandez, Jose Manuel. In: Departmental Working Papers. RePEc:mil:wpdepa:2017-16. Full description at Econpapers || Download paper | |
2017 | Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector. (2017). Giannoccolo, Pierpaolo ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1113. Full description at Econpapers || Download paper | |
2017 | Assessing competition in the European Union banking sector. (2017). Capraru, Bogdan ; Pintilie, Nicoleta-Livia. In: The Review of Finance and Banking. RePEc:rfb:journl:v:09:y:2017:i:1:p:007-026. Full description at Econpapers || Download paper | |
2017 | Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?. (2017). Lin, Hsiou-Wei ; Hsu, Yu-Chin ; Vincent, Kendro . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:17-a003. Full description at Econpapers || Download paper | |
2017 | Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. (2017). Huck, Nicolas ; Krauss, Christopher ; Do, Xuan Anh . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:689-702. Full description at Econpapers || Download paper | |
2017 | Deep learning with long short-term memory networks for financial market predictions. (2017). Fischer, Thomas ; Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:112017. Full description at Econpapers || Download paper | |
2017 | Digesting anomalies in emerging European markets: A comparison of factor pricing models. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | High-volume return premium on the stock markets in Warsaw and Vienna. (2017). Wójtowicz, Tomasz ; Wojtowicz, Tomasz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:4:p:375-402. Full description at Econpapers || Download paper | |
2017 | Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569. Full description at Econpapers || Download paper | |
2017 | Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185. Full description at Econpapers || Download paper | |
2017 | Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I. In: Working Papers. RePEc:use:tkiwps:1715. Full description at Econpapers || Download paper | |
2017 | International perspectives on venture capital and bank finance for entrepreneurial firms. (2017). Cumming, Douglas ; Block, Joern ; Vismara, Silvio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:44:y:2017:i:1:d:10.1007_s40812-017-0069-6. Full description at Econpapers || Download paper | |
2017 | Intended use of proceeds and post-IPO performance. (2017). ben Amor, Salma ; Kooli, Maher. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:168-181. Full description at Econpapers || Download paper | |
2017 | Environmental Performance and Financing Decisions Impact on Sustainable Financial Development of Chinese Environmental Protection Enterprises. (2017). Zhang, Kai Quan ; Chen, Hsing Hung. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2260-:d:121850. Full description at Econpapers || Download paper | |
2017 | The Certification Role Of Pre-IPO Banking Relationships: Evidence From IPO Underpricing in Japan. (2017). Ogura, Yoshiaki. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:257-278. Full description at Econpapers || Download paper | |
2017 | Value-adding activities of venture capital companies: a content analysis of investorâs original documents in Germany. (2017). Proksch, Dorian ; Schefczyk, Michael ; Pinkwart, Andreas ; Ernst, Cornelia ; Rohr, Nino ; Stranz, Wiebke. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:3:p:129-146. Full description at Econpapers || Download paper | |
2017 | Venture capital investment, financial development, and economic growth: the case of European single market countries. (2017). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran ; Pradhan, Rudra P. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:4:p:313-333. Full description at Econpapers || Download paper | |
2017 | Ambiguity and Investment Decisions: An Empirical Analysis on Mutual Fund Investor Behaviour. (2017). Tang, Chao. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:3:p:38-46. Full description at Econpapers || Download paper | |
2017 | Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85. Full description at Econpapers || Download paper | |
2017 | Beyond rational behaviour: the non-financial variables that condition shareholder action during a takeover. (2017). Mayoral, Rosa M ; Vallelado, Eleuterio. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:20:y:2017:i:3:p:254-270. Full description at Econpapers || Download paper | |
2017 | Tail event driven networks of SIFIs. (2017). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Okhrin, Yarema. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-004. Full description at Econpapers || Download paper | |
2017 | Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, PAUL ; Boako, Gideon . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114. Full description at Econpapers || Download paper | |
2017 | International Tail Risk and World Fear. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-620. Full description at Econpapers || Download paper | |
2017 | Dissecting interbank risk. (2017). Aguilar, Pedro Serrano ; Lafuente, Juan Angel ; Petit, Nuria . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553. Full description at Econpapers || Download paper | |
2017 | Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72. Full description at Econpapers || Download paper | |
2017 | Size is everything: Explaining SIFI designations. (2017). , Gregor ; Irresberger, Felix ; Bierth, Christopher . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:7-19. Full description at Econpapers || Download paper | |
2017 | Persistence of insurance activities and financial stability. (2017). Kubitza, Christian ; Regele, Fabian . In: ICIR Working Paper Series. RePEc:zbw:icirwp:3017. Full description at Econpapers || Download paper | |
2017 | Shadow banking, insurance and financial sector stability. (2017). Diallo, Boubacar ; Al-Mansour, Abdullah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:224-232. Full description at Econpapers || Download paper | |
2017 | Foreign bank subsidiariesâ risk-taking behavior: Impact of home and host country national culture. (2017). Ashraf, Badar Nadeem ; Arshad, Sidra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:318-335. Full description at Econpapers || Download paper | |
2017 | Cross-border transmission of emergency liquidity. (2017). Koetter, Michael ; Kick, Thomas ; Storz, Manuela. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168112. Full description at Econpapers || Download paper | |
2017 | Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil. (2017). Tonzer, Lena ; Ossandon Busch, Matias ; Becker, Christian. In: IWH Discussion Papers. RePEc:zbw:iwhdps:212017. Full description at Econpapers || Download paper | |
2017 | Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector. (2017). Deininger, Sebastian ; Maringer, Dietmar . In: Working papers. RePEc:bsl:wpaper:2017/07. Full description at Econpapers || Download paper | |
2017 | Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018. Full description at Econpapers || Download paper | |
2017 | Diversité du conseil dadministration et politique de dividende des grands groupes bancaires systémiques : théories et investigations empiriques. (2017). Vernier, Eric ; DANNON, Hodonou ; Dumoulin, Regis. In: Post-Print. RePEc:hal:journl:hal-01856607. Full description at Econpapers || Download paper | |
2017 | The Use of Cheques in the European Union: A Cross-Country Analysis. (2017). Vieira, Carlos ; Ramalho, Esmeralda A ; Silva, Vania G. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:3:d:10.1007_s11079-016-9412-1. Full description at Econpapers || Download paper | |
2017 | Digital Finance and FinTech: current research and future research directions. (2017). Gomber, Peter ; Siering, Michael ; Koch, Jascha-Alexander . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:5:d:10.1007_s11573-017-0852-x. Full description at Econpapers || Download paper | |
2017 | The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106. Full description at Econpapers || Download paper | |
2017 | Liberalization Outcomes and Competitive Behaviour in an Emerging Insurance Market. (2017). Biekpe, Nicholas ; Alhassan, Abdul Latif. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:122-138. Full description at Econpapers || Download paper | |
2017 | Banking competition in the Brazilian economy [Banking competition in the Brazilian economy]. (2017). Divino, Jose Angelo ; SILVA, RENAN SAID . In: Nova Economia. RePEc:nov:artigo:v:27:y:2017:i:3:p:393-419. Full description at Econpapers || Download paper | |
2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers || Download paper | |
2017 | Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula. (2017). Louhichi, Wael ; Harb, Etienne. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:963-975. Full description at Econpapers || Download paper | |
2017 | Invariance times. (2017). Song, Shiqi ; Cr, St'Ephane . In: Papers. RePEc:arx:papers:1702.01045. Full description at Econpapers || Download paper | |
2017 | INVARIANCE TIMES *. (2017). Crepey, Stephane ; Song, Shiqi. In: Working Papers. RePEc:hal:wpaper:hal-01455414. Full description at Econpapers || Download paper | |
2017 | Boards of directors in Russian publicly traded companies in 1998â2014: Structure, dynamics and performance effects. (2017). ÐÑÑавÑев, ÐлекÑандÑ. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:1:p:5-25. Full description at Econpapers || Download paper | |
2017 | Foreign portfolio equity holdings and capital gains taxation. (2017). Mishra, Anil ; Anwar, Sajid. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:54-68. Full description at Econpapers || Download paper | |
2017 | What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6376. Full description at Econpapers || Download paper | |
2017 | What slice of the pie? The corporate bond market boom in emerging economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:16-35. Full description at Econpapers || Download paper | |
2017 | Ownership structure and bank performance: An emerging market perspective. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang. In: MPRA Paper. RePEc:pra:mprapa:80653. Full description at Econpapers || Download paper | |
2017 | Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence. (2017). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:78922. Full description at Econpapers || Download paper | |
2017 | Bank market power, asset liquidity and funding liquidity: International evidence. (2017). Skully, Michael ; Nguyen, MY ; Perera, Shrimal . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:23-38. Full description at Econpapers || Download paper | |
2017 | SINGLE VERSUS MULTIPLE BANKING RELATIONSHIPS-EVIDENCE FROM CHINESE LENDING MARKET. (2017). Matthews, Kent ; Yin, Wei. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:01:n:s0217590816500247. Full description at Econpapers || Download paper | |
2017 | Politically connected lending, government capital injection, and bank performance. (2017). Jou, Rosemary ; Tsai, Jeng-Yan ; Chen, Shi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:220-232. Full description at Econpapers || Download paper | |
2017 | A flexible approach to estimate the equity premium. (2017). Bonaparte, Yosef ; Fabozzi, Frank J. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:59:p:5940-5950. Full description at Econpapers || Download paper | |
2017 | The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059. Full description at Econpapers || Download paper | |
2017 | The distant echo of Brexit: Did exporters suffer the most?. (2017). Jackowicz, Krzysztof ; Podgorski, Baej ; Kozowski, Ukasz. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:132-139. Full description at Econpapers || Download paper | |
2017 | Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f. Full description at Econpapers || Download paper | |
2017 | Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24. Full description at Econpapers || Download paper | |
2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961. Full description at Econpapers || Download paper | |
2017 | A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192. Full description at Econpapers || Download paper | |
2017 | Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334. Full description at Econpapers || Download paper | |
2017 | Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317. Full description at Econpapers || Download paper | |
2017 | News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157. Full description at Econpapers || Download paper | |
2017 | Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11. Full description at Econpapers || Download paper | |
2017 | Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239. Full description at Econpapers || Download paper | |
2017 | Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:201-206. Full description at Econpapers || Download paper | |
2017 | The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139. Full description at Econpapers || Download paper | |
2017 | Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204. Full description at Econpapers || Download paper | |
2017 | âDe-financializationâ of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239. Full description at Econpapers || Download paper | |
2017 | Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247. Full description at Econpapers || Download paper | |
2017 | A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices. (2017). Leonhardt, Daniel ; Zagst, Rudi ; Ware, Antony. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:48-:d:111674. Full description at Econpapers || Download paper | |
2017 | The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Working Paper series. RePEc:rim:rimwps:17-31. Full description at Econpapers || Download paper | |
2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn. Full description at Econpapers || Download paper | |
2017 | Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine. In: Post-Print. RePEc:hal:journl:hal-01781765. Full description at Econpapers || Download paper | |
2017 | Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009. Full description at Econpapers || Download paper | |
2017 | The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik . In: ROME Working Papers. RePEc:rmn:wpaper:201708. Full description at Econpapers || Download paper | |
2017 | The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik . In: Ruhr Economic Papers. RePEc:zbw:rwirep:699. Full description at Econpapers || Download paper | |
2017 | Audit quality, bank risks, and cross-country regulations.. (2017). Salganik-Shoshan, Galla ; Zagonov, Maxim ; Pettinicchio, Angela Kate . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00517. Full description at Econpapers || Download paper | |
2017 | Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313. Full description at Econpapers || Download paper | |
2017 | The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Daniel. In: ROME Working Papers. RePEc:rmn:wpaper:201711. Full description at Econpapers || Download paper | |
2017 | Causes and timing of the European debt crisis: An econometric evaluation. (2017). Purificato, Francesco ; Papagni, Erasmo ; Suarez, Marta Vazquez ; Panico, Carlo ; Filoso, Valerio . In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_03. Full description at Econpapers || Download paper | |
2017 | A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:59-68. Full description at Econpapers || Download paper | |
2017 | Sovereign yield spreads in the EMU: crisis and structural determinants. (2017). Leal, Frederico ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp092017. Full description at Econpapers || Download paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃÂa ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017. Full description at Econpapers || Download paper | |
2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃÂa ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691. Full description at Econpapers || Download paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃÂa ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12. Full description at Econpapers || Download paper | |
2017 | Economic calculus or personal and social values? A micro-econometric analysis of the acceptance of climate and energy policy measures. (2017). Ziegler, Andreas . In: MAGKS Papers on Economics. RePEc:mar:magkse:201716. Full description at Econpapers || Download paper | |
2017 | Does corporate social responsibility affect mutual fund performance and flows?. (2017). el Ghoul, Sadok ; Karoui, Aymen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:53-63. Full description at Econpapers || Download paper | |
2017 | Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285. Full description at Econpapers || Download paper | |
2017 | Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218. Full description at Econpapers || Download paper | |
2017 | Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets. (2017). Rosales, Enrique Benavides ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339772. Full description at Econpapers || Download paper | |
2017 | Do busy directors influence the cost of debt? An examination through the lens of takeover vulnerability. (2017). Chakravarty, Sugato ; Rutherford, Leann G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:429-443. Full description at Econpapers || Download paper | |
2017 | Do conventional monetary policy instruments matter in unconventional times?. (2017). Tonzer, Lena ; Buchholz, Manuel ; Schmidt, Kirsten . In: IWH Discussion Papers. RePEc:zbw:iwhdps:122017. Full description at Econpapers || Download paper | |
2017 | Busy Directors: Strategic Interaction and Monitoring Synergies. (2017). Ljungqvist, Alexander ; Raff, Konrad . In: NBER Working Papers. RePEc:nbr:nberwo:23889. Full description at Econpapers || Download paper | |
2017 | Do board characteristics and risk management disclosure have any effect on firm performance? Empirical evidence from Deposit Money Banks (DMBs) in Nigeria. (2017). Kakanda, Mohammed Mahmud ; Chandren, Sitraselvi ; Salim, Basariah. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i:4:p:506-521. Full description at Econpapers || Download paper | |
2017 | Busy Directors: Strategic Interaction and Monitoring Synergies. (2017). Ljungqvist, Alexander ; Raff, Konrad . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12361. Full description at Econpapers || Download paper | |
2017 | Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175. Full description at Econpapers || Download paper | |
2017 | Herd Behavior and Rational Expectations: A Test of Chinaâs Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85. Full description at Econpapers || Download paper | |
2017 | Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun. In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43. Full description at Econpapers || Download paper | |
2017 | Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51. Full description at Econpapers || Download paper | |
2017 | Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Kallinterakis, Vasileios ; Leite, Mario Pedro ; Andrikopoulos, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36. Full description at Econpapers || Download paper | |
2017 | Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131. Full description at Econpapers || Download paper | |
2017 | Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284. Full description at Econpapers || Download paper | |
2017 | Do R&D tax incentives work? Firm-level evidence from China. (2017). Jia, Junxue ; Ma, Guangrong. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:50-66. Full description at Econpapers || Download paper | |
2017 | Who benefits from political connections? Minority investors or controlling shareholders. (2017). Wang, Lihong ; Lin, Philip T. In: Asia-Pacific Journal of Accounting & Economics. RePEc:taf:raaexx:v:24:y:2017:i:1-2:p:1-22. Full description at Econpapers || Download paper | |
2017 | Collusive Benchmark Rates Fixing. (2017). Boot, Nuria ; Schinkel, Maarten Pieter ; Klein, Timo. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1715. Full description at Econpapers || Download paper | |
2017 | Initial conditions and the private debt renegotiation process. (2017). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-03. Full description at Econpapers || Download paper | |
2017 | The Does Financial Inclusion Promote Women Empowerment? Evidence from Bangladesh. (2017). Nur, MD. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:4:y:2017:i:4:p:169-177. Full description at Econpapers || Download paper | |
2017 | Microfinance for poverty alleviation: Do transnational initiatives overlook fundamental questions of competition and intermediation?. (2017). Arp, Frithjof ; Ardisa, Alvin. In: EconStor Open Access Articles. RePEc:zbw:espost:170696. Full description at Econpapers || Download paper | |
2017 | Service quality and the moderating effect of Shariâah perception on client satisfaction: A comparison of Islamic and conventional microfinance in Pakistan. (2017). Akhter, Waheed ; McMillan, David ; Khan, Sarah. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1315206. Full description at Econpapers || Download paper | |
2017 | Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80789. Full description at Econpapers || Download paper | |
2017 | Foreign bank subsidiaries default risk during the global crisis: What factors help insulate affiliates from their parents?. (2017). Cerutti, Eugenio ; Anginer, Deniz ; Martinez, Maria Soledad. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:19-31. Full description at Econpapers || Download paper | |
2017 | Political institutions and bank risk-taking behavior. (2017). Ashraf, Badar Nadeem. In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:13-35. Full description at Econpapers || Download paper | |
2017 | Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. In: CREATES Research Papers. RePEc:aah:create:2017-33. Full description at Econpapers || Download paper | |
2017 | Chinese energy investments in Europe: An analysis of policy drivers and approaches. (2017). Liedtke, Stephan . In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:659-669. Full description at Econpapers || Download paper | |
2017 | The political determinants of government bond holdings. (2017). Eichler, Stefan ; Plaga, Timo . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:1-21. Full description at Econpapers || Download paper | |
2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Working Papers. RePEc:pre:wpaper:201762. Full description at Econpapers || Download paper | |
2017 | Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31. Full description at Econpapers || Download paper | |
2017 | Determining the effectiveness of the Eurosystemâs Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327. Full description at Econpapers || Download paper | |
2017 | Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839. Full description at Econpapers || Download paper | |
2017 | Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188. Full description at Econpapers || Download paper | |
2017 | News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210. Full description at Econpapers || Download paper | |
2017 | Asymptotics for Greeks under the constant elasticity of variance model. (2017). Kritski, Oleg L ; Zalmezh, Vladimir F. In: Papers. RePEc:arx:papers:1707.04149. Full description at Econpapers || Download paper | |
2017 | Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation. (2017). Kravchenko, Igor V ; Jos'e Carlos Dias, ; Torba, Sergii M. In: Papers. RePEc:arx:papers:1712.08247. Full description at Econpapers || Download paper | |
2017 | Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:45-61. Full description at Econpapers || Download paper | |
2017 | Mortgage lending, banking crises, and financial stability in Asia and Europe. (2017). Morgan, Peter J ; Zhang, Yan . In: Asia Europe Journal. RePEc:kap:asiaeu:v:15:y:2017:i:4:d:10.1007_s10308-017-0489-y. Full description at Econpapers || Download paper | |
2017 | Bank defaults and spillover effects in US local banking markets. (2017). Tsoumas, Chris. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:1-11. Full description at Econpapers || Download paper | |
2017 | Note on a non-structural model using the disequilibrium approach: Evidence from Vietnamese banks. (2017). Stewart, Chris ; Nguyen, Thao Ngoc ; Matousek, Roman. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:125-135. Full description at Econpapers || Download paper | |
2017 | Empirical assessment of the competitive conduct of Nigerian banks in a post-consolidation era. (2017). Osuagwu, Eze ; Nwokoma, Ndubisi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:412-422. Full description at Econpapers || Download paper | |
2017 | Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200. Full description at Econpapers || Download paper | |
2017 | Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946. Full description at Econpapers || Download paper | |
2017 | How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10. Full description at Econpapers || Download paper | |
2017 | Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Lv, Xin ; Bouri, Elie ; Xin Lv, ; Lien, Donald ; Chen, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48. Full description at Econpapers || Download paper | |
2017 | Estimation and model-based combination of causality networks. (2017). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:165. Full description at Econpapers || Download paper | |
2017 | Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed. In: MPRA Paper. RePEc:pra:mprapa:78595. Full description at Econpapers || Download paper | |
2017 | The relationship between oil prices and rig counts: The importance of lags. (2017). Khalifa, Ahmed ; Caporin, Massimiliano ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:213-226. Full description at Econpapers || Download paper | |
2017 | Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744. Full description at Econpapers || Download paper | |
2017 | The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65. Full description at Econpapers || Download paper | |
2017 | The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hammoudeh, Shawkat ; Hussain, Syed Jawad. In: Working Papers. RePEc:erg:wpaper:1129. Full description at Econpapers || Download paper | |
2017 | Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319. Full description at Econpapers || Download paper | |
2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers || Download paper | |
2017 | Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020. Full description at Econpapers || Download paper | |
2017 | Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18. Full description at Econpapers || Download paper | |
2017 | Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159. Full description at Econpapers || Download paper | |
2017 | Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Kumar, Ronald ; Ferrer, Roman ; Hussain, Syed Jawad. In: Tourism Management. RePEc:eee:touman:v:60:y:2017:i:c:p:223-232. Full description at Econpapers || Download paper | |
2017 | Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation. (2017). Brückbauer, Frank ; Riedler, Jesper ; Brueckbauer, Frank . In: ZEW Discussion Papers. RePEc:zbw:zewdip:17022. Full description at Econpapers || Download paper | |
2017 | Significant ties: Identifying relationship lending in temporal interbank networks. (2017). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Discussion Papers. RePEc:koe:wpaper:1717. Full description at Econpapers || Download paper | |
2017 | Pricing in the Norwegian Interbank Market â the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204. Full description at Econpapers || Download paper | |
2017 | Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy. (2017). Hodula, Martin ; Pithart, Zdenek ; Holub, Libor ; Pfeiffer, Lukas. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:277-299. Full description at Econpapers || Download paper | |
2017 | Does the built-environment industry attract risk-taking individuals?. (2017). F. T. T. Phua, . In: Construction Management and Economics. RePEc:taf:conmgt:v:35:y:2017:i:4:p:207-217. Full description at Econpapers || Download paper | |
2017 | The disposition effect in farmers selling behavior: An experimental investigation. (2017). Musshoff, Oliver ; Vollmer, Elisabeth ; Hermann, Daniel. In: DARE Discussion Papers. RePEc:zbw:daredp:1701. Full description at Econpapers || Download paper | |
2017 | Affective reactions influence investment decisions: evidence from a laboratory experiment with taxation. (2017). SchüÃler, Katharina ; SchÃÂüÃÂÃÂler, Katharina ; SchüÃÂler, Katharina ; Schuessler, Katharina ; Fochmann, Martin ; Schussler, Katharina ; Kiesewetter, Dirk ; Hewig, Johannes . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:6:d:10.1007_s11573-016-0838-0. Full description at Econpapers || Download paper | |
2017 | The disposition effect when deciding on behalf of others. (2017). Musshoff, Oliver ; Rau, Holger A ; Hermann, Daniel. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:332. Full description at Econpapers || Download paper | |
2017 | The disposition effect in farmers selling behavior â an experimental investigation. (2017). Musshoff, Oliver ; Hermann, Daniel ; Vollmer, Elisabeth. In: Department of Agricultural and Rural Development (DARE) Discussion Papers. RePEc:ags:gadadp:260767. Full description at Econpapers || Download paper | |
2017 | Technical Efficiency in Bank Liquidity Creation. (2017). Soula, Jean-Loup ; HASAN, IFTEKHAR. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-08. Full description at Econpapers || Download paper | |
2017 | Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27. Full description at Econpapers || Download paper | |
2017 | Bond mutual funds and complex investments. (2017). Natter, Markus ; Wilkens, Marco ; Schulte, Dominik ; Rohleder, Martin . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0046-7. Full description at Econpapers || Download paper | |
2017 | Do Firms Cash Holdings Differ Between Asian Countries? Theory and Empirical Validation. (2017). Hatem, Ben Said . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:298-307. Full description at Econpapers || Download paper | |
2017 | National culture and corporate innovation. (2017). Chen, Yangyang ; Veeraraghavan, Madhu ; Podolski, Edward J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:173-187. Full description at Econpapers || Download paper | |
2017 | Social trust environment and firm tax avoidance: Evidence from China. (2017). Xia, Changyuan ; Chan, Kam C ; Cao, Chunfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:374-392. Full description at Econpapers || Download paper | |
2017 | Economic policy uncertainty and cash holdings: Evidence from BRIC countries. (2017). Demir, Ender ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:189-200. Full description at Econpapers || Download paper | |
2017 | Financial statement comparability and corporate cash holdings. (2017). Habib, Ahsan ; Al-Hadi, Ahmed ; Hasan, Mostafa Monzur. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:13:y:2017:i:3:p:304-321. Full description at Econpapers || Download paper | |
2017 | Between hawks and doves: measuring central bank communication. (2017). Tobback, Ellen ; Martens, David ; Nardelli, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20172085. Full description at Econpapers || Download paper | |
2017 | Between hawks and doves: measuring Central Bank Communication. (2017). Nardelli, Stefano ; Tobback, Ellen ; Martens, David. In: IFC Bulletins chapters. RePEc:bis:bisifc:44-16. Full description at Econpapers || Download paper | |
2017 | Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:jrs:wpaper:201713. Full description at Econpapers || Download paper | |
2017 | Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:148-159. Full description at Econpapers || Download paper | |
2017 | Why is it a manâs world, after all? Women on bank boards in India. (2017). Ghosh, Saibal. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:1:p:109-121. Full description at Econpapers || Download paper | |
2017 | A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17. Full description at Econpapers || Download paper | |
2017 | Investigating Risk Effect and Profit Management on Bank Credit Risk. (2017). Farhadvand, Seyedeh Mahtab ; Jalilian, Omid . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-72. Full description at Econpapers || Download paper | |
2017 | The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17. Full description at Econpapers || Download paper | |
2017 | How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Agudelo, Diego A ; Arango, Ignacio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016944. Full description at Econpapers || Download paper | |
2017 | Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995. Full description at Econpapers || Download paper | |
2017 | Avoiding Taxes: Banks Use of Internal Debt. (2017). Reiter, Franz. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168115. Full description at Econpapers || Download paper | |
2017 | Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253. Full description at Econpapers || Download paper | |
2017 | Does a Firmâs Life Cycle Explain Its Propensity to Engage in Corporate Tax Avoidance?. (2017). Hasan, Mostafa Monzur ; Richardson, Grant ; Taylor, Grantley ; Al-Hadi, Ahmed. In: European Accounting Review. RePEc:taf:euract:v:26:y:2017:i:3:p:469-501. Full description at Econpapers || Download paper | |
2017 | Stock liquidity and dividend payouts. (2017). Jiang, Fuxiu ; Shi, Beibei ; Ma, Yunbiao . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:295-314. Full description at Econpapers || Download paper | |
2017 | Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91. Full description at Econpapers || Download paper | |
2017 | The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115. Full description at Econpapers || Download paper | |
2017 | Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20172009. Full description at Econpapers || Download paper | |
2017 | Realized bank risk during the great recession. (2017). Marques-Ibanez, David ; Manganelli, Simone ; Altunbas, Yener. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:29-44. Full description at Econpapers || Download paper | |
2017 | Joint tests of contagion with applications to financial crises. (2017). Martin, Vance ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2017-23. Full description at Econpapers || Download paper | |
2017 | Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90. Full description at Econpapers || Download paper | |
2017 | On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175. Full description at Econpapers || Download paper | |
2017 | COHERENT FOREIGN EXCHANGE MARKET MODELS. (2017). Gnoatto, Alessandro. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500078. Full description at Econpapers || Download paper | |
2017 | Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929. Full description at Econpapers || Download paper | |
2017 | Investing for the Long Run. (2017). Platen, Eckhard. In: Research Paper Series. RePEc:uts:rpaper:381. Full description at Econpapers || Download paper | |
2017 | Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity. (2017). Platen, Eckhard ; Fergusson, Kevin. In: Papers. RePEc:arx:papers:1711.02808. Full description at Econpapers || Download paper | |
2017 | THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL. (2017). Grasselli, Martino. In: Mathematical Finance. RePEc:bla:mathfi:v:27:y:2017:i:4:p:1013-1034. Full description at Econpapers || Download paper | |
2017 | Three different ways synchronization can cause contagion in financial markets. (2017). Massad, Naji ; Andersen, Jorgen-Vitting. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01673333. Full description at Econpapers || Download paper | |
2017 | Three different ways synchronization can cause contagion in financial markets. (2017). Massad, Naji ; Andersen, Jorgen Vitting. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17059. Full description at Econpapers || Download paper | |
2017 | Management of flow risk in mutual funds. (2017). Rohleder, Martin ; Wilkens, Marco ; Schulte, Dominik . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0541-1. Full description at Econpapers || Download paper | |
2017 | Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?. (2017). Sherrill, Eli D ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:48-64. Full description at Econpapers || Download paper | |
2017 | Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107. Full description at Econpapers || Download paper | |
2017 | Adjustment costs in the technical efficiency: An application to global banking. (2017). Tsionas, Mike ; mamatzakis, emmanuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:2:p:640-649. Full description at Econpapers || Download paper | |
2017 | STATEHOOD EXPERIENCE, LEGAL TRADITIONS, AND CLIMATE CHANGE POLICIES. (2017). Fredriksson, Per ; Ang, James ; Bang, James . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1511-1537. Full description at Econpapers || Download paper | |
2017 | Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy. (2017). Meeks, Roland. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:125-141. Full description at Econpapers || Download paper | |
2017 | Assessing targeted macroprudential financial regulation: The case of the 2006 commercial real estate guidance for banks. (2017). Bassett, William F ; Marsh, Blake W. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:209-228. Full description at Econpapers || Download paper | |
2017 | Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016. (2017). Peresetsky, Anatoly ; Zhivaikina, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017i:36:p:49-80. Full description at Econpapers || Download paper | |
2017 | The Effect of Bank Supervision on Risk Taking : Evidence from a Natural Experiment. (2017). Kandrac, John ; Schlusche, Bernd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-79. Full description at Econpapers || Download paper | |
2017 | The Costs of Point-of-Sale Payments in Canada. (2017). Kosse, Anneke ; Welte, Angelika ; Nield, Kerry ; Jiongo, Valery Dongmo ; Felt, Marie-Helene ; Chen, Heng. In: Discussion Papers. RePEc:bca:bocadp:17-4. Full description at Econpapers || Download paper | |
2017 | Von Bar- und Kartenzahlern â Aktuelle Ergebnisse zur Zahlungsmittelnutzung in Ãsterreich. (2017). Stix, Helmut ; Rusu, Codruta . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2017:i:1:b:3. Full description at Econpapers || Download paper | |
2017 | ATM foreign fees and cash withdrawals. (2017). Magnac, Thierry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:117-129. Full description at Econpapers || Download paper | |
2017 | Determinantes del Acceso, Uso y Aceptación de Pagos Electrónicos en Colombia. (2017). Zarate-Solano, Hector ; Arango, Carlos ; Suarez-Ariza, Nicolas F ; Arango-Arango, Carlos A. In: Borradores de Economia. RePEc:bdr:borrec:999. Full description at Econpapers || Download paper | |
2017 | Payment discounts and surcharges: the role of consumer preferences. (2017). Stavins, Joanna ; Wu, Huijia . In: Working Papers. RePEc:fip:fedbwp:17-4. Full description at Econpapers || Download paper | |
2017 | Cash and card payments â recent results of the Austrian payment diary survey. (2017). Stix, Helmut ; Rusu, Codruta . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2017:i:q1/17:b:4. Full description at Econpapers || Download paper | |
2017 | Did a Public Campaign Influence Debit Card Usage? Evidence from the Netherlands. (2017). Jonker, Nicole ; Verburg, Johan ; Plooij, Mirjam . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:52:y:2017:i:1:d:10.1007_s10693-017-0281-6. Full description at Econpapers || Download paper | |
2017 | Adoption of a New Payment System: Theory and Experimental Evidence. (2017). Duffy, John ; Jiang, Janet ; Arifovic, Jasmina. In: Working Papers. RePEc:irv:wpaper:171801. Full description at Econpapers || Download paper | |
2017 | Adoption of a New Payment Method: Theory and Experimental Evidence. (2017). Duffy, John ; Jiang, Janet Hua ; Arifovic, Jasmina. In: Staff Working Papers. RePEc:bca:bocawp:17-28. Full description at Econpapers || Download paper | |
2017 | Why Do Shoppers Use Cash? Evidence from Shopping Diary Data. (2017). Wakamori, Naoki ; Welte, Angelika. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:1:p:115-169. Full description at Econpapers || Download paper | |
2017 | Retail payment innovations and cash usage: accounting for attrition by using refreshment samples. (2017). Huynh, Kim ; Felt, Marie-Helene ; Chen, Heng. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:503-530. Full description at Econpapers || Download paper | |
2017 | Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins. (2017). Shy, Oz ; Huynh, Kim ; Chen, Heng. In: Staff Working Papers. RePEc:bca:bocawp:17-47. Full description at Econpapers || Download paper | |
2017 | Analysis of industry risk premium with MVS three dimensions vector factor model. (2017). Sun, Feng ; McMillan, David ; Zhou, Xiaoguang ; Liu, Cheng. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1374814. Full description at Econpapers || Download paper | |
2017 | Government interventions and equity liquidity in the sub-prime crisis period: Evidence from the ETF market. (2017). Chiu, Junmao ; Tsai, Kunchi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:128-142. Full description at Econpapers || Download paper | |
2017 | Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11. Full description at Econpapers || Download paper | |
2017 | Intraday online investor sentiment and return patterns in the U.S. stock market. (2017). Renault, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:25-40. Full description at Econpapers || Download paper | |
2017 | Internet big data and capital markets: a literature review. (2017). Ye, Minjian ; Li, Guangzhong . In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0056-y. Full description at Econpapers || Download paper | |
2017 | Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704. Full description at Econpapers || Download paper | |
2017 | Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704. Full description at Econpapers || Download paper | |
2017 | Impact of Rollover Risk and Corporate Policy on Extreme Risk in the Taiwanese Manufacturing Industry. (2017). Chiu, Wan-Chien ; Lin, Chuan-Ju ; Wu, Wei-Ning ; Wang, Chih-Wei. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:03:n:s0219091517500199. Full description at Econpapers || Download paper | |
2017 | The role of banks in the governance of non-financial firms: Evidence from Europe. (2017). Guesmi, Khaled ; Ftouhi, Khaoula ; Zemzem, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:285-294. Full description at Econpapers || Download paper | |
2017 | The role of banks in the governance of nonfinancial firms: Evidence from Europe. (2017). Zemzem, Ahmed ; Guesmi, Khaled ; Ftouhi, Khaoula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:784-793. Full description at Econpapers || Download paper | |
2017 | Global Banking: Recent Developments and Insights from Research. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11823. Full description at Econpapers || Download paper | |
2017 | Supply- and demand-side factors in global banking. (2017). McGuire, Patrick ; Amiti, Mary ; Weinstein, David E. In: BIS Working Papers. RePEc:bis:biswps:639. Full description at Econpapers || Download paper | |
2017 | Spillovers and Relationships in Cross-Border Banking: The Case of Chile.. (2017). GarcÃÂa Silva, Pablo ; Cowan, Kevin ; Garcia, Pablo ; Alegria, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:804. Full description at Econpapers || Download paper | |
2017 | Supply- and demand-side factors in global banking. (2017). Weinstein, David ; McGuire, Patrick ; Amiti, Mary. In: Staff Reports. RePEc:fip:fednsr:818. Full description at Econpapers || Download paper | |
2017 | Supply- and Demand-side Factors in Global Banking. (2017). Weinstein, David ; McGuire, Patrick ; Amiti, Mary. In: NBER Working Papers. RePEc:nbr:nberwo:23536. Full description at Econpapers || Download paper | |
2017 | Supply- and Demand-side Factors in Global Banking. (2017). McGuire, Patrick ; Amiti, Mary ; Weinstein, David E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12091. Full description at Econpapers || Download paper | |
2017 | How Does Regulation Affect the Organizational Form of Banks Presence in Developing and Developed Countries?. (2017). TARAZI, Amine ; Sauviat, Alain ; Nyola, Annick Pamen. In: Working Papers. RePEc:hal:wpaper:hal-01369658. Full description at Econpapers || Download paper | |
2017 | Global Banking: Recent Developments and Insights from Research. (2017). Claessens, Stijn. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:4:p:1513-1555.. Full description at Econpapers || Download paper | |
2017 | Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development?. (2017). Corbet, Shaen ; Larkin, Charles. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:48-65. Full description at Econpapers || Download paper | |
2017 | Chinaâs Household Balance Sheet: Accounting Issues, Wealth Accumulation, and Risk Diagnosis. (2017). Li, Cheng. In: MPRA Paper. RePEc:pra:mprapa:79838. Full description at Econpapers || Download paper | |
2017 | Money market funds, shadow banking and systemic risk in United Kingdom. (2017). BELLAVITE PELLEGRINI, CARLO ; Urga, Giovanni ; Meoli, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171. Full description at Econpapers || Download paper | |
2017 | Implications of implicit credit spread volatilities on interest rate modelling. (2017). Fanelli, Viviana . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:707-718. Full description at Econpapers || Download paper | |
2017 | Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Han, Liyan ; Ding, Ding. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445. Full description at Econpapers || Download paper | |
2017 | Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x. Full description at Econpapers || Download paper | |
2017 | International stock market comovement in time and scale outlined with a thick pen. (2017). Jach, Agnieszka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:115-129. Full description at Econpapers || Download paper | |
2017 | Momentum in weekly returns: the role of intermediate-horizon past performance. (2017). Chai, Daniel ; Ji, Philip Inyeob ; Limkriangkrai, Manapon. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:45-68. Full description at Econpapers || Download paper | |
2017 | Target CEO age, ownership decisions, and takeover outcomes. (2017). Henry, Darren ; Dang, Man ; Duong, Viet Anh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:769-783. Full description at Econpapers || Download paper | |
2017 | Private information implications for acquirers and targets in horizontal mergers. (2017). Mittal, Amit ; Garg, Ajay Kumar . In: MPRA Paper. RePEc:pra:mprapa:85355. Full description at Econpapers || Download paper |
Year | Citing document | |
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2017 | An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274705. Full description at Econpapers || Download paper | |
2017 | Portfolio Optimization with Entropic Value-at-Risk. (2017). Ahmadi-Javid, Amir ; Fallah-Tafti, Malihe . In: Papers. RePEc:arx:papers:1708.05713. Full description at Econpapers || Download paper | |
2017 | Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1763. Full description at Econpapers || Download paper | |
2017 | Investment decisions by European firms and financing constraints. (2017). Silvestrini, Andrea ; Mäkinen, Taneli ; Makinen, Taneli ; Mercatanti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1148_17. Full description at Econpapers || Download paper | |
2017 | Eurosystemâs asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652. Full description at Econpapers || Download paper | |
2017 | Repo market functioning. (2017). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:59. Full description at Econpapers || Download paper | |
2017 | ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING. (2017). Johnson, Hardy ; Roseman, Brian. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:249-281. Full description at Econpapers || Download paper | |
2017 | Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:0639. Full description at Econpapers || Download paper | |
2017 | Cyclicality of bank liquidity creation. (2017). Weill, Laurent ; FungáÄová, Zuzana ; Davydov, Denis ; Fungaova, Zuzana. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_005. Full description at Econpapers || Download paper | |
2017 | Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector. (2017). Giannoccolo, Pierpaolo ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1113. Full description at Econpapers || Download paper | |
2017 | à quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037. Full description at Econpapers || Download paper | |
2017 | Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche. (2017). Carré, Emmanuel ; Lillet, Guillaume ; Carre, Emmanuel. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0271. Full description at Econpapers || Download paper | |
2017 | Bank Asset Quality & Monetary Policy Pass-Through. (2017). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/17. Full description at Econpapers || Download paper | |
2017 | The Euro Areas Common Pool Problem Revisited: Has the Single Supervisory Mechanism Ameliorated Forbearance and Evergreening. (2017). Westermann, Frank ; Steinkamp, Sven ; Tornell, Aaron. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6670. Full description at Econpapers || Download paper | |
2017 | Exit Strategies, Capital Flight and Speculative Attacks: Europes Version of the Trilemma. (2017). Westermann, Frank ; Steiner, Andreas ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6753. Full description at Econpapers || Download paper | |
2017 | Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis. (2017). Kolcunová, Dominika ; Brož, Václav ; Kolcunova, Dominika ; Pfeifer, Lukas ; Broz, Vaclav. In: Working Papers. RePEc:cnb:wpaper:2017/15. Full description at Econpapers || Download paper | |
2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015923. Full description at Econpapers || Download paper | |
2017 | Winning Connections? Special Interests and the Sale of Failed Banks. (2017). Wagner, Wolf ; Lambert, Thomas ; Igan, Deniz ; Zhang, Quxian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12440. Full description at Econpapers || Download paper | |
2017 | Dissecting interbank risk. (2017). Aguilar, Pedro Serrano ; Lafuente, Juan Angel ; Petit, Nuria . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553. Full description at Econpapers || Download paper | |
2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0024. Full description at Econpapers || Download paper | |
2017 | The effects of capital buffers on profitability: An empirical study. (2017). Tabak, Benjamin ; Fazio, Dimas ; Ely, Regis ; Cajueiro, Daniel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00820. Full description at Econpapers || Download paper | |
2017 | Corporate debt and investment: a firm level analysis for stressed euro area countries. (2017). Setzer, Ralph ; Westphal, Andreas ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20172101. Full description at Econpapers || Download paper | |
2017 | An Improvement on An Interest Rate Commission Agent Banking System Model (AIRCABS Model). (2017). Kruger, Jan ; Tessema, Ameha Tefera . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-80. Full description at Econpapers || Download paper | |
2017 | A New Approach to Challenges of Venture Capital in Financing the Industrial Clusters through Cooperative Models and Venture Funds in Iran. (2017). Saadat, Abdol Majid ; Eshlaghy, Abbas Toloie ; Shadnoosh, Nasrollah ; Sohrabi, Tahmoures. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-14. Full description at Econpapers || Download paper | |
2017 | Does foreign direct investment affect host-country firms financial constraints?. (2017). Wang, Mengying . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:522-539. Full description at Econpapers || Download paper | |
2017 | Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish. (2017). Massari, Filippo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:190-205. Full description at Econpapers || Download paper | |
2017 | Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355. Full description at Econpapers || Download paper | |
2017 | Social trust environment and firm tax avoidance: Evidence from China. (2017). Xia, Changyuan ; Chan, Kam C ; Cao, Chunfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:374-392. Full description at Econpapers || Download paper | |
2017 | Moments expansion densities for quantifying financial risk. (2017). Perote, Javier ; Iguez, Trino-Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69. Full description at Econpapers || Download paper | |
2017 | Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628. Full description at Econpapers || Download paper | |
2017 | Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector. (2017). Tzeremes, Nickolaos ; Pange, Jenny ; Kevork, Ilias S. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1125-1140. Full description at Econpapers || Download paper | |
2017 | A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:381-400. Full description at Econpapers || Download paper | |
2017 | Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds. (2017). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:91-107. Full description at Econpapers || Download paper | |
2017 | Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition. (2017). DA FONSECA, José ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:410-422. Full description at Econpapers || Download paper | |
2017 | Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495. Full description at Econpapers || Download paper | |
2017 | Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18. Full description at Econpapers || Download paper | |
2017 | Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model. (2017). Liu, Bing-Yue ; Fan, Ying ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:53-65. Full description at Econpapers || Download paper | |
2017 | Bank market power, asset liquidity and funding liquidity: International evidence. (2017). Skully, Michael ; Nguyen, MY ; Perera, Shrimal . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:23-38. Full description at Econpapers || Download paper | |
2017 | Bank liquidity creation, monetary policy, and financial crises. (2017). Berger, Allen N. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:139-155. Full description at Econpapers || Download paper | |
2017 | Is there a gender effect on the cost of bank financing?. (2017). Mascia, Danilo V. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:136-153. Full description at Econpapers || Download paper | |
2017 | Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Venegoni, Andrea ; Lazzari, Valter ; Vena, Luigi. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:86-98. Full description at Econpapers || Download paper | |
2017 | Bank opacity and risk-taking: Evidence from analystsâ forecasts. (2017). Fosu, Samuel ; Murinde, Victor ; Coffie, William ; Ntim, Collins G. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:81-95. Full description at Econpapers || Download paper | |
2017 | Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189. Full description at Econpapers || Download paper | |
2017 | Real options in finance. (2017). Lambrecht, Bart M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:166-171. Full description at Econpapers || Download paper | |
2017 | Bank loan supply responses to Federal Reserve emergency liquidity facilities. (2017). Berger, Allen N ; Dlugosz, Jennifer ; Black, Lamont K. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:1-15. Full description at Econpapers || Download paper | |
2017 | Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone. (2017). Panagiotidis, Theodore ; Milas, Costas ; Boumparis, Periklis . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:39-71. Full description at Econpapers || Download paper | |
2017 | Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319. Full description at Econpapers || Download paper | |
2017 | Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218. Full description at Econpapers || Download paper | |
2017 | Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123. Full description at Econpapers || Download paper | |
2017 | Implications of fund manager turnover in China. (2017). Wang, Ya Ping ; Ko, Kwangsoo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:99-106. Full description at Econpapers || Download paper |
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2016 | Determinants of nonperforming assets-bank-specific and macroeconomic factors: A panel data analysis of different group of commercial banks operating in India. (2016). Patra, Biswajit ; Padhi, Puja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:215-236. 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 | 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 | Investment Shocks, Tax Evasion and the Consumption Puzzle: A DSGE Analysis with Financial Frictions. (2016). Marzano, Elisabetta ; Chiarini, Bruno ; Ferrara, Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6015. Full description at Econpapers || Download paper | |
2016 | International Banking and Cross-Border Effects of Regulation: Lessons from Chile. (2016). Jara, Alejandro ; Cabezas, Luis. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:790. Full description at Econpapers || Download paper | |
2016 | Local Financial Development and constraints on private firms exports: EvACidence from City Commercial Banks in China. (2016). poncet, sandra ; Chen, Zhao ; Xiong, Ruixiang. In: Working Papers. RePEc:cii:cepidt:2016-27. Full description at Econpapers || Download paper | |
2016 | What Is the Role of Size in Latin American Banksâ Performancein Response to External Shocks?. (2016). Barcenas, Luis Arturo ; Pagliacci, Carolina ; Barreiro, Lorena. In: Monetaria. RePEc:cml:moneta:v:iv:y:2016:i:2:p:233-273. 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 | 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 | Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp890. Full description at Econpapers || Download paper | |
2016 | Deflation risk in the euro area and central bank credibility. (2016). Zhou, Chen ; Moessner, Richhild ; Galati, Gabriele ; Gorgi, Zion. In: DNB Working Papers. RePEc:dnb:dnbwpp:509. Full description at Econpapers || Download paper | |
2016 | Will helicopter money be spent? New evidence. (2016). van Rooij, Maarten ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:538. 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 | Pricing Sovereign Contingent Convertible Debt. (2016). Zenios, Stavros ; Consiglio, Andrea ; Tumminello, Michele. In: Working Papers. RePEc:ecl:upafin:16-05. Full description at Econpapers || Download paper | |
2016 | Shining a light on the shadows: Identifying robust determinants of the shadow economy. (2016). Nelson, Michael ; Goel, Rajeev. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:351-364. Full description at Econpapers || Download paper | |
2016 | Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:270-280. Full description at Econpapers || Download paper | |
2016 | Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208. Full description at Econpapers || Download paper | |
2016 | How the euro-area sovereign-debt crisis led to a collapse in bank equity prices. (2016). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:266-275. Full description at Econpapers || Download paper | |
2016 | Extremes for coherent risk measures. (2016). Asimit, Alexandru V ; Li, Jinzhu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:332-341. Full description at Econpapers || Download paper | |
2016 | Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment. (2016). Dehmej, Salim ; Arnould, Guillaume. In: International Economics. RePEc:eee:inteco:v:147:y:2016:i:c:p:126-144. 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 | Market makersâ optimal price-setting policy for exchange-traded certificates. (2016). Wilkens, Marco ; Entrop, Oliver ; Baller, Stefanie ; McKenzie, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:206-226. Full description at Econpapers || Download paper | |
2016 | Evaluating corporate bonds and analyzing claim holdersâ decisions with complex debt structure. (2016). Liu, Liang-Chih ; Wang, Chuan-Ju ; Dai, Tian-Shyr. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:151-174. Full description at Econpapers || Download paper | |
2016 | Financial decision-making in the household: Exploring the importance of survey respondent, health, cognitive ability and personality. (2016). Shields, Michael ; Kassenboehmer, Sonja ; Johnston, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:pa:p:42-61. Full description at Econpapers || Download paper | |
2016 | Ownership structure and corporate tax avoidance: Evidence from publicly listed private firms in China. (2016). Richardson, Grant ; Zhang, Xinmin ; Wang, Bei. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:12:y:2016:i:2:p:141-158. Full description at Econpapers || Download paper | |
2016 | Personality and wealth accumulation among older couples: Do dispositional characteristics pay dividends?. (2016). Mosca, Irene ; McCrory, Cathal . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:56:y:2016:i:c:p:1-19. 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 | Firm geographic location and voluntary disclosure. (2016). Derouiche, Imen ; Zemzem, Ahmed ; Jaafar, Kaouther . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:29-47. 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 | Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33. Full description at Econpapers || Download paper | |
2016 | Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries. (2016). Louhichi, Awatef ; Boujelbene, Younes. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:104-121. Full description at Econpapers || Download paper | |
2016 | The behaviour of sovereign CDS and government bond in the Euro zone crisis. (2016). Ito, Takayasu. In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:2:p:102-114. Full description at Econpapers || Download paper | |
2016 | Dividend policy and share price volatility: evidence from Colombo stock market. (2016). Jahfer, Athambawa ; Mulafara, Abdul Hameed . In: International Journal of Managerial and Financial Accounting. RePEc:ids:injmfa:v:8:y:2016:i:2:p:97-108. Full description at Econpapers || Download paper | |
2016 | Locus of Control and Investment in Training. (2016). Uhlendorff, Arne ; Cobb-Clark, Deborah ; Caliendo, Marco ; Seitz, Helke. In: IZA Discussion Papers. RePEc:iza:izadps:dp10406. Full description at Econpapers || Download paper | |
2016 | Immigration, amnesties and the shadow economy. (2016). Onnis, Luisanna ; Bracco, Emanuele. In: Working Papers. RePEc:lan:wpaper:108263550. 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 | 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 | Systemic risk, macroprudential policy, bank capital requirements, real estate.. (2016). Pirovano, Mara ; Ferrari, Stijn ; Tojerow, Ilan ; Saks, Yves ; Rycx, Franois. In: Working Paper Research. RePEc:nbb:reswpp:201606-306. Full description at Econpapers || Download paper | |
2016 | Systemic risk, macroprudential policy, bank capital requirements, real estate.. (2016). Rovira Kaltwasser, Pablo ; Pirovano, Mara ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201610-306. Full description at Econpapers || Download paper | |
2016 | The trade-off between monetary policy and bank stability. (2016). Vander Vennet, Rudi ; Lamers, Martien ; Meuleman, Elien ; Mergaerts, Frederik . In: Working Paper Research. RePEc:nbb:reswpp:201610-308. Full description at Econpapers || Download paper | |
2016 | The response of euro area sovereign spreads to the ECB unconventional monetary policies. (2016). Dewachter, Hans ; Wijnandts, Jean-Charles ; Iania, Leonardo . In: Working Paper Research. RePEc:nbb:reswpp:201610-309. Full description at Econpapers || Download paper | |
2016 | The fiscal and monetary determinants of sovereign bond yields in the Euro Area. (2016). Meaning, Jack ; Kirby, Simon ; Carreras, Oriol ; Baker, Jessica . In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:466. Full description at Econpapers || Download paper | |
2016 | Pricing Deflation Risk with US Treasury Yields. (2016). Rudebusch, Glenn ; Lopez, Jose. In: Review of Finance. RePEc:oup:revfin:v:20:y:2016:i:3:p:1107-1152.. Full description at Econpapers || Download paper | |
2016 | Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation. (2016). Nystrup, Peter ; Lindstrom, Erik ; Madsen, Henrik ; William, BO. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.12. Full description at Econpapers || Download paper | |
2016 | The q-factor model and the redundancy of the value factor: An application to hedge funds. (2016). Racicot, François-ÃÂric ; Theoret, Raymond . In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:7:d:10.1057_jam.2016.22. Full description at Econpapers || Download paper | |
2016 | The Real Effects of Bank-Driven Termination of Relationships: Evidence from Loan-level Matched Data. (2016). Nakashima, Kiyotaka ; Takahashi, Koji . In: MPRA Paper. RePEc:pra:mprapa:70668. Full description at Econpapers || Download paper | |
2016 | Income Rounding and Loan Performance in the Peer-to-Peer Market. (2016). Talavera, Oleksandr ; Eid, Nourhan ; Maltby, Josephine. In: MPRA Paper. RePEc:pra:mprapa:72852. 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 | Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79097. Full description at Econpapers || Download paper | |
2016 | HOW STRONGLY THE HIDDEN ECONOMY OF A SMALL COUNTRY CAN BE INFLUENCED BY DRASTIC EVENTS: CASE OF MACEDONIA. (2016). Novkovska, Blagica. In: UTMS Journal of Economics. RePEc:ris:utmsje:0185. Full description at Econpapers || Download paper |
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2015 | Exploring Corporate Social Responsibility in Foreign Bank Branches from Romania: An Empirical Analysis of Public Disclosure of Financial Statements and Banking Audit Reports. (2015). Tamas-Szora, Attila ; Socol, Adela . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2015:i:17:p:38-44. Full description at Econpapers || Download paper | |
2015 | Profitability of contrarian strategies in the Chinese stock market. (2015). Shi, Huai-Long ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1505.00328. Full description at Econpapers || Download paper | |
2015 | Taming the Basel Leverage Cycle. (2015). Aymanns, Christoph ; Vincent, ; Farmer, Doyne J ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1507.04136. Full description at Econpapers || Download paper | |
2015 | Quantitative Easing as a Policy Tool Under the Effective Lower Bound. (2015). Reza, Abeer ; Suchanek, Lena ; Santor, Eric . In: Discussion Papers. RePEc:bca:bocadp:15-14. Full description at Econpapers || Download paper | |
2015 | International Spillovers of Large-Scale Asset Purchases. (2015). Kabaca, Serdar ; Alpanda, Sami. In: Staff Working Papers. RePEc:bca:bocawp:15-2. Full description at Econpapers || Download paper | |
2015 | Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1015_15. Full description at Econpapers || Download paper | |
2015 | Why Financial Advice Cannot Substitute for Financial Literacy?. (2015). Debbich, Majdi. In: Working papers. RePEc:bfr:banfra:534. Full description at Econpapers || Download paper | |
2015 | Risk Management for Monetary Policy Near the Zero Lower Bound. (2015). Gourio, Francois ; Fisher, Jonas ; Krane, Spencer ; Evans, Charles . In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:46:y:2015:i:2015-01:p:141-219. Full description at Econpapers || Download paper | |
2015 | Risk management for Monetary Policy Near the Zero Lower Bound. (2015). Evans, Charles ; Gourio, Francois ; Fisher, Jonas . In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:50:y:2015:i:2015-01:p:141-219. Full description at Econpapers || Download paper | |
2015 | Trilemmas and trade-offs: living with financial globalisation. (2015). Obstfeld, Maurice. In: BIS Working Papers. RePEc:bis:biswps:480. Full description at Econpapers || Download paper | |
2015 | Bank ownership and cost efficiency in Russia, revisited. (2015). Vernikov, Andrei ; Mamonov, Mikhail. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_022. Full description at Econpapers || Download paper | |
2015 | Bank ownership and cost efficiency in Russia, revisited. (2015). Mamonov, Mikhail ; Vernikov, Andrei. In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201508181357. Full description at Econpapers || Download paper | |
2015 | Why are bank runs sometimes partial?. (2015). Jokivuolle, Esa ; Kiema, Ilkka . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_010. Full description at Econpapers || Download paper | |
2015 | Cash management and payment choices: a simulation model with international comparisons. (2015). Hernandez, Lola ; bouhdaoui, yassine ; Arango, Carlos ; Eschelbach, Martina ; Bounie, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2015_022. Full description at Econpapers || Download paper | |
2015 | Cash management and payment choices: a simulation model with international comparisons. (2015). Arango, Carlos ; Hernandez, Lola ; Eschelbach, Martina ; Bounie, David ; Bouhdaoui, Yassine . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201511251450. Full description at Econpapers || Download paper | |
2015 | Que peut-on attendre de lâassouplissement quantitatif de la BCE ?. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Revue de l'OFCE. RePEc:cai:reofsp:reof_138_0265. Full description at Econpapers || Download paper | |
2015 | Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels. (2015). Song, Huasheng ; Crowley, Meredith. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1529. Full description at Econpapers || Download paper | |
2015 | The Expanded Asset Purchase Programme â What, Why and How of Euro Area QE. (2015). Stuart, Rebecca ; Everett, Mary ; Dunne, Peter. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2015:m:07:p:61-71. Full description at Econpapers || Download paper | |
2015 | What do we know about the role of bank competition in Africa?. (2015). LEON, Florian. In: Working Papers. RePEc:cdi:wpaper:1695. Full description at Econpapers || Download paper | |
2015 | Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana. In: Discussion Papers. RePEc:cfm:wpaper:1534. Full description at Econpapers || Download paper | |
2015 | An Experiment on Retail Payments Systems. (2015). Camera, Gabriele ; Casari, Marco ; Bortolotti, Stefania. In: Working Papers. RePEc:chu:wpaper:15-13. Full description at Econpapers || Download paper | |
2015 | The January seasonality and the performance of country-level value and momentum strategies. (2015). Zaremba, Adam. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:4:y:2015:i:2:p:195-209. Full description at Econpapers || Download paper | |
2015 | Trading Fees and Slow-Moving Capital. (2015). Buss, Adrian ; Dumas, Bernard J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10737. Full description at Econpapers || Download paper | |
2015 | The impact of the global financial crisis on banking globalization. (2015). Van Horen, Neeltje ; Claessens, Stijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:459. Full description at Econpapers || Download paper | |
2015 | A measure of redenomination risk. (2015). De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151785. Full description at Econpapers || Download paper | |
2015 | Heterogeneous effects of microcredit: Evidence from large-scale programs in Bangladesh. (2015). Islam, Asadul. In: Journal of Asian Economics. RePEc:eee:asieco:v:37:y:2015:i:c:p:48-58. Full description at Econpapers || Download paper | |
2015 | Financial market misconduct and agency conflicts: A synthesis and future directions. (2015). Cumming, Douglas ; Johan, Sofia ; Dannhauser, Robert . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:150-168. Full description at Econpapers || Download paper | |
2015 | Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?. (2015). Davies, Ryan ; Merrick, John J ; Atanasov, Vladimir. In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:210-234. Full description at Econpapers || Download paper | |
2015 | Exchange trading rules, surveillance and suspected insider trading. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:311-330. Full description at Econpapers || Download paper | |
2015 | Product market competition and corporate investment: Evidence from China. (2015). Kim, Kenneth ; Zhu, Bing ; Nofsinger, John R ; Jiang, Fuxiu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:196-210. Full description at Econpapers || Download paper | |
2015 | International swap market contagion and volatility. (2015). Wickramanayake, Jayasinghe ; Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Sohel Azad, A. S. M., . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371. Full description at Econpapers || Download paper | |
2015 | The dynamics of bank debt renegotiation in Europe: A survival analysis approach. (2015). Godlewski, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:19-31. Full description at Econpapers || Download paper | |
2015 | A frontier measure of U.S. banking competition. (2015). Bolt, Wilko ; Humphrey, David . In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:2:p:450-461. Full description at Econpapers || Download paper | |
2015 | Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Zheng, Xinwei ; Westerlund, Joakim. In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100. Full description at Econpapers || Download paper | |
2015 | Quality of bank capital and bank lending behavior during the global financial crisis. (2015). MarinÄ, Matej ; Loncarski, Igor ; Lonarski, Igor ; Li, Shaofang ; Koak, Marko . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:168-183. Full description at Econpapers || Download paper | |
2015 | What determines the yen swap spread?. (2015). Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Azad, A. S. M. Sohel, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:1-13. Full description at Econpapers || Download paper | |
2015 | Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51. Full description at Econpapers || Download paper | |
2015 | Corporate cash holdings: Causes and consequences. (2015). Amess, Kevin ; Lampousis, Athanasios ; Banerji, Sanjay. In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:421-433. Full description at Econpapers || Download paper | |
2015 | Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58. Full description at Econpapers || Download paper | |
2015 | Intermediate-term momentum and credit rating. (2015). Haga, Jesper. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:59-67. Full description at Econpapers || Download paper | |
2015 | How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal. (2015). Cole, Rebel ; Chernykh, Lucy . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:131-143. Full description at Econpapers || Download paper | |
2015 | Trading breaks and asymmetric information: The option markets. (2015). Kaplanski, Guy ; Levy, Haim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404. Full description at Econpapers || Download paper | |
2015 | Dynamical macroprudential stress testing using network theory. (2015). Levy-Carciente, Sary ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:164-181. Full description at Econpapers || Download paper | |
2015 | Size, leverage, and risk-taking of financial institutions. (2015). Bhagat, Sanjai ; Lu, Jun ; Bolton, Brian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:520-537. Full description at Econpapers || Download paper | |
2015 | Contagion and banking crisis â International evidence for 2007â2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283. Full description at Econpapers || Download paper | |
2015 | The PanzarâRosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347. Full description at Econpapers || Download paper | |
2015 | Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163. Full description at Econpapers || Download paper | |
2015 | Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255. Full description at Econpapers || Download paper | |
2015 | Fragmentation and stability of markets. (2015). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:119:y:2015:i:c:p:466-481. Full description at Econpapers || Download paper | |
2015 | Corporate governance and the systemic risk of financial institutions. (2015). Vähämaa, Sami ; Iqbal, Jamshed ; Vahamaa, Sami ; Strobl, Sascha . In: Journal of Economics and Business. RePEc:eee:jebusi:v:82:y:2015:i:c:p:42-61. Full description at Econpapers || Download paper |
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2014 | Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima. In: CREATES Research Papers. RePEc:aah:create:2014-12. Full description at Econpapers || Download paper | |
2014 | Volatility jumps and their economic determinants. (2014). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2014-27. Full description at Econpapers || Download paper | |
2014 | Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Lunde, Asger ; Olesen, Kasper V.. In: CREATES Research Papers. RePEc:aah:create:2014-31. Full description at Econpapers || Download paper | |
2014 | Bank asset reallocation and sovereign debt. (2014). Marchionne, Francesco ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:100. Full description at Econpapers || Download paper | |
2014 | Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors. (2014). Bernardi, Mauro ; Petrella, L.. In: Papers. RePEc:arx:papers:1401.6408. Full description at Econpapers || Download paper | |
2014 | Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso. In: Papers. RePEc:arx:papers:1402.3688. Full description at Econpapers || Download paper | |
2014 | Finding informed traders in futures and their inderlying assets in intraday trading. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1402.6583. Full description at Econpapers || Download paper | |
2014 | Detecting informed activities in European-style option tradings. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1403.3294. Full description at Econpapers || Download paper | |
2014 | The dynamics of the leverage cycle. (2014). Aymanns, Christoph ; Farmer, Doyne J.. In: Papers. RePEc:arx:papers:1407.5305. Full description at Econpapers || Download paper | |
2014 | Contagious Synchronization and Endogenous Network Formation in Financial Networks. (2014). Georg, Co-Pierre ; Aymanns, Christoph . In: Papers. RePEc:arx:papers:1408.0440. Full description at Econpapers || Download paper | |
2014 | European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena. In: Working Papers. RePEc:bak:wpaper:201408. Full description at Econpapers || Download paper | |
2014 | The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks. (2014). Tabak, Benjamin ; Cajueiro, Daniel ; Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:350. Full description at Econpapers || Download paper | |
2014 | The negative feedback loop between banks and sovereigns. (2014). Grande, Giuseppe ; Angelini, Paolo ; Panetta, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_213_14. Full description at Econpapers || Download paper | |
2014 | Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14. Full description at Econpapers || Download paper | |
2014 | How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?. (2014). Hauton, G. ; J.-C. Heam, . In: Débats économiques et financiers. RePEc:bfr:decfin:15. Full description at Econpapers || Download paper | |
2014 | Macroprudential framework:key questions applied to the French case.. (2014). Duprey, Thibaut ; Kelber, A. ; Bennani, T. ; Dujardin, M. ; Despres, M.. In: Occasional papers. RePEc:bfr:opaper:9. Full description at Econpapers || Download paper | |
2014 | Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410. Full description at Econpapers || Download paper | |
2014 | Bank Insolvency Risk and Z-Score Measures: A Refinement. (2014). . In: Discussion Papers. RePEc:bir:birmec:14-06. Full description at Econpapers || Download paper | |
2014 | Financial structure and growth. (2014). Yang, Jing ; Tsatsaronis, Kostas ; Gambacorta, Leonardo. In: BIS Quarterly Review. RePEc:bis:bisqtr:1403e. Full description at Econpapers || Download paper | |
2014 | Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184. Full description at Econpapers || Download paper | |
2014 | When armâs length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_014. Full description at Econpapers || Download paper | |
2014 | Banking reform, risk-taking, and earnings quality â Evidence from transition countries. (2014). HASAN, IFTEKHAR ; Fang, Yiwei ; Li, Lingxiang . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2014_019. Full description at Econpapers || Download paper | |
2014 | Ending over-lending : Assessing systemic risk with debt to cash flow. (2014). Sarlin, Peter ; Ramsay, Bruce A. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_011. Full description at Econpapers || Download paper | |
2014 | Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Sarlin, Peter ; Laina, Patrizio . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_014. Full description at Econpapers || Download paper | |
2014 | Bank ownership structure, SME lending and local credit markets. (2014). Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozlowski, Lukasz ; Jackowicz, Krzysztof. In: Research Discussion Papers. RePEc:bof:bofrdp:2014_022. Full description at Econpapers || Download paper | |
2014 | Estimation of Firms Default Rates in terms of Intangible Assets. (2014). Tsuchiya, Saiki ; Nishioka, Shinichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp14e02. Full description at Econpapers || Download paper | |
2014 | Network Indicators for Monitoring Intraday Liquidity in BOK-Wire+. (2014). Baek, Seung Jin ; Yoon, Jaeho ; Soramki, Kimmo. In: Working Papers. RePEc:bok:wpaper:1401. Full description at Econpapers || Download paper | |
2014 | Does Financial Liberalisation Improve Access to Investment Finance in Developing Countries?. (2014). O'Toole, Conor ; OâToole Conor M., . In: Journal of Globalization and Development. RePEc:bpj:globdv:v:5:y:2014:i:1:p:34:n:3. 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 | Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector. (2014). Plašil, Miroslav ; Komarkova, Zlatuse ; Hausenblas, Václav ; Brechler, Josef ; Plasil, Miroslav . In: Research and Policy Notes. RePEc:cnb:rpnrpn:2014/04. Full description at Econpapers || Download paper | |
2014 | The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). de Vries-van Ewijk, Saskia ; Arnold, Ivo. In: DNB Working Papers. RePEc:dnb:dnbwpp:425. Full description at Econpapers || Download paper | |
2014 | When arms length is too far. Relationship banking over the business cycle. (2014). Van Horen, Neeltje ; De Haas, Ralph ; Degryse, Hans ; Beck, Thorsten. In: DNB Working Papers. RePEc:dnb:dnbwpp:431. Full description at Econpapers || Download paper | |
2014 | Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben ; Frost, Jon. In: DNB Working Papers. RePEc:dnb:dnbwpp:441. Full description at Econpapers || Download paper | |
2014 | The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-24. Full description at Econpapers || Download paper | |
2014 | Earnings Management and Performance in Family-Controlled Firms:Evidence from an Emerging Economy. (2014). Sepulveda, Jean ; Jara Bertin, Mauricio ; Jara-Bertin, Mauricio. In: Serie Working Papers. RePEc:dsr:wpaper:01. Full description at Econpapers || Download paper | |
2014 | Competition and bank risk: the effect of securitization and bank capital. (2014). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20141678. Full description at Econpapers || Download paper | |
2014 | Controlling shareholders, board structure, and firm performance: Evidence from India. (2014). Prevost, Andrew ; Jameson, Melvin ; Puthenpurackal, John . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:1-20. Full description at Econpapers || Download paper | |
2014 | Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). O'Toole, Conor ; Casey, Eddie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193. Full description at Econpapers || Download paper | |
2014 | The effect of government quality on corporate cash holdings. (2014). Zou, Hong ; Chen, Deqiu ; Li, Sifei ; Xiao, Jason Zezhong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400. Full description at Econpapers || Download paper | |
2014 | State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization. (2014). Ben-Nasr, Hamdi ; Cosset, Jean-Claude . In: Journal of Corporate Finance. RePEc:eee:corfin:v:29:y:2014:i:c:p:179-199. Full description at Econpapers || Download paper | |
2014 | Government asset sales, economic nationalism, and acquirer wealth effects. (2014). Cowan, Arnold ; Borisova, Ginka . In: Journal of Corporate Finance. RePEc:eee:corfin:v:29:y:2014:i:c:p:351-368. Full description at Econpapers || Download paper | |
2014 | Controlâownership wedge, board of directors, and the value of excess cash. (2014). Boubaker, Sabri ; Derouiche, Imen ; Belkhir, Mohamed. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:110-122. Full description at Econpapers || Download paper | |
2014 | Globalisation and monetary policyâA FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321. Full description at Econpapers || Download paper | |
2014 | The timeline of trading frictions in the European carbon market. (2014). PASCUAL, ROBERTO ; Pardo, Angel ; Medina, Vicente . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394. Full description at Econpapers || Download paper | |
2014 | What makes carbon traders cluster their orders?. (2014). Pardo, Angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165. Full description at Econpapers || Download paper | |
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 | Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?âNew evidence. (2014). Edenhofer, Ottmar ; Grosjean, Godefroy ; Fuss, Sabine ; Koch, Nicolas. In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685. Full description at Econpapers || Download paper | |
2014 | Classifying returns as extreme: European stock and bond markets. (2014). Christiansen, Charlotte. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:1-4. Full description at Econpapers || Download paper | |
2014 | A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234. Full description at Econpapers || Download paper | |
2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper |
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