[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.05 | |||||
1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.22 | 0 | 0 | 21 | 21 | 204 | 2 | 0 | 0 | 0 | 0 | 0.09 | |||||
1998 | 0.24 | 0.26 | 0.21 | 0.24 | 21 | 42 | 474 | 9 | 11 | 21 | 5 | 21 | 5 | 3 | 33.3 | 4 | 0.19 | 0.12 |
1999 | 0.21 | 0.28 | 0.21 | 0.21 | 19 | 61 | 429 | 13 | 24 | 42 | 9 | 42 | 9 | 2 | 15.4 | 2 | 0.11 | 0.14 |
2000 | 0.38 | 0.33 | 0.34 | 0.34 | 25 | 86 | 335 | 28 | 53 | 40 | 15 | 61 | 21 | 2 | 7.1 | 7 | 0.28 | 0.15 |
2001 | 0.52 | 0.36 | 0.59 | 0.52 | 14 | 100 | 132 | 57 | 112 | 44 | 23 | 86 | 45 | 3 | 5.3 | 3 | 0.21 | 0.15 |
2002 | 0.54 | 0.39 | 0.47 | 0.46 | 24 | 124 | 319 | 57 | 170 | 39 | 21 | 100 | 46 | 4 | 7 | 4 | 0.17 | 0.21 |
2003 | 0.5 | 0.4 | 0.9 | 0.99 | 27 | 151 | 342 | 133 | 306 | 38 | 19 | 103 | 102 | 4 | 3 | 1 | 0.04 | 0.2 |
2004 | 0.55 | 0.45 | 0.87 | 0.8 | 30 | 181 | 329 | 148 | 463 | 51 | 28 | 109 | 87 | 13 | 8.8 | 10 | 0.33 | 0.2 |
2005 | 0.54 | 0.46 | 0.86 | 0.7 | 28 | 209 | 706 | 170 | 643 | 57 | 31 | 120 | 84 | 3 | 1.8 | 9 | 0.32 | 0.22 |
2006 | 0.59 | 0.46 | 0.89 | 0.64 | 29 | 238 | 462 | 204 | 856 | 58 | 34 | 123 | 79 | 11 | 5.4 | 6 | 0.21 | 0.21 |
2007 | 0.61 | 0.42 | 0.72 | 0.64 | 28 | 266 | 373 | 183 | 1048 | 57 | 35 | 138 | 89 | 6 | 3.3 | 9 | 0.32 | 0.18 |
2008 | 0.68 | 0.44 | 0.9 | 0.82 | 40 | 306 | 857 | 265 | 1322 | 57 | 39 | 142 | 116 | 15 | 5.7 | 22 | 0.55 | 0.21 |
2009 | 0.99 | 0.44 | 0.89 | 0.9 | 61 | 367 | 751 | 327 | 1650 | 68 | 67 | 155 | 140 | 26 | 8 | 24 | 0.39 | 0.21 |
2010 | 0.97 | 0.43 | 0.92 | 0.85 | 36 | 403 | 288 | 367 | 2019 | 101 | 98 | 186 | 159 | 18 | 4.9 | 2 | 0.06 | 0.18 |
2011 | 0.8 | 0.46 | 0.89 | 0.94 | 48 | 451 | 632 | 400 | 2420 | 97 | 78 | 194 | 182 | 38 | 9.5 | 18 | 0.38 | 0.21 |
2012 | 0.54 | 0.47 | 0.94 | 1.01 | 70 | 521 | 944 | 485 | 2908 | 84 | 45 | 213 | 215 | 52 | 10.7 | 20 | 0.29 | 0.19 |
2013 | 1.2 | 0.53 | 1.26 | 1.33 | 86 | 607 | 1195 | 762 | 3674 | 118 | 142 | 255 | 339 | 90 | 11.8 | 47 | 0.55 | 0.22 |
2014 | 1.74 | 0.55 | 1.61 | 1.5 | 110 | 717 | 817 | 1151 | 4826 | 156 | 272 | 301 | 451 | 147 | 12.8 | 67 | 0.61 | 0.22 |
2015 | 1.39 | 0.56 | 1.35 | 1.28 | 80 | 797 | 501 | 1077 | 5903 | 196 | 272 | 350 | 448 | 77 | 7.1 | 55 | 0.69 | 0.21 |
2016 | 1.25 | 0.58 | 1.58 | 1.52 | 66 | 863 | 343 | 1361 | 7267 | 190 | 238 | 394 | 600 | 84 | 6.2 | 29 | 0.44 | 0.2 |
2017 | 1.34 | 0.6 | 1.58 | 1.56 | 80 | 943 | 179 | 1486 | 8753 | 146 | 195 | 412 | 643 | 79 | 5.3 | 21 | 0.26 | 0.22 |
2018 | 1.23 | 0.76 | 1.39 | 1.32 | 90 | 1033 | 170 | 1431 | 10184 | 146 | 180 | 422 | 557 | 84 | 5.9 | 61 | 0.68 | 0.31 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136. Full description at Econpapers || Download paper | 276 |
2 | 2013 | Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65. Full description at Econpapers || Download paper | 212 |
3 | 2005 | Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157. Full description at Econpapers || Download paper | 183 |
4 | 2005 | Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352. Full description at Econpapers || Download paper | 181 |
5 | 2012 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677. Full description at Econpapers || Download paper | 180 |
6 | 2002 | Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers || Download paper | 166 |
7 | 2011 | Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327. Full description at Econpapers || Download paper | 158 |
8 | 2011 | Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106. Full description at Econpapers || Download paper | 136 |
9 | 2013 | Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318. Full description at Econpapers || Download paper | 103 |
10 | 2006 | Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142. Full description at Econpapers || Download paper | 97 |
11 | 1999 | Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, ÃÂystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74. Full description at Econpapers || Download paper | 91 |
12 | 2012 | Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422. Full description at Econpapers || Download paper | 89 |
13 | 2015 | Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262. Full description at Econpapers || Download paper | 83 |
14 | 1998 | Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412. Full description at Econpapers || Download paper | 83 |
15 | 2014 | Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers || Download paper | 79 |
16 | 2000 | Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130. Full description at Econpapers || Download paper | 77 |
17 | 1998 | An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173. Full description at Econpapers || Download paper | 75 |
18 | 2012 | Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773. Full description at Econpapers || Download paper | 74 |
19 | 2008 | Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526. Full description at Econpapers || Download paper | 72 |
20 | 1999 | Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391. Full description at Econpapers || Download paper | 70 |
21 | 2011 | Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742. Full description at Econpapers || Download paper | 67 |
22 | 1997 | The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87. Full description at Econpapers || Download paper | 64 |
23 | 1998 | Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356. Full description at Econpapers || Download paper | 64 |
24 | 2013 | Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers || Download paper | 60 |
25 | 2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191. Full description at Econpapers || Download paper | 60 |
26 | 2003 | Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136. Full description at Econpapers || Download paper | 58 |
27 | 2006 | Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40. Full description at Econpapers || Download paper | 58 |
28 | 2013 | Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272. Full description at Econpapers || Download paper | 57 |
29 | 2005 | Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106. Full description at Econpapers || Download paper | 57 |
30 | 2004 | Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219. Full description at Econpapers || Download paper | 56 |
31 | 2005 | Cost efficiency in the Latin American and Caribbean banking systems. (2005). Carvallo, Oscar ; Kasman, Adnan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72. Full description at Econpapers || Download paper | 55 |
32 | 2012 | Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109. Full description at Econpapers || Download paper | 55 |
33 | 2018 | Bitcoin: Medium of exchange or speculative assets?. (2018). Lee, Adrian ; Hong, Kihoon ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:54:y:2018:i:c:p:177-189. Full description at Econpapers || Download paper | 55 |
34 | 2003 | Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186. Full description at Econpapers || Download paper | 54 |
35 | 2008 | Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105. Full description at Econpapers || Download paper | 54 |
36 | 2013 | Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221. Full description at Econpapers || Download paper | 54 |
37 | 2003 | Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399. Full description at Econpapers || Download paper | 53 |
38 | 2008 | Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45. Full description at Econpapers || Download paper | 53 |
39 | 2011 | Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460. Full description at Econpapers || Download paper | 52 |
40 | 2012 | Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718. Full description at Econpapers || Download paper | 52 |
41 | 2009 | Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833. Full description at Econpapers || Download paper | 52 |
42 | 2015 | The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54. Full description at Econpapers || Download paper | 50 |
43 | 2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321. Full description at Econpapers || Download paper | 50 |
44 | 2009 | A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758. Full description at Econpapers || Download paper | 49 |
45 | 2008 | Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497. Full description at Econpapers || Download paper | 49 |
46 | 1998 | What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153. Full description at Econpapers || Download paper | 48 |
47 | 2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63. Full description at Econpapers || Download paper | 47 |
48 | 2015 | Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35. Full description at Econpapers || Download paper | 47 |
49 | 2009 | Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15. Full description at Econpapers || Download paper | 47 |
50 | 2000 | Central bank intervention and exchange rate volatility -- Australian evidence. (2000). Sheen, Jeffrey ; Kortian, Tro ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405. Full description at Econpapers || Download paper | 46 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65. Full description at Econpapers || Download paper | 106 |
2 | 2008 | Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136. Full description at Econpapers || Download paper | 94 |
3 | 2011 | Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327. Full description at Econpapers || Download paper | 64 |
4 | 2005 | Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352. Full description at Econpapers || Download paper | 63 |
5 | 2012 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677. Full description at Econpapers || Download paper | 60 |
6 | 2014 | Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers || Download paper | 60 |
7 | 2013 | Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318. Full description at Econpapers || Download paper | 58 |
8 | 2005 | Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157. Full description at Econpapers || Download paper | 57 |
9 | 2018 | Bitcoin: Medium of exchange or speculative assets?. (2018). Lee, Adrian ; Hong, Kihoon ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:54:y:2018:i:c:p:177-189. Full description at Econpapers || Download paper | 55 |
10 | 2011 | Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106. Full description at Econpapers || Download paper | 44 |
11 | 2015 | Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262. Full description at Econpapers || Download paper | 44 |
12 | 2015 | The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54. Full description at Econpapers || Download paper | 40 |
13 | 2015 | Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35. Full description at Econpapers || Download paper | 38 |
14 | 2006 | Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142. Full description at Econpapers || Download paper | 38 |
15 | 2012 | Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422. Full description at Econpapers || Download paper | 37 |
16 | 2013 | Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221. Full description at Econpapers || Download paper | 35 |
17 | 2012 | Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109. Full description at Econpapers || Download paper | 34 |
18 | 2012 | Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773. Full description at Econpapers || Download paper | 33 |
19 | 2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191. Full description at Econpapers || Download paper | 33 |
20 | 2002 | Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers || Download paper | 33 |
21 | 2014 | How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen ; Sarafrazi, Soodabeh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227. Full description at Econpapers || Download paper | 30 |
22 | 2013 | Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272. Full description at Econpapers || Download paper | 29 |
23 | 2011 | Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460. Full description at Econpapers || Download paper | 28 |
24 | 2012 | Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718. Full description at Econpapers || Download paper | 26 |
25 | 2013 | Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers || Download paper | 25 |
26 | 2008 | Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526. Full description at Econpapers || Download paper | 25 |
27 | 2011 | Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742. Full description at Econpapers || Download paper | 25 |
28 | 2013 | Oil and stock returns: Frequency domain evidence. (2013). Ciner, Cetin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:1-11. Full description at Econpapers || Download paper | 25 |
29 | 2018 | Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:173-195. Full description at Econpapers || Download paper | 24 |
30 | 2016 | The impacts of risk and competition on bank profitability in China. (2016). Tan, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:85-110. Full description at Econpapers || Download paper | 24 |
31 | 2013 | Risk, capital and efficiency in Chinese banking. (2013). Tan, Yong ; Floros, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:378-393. Full description at Econpapers || Download paper | 23 |
32 | 2016 | Explosive bubbles in house prices? Evidence from the OECD countries. (2016). Pedersen, Thomas ; Engsted, Tom ; Hviid, Simon J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:14-25. Full description at Econpapers || Download paper | 23 |
33 | 2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191. Full description at Econpapers || Download paper | 22 |
34 | 2014 | Who moves East Asian stock markets? The role of the 2007â2009 global financial crisis. (2014). Wang, Lihong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203. Full description at Econpapers || Download paper | 22 |
35 | 2013 | Banksâ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174. Full description at Econpapers || Download paper | 22 |
36 | 2016 | Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167. Full description at Econpapers || Download paper | 21 |
37 | 2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321. Full description at Econpapers || Download paper | 20 |
38 | 2016 | Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:1-13. Full description at Econpapers || Download paper | 19 |
39 | 2014 | Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Deesomsak, Rataporn ; Chau, Frankie ; Wang, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19. Full description at Econpapers || Download paper | 19 |
40 | 2015 | Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96. Full description at Econpapers || Download paper | 18 |
41 | 2012 | Bank size, market concentration, and bank earnings volatility in the US. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54. Full description at Econpapers || Download paper | 18 |
42 | 2013 | International herding: Does it differ across sectors?. (2013). Wohar, Mark ; Gebka, Bartosz ; Gbka, Bartosz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:55-84. Full description at Econpapers || Download paper | 17 |
43 | 2016 | On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46. Full description at Econpapers || Download paper | 17 |
44 | 2013 | Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers. (2013). Ahmad, Ahmad Hassan ; Hernandez, Ricardo Moran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:306-317. Full description at Econpapers || Download paper | 17 |
45 | 2013 | Financial crises and dynamic linkages among international currencies. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:319-332. Full description at Econpapers || Download paper | 16 |
46 | 2015 | The unique risk exposures of Islamic banksâ capital buffers: A dynamic panel data analysis. (2015). Masih, Abul ; Ibrahim, Mansor ; Daher, Hassan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:36-52. Full description at Econpapers || Download paper | 16 |
47 | 2012 | Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646. Full description at Econpapers || Download paper | 16 |
48 | 2016 | Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145. Full description at Econpapers || Download paper | 16 |
49 | 2013 | How can a small country affect the European economy? The Greek contagion phenomenon. (2013). Samitas, Aristeidis ; Tsakalos, Ioannis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:18-32. Full description at Econpapers || Download paper | 16 |
50 | 2015 | A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; JAMMAZI, RANIA. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187. Full description at Econpapers || Download paper | 16 |
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2018 | The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2. Full description at Econpapers || Download paper | |
2018 | Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7. Full description at Econpapers || Download paper | |
2018 | FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813. Full description at Econpapers || Download paper | |
2018 | Accounting discretion and executive cash compensation: An empirical investigation of corporate governance, credit ratings and firm value. (2018). Iatridis, George Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:29-49. Full description at Econpapers || Download paper | |
2018 | Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:156-163. Full description at Econpapers || Download paper | |
2018 | A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227. Full description at Econpapers || Download paper | |
2018 | A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393. Full description at Econpapers || Download paper | |
2018 | Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018. Full description at Econpapers || Download paper | |
2018 | East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424. Full description at Econpapers || Download paper | |
2018 | Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239. Full description at Econpapers || Download paper | |
2018 | Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240. Full description at Econpapers || Download paper | |
2018 | Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20. Full description at Econpapers || Download paper | |
2018 | Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69. Full description at Econpapers || Download paper | |
2018 | A contemporary survey of islamic banking literature. (2018). Hassan, Kabir M ; Aliyu, Sirajo. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:12-43. Full description at Econpapers || Download paper | |
2018 | Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks. (2018). Rizvi, Syed Aun R. ; Ibrahim, Mansor. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:31-47. Full description at Econpapers || Download paper | |
2018 | Economy Downturn, Islamic Banking and the Indirect Consequences of the Global Financial Crisis. (2018). Alqahtani, Faisal. In: Review of Economics & Finance. RePEc:bap:journl:180206. Full description at Econpapers || Download paper | |
2018 | Technical Efficiency of Banks in Central and Eastern Europe. (2018). Horvatova, Eva. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:66-:d:158478. Full description at Econpapers || Download paper | |
2018 | Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49. Full description at Econpapers || Download paper | |
2018 | A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150. Full description at Econpapers || Download paper | |
2018 | Markov switching GARCH models for Bayesian hedging on energy futures markets. (2018). Billio, Monica ; Osuntuyi, Anthony ; Casarin, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:545-562. Full description at Econpapers || Download paper | |
2018 | The Impact of Carbon Emissions on Corporate Financial Performance: Evidence from the South African Firms. (2018). Ganda, Fortune ; Milondzo, Khazamula Samson. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2398-:d:157118. Full description at Econpapers || Download paper | |
2018 | The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75. Full description at Econpapers || Download paper | |
2018 | Financial openness & institutions in developing countries. (2018). Kant, Chander. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:240-250. Full description at Econpapers || Download paper | |
2018 | Initial public offerings in China: Underpricing, statistics and developing literature. (2018). Azevedo, Alcino ; Leng, Jingsi ; Guney, Yilmaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:387-398. Full description at Econpapers || Download paper | |
2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Majumdar, Anandamayee ; Thompson, Kirsten ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:245-259. Full description at Econpapers || Download paper | |
2018 | Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machinesâ. (2018). Chen, Zhongfei ; Wanke, Peter ; Matousek, Roman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:71-86. Full description at Econpapers || Download paper | |
2018 | The Study of Utility Valuation of Single-Name Credit Derivatives with the Fast-Scale Stochastic Volatility Correction. (2018). Liu, Shican ; Ge, Xiangyu ; Wu, Yonghong ; Wiwatanapataphee, Benchawan ; Zhou, Yanli. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1027-:d:138895. Full description at Econpapers || Download paper | |
2018 | The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:227-262. Full description at Econpapers || Download paper | |
2018 | Risk, competition and efficiency in banking: Evidence from China. (2018). Floros, Christos ; Tan, Yong. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:223-236. Full description at Econpapers || Download paper | |
2018 | Profitability Determinants of Financial Institutions: Evidence from Banks in Pakistan. (2018). Yao, Hongxing ; Tariq, Gulzara ; Haris, Muhammad . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:53-:d:147816. Full description at Econpapers || Download paper | |
2018 | Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia. (2018). Rupeika-Apoga, Ramona ; Thalassinos, E I ; Zaidi, S H. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vi:y:2018:i:2:p:39-55. Full description at Econpapers || Download paper | |
2018 | The Relationship between Economic Freedom and FDI versus Economic Growth: Evidence from the GCC Countries. (2018). Dkhili, Hichem ; ben Dhiab, Lassad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:81-:d:184762. Full description at Econpapers || Download paper | |
2018 | Board composition, monitoring and credit risk: evidence from the UK banking industry. (2018). Lu, Jia ; Boateng, Agyenim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0698-x. Full description at Econpapers || Download paper | |
2018 | Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia. (2018). Thalassinos, El ; Zaidi, S H ; Rupeika-Apoga, R. In: European Research Studies Journal. RePEc:ers:journl:v:vi:y:2018:i:2:p:39-55. Full description at Econpapers || Download paper | |
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2018 | Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510. Full description at Econpapers || Download paper | |
2018 | Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515. Full description at Econpapers || Download paper | |
2018 | The relationship among Chinaâs fuel oil spot, futures and stock markets. (2018). Ping, LI ; Qingchao, Zeng ; Tianna, Yang ; Ziyi, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:151-162. Full description at Econpapers || Download paper | |
2018 | Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185. Full description at Econpapers || Download paper | |
2018 | Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409. Full description at Econpapers || Download paper | |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis. Full description at Econpapers || Download paper | |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Degiannakis, Stavros ; Arora, Vipin ; Filis, George. In: MPRA Paper. RePEc:pra:mprapa:96270. Full description at Econpapers || Download paper | |
2018 | The spatial correlation network of capital flows in China: Evidence from Chinas High-Value Payment System. (2018). Qian, Xianhang ; Zhang, Guangli ; Wang, Ying. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:175-186. Full description at Econpapers || Download paper | |
2018 | The Literature on the FinanceâGrowth Nexus in the Aftermath of the Financial Crisis: A Review. (2018). Carré, Emmanuel ; Lillet, Guillaume ; Carre, Emmanuel. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-018-0056-6. Full description at Econpapers || Download paper | |
2018 | The Literature on the FinanceâGrowth Nexus in the Aftermath of the Financial Crisis: A Review. (2018). Carre, Emmanuel ; L'Oeillet, Guillaume. In: Post-Print. RePEc:hal:journl:halshs-01746069. Full description at Econpapers || Download paper | |
2018 | Financial performance of commercial banks in the post-reform era: Further evidence from Bangladesh. (2018). Salim, Ruhul ; Bloch, Harry ; Robin, Iftekhar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:43-54. Full description at Econpapers || Download paper | |
2018 | Have Asian airlines caught up with European Airlines? A by-production efficiency analysis. (2018). Arjomandi, Amir ; Seufert, Juergen Heinz ; Dakpo, Herve K. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:116:y:2018:i:c:p:389-403. Full description at Econpapers || Download paper | |
2018 | Applying three-stage DEA on the operational performance of foreign banks in Taiwan. (2018). Liu, Hsiang-Hsi. In: International Review of Applied Economics. RePEc:taf:irapec:v:32:y:2018:i:1:p:104-118. Full description at Econpapers || Download paper | |
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2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201802. Full description at Econpapers || Download paper | |
2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201810. Full description at Econpapers || Download paper | |
2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75. Full description at Econpapers || Download paper | |
2018 | On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829. Full description at Econpapers || Download paper | |
2018 | Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97. Full description at Econpapers || Download paper | |
2018 | The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469. Full description at Econpapers || Download paper | |
2018 | The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201857. Full description at Econpapers || Download paper | |
2018 | Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150. Full description at Econpapers || Download paper | |
2018 | Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201870. Full description at Econpapers || Download paper | |
2018 | On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71. Full description at Econpapers || Download paper | |
2018 | Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Karminsky, Alexandr ; Shchepeleva, Maria ; Stolbov, Mikhail. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5. Full description at Econpapers || Download paper | |
2018 | Impact of family control on the relationship between earning management and future performance in Indonesia. (2018). Suprianto, Edy ; Setiawan, Doddy. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:2:p:342-354. Full description at Econpapers || Download paper | |
2018 | Do economic and financial integration stimulate economic growth? A critical survey. (2018). Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201851. Full description at Econpapers || Download paper | |
2018 | The dynamic linkage between insurance and banking activities: An analysis on insurance sector assets. (2018). Chang, Chi-Hung . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:36-50. Full description at Econpapers || Download paper | |
2018 | Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245. Full description at Econpapers || Download paper | |
2018 | Efficiency in BRICS banking under data vagueness: A two-stage fuzzy approach. (2018). Wanke, Peter ; Emrouznejad, Ali ; Azad, Abul Kalam. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:58-71. Full description at Econpapers || Download paper | |
2018 | Impact of Ownership Structure and Corporate Governance on the Performance: A Case of Selected Banks in UAE. (2018). Mirchandani, Anita ; Gupta, Namrata . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-25. Full description at Econpapers || Download paper | |
2018 | Islamic Corporate Governance In Islamic Financial Institutions. (2018). Sadek, Daing Maruak ; Abas, Zakaria ; Rahim, Khilmy Abd. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:8:y:2018:i:4:p:1-10. Full description at Econpapers || Download paper | |
2018 | Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36. Full description at Econpapers || Download paper | |
2018 | The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence. (2018). Leonida, Leone ; Mallick, Sushanta K ; Benbouzid, Nadia. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:226-240. Full description at Econpapers || Download paper | |
2018 | Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47. Full description at Econpapers || Download paper | |
2018 | FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416. Full description at Econpapers || Download paper | |
2018 | The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585. Full description at Econpapers || Download paper | |
2018 | The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39. Full description at Econpapers || Download paper | |
2018 | The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007. Full description at Econpapers || Download paper | |
2018 | Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309. Full description at Econpapers || Download paper | |
2018 | Analyzing timeâfrequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102. Full description at Econpapers || Download paper | |
2018 | Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7. Full description at Econpapers || Download paper | |
2018 | Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina ; Gil-Faria, Maria Candelaria . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5. Full description at Econpapers || Download paper | |
2018 | Time-Frequency varying beta estimation -a continuous wavelets approach-. (2018). Mestre, Roman ; Terraza, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00401. Full description at Econpapers || Download paper | |
2018 | Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -. (2018). Mestre, Roman ; Terraza, Michel. In: MPRA Paper. RePEc:pra:mprapa:89682. Full description at Econpapers || Download paper | |
2018 | Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29. Full description at Econpapers || Download paper | |
2018 | Media censorship and stock price: Evidence from the foreign share discount in China. (2018). Ding, Rong ; Zhang, John Ziyang ; Liu, Yue ; Hou, Wenxuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:112-133. Full description at Econpapers || Download paper | |
2018 | Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89. Full description at Econpapers || Download paper | |
2018 | Policy announcement and credit risk: zero interest rate policy and quantitative monetary easing policy. (2018). Hanabusa, Kunihiro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00759. Full description at Econpapers || Download paper | |
2018 | Financial stability in Europe: Banking and sovereign risk. (2018). KoÄenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321. Full description at Econpapers || Download paper | |
2018 | Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78. Full description at Econpapers || Download paper | |
2018 | Stock market development and economic growth: Empirical evidence from China. (2018). Pan, Lei ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:661-673. Full description at Econpapers || Download paper | |
2018 | Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142. Full description at Econpapers || Download paper | |
2018 | The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670. Full description at Econpapers || Download paper | |
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2018 | BAYESIAN SHRINKAGE ESTIMATION OF TIME-VARYING COVARIANCE MATRICES IN FINANCIAL TIME SERIES. (2018). , Amanda ; Ki, Wing. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:369-404. Full description at Econpapers || Download paper | |
2018 | Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68. Full description at Econpapers || Download paper | |
2018 | Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470. Full description at Econpapers || Download paper | |
2018 | Point process models for extreme returns: Harnessing implied volatility. (2018). Herrera, Rodrigo ; Clements, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:161-175. Full description at Econpapers || Download paper | |
2018 | Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113. Full description at Econpapers || Download paper | |
2018 | Reconsidering Monetary Policy: An Empirical Examination of the Relationship Between Interest Rates and Nominal GDP Growth in the U.S., U.K., Germany and Japan. (2018). Lee, Kang-Soek ; Werner, Richard A. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:26-34. Full description at Econpapers || Download paper | |
2018 | Audit quality during the global financial crisis: The investorsâ perspective. (2018). Shahzad, Khurram ; El-Temtamy, Osama ; Rubbaniy, Ghulame ; Pouw, Thierry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:94-105. Full description at Econpapers || Download paper | |
2018 | Auditorsâ going concern reporting accuracy during and after the global financial crisis. (2018). Sanoran, Kanyarat. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:14:y:2018:i:2:p:164-178. Full description at Econpapers || Download paper | |
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2018 | Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180. Full description at Econpapers || Download paper | |
2018 | Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Ali, Sajid ; Al-Yahyaee, Khamis Hamed ; Raza, Naveed ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153. Full description at Econpapers || Download paper | |
2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473. Full description at Econpapers || Download paper | |
2018 | Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers || Download paper | |
2018 | The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124. Full description at Econpapers || Download paper | |
2018 | Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?. (2018). Jansen, David-Jan ; Cihak, Martin ; Bulir, Ales. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:1:p:2-17. Full description at Econpapers || Download paper | |
2018 | Improving Sustainability through a Dual Audit System. (2018). Jin, Shun-Ji ; Kang, Sun Min ; Tae, IN. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:137-:d:125945. Full description at Econpapers || Download paper | |
2018 | Does the IFRS Effect Continue? An International Comparison. (2018). Hwang, In Tae ; Kang, Sun Min ; Hur, Kang Sung. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4818-:d:191168. Full description at Econpapers || Download paper | |
2018 | Sharia-Compliant financing for public utility infrastructure. (2018). Biancone, Paolo Pietro ; Radwan, Maha. In: Utilities Policy. RePEc:eee:juipol:v:52:y:2018:i:c:p:88-94. Full description at Econpapers || Download paper | |
2018 | Sovereign wealth funds and equity pricing: Evidence from implied cost of equity of publicly traded targets. (2018). Boubaker, Sabri ; Guizani, Asma ; Grira, Jocelyn ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:202-224. Full description at Econpapers || Download paper | |
2018 | Rationality or politics? The color of black gold money. (2018). Arouri, Mohamed ; Grira, Jocelyn ; Grais, Wafik ; Boubaker, Sabri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:62-76. Full description at Econpapers || Download paper | |
2018 | Financial stability: To Regulate or Not? A public choice inquiry. (2018). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/4. Full description at Econpapers || Download paper | |
2018 | The small sample properties of Indirect Inference in testing and estimating DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/7. Full description at Econpapers || Download paper | |
2018 | Oil and Commodities Drive the World Business Cycle: A Long-Commodity-Cycle Model of the World Economy Over a Century and a Half. (2018). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/16. Full description at Econpapers || Download paper | |
2018 | Financial stability: To regulate or not? A public choice inquiry. (2018). Mai, Vo Phuong ; Minford, Patrick ; Meenagh, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:127-140. Full description at Econpapers || Download paper | |
2018 | Testing DSGE Models by indirect inference: a survey of recent findings. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/14. Full description at Econpapers || Download paper | |
2018 | Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:64-76. Full description at Econpapers || Download paper | |
2018 | Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136. Full description at Econpapers || Download paper | |
2018 | Common Banking across Heterogenous Regions. (2018). Menna, Lorenzo ; Dia, Enzo ; Zhang, Lin ; Jiang, Lunan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201802. Full description at Econpapers || Download paper | |
2018 | Breaking up isnât hard to do: Interest on reserves and monetary policy. (2018). Dutkowsky, Donald H ; Vanhoose, David D. In: Journal of Economics and Business. RePEc:eee:jebusi:v:99:y:2018:i:c:p:15-27. Full description at Econpapers || Download paper | |
2018 | Strong Boards and Risk-taking in Islamic Banks. (2018). Skully, Michael ; Mollah, Sabur ; Liljeblom, Eva. In: Working Papers. RePEc:swn:wpaper:2018-08. Full description at Econpapers || Download paper | |
2018 | Better than independent: the role of minority directors on bank boards. (2018). Strobel, Frank ; Barry, Thierno ; Tran, Thu ; Lepetit, Laetitia. In: Working Papers. RePEc:hal:wpaper:hal-01937927. Full description at Econpapers || Download paper | |
2018 | Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?. (2018). Barkauskaite, Aida ; Witkowska, Justyna ; Lakstutiene, Ausrine. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:137-:d:187763. Full description at Econpapers || Download paper | |
2018 | Bank Competition, Concentration and Risk-taking in the UAE Banking Industry. (2018). Maghyereh, Aktham I. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0824. Full description at Econpapers || Download paper | |
2018 | Competition in Russias Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread. (2018). Ushakova, Yulia ; Kruglova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:22-50. Full description at Econpapers || Download paper | |
2018 | A Replication of âBank Competition and Financial Stability: Much Ado About Nothing?â (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18. Full description at Econpapers || Download paper | |
2018 | Does top managersâ experience affect firmsâ capital structure?. (2018). Matemilola, B T ; Azman-Saini, W. N. W., ; Bany-Ariffin, A N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:488-498. Full description at Econpapers || Download paper | |
2018 | Sustainability and Efficiency of the European Banking Market after the Global Crisis: The Impact of Some Strategic Choices. (2018). Pampurini, Francesca ; Quaranta, Anna Grazia. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2237-:d:155173. Full description at Econpapers || Download paper | |
2018 | A review of bank efficiency and productivity. (2018). Bhatia, Vaneet ; Dash, Pradyumna ; Mitra, Subrata Kumar ; Basu, Sankarshan. In: OPSEARCH. RePEc:spr:opsear:v:55:y:2018:i:3:d:10.1007_s12597-018-0332-2. Full description at Econpapers || Download paper | |
2018 | The Impact of Size and Growth Decisions on Turkish Banks Profitability. (2018). Isk, Ozcan ; Demirci, Ayhan ; Kosaroglu, Merve. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-3. Full description at Econpapers || Download paper | |
2018 | A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103. Full description at Econpapers || Download paper | |
2018 | Young Enterprises and Bank Credit Denials. (2018). Mascia, Danilo V. In: ADBI Working Papers. RePEc:ris:adbiwp:0844. Full description at Econpapers || Download paper | |
2018 | . Full description at Econpapers || Download paper | |
2018 | Determinants of the domestic credits in developing economies: The role of political risks. (2018). Gözgör, Giray ; Gozgor, Giray . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:430-443. Full description at Econpapers || Download paper | |
2018 | Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system. (2018). Ozturk, Huseyin ; Aysan, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:22-38. Full description at Econpapers || Download paper | |
2018 | Hidden effects of bank recapitalizations. (2018). Beccalli, Elena ; Lenoci, Francesca ; Frantz, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:297-314. Full description at Econpapers || Download paper | |
2018 | Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices. (2018). Pavlidis, Efthymios ; MartÃÂnez GarcÃÂa, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:325. Full description at Econpapers || Download paper | |
2018 | When Bubble Meets Bubble: Contagion in OECD Countries. (2018). Pinchao-Rosero, Andres ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9605-4. Full description at Econpapers || Download paper | |
2018 | Regressive Welfare Effects of Housing Bubbles. (2018). Phan, Toan ; Graczyk, Andrew. In: Working Paper. RePEc:fip:fedrwp:18-10. Full description at Econpapers || Download paper | |
2018 | Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households. (2018). Poitras, Geoffrey ; Zanotti, Giovanna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:42-:d:158481. Full description at Econpapers || Download paper | |
2018 | How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empÃrico. (2018). Sala-Rios, Merce ; Torres-Sole, Teresa ; Farre-Perdiguer, Mariona. In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:36_3_12. Full description at Econpapers || Download paper | |
2018 | Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364. Full description at Econpapers || Download paper | |
2018 | Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202. Full description at Econpapers || Download paper | |
2018 | Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998. Full description at Econpapers || Download paper | |
2018 | âIncorporating creditors seniority into contingent claim models:Application to peripheral euro area countriesâ. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803. Full description at Econpapers || Download paper | |
2018 | Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642. Full description at Econpapers || Download paper | |
2018 | Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34. Full description at Econpapers || Download paper | |
2018 | Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79. Full description at Econpapers || Download paper | |
2018 | Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC. (2018). Ahmad, Wasim ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0086-3. Full description at Econpapers || Download paper | |
2018 | Dynamic Connectedness of International Crude Oil Prices: The DieboldâYilmaz Approach. (2018). Xiao, Xiaoyong ; Huang, Jing. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3298-:d:169990. Full description at Econpapers || Download paper | |
2018 | The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210. Full description at Econpapers || Download paper | |
2018 | Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
2018 | Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202. Full description at Econpapers || Download paper | |
2018 | Portfolio valuation under liquidity constraints with permanent price impact. (2018). Csóka, Péter ; Hever, Judit ; Csoka, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:235-241. Full description at Econpapers || Download paper | |
2018 | Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100. Full description at Econpapers || Download paper | |
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2018 | The Bank Lending Channel A Time-Varying Approach. (2018). Varghese, Richard. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2018. Full description at Econpapers || Download paper | |
2018 | Monetary policy with transitory vs. permanently low growth. (2018). Hubert, Paul ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6gjj4t61tm90aauv9v241g1u29. Full description at Econpapers || Download paper | |
2018 | Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market. (2018). Wijayana, Singgih ; Gray, Sidney J. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:134-147. Full description at Econpapers || Download paper | |
2018 | Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019. Full description at Econpapers || Download paper | |
2018 | Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181573. Full description at Econpapers || Download paper | |
2018 | MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176. Full description at Econpapers || Download paper | |
2018 | The Leverage Ratio and Its Impact on Capital Regulation. (2018). Hodula, Martin ; Pikhart, Zdenek ; Holub, Libor ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/15. Full description at Econpapers || Download paper | |
2018 | Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130. Full description at Econpapers || Download paper | |
2018 | Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340. Full description at Econpapers || Download paper | |
2018 | Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137. Full description at Econpapers || Download paper | |
2018 | Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486. Full description at Econpapers || Download paper | |
2018 | Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform. (2018). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:86-:d:187697. Full description at Econpapers || Download paper | |
2018 | Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172. Full description at Econpapers || Download paper | |
2018 | Shadow banking in Asia: Foreign versus domestic lending to real estate projects. (2018). Cumming, Douglas ; Liu, Zhangxin ; Fleming, Grant. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:137-147. Full description at Econpapers || Download paper | |
2018 | Distribution specific dependence and causality between industry-level U.S. credit and stock markets. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hammoudeh, Shawkat ; Mensi, Walid ; Hussain, Syed Jawad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133. Full description at Econpapers || Download paper | |
2018 | Financial stability, competitiveness and banks innovation capacity: Evidence from the Global Financial Crisis. (2018). Tzeremes, Nickolaos ; Evi, Aleksandar ; Grant, Kevin ; Degl, Marta. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:35-46. Full description at Econpapers || Download paper | |
2018 | Understanding the Volatility of the Canadian Exchange Rate. (2018). Rebelo, Sergio ; Johannsen, Benjamin ; Eichenbaum, Martin. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:502. Full description at Econpapers || Download paper | |
2018 | What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?. (2018). CAPELLE-BLANCARD, Gunther. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-017-0049-x. Full description at Econpapers || Download paper | |
2018 | Do managers act opportunistically towards the end of their career?. (2018). Kabir, Rezaul ; Veld-Merkoulova, Yulia ; Li, Hao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:218-232. Full description at Econpapers || Download paper | |
2018 | A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. (2018). Alexakis, Christos ; Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:36:p:3949-3965. Full description at Econpapers || Download paper | |
2018 | Nonfinancial traits and financial smartness: International evidence from Shariah-compliant and Socially responsible funds. (2018). Shah, Mohamed ; Mohamad, Shamsher ; Azmi, Wajahat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:201-217. Full description at Econpapers || Download paper | |
2018 | Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S.. (2018). Miller, Stephen ; GUPTA, RANGAN ; Apergis, Nicholas ; Christou, Christina. In: International Advances in Economic Research. RePEc:kap:iaecre:v:24:y:2018:i:2:d:10.1007_s11294-018-9675-y. Full description at Econpapers || Download paper | |
2018 | Modelling stock correlations with expected returns from investors. (2018). Ren, Fei ; Zhong, Li-Xin ; Li, Sai-Ping ; Yang, Ming-Yuan. In: Papers. RePEc:arx:papers:1803.02019. Full description at Econpapers || Download paper | |
2018 | Entrepreneurial finance: Unifying themes and future directions. (2018). Cumming, Douglas ; Groh, Alexander Peter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:538-555. Full description at Econpapers || Download paper | |
2018 | Equity crowdfunding: First resort or last resort?. (2018). Walthoff-Borm, Xavier ; Vanacker, Tom ; Van Acker, Tom ; Schwienbacher, Armin. In: Journal of Business Venturing. RePEc:eee:jbvent:v:33:y:2018:i:4:p:513-533. Full description at Econpapers || Download paper |
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2018 | Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604. Full description at Econpapers || Download paper | |
2018 | A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557. Full description at Econpapers || Download paper | |
2018 | The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452. Full description at Econpapers || Download paper | |
2018 | CRYPTOâCURRENCIES â AN INTRODUCTION TO NOTâSOâFUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559. Full description at Econpapers || Download paper | |
2018 | Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050. Full description at Econpapers || Download paper | |
2018 | Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051. Full description at Econpapers || Download paper | |
2018 | Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054. Full description at Econpapers || Download paper | |
2018 | The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056. Full description at Econpapers || Download paper | |
2018 | Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060. Full description at Econpapers || Download paper | |
2018 | Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061. Full description at Econpapers || Download paper | |
2018 | Modelling stock priceâexchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123. Full description at Econpapers || Download paper | |
2018 | Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245. Full description at Econpapers || Download paper | |
2018 | What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44. Full description at Econpapers || Download paper | |
2018 | Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130. Full description at Econpapers || Download paper | |
2018 | Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96. Full description at Econpapers || Download paper | |
2018 | Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78. Full description at Econpapers || Download paper | |
2018 | Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356. Full description at Econpapers || Download paper | |
2018 | Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20. Full description at Econpapers || Download paper | |
2018 | Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593. Full description at Econpapers || Download paper | |
2018 | Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133. Full description at Econpapers || Download paper | |
2018 | Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211. Full description at Econpapers || Download paper | |
2018 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers || Download paper | |
2018 | Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227. Full description at Econpapers || Download paper | |
2018 | The G-20â²s regulatory agenda and banksâ risk. (2018). Cabrera, Matias ; Nieto, Maria J ; Dwyer, Gerald P. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:66-78. Full description at Econpapers || Download paper | |
2018 | Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150. Full description at Econpapers || Download paper | |
2018 | Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70. Full description at Econpapers || Download paper | |
2018 | A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103. Full description at Econpapers || Download paper | |
2018 | Using expected shortfall for credit risk regulation. (2018). Osmundsen, Kjartan Kloster . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:80-93. Full description at Econpapers || Download paper | |
2018 | Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672. Full description at Econpapers || Download paper | |
2018 | The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670. Full description at Econpapers || Download paper | |
2018 | Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets. (2018). Fang, Wen ; Wang, Jun ; Tian, Shaolin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:109-120. Full description at Econpapers || Download paper | |
2018 | Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213. Full description at Econpapers || Download paper | |
2018 | The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_14. Full description at Econpapers || Download paper | |
2018 | Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05. Full description at Econpapers || Download paper | |
2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | |
2018 | Insurance Risks Management Methodology. (2018). Ivanovna, Kartashova Olga ; Turgaeva, Axana ; Vladimirovna, Molchanova Olga. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:75-:d:179193. Full description at Econpapers || Download paper | |
2018 | Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Zhang, Xing ; Xu, Yingying ; Li, Zhen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708. Full description at Econpapers || Download paper | |
2018 | The Social Efficiency for Sustainability: European Cooperative Banking Analysis. (2018). San-Jose, Leire ; Lamarque, Eric ; Retolaza, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3271-:d:169557. Full description at Econpapers || Download paper | |
2018 | The Impact of Economic Policy Uncertainty on US Transportation Sector Stock Returns. (2018). Riaz, Adeel ; Khan, Muhammad Asif ; Hashmi, Shujahat Haider ; Hongbing, Ouyang. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:8:y:2018:i:4:p:163-170. Full description at Econpapers || Download paper | |
2018 | Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45. Full description at Econpapers || Download paper | |
2018 | The Performance of Islamic Vs. Conventional Banks: Evidence on the Suitability of the Basel Capital Ratios. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara ; Hassan, Kabir M. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9492-1. Full description at Econpapers || Download paper | |
2018 | Spoofing and Pinging in Foreign Exchange Markets. (2018). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-05. Full description at Econpapers || Download paper | |
2018 | The Covered Interest Parity Puzzle and the Evolution of the Japan Premium. (2018). Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-10. Full description at Econpapers || Download paper | |
2018 | Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834. Full description at Econpapers || Download paper | |
2018 | Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858. Full description at Econpapers || Download paper | |
2018 | The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39. Full description at Econpapers || Download paper | |
2018 | Some stylized facts of the cryptocurrency market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:55:p:5950-5965. Full description at Econpapers || Download paper | |
2018 | Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?. (2018). Portugal Duarte, António ; Bação, Pedro ; Srdjan, Redzepagic ; Helder, Sebastio ; Pedro, Bao. In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:65:y:2018:i:2:p:97-117:n:7. Full description at Econpapers || Download paper | |
2018 | Sustainable profitability of ethical and conventional banking. (2018). Martinez-Climent, Carla ; Costa-Climent, Ricardo. In: Contemporary Economics. RePEc:wyz:journl:id:557. Full description at Econpapers || Download paper | |
2018 | Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2018). Baumohl, Eduard. In: EconStor Preprints. RePEc:zbw:esprep:174884. Full description at Econpapers || Download paper |
More than 50 citations. List broken...
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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 | 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 | Asset quality, non-interest income, and bank profitability: Evidence from Indian banks. (2017). Ahamed, Mostak M. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper | |
2017 | Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398. Full description at Econpapers || Download paper | |
2017 | Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192. 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 | Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629. Full description at Econpapers || Download paper | |
2017 | Forecasting European interest rates in times of financial crisis â What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205. Full description at Econpapers || Download paper | |
2017 | Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547. Full description at Econpapers || Download paper | |
2017 | Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508. Full description at Econpapers || Download paper | |
2017 | Business Environment and Economic Growth in the European Union Countries: What Can Be Explained for the Convergence?. (2017). Godowska, Agnieszka. In: Entrepreneurial Business and Economics Review. RePEc:krk:eberjl:v:5:y:2017:i:4:p:189-204. 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 | 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 | Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers || Download paper | |
2017 | Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note. (2017). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson . In: Working Papers. RePEc:pre:wpaper:201764. 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 | An Empirical Analysis of the Determinants of Net Interest Margins of Turkish Listed Banks: Panel Data Evidence from Post-Crisis Era. (2017). Iik, Ozcan ; Belke, Murat . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170412. Full description at Econpapers || Download paper | |
2017 | Do ownership structures really matter? A study of companies listed on the Indonesia Stock Exchange. (2017). Nuzula, Nila Firdausi ; de Silva, Chitra Sriyani. In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:24:y:2017:i:1:p:55-82. Full description at Econpapers || Download paper | |
2017 | TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166. Full description at Econpapers || Download paper | |
2017 | Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326. Full description at Econpapers || Download paper |
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2016 | The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika. In: Problems of World Agriculture / Problemy Rolnictwa Åwiatowego. RePEc:ags:polpwa:253038. Full description at Econpapers || Download paper | |
2016 | Unit root modeling for trending stock market series. (2016). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar ; Akanni, Lateef. In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:2:p:82-91. Full description at Econpapers || Download paper | |
2016 | A note on news about the future: the impact on DSGE models and their VAR representation. (2016). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/11. Full description at Econpapers || Download paper | |
2016 | What is the truth about DSGE models? Testing by indirect inference. (2016). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/14. Full description at Econpapers || Download paper | |
2016 | Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Guesmi, Khaled ; Rachdi, Houssem ; Saidi, Hichem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231. Full description at Econpapers || Download paper | |
2016 | Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration. (2016). Sickles, Robin ; Kenjegalieva, Karligash ; Adetutu, Morakinyo ; Glass, Anthony J ; Ajayi, Victor . In: Working Papers. RePEc:ecl:riceco:16-003. Full description at Econpapers || Download paper | |
2016 | Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M ; Peat, Maurice. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176. Full description at Econpapers || Download paper | |
2016 | Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226. Full description at Econpapers || Download paper | |
2016 | Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Avdoulas, Christos ; Boubaker, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587. Full description at Econpapers || Download paper | |
2016 | International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163. Full description at Econpapers || Download paper | |
2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
2016 | The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168. Full description at Econpapers || Download paper | |
2016 | The internationalisation of the RMB: New starts, jumps and tipping points. (2016). Szilagyi, Peter ; Batten, Jonathan. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:221-238. Full description at Econpapers || Download paper | |
2016 | Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23. Full description at Econpapers || Download paper | |
2016 | International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255. Full description at Econpapers || Download paper | |
2016 | Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund. (2016). faff, robert ; Li, Yong ; Benson, Karen. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:217-221. Full description at Econpapers || Download paper | |
2016 | Impact of legal institutions on IPO survival: A global perspective. (2016). Goyal, Abhinav ; Mohamed, Abdulkadir ; Espenlaub, Susanne. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:98-112. Full description at Econpapers || Download paper | |
2016 | Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). GUPTA, RANGAN ; Paetz, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182. Full description at Econpapers || Download paper | |
2016 | Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45. Full description at Econpapers || Download paper | |
2016 | Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84. Full description at Econpapers || Download paper | |
2016 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: Working Papers. RePEc:igi:igierp:585. Full description at Econpapers || Download paper | |
2016 | Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:586. Full description at Econpapers || Download paper | |
2016 | Conditional Convergence in Australias Energy Consumption at the Sector Level. (2016). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2016-08. Full description at Econpapers || Download paper | |
2016 | Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:75367. Full description at Econpapers || Download paper | |
2016 | Do Political News Affect Financial Market Returns? Evidences from Brazil. (2016). Dos, Nelson Seixas ; Marques, Thales Batiston . In: MPRA Paper. RePEc:pra:mprapa:75530. Full description at Econpapers || Download paper | |
2016 | Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: MPRA Paper. RePEc:pra:mprapa:75740. Full description at Econpapers || Download paper |
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2015 | The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs. (2015). Leung, Tim ; Ward, Brian. In: Papers. RePEc:arx:papers:1501.02276. Full description at Econpapers || Download paper | |
2015 | Revisiting the Link Between Stock Prices and Goods Prices in OECD Countries. (2015). Hoque, Ariful ; Hassan, Kamrul ; Rao, Ananth . In: Australian Economic Papers. RePEc:bla:ausecp:v:54:y:2015:i:3:p:135-150. Full description at Econpapers || Download paper | |
2015 | How Reliable Are the Findings of âForeignâ Investor Studies That Use TIC Data? A Look from the Host Market. (2015). ÃÂlkü, Numan ; Ulku, Numan ; Petrov, Petar . In: International Review of Finance. RePEc:bla:irvfin:v:15:y:2015:i:4:p:521-553. Full description at Econpapers || Download paper | |
2015 | Countercyclical Capital Buffer: The Case of Uruguay. (2015). PONCE, Jorge ; Pena, Alejandro ; Tubio, Magdalena ; Dassatti, Cecilia. In: Monetaria. RePEc:cml:moneta:v:iii:y:2015:i:2:p:251-285. Full description at Econpapers || Download paper | |
2015 | Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20151866. Full description at Econpapers || Download paper | |
2015 | Do managers manipulate earnings prior to management buyouts?. (2015). Renneboog, Luc ; Mao, Yaping . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:43-61. Full description at Econpapers || Download paper | |
2015 | New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211. Full description at Econpapers || Download paper | |
2015 | Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers || Download paper | |
2015 | Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371. Full description at Econpapers || Download paper | |
2015 | Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8. Full description at Econpapers || Download paper | |
2015 | Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227. Full description at Econpapers || Download paper | |
2015 | Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265. Full description at Econpapers || Download paper | |
2015 | Investor sentiment and its nonlinear effect on stock returnsâNew evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274. Full description at Econpapers || Download paper | |
2015 | Is there a structural change in the persistence of WTIâBrent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71. Full description at Econpapers || Download paper | |
2015 | Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104. Full description at Econpapers || Download paper | |
2015 | The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122. Full description at Econpapers || Download paper | |
2015 | Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358. Full description at Econpapers || Download paper | |
2015 | Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365. Full description at Econpapers || Download paper | |
2015 | Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382. Full description at Econpapers || Download paper | |
2015 | Liquidity and conditional market returns: Evidence from German exchange traded funds. (2015). Wagner, Niklas ; Czauderna, Katrin ; Riedel, Christoph . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:454-459. Full description at Econpapers || Download paper | |
2015 | Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98. Full description at Econpapers || Download paper | |
2015 | The political determinants of executive compensation: Evidence from an emerging economy. (2015). Renneboog, Luc ; Li, Sunny ; Liang, Hao. In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:69-91. Full description at Econpapers || Download paper | |
2015 | Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156. Full description at Econpapers || Download paper | |
2015 | The nexus between oil price and Russias real exchange rate: Better paths via unconditional vs conditional analysis. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:54-66. Full description at Econpapers || Download paper | |
2015 | Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:590-598. Full description at Econpapers || Download paper | |
2015 | Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data. (2015). Agarwalla, Sobhesh Kumar ; Pandey, Ajay ; Jacob, Joshy. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:167-178. Full description at Econpapers || Download paper | |
2015 | Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51. Full description at Econpapers || Download paper | |
2015 | The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302. Full description at Econpapers || Download paper | |
2015 | Arbitrage opportunities and feedback trading in emissions and energy markets. (2015). Chau, Frankie ; Shi, Yukun ; Kuo, Jing-Ming . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:130-147. Full description at Econpapers || Download paper | |
2015 | Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu ; Vivian, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161. Full description at Econpapers || Download paper | |
2015 | The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199. Full description at Econpapers || Download paper | |
2015 | Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163. Full description at Econpapers || Download paper | |
2015 | The role of internal and external certification mechanisms in seasoned equity offerings. (2015). Tourani-Rad, Alireza ; Lau, Sie Ting ; Krishnamurti, Chandrasekhar ; Yang, Ting ; Koerniadi, Hardjo. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:110-127. Full description at Econpapers || Download paper | |
2015 | The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183. Full description at Econpapers || Download paper | |
2015 | Issues in Islamic banking and finance: Islamic banks, Shariâah-compliant investment and sukuk. (2015). Ibrahim, Mansor. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191. Full description at Econpapers || Download paper | |
2015 | Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Gajdka, Jerzy ; Brzeszczyski, Janusz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352. Full description at Econpapers || Download paper | |
2015 | Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35. Full description at Econpapers || Download paper | |
2015 | Aviation Accidents and Stock Market Reaction: Evidence from Borsa Istanbul. (2015). Demir, Ender. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:1:p:51-56. Full description at Econpapers || Download paper | |
2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-02.pdf. Full description at Econpapers || Download paper | |
2015 | The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca . In: Working Papers. RePEc:fem:femwpa:2015.99. Full description at Econpapers || Download paper | |
2015 | Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-01385980. Full description at Econpapers || Download paper | |
2015 | What Determines Bitcoinâs Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; Olayeni, Olaolu ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880330. Full description at Econpapers || Download paper | |
2015 | Sentiment of a society and large-cap stock liquidity. (2015). Bukovina, Jaroslav. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:56_2015. Full description at Econpapers || Download paper | |
2015 | The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Conti, Francesca. In: Departmental Working Papers. RePEc:mil:wpdepa:2015-17. Full description at Econpapers || Download paper | |
2015 | On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna . In: MPRA Paper. RePEc:pra:mprapa:68859. Full description at Econpapers || Download paper | |
2015 | Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366. Full description at Econpapers || Download paper | |
2015 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2015). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:72082. Full description at Econpapers || Download paper | |
2015 | What Triggers Loan Losses? An Empirical Investigation of Greek Financial Sector. (2015). Makri, Vasiliki . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:119-143. Full description at Econpapers || Download paper | |
2015 | What Determines Bitcoinâs Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard. In: Working Papers. RePEc:tac:wpaper:2014-2015_13. Full description at Econpapers || Download paper | |
2015 | Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03. Full description at Econpapers || Download paper |
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