[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 | 0.09 | 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 | 0.06 | |||||
1995 | 0 | 0.2 | 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 | 0.23 | 0 | 0 | 21 | 21 | 214 | 2 | 0 | 0 | 0 | 0 | 0.1 | |||||
1998 | 0.24 | 0.27 | 0.21 | 0.24 | 21 | 42 | 484 | 9 | 11 | 21 | 5 | 21 | 5 | 3 | 33.3 | 4 | 0.19 | 0.12 |
1999 | 0.21 | 0.29 | 0.21 | 0.21 | 19 | 61 | 441 | 13 | 24 | 42 | 9 | 42 | 9 | 2 | 15.4 | 2 | 0.11 | 0.14 |
2000 | 0.38 | 0.34 | 0.34 | 0.34 | 25 | 86 | 343 | 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 | 137 | 57 | 112 | 44 | 23 | 86 | 45 | 3 | 5.3 | 3 | 0.21 | 0.16 |
2002 | 0.54 | 0.4 | 0.48 | 0.48 | 24 | 124 | 328 | 59 | 172 | 39 | 21 | 100 | 48 | 4 | 6.8 | 4 | 0.17 | 0.21 |
2003 | 0.5 | 0.41 | 0.91 | 1 | 27 | 151 | 357 | 134 | 309 | 38 | 19 | 103 | 103 | 4 | 3 | 1 | 0.04 | 0.2 |
2004 | 0.55 | 0.46 | 0.87 | 0.8 | 30 | 181 | 334 | 148 | 466 | 51 | 28 | 109 | 87 | 13 | 8.8 | 10 | 0.33 | 0.21 |
2005 | 0.54 | 0.47 | 0.86 | 0.7 | 28 | 209 | 729 | 170 | 646 | 57 | 31 | 120 | 84 | 3 | 1.8 | 9 | 0.32 | 0.22 |
2006 | 0.59 | 0.47 | 0.89 | 0.64 | 29 | 238 | 472 | 204 | 859 | 58 | 34 | 123 | 79 | 11 | 5.4 | 6 | 0.21 | 0.21 |
2007 | 0.61 | 0.42 | 0.73 | 0.65 | 28 | 266 | 393 | 184 | 1052 | 57 | 35 | 138 | 90 | 6 | 3.3 | 9 | 0.32 | 0.19 |
2008 | 0.68 | 0.45 | 0.9 | 0.82 | 40 | 306 | 905 | 265 | 1326 | 57 | 39 | 142 | 116 | 15 | 5.7 | 22 | 0.55 | 0.21 |
2009 | 0.99 | 0.44 | 0.9 | 0.9 | 61 | 367 | 776 | 329 | 1656 | 68 | 67 | 155 | 140 | 26 | 7.9 | 24 | 0.39 | 0.21 |
2010 | 0.97 | 0.44 | 0.92 | 0.85 | 36 | 403 | 307 | 367 | 2025 | 101 | 98 | 186 | 159 | 18 | 4.9 | 2 | 0.06 | 0.18 |
2011 | 0.8 | 0.46 | 0.89 | 0.94 | 48 | 451 | 663 | 401 | 2427 | 97 | 78 | 194 | 182 | 38 | 9.5 | 18 | 0.38 | 0.21 |
2012 | 0.54 | 0.47 | 0.94 | 1.01 | 70 | 521 | 991 | 488 | 2918 | 84 | 45 | 213 | 215 | 52 | 10.7 | 20 | 0.29 | 0.19 |
2013 | 1.2 | 0.53 | 1.26 | 1.33 | 86 | 607 | 1289 | 762 | 3684 | 118 | 142 | 255 | 339 | 90 | 11.8 | 47 | 0.55 | 0.22 |
2014 | 1.74 | 0.55 | 1.61 | 1.5 | 110 | 717 | 905 | 1152 | 4838 | 156 | 272 | 301 | 451 | 147 | 12.8 | 67 | 0.61 | 0.21 |
2015 | 1.39 | 0.55 | 1.36 | 1.29 | 80 | 797 | 574 | 1083 | 5921 | 196 | 273 | 350 | 450 | 77 | 7.1 | 55 | 0.69 | 0.21 |
2016 | 1.26 | 0.56 | 1.6 | 1.53 | 66 | 863 | 403 | 1378 | 7302 | 190 | 240 | 394 | 604 | 84 | 6.1 | 31 | 0.47 | 0.2 |
2017 | 1.35 | 0.58 | 1.59 | 1.58 | 80 | 943 | 241 | 1496 | 8798 | 146 | 197 | 412 | 650 | 79 | 5.3 | 22 | 0.28 | 0.21 |
2018 | 1.26 | 0.7 | 1.4 | 1.34 | 90 | 1033 | 263 | 1447 | 10246 | 146 | 184 | 422 | 566 | 84 | 5.8 | 62 | 0.69 | 0.28 |
2019 | 1.61 | 0.88 | 1.5 | 1.52 | 90 | 1123 | 49 | 1679 | 11925 | 170 | 273 | 426 | 647 | 102 | 6.1 | 35 | 0.39 | 0.33 |
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 | 306 |
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 | 226 |
3 | 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 | 188 |
4 | 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 | 187 |
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 | 187 |
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 | 170 |
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 | 170 |
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 | 141 |
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 | 113 |
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 | 99 |
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 | 95 |
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 | 92 |
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 | 91 |
14 | 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 | 86 |
15 | 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 |
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 | 80 |
17 | 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 | 77 |
18 | 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 | 76 |
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 | 75 |
20 | 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 | 74 |
21 | 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 |
22 | 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 | 69 |
23 | 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 | 68 |
24 | 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 | 68 |
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 | 65 |
26 | 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 |
27 | 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 | 63 |
28 | 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 | 62 |
29 | 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 | 62 |
30 | 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 | 60 |
31 | 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 | 59 |
32 | 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 | 59 |
33 | 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 |
34 | 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 | 58 |
35 | 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 |
36 | 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 | 57 |
37 | 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 |
38 | 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 | 55 |
39 | 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 | 54 |
40 | 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 |
41 | 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 | 54 |
42 | 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 | 54 |
43 | 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 | 53 |
44 | 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 | 52 |
45 | 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 | 51 |
46 | 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 | 50 |
47 | 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 | 50 |
48 | 2005 | Financial markets and economic growth in Greece, 1986-1999. (2005). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188. Full description at Econpapers || Download paper | 49 |
49 | 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 | 49 |
50 | 2009 | Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674. Full description at Econpapers || Download paper | 49 |
# | 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 | 88 |
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 | 77 |
3 | 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 | 74 |
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 | 51 |
5 | 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 | 49 |
6 | 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 | 49 |
7 | 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 | 44 |
8 | 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 | 41 |
9 | 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 | 39 |
10 | 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 | 38 |
11 | 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 | 37 |
12 | 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 | 35 |
13 | 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 | 34 |
14 | 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 | 29 |
15 | 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 | 29 |
16 | 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 | 28 |
17 | 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 | 28 |
18 | 2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191. Full description at Econpapers || Download paper | 28 |
19 | 2002 | Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers || Download paper | 27 |
20 | 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 | 26 |
21 | 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 | 24 |
22 | 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 | 24 |
23 | 2013 | Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers || Download paper | 24 |
24 | 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 | 24 |
25 | 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 |
26 | 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 | 22 |
27 | 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 | 21 |
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 | 21 |
29 | 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 | 19 |
30 | 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 | 19 |
31 | 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 |
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 | 17 |
33 | 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 | 17 |
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36 | 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 | 16 |
37 | 2017 | Is there a competition-stability trade-off in European banking?. (2017). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:199-215. Full description at Econpapers || Download paper | 15 |
38 | 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 | 15 |
39 | 2014 | A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åensoy, Ahmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:397-414. Full description at Econpapers || Download paper | 15 |
40 | 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 | 15 |
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42 | 2013 | Banksâ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174. Full description at Econpapers || Download paper | 15 |
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46 | 2014 | What are the driving forces of bank competition across different income groups of countries?. (2014). Mirzaei, Ali ; Moore, Tomoe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:38-71. Full description at Econpapers || Download paper | 14 |
47 | 2013 | Bank competition in the EU: How has it evolved?. (2013). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:100-112. Full description at Econpapers || Download paper | 13 |
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2019 | The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164. Full description at Econpapers || Download paper | |
2019 | Network topology of FTSE 100 Index companies: From the perspective of Brexit. (2019). Memon, Bilal Ahmed ; Yao, Hongxing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1248-1262. Full description at Econpapers || Download paper | |
2019 | Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841. Full description at Econpapers || Download paper | |
2019 | Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201907. Full description at Econpapers || Download paper | |
2019 | Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:201910. Full description at Econpapers || Download paper | |
2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919. Full description at Econpapers || Download paper | |
2019 | The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79. Full description at Econpapers || Download paper | |
2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201936. Full description at Econpapers || Download paper | |
2019 | The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3. Full description at Econpapers || Download paper | |
2019 | Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729. Full description at Econpapers || Download paper | |
2019 | Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data. (2019). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201962. Full description at Econpapers || Download paper | |
2019 | Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20. Full description at Econpapers || Download paper | |
2019 | US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151. Full description at Econpapers || Download paper | |
2019 | When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749. Full description at Econpapers || Download paper | |
2019 | Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Nie, HE ; Tian, Gengyu ; Zhu, Zixuan ; Jiang, Yonghong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489. Full description at Econpapers || Download paper | |
2019 | US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Working papers. RePEc:iik:wpaper:343. Full description at Econpapers || Download paper | |
2019 | Replicating rockets and feathers. (2019). Fosten, Jack ; Cook, Steven. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:139-151. Full description at Econpapers || Download paper | |
2019 | Failure and Success in Mergers and Acquisitions. (2019). Renneboog, Luc ; Vansteenkiste, C. In: Discussion Paper. RePEc:tiu:tiucen:cb487f33-0217-412f-a1ec-d4db204b9dfb. Full description at Econpapers || Download paper | |
2019 | CEO social status and M&A decision making. (2019). Gallagher, Liam ; Plaksina, Yulia ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:282-300. Full description at Econpapers || Download paper | |
2019 | Failure and success in mergers and acquisitions. (2019). Renneboog, Luc ; Vansteenkiste, Cara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:650-699. Full description at Econpapers || Download paper | |
2019 | Cross-Border Lending, Government Capital Injection, and Bank Performance. (2019). Lin, Jyh-Horng ; Chen, Shi ; Huang, Fu-Wei ; Lii, Pei-Chi. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:21-:d:221180. Full description at Econpapers || Download paper | |
2019 | What is going on with studies on banking efficiency?. (2019). de Abreu, Emmanuel Sousa ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:195-219. Full description at Econpapers || Download paper | |
2019 | The interplay between problem loans and Japanese bank productivity.. (2019). mamatzakis, emmanuel ; Vu, Anh ; Matousek, Roman. In: MPRA Paper. RePEc:pra:mprapa:92960. Full description at Econpapers || Download paper | |
2019 | The nexus between underlying dynamics of bank capital buffer and performance.. (2019). mamatzakis, emmanuel ; Bagntasarian, Anna. In: MPRA Paper. RePEc:pra:mprapa:92961. Full description at Econpapers || Download paper | |
2019 | The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48. Full description at Econpapers || Download paper | |
2019 | The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies. (2019). Chen, Ruiyuan ; Boubakri, Narjess ; Li, Xinming ; Guedhami, Omrane. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:210-224. Full description at Econpapers || Download paper | |
2019 | The substitution hypothesis of agency conflicts: Evidence on Shariah compliant equities. (2019). Shah, Mohamed ; Azmi, Wajahat ; Mohamad, Shamsher ; Anwer, Zaheer. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:90-103. Full description at Econpapers || Download paper | |
2019 | Bank Survival in Central and Eastern Europe. (2019). Kocenda, Evzen ; Iwasaki, Ichiro ; Koenda, Even. In: Working Papers. RePEc:ost:wpaper:382. Full description at Econpapers || Download paper | |
2019 | The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis. (2019). Loffler, Gunter ; Guettler, Andre ; de Las, Carlos A ; Altdorfer, Marc . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:1-18. Full description at Econpapers || Download paper | |
2019 | Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks. (2019). Shamsuddin, Abul ; Safiullah, MD. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:105-140. Full description at Econpapers || Download paper | |
2019 | Capital structure and speed of adjustment in non-financial firms: Does sharia compliance matter? Evidence from Saudi Arabia. (2019). Alqahtani, Faisal ; Alnori, Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:50-67. Full description at Econpapers || Download paper | |
2019 | A STUDY OF INDONESIAâS STOCK MARKET: HOW PREDICTABLE IS IT?. (2019). Nguyen, Dat Thanh ; Bach, Dinh Hoang. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp2:p:1-12. Full description at Econpapers || Download paper | |
2019 | Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). He, Minyuan ; Fang, Hongsheng ; Dang, Dandan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6. Full description at Econpapers || Download paper | |
2019 | The industrial impact of economic uncertainty shocks in Australia. (2019). Vespignani, Joaquin ; Burrell, Hamish. In: Working Papers. RePEc:tas:wpaper:32142. Full description at Econpapers || Download paper | |
2019 | Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12. Full description at Econpapers || Download paper | |
2019 | Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Gao, Ran ; Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:8-16. Full description at Econpapers || Download paper | |
2019 | Ownership and purchase intention of crypto-assets â survey results. (2019). Stix, Helmut. In: Working Papers. RePEc:onb:oenbwp:226. Full description at Econpapers || Download paper | |
2019 | Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201927. Full description at Econpapers || Download paper | |
2019 | Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80. Full description at Econpapers || Download paper | |
2019 | Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780. Full description at Econpapers || Download paper | |
2019 | Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376. Full description at Econpapers || Download paper | |
2019 | Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36. Full description at Econpapers || Download paper | |
2019 | Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199. Full description at Econpapers || Download paper | |
2019 | The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34. Full description at Econpapers || Download paper | |
2019 | The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164. Full description at Econpapers || Download paper | |
2019 | Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:219-227. Full description at Econpapers || Download paper | |
2019 | Asymmetric monetary policy effects on cryptocurrency markets. (2019). Pham, Huy ; Nguyen, Kien Son ; Vu, Thai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:335-339. Full description at Econpapers || Download paper | |
2019 | Bitcoin return: Impacts from the introduction of new altcoins. (2019). Nguyen, Quang Quoc ; Vu, Thai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:420-425. Full description at Econpapers || Download paper | |
2019 | The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110. Full description at Econpapers || Download paper | |
2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | |
2019 | Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724. Full description at Econpapers || Download paper | |
2019 | A Simple Approach to Assess if a Financial ¡°Bubble¡± is Present: The Case of Bitcoin. (2019). , Manuel ; Manuel, ; Tor, VI. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:4:p:1-10. Full description at Econpapers || Download paper | |
2019 | Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867. Full description at Econpapers || Download paper | |
2019 | Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272. Full description at Econpapers || Download paper | |
2019 | Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57. Full description at Econpapers || Download paper | |
2019 | Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159. Full description at Econpapers || Download paper | |
2019 | Cryptocurrencies: Dust in the wind?. (2019). Zhou, Jian ; Pantelous, Athanasios A ; Kontosakos, Vasileios E ; Luo, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1063-1079. Full description at Econpapers || Download paper | |
2019 | Bitcoin: The Road to Hell Is Paved With Good Promises. (2019). Alexiou, Constantinos ; Vogiazas, Sofoklis. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:1:n:12119. Full description at Econpapers || Download paper | |
2019 | The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242. Full description at Econpapers || Download paper | |
2019 | Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51. Full description at Econpapers || Download paper | |
2019 | âDistant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilitiesâ. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912. Full description at Econpapers || Download paper | |
2019 | The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction. (2019). Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Bouri, Elie ; Hajji, Mohamed A. In: Working Papers. RePEc:pre:wpaper:201959. Full description at Econpapers || Download paper | |
2019 | Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201965. Full description at Econpapers || Download paper | |
2019 | A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers || Download paper | |
2019 | Which Cryptocurrencies Are Mostly Traded in Distressed Times?. (2019). Prassa, Paraskevi ; Kyriazis, Ikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:135-:d:259327. Full description at Econpapers || Download paper | |
2019 | Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221. Full description at Econpapers || Download paper | |
2019 | What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265. Full description at Econpapers || Download paper | |
2019 | Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply. (2019). Gronwald, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:86-92. Full description at Econpapers || Download paper | |
2019 | The intraday dynamics of bitcoin. (2019). Wolfe, Simon ; Urquhart, Andrew ; McGroarty, Frank ; Eross, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:71-81. Full description at Econpapers || Download paper | |
2019 | EMPIRICAL EVIDENCE ON BITCOIN RETURNS AND PORTFOLIO VALUE. (2019). Mukherji, Sandip. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:13:y:2019:i:2:p:71-81. Full description at Econpapers || Download paper | |
2019 | Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159. Full description at Econpapers || Download paper | |
2019 | An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335. Full description at Econpapers || Download paper | |
2019 | Macroeconomics Challenges and Resilience of Emerging Market Economies. (2019). Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:26361. Full description at Econpapers || Download paper | |
2019 | High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093. Full description at Econpapers || Download paper | |
2019 | Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1. Full description at Econpapers || Download paper | |
2019 | Price discovery on Bitcoin markets. (2019). Dimpfl, Thomas ; Pagnottoni, Paolo. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00006-x. Full description at Econpapers || Download paper | |
2019 | Exogenous drivers of Bitcoin and Cryptocurrency volatility â A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446. Full description at Econpapers || Download paper | |
2019 | Integrated reporting: An accounting disclosure tool for high quality financial reporting. (2019). Iatridis, George Emmanuel ; Magnis, Chris ; Pavlopoulos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:13-40. Full description at Econpapers || Download paper | |
2019 | Long-term asset allocation, risk tolerance and market sentiment. (2019). Joliet, Robert ; Erdemlioglu, Deniz. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:1-19. Full description at Econpapers || Download paper | |
2019 | Time-Varying PriceâVolume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195. Full description at Econpapers || Download paper | |
2019 | To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239. Full description at Econpapers || Download paper | |
2019 | Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205. Full description at Econpapers || Download paper | |
2019 | Volatility Spillovers between Crude Oil and Agricultural Commodity Markets since the Financial Crisis. (2019). Lu, Yaxian ; Liu, Lihong ; Yang, Longguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:396-:d:197566. Full description at Econpapers || Download paper | |
2019 | Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554. Full description at Econpapers || Download paper | |
2019 | Analysing monetary policy statements of the Reserve Bank of India. (2019). Sengupta, Rajeswari ; Mathur, Aakriti. In: IHEID Working Papers. RePEc:gii:giihei:heidwp08-2019. Full description at Econpapers || Download paper | |
2019 | Analysing monetary policy statements of the Reserve Bank of India. (2019). Sengupta, Rajeswari ; Mathur, Aakriti. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-012. Full description at Econpapers || Download paper | |
2019 | Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai. In: MAGKS Papers on Economics. RePEc:mar:magkse:201919. Full description at Econpapers || Download paper | |
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2019 | Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249. Full description at Econpapers || Download paper | |
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2019 | How Does R&D Investment Affect the Financial Performance of Cultural and Creative Enterprises? The Moderating Effect of Actual Controller. (2019). Zang, Zhipeng ; Mogorron-Guerrero, Helena ; Zhu, Qiwei. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:297-:d:195990. Full description at Econpapers || Download paper | |
2019 | EFFECT OF CORPORATE GOVERNANCE RULES ON VOLUNTARY DISCLOSURE IN JORDANIAN CORPORATIONS LISTED WITH THE AMMAN STOCK EXCHANGE (ASE): (AN EMPIRICAL STUDY). (2019). Al-Nimer, Munther . In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:1:p:154-168. Full description at Econpapers || Download paper | |
2019 | Ownership structure and market efficiency. (2019). Nakabayashi, Masaki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:189-212. Full description at Econpapers || Download paper | |
2019 | The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135. Full description at Econpapers || Download paper | |
2019 | Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach. (2019). tissaoui, KAIS. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:232-249. Full description at Econpapers || Download paper | |
2019 | Real resource utilization in banking, economies of scope, and the relationship between retail loans and deposits. (2019). Dia, Enzo ; Vanhoose, David. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:39-42. Full description at Econpapers || Download paper | |
2019 | Risk governance of financial institutions: The effect of ownership structure and board independence. (2019). Slagmulder, Regine ; Dupire, Marion. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:227-237. Full description at Econpapers || Download paper | |
2019 | The Risk Weighted Ownership Index: an ex-ante measure of banks risk and performance. (2019). Murro, Pierluigi ; Previtali, Daniele ; Bellardini, Luca. In: Working Papers CASMEF. RePEc:lui:casmef:1904. Full description at Econpapers || Download paper | |
2019 | Competition and Bank Systemic Risk: New Evidence from Japans Regional Banking. (2019). Ojima, Mayumi ; Hirata, Wataru. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e01. Full description at Econpapers || Download paper | |
2019 | Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks. (2019). Hanifa, Abu ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:310-325. Full description at Econpapers || Download paper | |
2019 | Measuring multi-product banks market power using the Lerner index. (2019). Spierdijk, Laura ; Shaffer, Sherrill. In: CAMA Working Papers. RePEc:een:camaaa:2019-17. Full description at Econpapers || Download paper | |
2019 | Another Look at âBank Competition and Financial Stability: Much Ado about Nothing?â. (2019). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:19/08. Full description at Econpapers || Download paper | |
2019 | The effect of non-traditional banking activities on systemic risk: Does bank size matter?. (2019). Kamani, Eric Fina. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:297-305. Full description at Econpapers || Download paper | |
2019 | Banking sector concentration, competition and financial stability: the case of the Baltic countries. (2019). Cuestas, Juan ; Reigl, Nicolas ; Lucotte, Yannick. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2711. Full description at Econpapers || Download paper | |
2019 | The cost of being safer in banking: Market power loss. (2019). Vo, Hong ; Le, Minh ; Cai, Khoa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:116-130. Full description at Econpapers || Download paper | |
2019 | Non-performing loans in the euro area: does market power matter?. (2019). Louri, Helen ; Karadima, Maria. In: Working Papers. RePEc:bog:wpaper:271. Full description at Econpapers || Download paper | |
2019 | Banking sector concentration, competition and financial stability: the case of the Baltic countries. (2019). Lucotte, Yannick ; Cuestas, Juan ; Reigl, Nicolas. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2731. Full description at Econpapers || Download paper | |
2019 | Sustainability of Leverage Levels in Response to Shocks in Equity Prices: Islamic Finance as a Socially Responsible Investment. (2019). Sharif, Saeed Pahlevan ; Ahmad, Mohd Shahril ; Grabara, Janusz ; Hussain, Hafezali Iqbal. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3260-:d:239355. Full description at Econpapers || Download paper | |
2019 | Exploring the nonlinear effect of conditional conservatism on the cost of equity capital: Evidence from emerging markets. (2019). Hussainey, Khaled ; ben Othman, Hakim ; Zouaoui, Haykel ; Khalifa, Maha. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:36:y:2019:i:c:4. Full description at Econpapers || Download paper | |
2019 | Oil and macro-financial linkages: Evidence from the GCC countries. (2019). Ibrahim, Mansor. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:1-13. Full description at Econpapers || Download paper | |
2019 | Subordinate financialization in emerging capitalist economies. (2019). Powell, Jeff ; Bonizzi, Bruno ; Kaltenbrunner, Annina. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:23044. Full description at Econpapers || Download paper | |
2019 | Financial stability and public confidence in banks. (2019). Sihvonen, Jukka ; Davydov, Denis ; Chernykh, Lucy. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_002. Full description at Econpapers || Download paper | |
2019 | Does financial inclusion mitigate credit boom-bust cycles?. (2019). Winkler, Adalbert ; Lopez, Tania. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:116-129. Full description at Econpapers || Download paper | |
2019 | Market Participantsâ Forecasts of Financial Variables â Can Survey Data Outperform the Random Walk?. (2019). ÃÂsterholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Working Papers. RePEc:hhs:oruesi:2019_010. Full description at Econpapers || Download paper | |
2019 | The effectiveness of the monetary transmission mechanism channel in Turkey. (2019). Durmaz, Atakan ; Akku, Omer ; OKUR, Fatih . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:161-180. Full description at Econpapers || Download paper | |
2019 | The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets. (2019). Yousaf, Tahir ; Kayani, Ghulam Mujtaba ; Akhtar, Yasmeen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:142-:d:265520. Full description at Econpapers || Download paper | |
2019 | Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465. Full description at Econpapers || Download paper | |
2019 | Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5. Full description at Econpapers || Download paper | |
2019 | Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01. Full description at Econpapers || Download paper | |
2019 | Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330. Full description at Econpapers || Download paper | |
2019 | Individual Investorsâ Learning Behavior and Its Impact on Their Herd Bias: An Integrated Analysis in the Context of Stock Trading. (2019). Aruna, Kalugala Vidanalage. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1448-:d:212313. Full description at Econpapers || Download paper | |
2019 | Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487. Full description at Econpapers || Download paper | |
2019 | Analysis of Herding Behavior in Moroccan Stock Market. (2019). Hefnaoui, Ahmed ; el Hami, Mustapha. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:1:p:181-190. Full description at Econpapers || Download paper | |
2019 | Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206. Full description at Econpapers || Download paper | |
2019 | Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936. Full description at Econpapers || Download paper | |
2019 | CFO cultural background and stock price crash risk. (2019). Zhang, Zhifang ; Fu, XI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:74-93. Full description at Econpapers || Download paper | |
2019 | Price clustering and economic freedom: The case of cross-listed securities. (2019). Blau, Benjamin M ; Baig, Ahmed S ; Whitby, Ryan J. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:1-12. Full description at Econpapers || Download paper | |
2019 | Looking through systemic credit risk: determinants, stress testing and market value. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1927. Full description at Econpapers || Download paper | |
2019 | Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty. (2019). Lee, Chien-Chiang ; GUPTA, RANGAN ; Lahiani, Amine. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1539-z. Full description at Econpapers || Download paper | |
2019 | In search of the optimal number of fund subgroups. (2019). Cheng, Tingting ; Yan, Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:78-92. Full description at Econpapers || Download paper | |
2019 | On the consistency of central banksô interest rate forecasts. (2019). Jung, Jin-Kyu ; Rlke, Jan-Christoph ; Frenkel, Michael. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00828. Full description at Econpapers || Download paper | |
2019 | Sovereign bond return prediction with realized higher moments. (2019). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:53-73. Full description at Econpapers || Download paper | |
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2019 | Determinants of the Long-Term Correlation between Crude Oil and Stock Markets. (2019). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:21:p:4123-:d:281377. Full description at Econpapers || Download paper | |
2019 | A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259. Full description at Econpapers || Download paper | |
2019 | Relationship between the United States housing and stock markets: Some evidence from wavelet analysis. (2019). Liow, Kim ; Song, Jeonseop ; Huang, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081930035x. Full description at Econpapers || Download paper | |
2019 | Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model. (2019). Jin, Chenglu ; Zhou, Tianqing ; Lv, Zhihong ; Chen, Rongda ; Lin, Saiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300737. Full description at Econpapers || Download paper | |
2019 | Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash. (2019). Hassan, Arshad ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s154461231930683x. Full description at Econpapers || Download paper | |
2019 | Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261. Full description at Econpapers || Download paper | |
2019 | Structural instability and predictability. (2019). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300150. Full description at Econpapers || Download paper | |
2019 | Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8. Full description at Econpapers || Download paper | |
2019 | Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44. Full description at Econpapers || Download paper | |
2019 | Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: Working Paper Series in Economics. RePEc:zbw:kitwps:123. Full description at Econpapers || Download paper | |
2019 | Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114. Full description at Econpapers || Download paper | |
2019 | The performance of technical trading rules in Socially Responsible Investments. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:397-411. Full description at Econpapers || Download paper | |
2019 | The effectiveness of technical trading rules in cryptocurrency markets. (2019). Sensoy, Ahmet ; lucey, brian ; Eraslan, Veysel ; Corbet, Shaen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:32-37. Full description at Econpapers || Download paper | |
2019 | Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Mudida, Robert ; Ogbonna, Ephraim A. In: MPRA Paper. RePEc:pra:mprapa:91450. Full description at Econpapers || Download paper | |
2019 | What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318. Full description at Econpapers || Download paper | |
2019 | Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:283-294. Full description at Econpapers || Download paper | |
2019 | Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90. Full description at Econpapers || Download paper | |
2019 | Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236. Full description at Econpapers || Download paper | |
2019 | In search for stability in crypto-assets: are stablecoins the solution?. (2019). Pinna, Andrea ; Klemm, Jonas ; Bullmann, Dirk. In: Occasional Paper Series. RePEc:ecb:ecbops:2019230. Full description at Econpapers || Download paper | |
2019 | Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120. Full description at Econpapers || Download paper | |
2019 | Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56. Full description at Econpapers || Download paper | |
2019 | Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372. Full description at Econpapers || Download paper | |
2019 | Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. (2019). lucey, brian ; Corbet, Shaen ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:68-74. Full description at Econpapers || Download paper | |
2019 | Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model. (2019). Canh, Nguyen ; Choti, Udomsak Wong ; Thong, Nguyen Trung ; Thanh, Su Dinh ; Dinhthanh, SU ; Wongchoti, Udomsak . In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:90-100. Full description at Econpapers || Download paper | |
2019 | High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52. Full description at Econpapers || Download paper | |
2019 | Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206. Full description at Econpapers || Download paper | |
2019 | Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?. (2019). Sussmuth, Bernd. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203566. Full description at Econpapers || Download paper | |
2019 | What can Google Tell us about Bitcoin Trading Volume in Croatia? Evidence from the Online Marketplace Localbitcoins. (2019). Perisic, Ana ; Livaic, Tea. In: Interdisciplinary Description of Complex Systems - scientific journal. RePEc:zna:indecs:v:17:y:2019:i:4:p:707-715. Full description at Econpapers || Download paper | |
2019 | Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data. (2019). Bin, Mohammad Syazwan ; Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:306-321. Full description at Econpapers || Download paper | |
2019 | News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356. Full description at Econpapers || Download paper | |
2019 | From financial markets to Bitcoin markets: A fresh look at the contagion effect. (2019). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:93-97. Full description at Econpapers || Download paper | |
2019 | Effect of bifurcation on the interaction between Bitcoin and Litecoin. (2019). Xue, Changyong ; Tu, Zhiyong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306275. Full description at Econpapers || Download paper | |
2019 | Cryptocurrencies as financial bubbles: The case of Bitcoin. (2019). Wagner, Niklas ; Kinateder, Harald ; Geuder, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306846. Full description at Econpapers || Download paper | |
2019 | In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Ciaian, Pavel ; Pokrivak, Jan ; Rajaniova, Miroslava ; Mieka, Toma. In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303337. Full description at Econpapers || Download paper | |
2019 | Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41. Full description at Econpapers || Download paper | |
2019 | A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197. Full description at Econpapers || Download paper | |
2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917. Full description at Econpapers || Download paper | |
2019 | A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163. Full description at Econpapers || Download paper | |
2019 | Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226. Full description at Econpapers || Download paper | |
2019 | U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). el Ghini, Ahmed ; Belcaid, Karim. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672. Full description at Econpapers || Download paper | |
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2019 | EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-07. Full description at Econpapers || Download paper | |
2019 | A Panel Analysis of Polish Regional Cities Residential Price Convergence in the Primary Market. (2019). Olszewski, Krzysztof ; Matysiak, George . In: MPRA Paper. RePEc:pra:mprapa:94660. Full description at Econpapers || Download paper | |
2019 | Interest rate convergence across maturities: Evidence from bank data in an emerging market economy. (2019). Holmes, Mark ; Iregui, Ana Maria ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:57-70. Full description at Econpapers || Download paper | |
2019 | News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries. (2019). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:149-173. Full description at Econpapers || Download paper | |
2019 | Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2019). Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:1910.13729. Full description at Econpapers || Download paper | |
2019 | Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92. Full description at Econpapers || Download paper | |
2019 | Time-varying leadâlag structure between the crude oil spot and futures markets. (2019). Yang, Yan-Hong ; Shao, Ying-Hui ; Stanley, Eugene H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:723-733. Full description at Econpapers || Download paper | |
2019 | The role of stock price synchronicity on the return-sentiment relation. (2019). Zhou, Liyun ; Rao, Lanlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:119-131. Full description at Econpapers || Download paper | |
2019 | The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment. (2019). Taoushianis, Zenon ; Sakkas, Athanasios ; Papakyriakou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:143-160. Full description at Econpapers || Download paper | |
2019 | Study on the wandering weekday effect of the international carbon market based on trend moderation effect. (2019). Wagan, Zulfiqar Ali ; Yun, PO ; Zhang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:319-327. Full description at Econpapers || Download paper | |
2019 | Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531. Full description at Econpapers || Download paper | |
2019 | Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory. (2019). Chikhi, Mohamed ; BENDOB, ALI ; Siagh, Ahmed Ramzi. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:221-248. Full description at Econpapers || Download paper | |
2019 | A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180. Full description at Econpapers || Download paper | |
2019 | Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377. Full description at Econpapers || Download paper | |
2019 | Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56. Full description at Econpapers || Download paper | |
2019 | Improving the predictability of the oilâUS stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171. Full description at Econpapers || Download paper | |
2019 | Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181. Full description at Econpapers || Download paper | |
2019 | Is Indonesias stock market different when it comes to predictability?. (2019). Laila, Nisful ; Thuraisamy, Kannan ; Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:8. Full description at Econpapers || Download paper | |
2019 | Can stale oil price news predict stock returns?. (2019). Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:430-444. Full description at Econpapers || Download paper | |
2019 | Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach. (2019). Mitra, Subrata Kumar ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719302314. Full description at Econpapers || Download paper | |
2019 | Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach. (2019). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem O. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x. Full description at Econpapers || Download paper | |
2019 | Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107. Full description at Econpapers || Download paper | |
2019 | The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. (2019). Raheem, Ibrahim D ; Isah, Kazeem O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305813. Full description at Econpapers || Download paper | |
2019 | Corruption and cash holdings: Evidence from emerging market economies. (2019). Kannadhasan, M ; Singh, Bhanu Pratap. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:1-17. Full description at Econpapers || Download paper | |
2019 | ESG Performance and Shareholder Value Creation in the Banking Industry: International Differences. (2019). Hernandez, Jesus Redondo ; Miralles-Quiros, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1404-:d:211587. Full description at Econpapers || Download paper | |
2019 | Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134. Full description at Econpapers || Download paper | |
2019 | Does the Level of Environmental Uncertainty Matter in the Effect of Returnee CEO on Innovation? Evidence from Panel Threshold Analysis. (2019). Chen, Xuemeng ; Ma, Guangqi ; Huang, Weili . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2645-:d:229415. Full description at Econpapers || Download paper | |
2019 | Financial constraints, stock liquidity, and stock returns. (2019). Li, Xiafei ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301878. Full description at Econpapers || Download paper | |
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2019 | Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y. Full description at Econpapers || Download paper | |
2019 | The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267. Full description at Econpapers || Download paper | |
2019 | Total Factor Productivity Change of Senegalese Microfinance Institutions: A Malmquist Productivity Index Approach. (2019). Faye, Waly Clment ; Wassongma, Harouna ; Fall, Franois Seck . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00551. Full description at Econpapers || Download paper | |
2019 | Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data. (2019). Davis, E ; Noel, Dennison ; Karim, Dilruba . In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:499. Full description at Econpapers || Download paper | |
2019 | The Bank Capital-Competition-Risk Nexus - A Global Perspective. (2019). Davis, E ; Noel, Dennison ; Karim, Dilruba. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:500. Full description at Econpapers || Download paper | |
2019 | Profitability, capital, and risk in US commercial and savings banks: Re-examination of estimation methods. (2019). Paroush, Jacob ; Schreiber, Ben Z. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:148-162. Full description at Econpapers || Download paper | |
2019 | How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs. (2019). Houston, Reza ; Hassan, Kabir M ; Tran, Dung Viet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:85-103. Full description at Econpapers || Download paper | |
2019 | Does inside debt alleviate banks risk taking? Evidence from a quasi-natural experiment in the Chinese banking industry. (2019). Zhang, Jian ; Kong, Dongmin ; He, Jing ; Deng, Kebin. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:5. Full description at Econpapers || Download paper | |
2019 | Corporate Ownership and Managerial Turnover in China and Eastern Europe: A Comparative Meta-Analysis. (2019). Iwasaki, Ichiro ; Mizobata, Satoshi ; Ma, Xinxin. In: CEI Working Paper Series. RePEc:hit:hitcei:2019-1. Full description at Econpapers || Download paper | |
2019 | Institutions and determinants of firm survival in European emerging markets. (2019). Kocenda, Evzen ; Iwasaki, Ichiro ; Baumohl, Eduard ; Koeenda, Even. In: Working and Discussion Papers. RePEc:svk:wpaper:1063. Full description at Econpapers || Download paper | |
2019 | Institutions and determinants of firm survival in European emerging markets. (2019). KoÄenda, Evžen ; Iwasaki, Ichiro ; Baumohl, Eduard ; Koenda, Even. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:431-453. Full description at Econpapers || Download paper | |
2019 | Large Shareholding and Firm Value in the Alternative Investment Market (AIM). (2019). Mase, Bryan ; Asieh, Seyedeh ; Mortazian, Mona. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9256-3. Full description at Econpapers || Download paper | |
2019 | Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited. (2019). Johan, Sofia ; Cumming, Douglas. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307402. Full description at Econpapers || Download paper | |
2019 | Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57. Full description at Econpapers || Download paper | |
2019 | From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-05. Full description at Econpapers || Download paper | |
2019 | The Moderating Effect of Shariah Governance on Financial and Maqasid Shariah Performance: Evidence from Islamic Banks in Indonesia. (2019). Triyuwono, Iwan ; Supardi, Eddy Mulyadi ; Yadiati, Winwin ; Iryani, Lia Dahlia. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:264-274. Full description at Econpapers || Download paper | |
2019 | Religious entrenchment and agency costs. (2019). Virk, Nader Shahzad ; Nawaz, Tasawar. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:83-86. Full description at Econpapers || Download paper | |
2019 | Money laundering and bank risk: evidence from US banks. (2019). Thornton, John ; Uymaz, Yurtsev ; Altunba, Yener. In: Working Papers. RePEc:bng:wpaper:19005. Full description at Econpapers || Download paper | |
2019 | Ultimate parents board reform and controlling shareholder entrenchment: Evidence from a quasi-natural experiment in China. (2019). Zeng, Yamin ; Xu, Yue ; Xie, Sujuan ; Cai, Guilong ; Zhang, Junsheng. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:389-403. Full description at Econpapers || Download paper | |
2019 | Corporate fraud, risk avoidance, and housing investment in China. (2019). Yu, LI ; Niu, Geng ; Zhang, Donghao ; Fan, Gang-Zhi. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:18-33. Full description at Econpapers || Download paper | |
2019 | Stock market trading in the aftermath of an accounting scandal. (2019). Sane, Renuka. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:1. Full description at Econpapers || Download paper | |
2019 | Illegal insider trading: Commission and SEC detection. (2019). Posylnaya, Valeriya V ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:247-269. Full description at Econpapers || Download paper | |
2019 | Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128. Full description at Econpapers || Download paper | |
2019 | Risk Measurement. (2019). Hassani, Bertrand K ; Guegan, Dominique. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02119256. Full description at Econpapers || Download paper | |
2019 | The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016). (2019). Valencia-Herrera, Humberto ; Santillan-Salgado, Roberto Joaquin. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:169-188. Full description at Econpapers || Download paper | |
2019 | Changing Vulnerability in Asia: Contagion and Systemic Risk. (2019). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0583. Full description at Econpapers || Download paper | |
2019 | Alternative trading strategies to beat âbuy-and-holdâ. (2019). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304108. Full description at Econpapers || Download paper | |
2019 | Connectedness and risk spillovers in Chinaâs stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590. Full description at Econpapers || Download paper | |
2019 | All on board? New evidence on board gender diversity from a large panel of European firms. (2019). Mazurek, Jakub ; Terjesen, Siri ; Tyrowicz, Joanna. In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201904. Full description at Econpapers || Download paper | |
2019 | Macroeconomic Determinants of Islamic Banking Products in Indonesia. (2019). Setyowati, Nur. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:53-:d:236874. Full description at Econpapers || Download paper | |
2019 | Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries. (2019). Pengfei, Luo ; Junko, Shimizu ; Eiji, Ogawa. In: Discussion papers. RePEc:eti:dpaper:19019. Full description at Econpapers || Download paper | |
2019 | Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28. Full description at Econpapers || Download paper | |
2019 | Hedge and safe haven investing with investment styles. (2019). Peltomaki, Jarkko ; Khrashchevskyi, Ian ; Hou, Ai Jun . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00127-3. Full description at Econpapers || Download paper | |
2019 | Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70. Full description at Econpapers || Download paper | |
2019 | Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53. Full description at Econpapers || Download paper | |
2019 | The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392. Full description at Econpapers || Download paper | |
2019 | Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020. Full description at Econpapers || Download paper | |
2019 | Re-examining the debt-growth nexus: A grouped fixed-effect approach. (2019). Sosvilla-Rivero, Simon ; MartÃÂnez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:374. Full description at Econpapers || Download paper | |
2019 | âRe-examining the debt-growth nexus: A grouped fixed-effect approachâ. (2019). Sosvilla-Rivero, Simon ; MartÃÂnez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: IREA Working Papers. RePEc:ira:wpaper:201911. Full description at Econpapers || Download paper | |
2019 | Re-examining the debt-growth nexus: A grouped fixed-effect approach. (2019). Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1921. Full description at Econpapers || Download paper | |
2019 | On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). JoldeÈ, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779. Full description at Econpapers || Download paper | |
2019 | Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84. Full description at Econpapers || Download paper | |
2019 | The Oil Market Reactions to OPECâs Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961. Full description at Econpapers || Download paper | |
2019 | Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792. Full description at Econpapers || Download paper | |
2019 | Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices. (2019). Sakaki, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:137-155. Full description at Econpapers || Download paper | |
2019 | The impact of oil prices and the financial market on cost efficiency in the insurance and Takaful sectors: Evidence from a stochastic frontier analysis. (2019). SAITI, BURHAN ; Alhabshi, Syed Musa ; Alshammari, Ahmad Alrazni. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518301985. Full description at Econpapers || Download paper | |
2019 | Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153. Full description at Econpapers || Download paper | |
2019 | Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966. Full description at Econpapers || Download paper | |
2019 | Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329. Full description at Econpapers || Download paper | |
2019 | Forecasting stock returns: Do less powerful predictors help?. (2019). Shi, Benshan ; Ma, Feng ; Zeng, Qing ; Zhang, Yaojie. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:32-39. Full description at Econpapers || Download paper | |
2019 | Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975. Full description at Econpapers || Download paper | |
2019 | Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117. Full description at Econpapers || Download paper | |
2019 | Detecting exchange rate contagion using copula functions. (2019). Gomez-Gonzalez, Jose ; Cubillos-Rocha, Juan ; Melo-Velandia, Luis F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:13-22. Full description at Econpapers || Download paper | |
2019 | Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334. Full description at Econpapers || Download paper | |
2019 | Have Irish sovereign bonds decoupled from the euro area periphery, and why?. (2019). McQuinn, Kieran ; Dunne, Peter ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp625. Full description at Econpapers || Download paper | |
2019 | Financial stress dynamics in the MENA region: Evidence from the Arab Spring. (2019). Yarovaya, Larisa ; Elsayed, Ahmed H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:20-34. Full description at Econpapers || Download paper | |
2019 | Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190. Full description at Econpapers || Download paper | |
2019 | Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108. Full description at Econpapers || Download paper | |
2019 | Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998. Full description at Econpapers || Download paper | |
2019 | Intricacies of competition, stability, and diversification: Evidence from dual banking economies. (2019). Aun, Syed ; Arshad, Shaista ; Ali, Mohsin ; Azmi, Wajahat. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:111-126. Full description at Econpapers || Download paper | |
2019 | Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144. Full description at Econpapers || Download paper | |
2019 | What is mutual fund flow?. (2019). Johan, Sofia ; Zhang, Yelin ; Cumming, Douglas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:222-251. Full description at Econpapers || Download paper | |
2019 | Can a small New Keynesian model of the world economy with risk-pooling match the facts?. (2019). Ou, Zhirong ; Minford, A. Patrick ; Zhu, Zheyi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/10. Full description at Econpapers || Download paper | |
2019 | A new approach to estimation of actively managed component of foreign exchange reserves. (2019). Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:95280. Full description at Econpapers || Download paper | |
2019 | US Monetary Policy and the Stability of Currency Pegs. (2019). , Ingmarrovekamp ; Rovekamp, Ingmar. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203525. Full description at Econpapers || Download paper | |
2019 | Credit rating based real-time energy trading in microgrids. (2019). Guan, Xinping ; Yang, BO ; He, Jianping ; Zhu, Shanying ; Zhang, Xiaoyan. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:985-996. Full description at Econpapers || Download paper | |
2019 | Empirical facts characterizing banking crises: an analysis via binary time series. (2019). Torrisi, Benedetto ; Rossello, Antonino Damiano ; Pernagallo, Giuseppe ; di Caro, Paolo. In: Papers. RePEc:arx:papers:1904.12526. Full description at Econpapers || Download paper | |
2019 | Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215. Full description at Econpapers || Download paper | |
2019 | Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515. Full description at Econpapers || Download paper | |
2019 | A competing risks tale on successful and unsuccessful fiscal consolidations. (2019). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302373. Full description at Econpapers || Download paper |
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2019 | As long as the bank gains: expanding the retail distribution activity. (2019). Liberati, Danilo ; Vercelli, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_510_19. Full description at Econpapers || Download paper | |
2019 | The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: EconPol Working Paper. RePEc:ces:econwp:_22. Full description at Econpapers || Download paper | |
2019 | Political Uncertainty and the Choice of Debt Sources. (2019). Ebrahim, M. Shahid ; Zhong, Rui ; Bouslimi, Lobna ; Ben-Nasr, Hamdi. In: Working Papers. RePEc:dur:durham:2019_08. Full description at Econpapers || Download paper | |
2019 | Does One Medicare Fit All? The Economics of Uniform Health Insurance Benefits. (2019). Skinner, Jonathan ; Baicker, Katherine ; Shepard, Mark. In: Working Paper Series. RePEc:ecl:harjfk:rwp19-036. Full description at Econpapers || Download paper | |
2019 | Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473. Full description at Econpapers || Download paper | |
2019 | How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119. Full description at Econpapers || Download paper | |
2019 | Optimal screening capacity and perceived risk of mortgage banks across countries. (2019). Jacobi, Arie ; Tzur, Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119302511. Full description at Econpapers || Download paper | |
2019 | Financial development, government bond returns, and stability: International evidence. (2019). Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Savvides, Andreas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96. Full description at Econpapers || Download paper | |
2019 | Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725. Full description at Econpapers || Download paper | |
2019 | Forecasting exchange rates using principal components. (2019). Ponomareva, Natalia ; Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304517. Full description at Econpapers || Download paper | |
2019 | Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325. Full description at Econpapers || Download paper | |
2019 | A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197. Full description at Econpapers || Download paper | |
2019 | News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries. (2019). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:149-173. Full description at Econpapers || Download paper | |
2019 | Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119. Full description at Econpapers || Download paper | |
2019 | The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters. (2019). Bouri, Elie. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:118-:d:293243. Full description at Econpapers || Download paper | |
2019 | Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134. Full description at Econpapers || Download paper | |
2019 | Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets. (2019). Jareño, Francisco ; el Haddouti, Camalea ; Jareo, Francisco ; De, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4618-:d:260794. Full description at Econpapers || Download paper | |
2019 | The Impact of Financial Development on Carbon Emissions: A Global Perspective. (2019). Ma, Xiaoxin ; Jiang, Chun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5241-:d:270376. Full description at Econpapers || Download paper | |
2019 | Influence of Family Involvement on Family Firm Internationalization: The Moderating Effects of Industrial and Institutional Environments. (2019). Gou, Chaoli ; Han, Yan ; Zhou, Lixin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5721-:d:277047. Full description at Econpapers || Download paper | |
2019 | A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Åtefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534. Full description at Econpapers || Download paper | |
2019 | Evaluation of the Competitiveness of Chinaâs Commercial Banks Based on the G-CAMELS Evaluation System. (2019). Chen, Huiying ; Xie, Fangming ; Liu, Chuanzhe ; Guan, Fangyuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1791-:d:216913. Full description at Econpapers || Download paper | |
2019 | Analysis of China Commercial Banksâ Systemic Risk Sustainability through the Leave-One-Out Approach. (2019). Zedda, Stefano ; Wei, Chunyan ; Zhang, Xiaoming. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:203-:d:301954. Full description at Econpapers || Download paper | |
2019 | Disentangling the effect of Trust on Bank Lending. (2019). TARAZI, Amine ; Nicolas, Christina. In: Working Papers. RePEc:hal:wpaper:hal-02384495. Full description at Econpapers || Download paper | |
2019 | âDistant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilitiesâ. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912. Full description at Econpapers || Download paper | |
2019 | Sovereign debt crisis in Portugal and in Spain. (2019). Verdial, Nuno ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01122019. Full description at Econpapers || Download paper | |
2019 | The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: Working Papers REM. RePEc:ise:remwps:wp0672019. Full description at Econpapers || Download paper | |
2019 | From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-05. Full description at Econpapers || Download paper | |
2019 | Market concentration and bank M&As: Evidence from the European sovereign debt crisis. (2019). Pyrgiotakis, Emmanouil G ; Leledakis, George N. In: MPRA Paper. RePEc:pra:mprapa:95739. Full description at Econpapers || Download paper | |
2019 | Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. (2019). Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Pui, Kiew Ling ; Furuoka, Fumitaka. In: MPRA Paper. RePEc:pra:mprapa:98672. Full description at Econpapers || Download paper | |
2019 | Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966. Full description at Econpapers || Download paper | |
2019 | The relative importance of competition to contagion: evidence from the digital currency market. (2019). Du, Hongwei ; Wu, Jiming ; Xie, Peng. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0156-y. Full description at Econpapers || Download paper | |
2019 | Market risk when hedging a global credit portfolio. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1928. Full description at Econpapers || Download paper | |
2019 | Financial Development and Tax Revenue in Developing Countries: Investigating the International Trade and Economic Growth Channels. (2019). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:206628. 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 Social Efficiency for Sustainability: European Cooperative Banking Analysis. (2018). Lamarque, Eric ; Retolaza, Jose ; San-Jose, Leire. In: Post-Print. RePEc:hal:journl:hal-02536203. 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 |
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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 | Does Interest Rate Still Matter in Determining Exchange Rate?. (2017). Tan, Ai-Lian ; Har, Wai-Mun ; Lim, Chong-Heng. In: Capital Markets Review. RePEc:mfa:journl:v:25:y:2017:i:1:p:19-25. 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 | Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2. 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 |