Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ D: Microeconomics
/ / D5: General Equilibrium and Disequilibrium
/ / / D53: Financial Markets

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This topic is covered by the following reading lists:

1. SOEP based publications

2025

• Serkan Ünal & Yasemin Yurtoğlu, 2025. "BIST 100 Endeksi Borsa İstanbul’un Genel Performansını Yansıtıyor mu?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(4), pages 832-853.
• Han, Qi & Song, Xuan, 2025. "Quantum walk option pricing model based on binary tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 658(C).
• Zakaria Firano & Doha Karaouch, 2025. "Default Risk, Risk Premium, and Corporate Resilience: The Role of Regulatory and Stabilization Policies," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 17(1), pages 22-48, January.
• Muhammad Naveed & Shoaib Ali & Aviral Kumar Tiwari, 2025. "Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.

2024

• Hirano, Tomohiro & Toda, Alexis Akira, 2024. "On equilibrium determinacy in overlapping generations models with money," Economics Letters, Elsevier, vol. 239(C).
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "On Equilibrium Determinacy in Overlapping Generations Models with Money," Papers 2403.13222, arXiv.org.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024. "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 29(1), pages 51-78, May.
• Isiaka Akande Raifu & Terver Theophilus Kumeka & Onyinye Maria David-Wayas, 2024. "Testing Multiple Structural Breaks in the Oil Price-Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-8.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024. "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(1), pages 1-7.
• Skylar Brooks, 2024. "Central Bank Liquidity Policy in Modern Times," Discussion Papers 2024-06, Bank of Canada.
• Andreas Uthemann & Rishi Vala, 2024. "How big is cash-futures basis trading in Canada’s government bond market?," Staff Analytical Notes 2024-16, Bank of Canada.
• Andreas Uthemann & Rishi Vala, 2024. "Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?," Staff Analytical Notes 2024-16fr, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2024. "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes 2024-17, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2024. "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes 2024-17fr, Bank of Canada.
• Boran Plong & Neil Maru, 2024. "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes 2024-21, Bank of Canada.
• Boran Plong & Neil Maru, 2024. "What has been putting upward pressure on CORRA?," Staff Analytical Notes 2024-4, Bank of Canada.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024. "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes 2024-7fr, Bank of Canada.
• Miguel LAMPREIA & Fernando TEIXEIRA & Susana, 2024. "The Predictive Power Of Technical Analysis: Evidence From The Gbp/Usd Exchange Rate," Sustainable Regional Development Scientific Journal, Sustainable Regional Development Scientific Journal, vol. 0(5), pages 91-98, March.
• Pau Milán & Nicolás Oviedo Dávila, 2024. "Incentive Contracts and Peer Effects in the Workplace," Working Papers 1439, Barcelona School of Economics.
• Bernardus F Nazar Van Doornik & Jon Frost & Rafael Guerra & Alexandre Tombini & Christian Upper, 2024. "Towards liquid and resilient government debt markets in EMEs," BIS Quarterly Review, Bank for International Settlements, March.
• Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe, 2024. "The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market," Bank of Japan Working Paper Series 24-E-9, Bank of Japan.
• Simshauser, P. & Gohde, N., 2024. "3-Party Covenant Financing of 'Semi-Regulated' Pumped Hydro Assets," Cambridge Working Papers in Economics 2425, Faculty of Economics, University of Cambridge.
• Paul Simshauser & Joel Gilmore, 2024. "Demand shocks from the gas turbine fleet in Australia's National Electricity Market," Working Papers EPRG2414, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P. & Gilmore, J., 2024. "Demand Shocks from the Gas Turbine Fleet in Australia's National Electricity Market," Cambridge Working Papers in Economics 2452, Faculty of Economics, University of Cambridge.
• Paul Simshauser, 2024. "Competition vs. coordination: optimising wind, solar and batteries in renewable energy zones," Working Papers EPRG2419, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2024. "Competition vs. Coordination: Optimising Wind, Solar and Batteries in Renewable Energy Zones," Cambridge Working Papers in Economics 2475, Faculty of Economics, University of Cambridge.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
  • Matthijs Breugem & Stefano Colonnello & Roberto Marfe & Francesca Zucchi, 2024. "Dynamic Equity Slope," Carlo Alberto Notebooks 713 JEL Classification: D, Collegio Carlo Alberto.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," Papers 2305.08268, arXiv.org, revised Apr 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Bubble Necessity Theorem," Discussion Papers 2421, Centre for Macroeconomics (CFM).
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Housing Bubbles with Phase Transitions," Papers 2303.11365, arXiv.org, revised Jul 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," Discussion Papers 2427, Centre for Macroeconomics (CFM).
  • Tomohiro HIRANO & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," CIGS Working Paper Series 24-009E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2024. "Unbalanced Growth and Land Overvaluation," Discussion Papers 2442, Centre for Macroeconomics (CFM).
• Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang, 2024. "Blockchain Currency Markets," Swiss Finance Institute Research Paper Series 24-29, Swiss Finance Institute.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Housing Bubbles with Phase Transitions," Papers 2303.11365, arXiv.org, revised Jul 2024.
  • Tomohiro HIRANO & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," CIGS Working Paper Series 24-009E, The Canon Institute for Global Studies.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," Discussion Papers 2427, Centre for Macroeconomics (CFM).
• Farah Durani, 2024. "Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 663-672, January.
• T. G. Saji & V. P. Joshith & T. A. Binoy & K. Sravana, 2024. "Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 572-581, May.
• Polat, Onur & Ertuğrul, Hasan Murat & Sakarya, Burçhan & Akgül, Ali, 2024. "TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes," Applied Energy, Elsevier, vol. 357(C).
• Croitoru, Benjamin & Jiao, Feng & Lu, Lei, 2024. "Nominal exchange rates and heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
• Ha, Le Thanh, 2024. "Dynamic spill-over influences of FinTech innovation development on renewable energy volatility during the time of war in pandemic: A novel insight from a wavelet model," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 515-529.
• Ayoub, Mahmoud & Qadan, Mahmoud, 2024. "Ambiguity and risk in the oil market," Economic Modelling, Elsevier, vol. 132(C).
• Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024. "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
• Wang, Hailong & Hu, Duni, 2024. "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Wang, Keyun & Xu, Fengmin & Wang, Shihao & Li, Benchu, 2024. "Data analysis technology and inequality in capital costs," Economics Letters, Elsevier, vol. 237(C).
• Hirano, Tomohiro & Toda, Alexis Akira, 2024. "On equilibrium determinacy in overlapping generations models with money," Economics Letters, Elsevier, vol. 239(C).
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "On Equilibrium Determinacy in Overlapping Generations Models with Money," Papers 2403.13222, arXiv.org.
• Weber, Matthias & Duffy, John & Schram, Arthur, 2024. "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, vol. 165(C).
• Marcelin, Isaac & Lo, Gaye-Del & Sène, Babacar & Sun, Wei & Teclezion, Mussie, 2024. "Financial intermediation around national elections: Evidence of state-owned banks as credit smoothers," Emerging Markets Review, Elsevier, vol. 61(C).
• Simshauser, Paul, 2024. "On static vs. dynamic line ratings in renewable energy zones," Energy Economics, Elsevier, vol. 129(C).
  • Paul Simshauser, 2023. "On static vs. dynamic line ratings in renewable energy zones," Working Papers EPRG2321, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2023. "On Static vs. Dynamic Line Ratings in Renewable Energy Zones," Cambridge Working Papers in Economics 2362, Faculty of Economics, University of Cambridge.
• Zheng, Li & Sun, Yuying & Wang, Shouyang, 2024. "A novel interval-based hybrid framework for crude oil price forecasting and trading," Energy Economics, Elsevier, vol. 130(C).
• Abdou, Hussein A. & Elamer, Ahmed A. & Abedin, Mohammad Zoynul & Ibrahim, Bassam A., 2024. "The impact of oil and global markets on Saudi stock market predictability: A machine learning approach," Energy Economics, Elsevier, vol. 132(C).
• Simshauser, Paul & Newbery, David, 2024. "Non-firm vs priority access: On the long run average and marginal costs of renewables in Australia," Energy Economics, Elsevier, vol. 136(C).
  • Simshauser, P. & Newbery, D., 2023. "Non-Firm vs. Priority Access: on the Long Run Average and Marginal Cost of Renewables in Australia," Cambridge Working Papers in Economics 2363, Faculty of Economics, University of Cambridge.
  • Paul Simshauser & David Newbery, 2023. "Non-firm vs. priority access: on the long run average and marginal cost of renewables in Australia," Working Papers EPRG2322, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024. "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, vol. 136(C).
• Tan, Jinghua & Li, Zhixi & Zhang, Chuanhui & Shi, Long & Jiang, Yuansheng, 2024. "A multiscale time-series decomposition learning for crude oil price forecasting," Energy Economics, Elsevier, vol. 136(C).
• Biggar, Darryl R. & Hesamzadeh, Mohammad Reza, 2024. "Optimal retail contracts with contractible uncertainty," Energy Economics, Elsevier, vol. 136(C).
• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024. "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024. "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, vol. 91(C).
• Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
• Özer, Mustafa & Frömmel, Michael & Kamişli, Melik & Vuković, Darko B., 2024. "Do bitcoin shocks truly Cointegrate with financial and commodity markets?," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Topcu, Mert, 2024. "Financial market development and carbon emissions: The transmission mechanisms and the role of political corruption," Finance Research Letters, Elsevier, vol. 59(C).
• Shust, Efrat, 2024. "The ambiguous December," Finance Research Letters, Elsevier, vol. 61(C).
• Habis, Helga, 2024. "Procrastination and intertemporal consumption: A three-period extension of the CAPM with irrational agents," Finance Research Letters, Elsevier, vol. 63(C).
• Barbosa, Klenio & Rocha, Bruno de Paula & Pereira, Luan Michel & Passos, Luiz Fernando, 2024. "Payment card interchange fee regulation and financial institutions: The effects on traditional and fintech financial conglomerates," Finance Research Letters, Elsevier, vol. 64(C).
• Roggi, Oliviero & Bellardini, Luca & Conticelli, Sara, 2024. "Effects of ESG performance and sustainability disclosure on GSS bonds’ yields and spreads: A global analysis," Finance Research Letters, Elsevier, vol. 68(C).
• Okat, Deniz, 2024. "Financial congestion," Journal of Financial Markets, Elsevier, vol. 71(C).
• Karakoyun, Oğuz Kaan & Karakaplan, Mustafa U. & Neyaptı, Bilin, 2024. "Endogenous bank regulation and supervision: Long term implications," Journal of Financial Stability, Elsevier, vol. 70(C).
• Davis, Yehuda & Govindaraj, Suresh & Suslava, Kate, 2024. "Does the stock market anticipate events and supreme court decisions in corporate cases?," Global Finance Journal, Elsevier, vol. 60(C).
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024. "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, vol. 61(C).
• Ghaemi Asl, Mahdi & Ben Jabeur, Sami & Hosseini, Seyedeh Sana & Tajmir Riahi, Hamed, 2024. "Fintech's impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem," Global Finance Journal, Elsevier, vol. 62(C).
• Hao, Jinji, 2024. "Disclosure regulation, cost of capital, and firm values," Journal of Accounting and Economics, Elsevier, vol. 77(1).
• Jia, Xiaoran, 2024. "FinTech penetration, charter value, and bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 161(C).
• Galati, Luca, 2024. "Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality," Journal of Banking & Finance, Elsevier, vol. 165(C).
• García-Monleón, Fernando & González-Rodrigo, Elena & Bordonado-Bermejo, María-Julia, 2024. "Coexistence of sustainability and growth in different economies," Journal of Business Research, Elsevier, vol. 170(C).
• Inghelbrecht, Koen & Tedde, Mariachiara, 2024. "Overconfidence, financial literacy and excessive trading," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 152-195.
• Anthropelos, Michail & Kardaras, Constantinos, 2024. "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, vol. 215(C).
• Ritzberger, Klaus & Tsomocos, Dimitrios P., 2024. "On bankruptcy in general equilibrium with uncertainty," Journal of Economic Theory, Elsevier, vol. 218(C).
• Faria-e-Castro, Miguel & Paul, Pascal & Sánchez, Juan M., 2024. "Evergreening," Journal of Financial Economics, Elsevier, vol. 153(C).
  • Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2021. "Evergreening," Working Papers 2021-012, Federal Reserve Bank of St. Louis, revised Aug 2023.
  • Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2022. "Evergreening," Working Paper Series 2022-14, Federal Reserve Bank of San Francisco.
• Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Discussion Papers 2322, Centre for Macroeconomics (CFM).
  • Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," LSE Research Online Documents on Economics 122042, London School of Economics and Political Science, LSE Library.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Papers 2311.03638, arXiv.org, revised Dec 2023.
• Carvajal, Andrés & Zhou, Hang, 2024. "Idiosyncratic risk and the equity premium," Journal of Mathematical Economics, Elsevier, vol. 113(C).
• Chang, Jin-Wook & Chuan, Grace, 2024. "Contagion in debt and collateral markets," Journal of Monetary Economics, Elsevier, vol. 148(C).
  • Chang, Jin-Wook, 2021. "Contagion in Debt and Collateral Markets," MPRA Paper 111131, University Library of Munich, Germany.
  • Jin-Wook Chang & Grace Chuan, 2023. "Contagion in Debt and Collateral Markets," Finance and Economics Discussion Series 2023-016, Board of Governors of the Federal Reserve System (U.S.).
• Fernando, Sandun & Onishchenko, Olena & Kuruppuarachchi, Duminda, 2024. "Do short sellers amplify extreme market declines?," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
• Hadad, Elroi & Kedar-Levy, Haim, 2024. "The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1303-1313.
• Rauber, Tom & Ritschel, Paul, 2024. "Banking competition and capital dependence of the production sector: Growth and welfare implications," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 676-698.
• Hu, Duni & Wang, Hailong, 2024. "Heterogeneous beliefs with preference interdependence and asset pricing," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1-37.
• Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
• Chen, Kuan-Chieh & Huang, Kuo-Jui & Huang, Shian-Chang, 2024. "Production efficiency of internet-only banks and conventional banks: Evidence from China and Japan," International Review of Economics & Finance, Elsevier, vol. 94(C).
• Hong, Yun & Jiang, Yanhui & Su, Xiaojian & Deng, Chao, 2024. "Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China," Research in International Business and Finance, Elsevier, vol. 67(PA).
• Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024. "Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?," Research in International Business and Finance, Elsevier, vol. 69(C).
• Nong, Huifu, 2024. "Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 567-580.
• Yang, Li & Milanovic, Branko & Lin, Yaoqi, 2023. "Anti-Corruption Campaign in China: An Empirical Investigation," SocArXiv b3jze, Center for Open Science.
  • Yang, Li & Milanovic, Branko & Lin, Yaoqi, 2024. "Anti-corruption campaign in China: an empirical investigation," LSE Research Online Documents on Economics 124073, London School of Economics and Political Science, LSE Library.
  • Yang, Li & Milanović, Branko & Lin, Yaoqi, 2023. "Anti-corruption campaign in China: An empirical investigation," ZEW Discussion Papers 23-052, ZEW - Leibniz Centre for European Economic Research.
• Florig, Michael & Gossner, Olivier, 2024. "Market equilibrium with management costs and implications for insurance accounting," LSE Research Online Documents on Economics 125396, London School of Economics and Political Science, LSE Library.
• Ashu Lamba & Anuj Aggarwal, 2024. "The Impact of Carbon Neutrality Pledges on Indian Companies’ Stock Performance," Contemporary Studies in Economic and Financial Analysis, in: Sustainable Development Goals: The Impact of Sustainability Measures on Wellbeing, volume 113, pages 195-207, Emerald Group Publishing Limited.
• Anuj Aggarwal & Sparsh Agarwal & Vedant Jaiswal & Poonam Sethi, 2024. "A Systematic Literature Review on Corporate Governance in India," Contemporary Studies in Economic and Financial Analysis, in: Sustainable Development Goals: The Impact of Sustainability Measures on Wellbeing, volume 113, pages 143-165, Emerald Group Publishing Limited.
• Bilgehan Tekin & Nemer Badwan, 2024. "Interplay of financial market performance, macroeconomic indicators and business sentiment: a comprehensive study of the Turkish economy," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(3), pages 509-531, June.
• Surachai Chancharat & Suthasinee Suwannapak, 2024. "The dynamic relationship between ASEAN+6 exchange rates and stock markets: application of the ARDL model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 365-377, October.
• Muhammad Jawad Haider & Maqsood Ahmad & Qiang Wu, 2024. "The role of debt maturity in stock price crash risk: a comparison of developing and developed Asian economies," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(4), pages 307-321, April.
• Mohit Kumar & P. Krishna Prasanna, 2024. "Credit spread drivers and cross-country connectedness: a study of emerging economies in Asia," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 338-350, October.
• Souhir Amri Amamou & Mouna Ben Daoud & Saoussen Aguir Bargaoui, 2024. "Green bonds forecasting: evidence from pre-crisis, Covid-19 and Russian–Ukrainian crisis frameworks," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(1), pages 179-193, June.
• Le Thanh Ha, 2024. "Gauging the dynamic interlinkage level between Fintech and the global blue economy performance," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(1), pages 55-71, May.
• Helga Habis, 2024. "A three-period extension of the CAPM," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 200-211, February.
  • Habis, Helga & Perge, Laura, 2022. "A Three-Period Extension of The CAPM," Corvinus Economics Working Papers (CEWP) 2022/01, Corvinus University of Budapest.
• Muneer M. Alshater & Rim El Khoury & Bashar Almansour, 2024. "Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 15(8), pages 1359-1383, June.
• Mohamad H. Shahrour & Ryan Lemand & Michal Wojewodzki, 2024. "Board diversity, female executives and stock liquidity: evidence from opposing cycles in the USA," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 23(5), pages 581-597, May.
• Tarek Chebbi & Hazem Migdady & Waleed Hmedat & Maha Shehadeh, 2024. "Another look at the price clustering behavior: evidence from the Muscat stock exchange," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(5), pages 773-791, March.
• Paul Simshauser & Joel Gilmore, 2024. "Demand shocks from the gas turbine fleet in Australia's National Electricity Market," Working Papers EPRG2414, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Paul Simshauser, 2024. "Competition vs. coordination: optimising wind, solar and batteries in renewable energy zones," Working Papers EPRG2419, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Nihat Gümüþ & Murtala Mustapha Baba, 2024. "Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis," International Econometric Review (IER), Econometric Research Association, vol. 16(1), pages 24-49, June.
• Valentin Marian Antohi & Monica Laura Zlati & Romeo Victor Ionescu & Marius Sorin Dinca & Costinela Fortea, 2024. "Analysing the Disruptive Effect of Economic Downturns on Stock Market Crashes in European Financial Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 383-396.
• Tomasz Siudek & Aldona Zawojska, 2024. "Banking Products and Services as Crucial Drivers of Bank Competitiveness Within the Financial Market: A Review Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 974-1007.
• Dariusz Zarzecki, 2024. "Evaluation of Key Parameters Used by Financial Analysts to Value Companies in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special A), pages 839-856.
• Ketan B. Patel, 2024. "How Concentrated Is the Clearing Ecosystem and How Has It Changed Since 2007?," Chicago Fed Letter, Federal Reserve Bank of Chicago, vol. 497, pages 1-9, July.
• Paulina Restrepo-Echavarria, 2024. "Closing Small and "Sufficiently" Large Open Economies with Different Asset Structures," Review, Federal Reserve Bank of St. Louis, vol. 106(13), pages 1-8, December.
• Nicoleta Valentina Florea & Gabriel Croitoru & Georgiana Radu (Cârstea) & Daria Florea, 2024. "The Analysis of the Impact of Digital Product Innovation and Human Resources Specialists on Intention to Use Artificial Intelligence in Financial Banking System," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 96-110, May.
• Chetouane Hania & Boniface Ngah & Sonia Chetouane, 2024. "EXPLORING THE LINK BETWEEN FINANCIAL INCLUSION AND FOOD SECURITY IN ALGERIA A VECM Approach1," Post-Print hal-04678454, HAL.
• William M. Doerner & Scott Susin, 2024. "Underappraisal Disparities and Time Adjustments to Comparable Sales Prices in Mortgage Appraisals," FHFA Staff Working Papers 24-07, Federal Housing Finance Agency.
• William M. Doerner & Michael J. Seiler & Vivian Wong, 2024. "Banking on Buffers: Balance Sheet Responses to Household Demand, Macroeconomic Conditions, and Monetary Policy," FHFA Staff Working Papers 24-08, Federal Housing Finance Agency.
• Sanctuary, Mark & Lavenius, Axel & Parlato, Giorgio & Plue, Jan & Crona, Beatrice, 2024. "A study of green European equity fund portfolio allocations," Working Paper Series in Economics and Institutions of Innovation 499, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
• Roberto Ercegovac & Ivica Klinac & Mario Pecaric, 2024. "The Non-Sensitivity of Public Development Banks to Key Stability Performance of the Banking Sector: The Lessons for Policymakers," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 26(1), pages 37-58, June.
• Cândida Ferreira, 2024. "The impact of bank market competition and stability on bank total factor productivity changes: evidence from a panel of European Union banks," Working Papers REM 2024/0315, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Cândida Ferreira, 2024. "Efficiency of the European Union Banking Sector: A Panel Data Approach," Working Papers REM 2024/0354, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Fatma Ünlü, 2024. "The Effects of Economic Policy Uncertainty and Oil Price Shocks on Stock Returns: A Structural VAR Analysis on Türkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 158-185, July.
• Huifu Nong, 2024. "Connectedness and risk transmission of China’s stock and currency markets with global commodities," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-24, February.
• Tasawar Nawaz, 2024. "The iSPAC," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 311-324, July.
• Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working papers 2024rwp-229, Yonsei University, Yonsei Economics Research Institute.
  • Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working Papers 11, University of Liverpool, Department of Economics.
• David W. Berger & Konstantin Milbradt & Fabrice Tourre & Joseph S. Vavra, 2024. "Refinancing Frictions, Mortgage Pricing and Redistribution," NBER Working Papers 32022, National Bureau of Economic Research, Inc.
• John M. Barrios & Jeremy Bertomeu & Radhika Lunawat & Ibrahima Sall, 2024. "Ethics and Illusions: How Ethical Declarations Shape Market Behavior," NBER Working Papers 32385, National Bureau of Economic Research, Inc.
• Gorkem Bostanci & Guillermo Ordoñez, 2024. "Business, Liquidity, and Information Cycles," NBER Working Papers 32501, National Bureau of Economic Research, Inc.
• Aloisio Araujo & Juan Pablo Gama & Timothy J. Kehoe, 2024. "Risk Loving and Fat Tails in the Wealth Distribution," NBER Working Papers 33298, National Bureau of Economic Research, Inc.
• Michael Hasler & Charles Martineau, 2024. "Equity Return Predictability with the ICAPM," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(3), pages 481-512.
• Sergey Kovbasyuk & Giancarlo Spagnolo, 2024. "Memory and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1775-1806.
  • Sergei Kovbasyuk & Giancarlo Spagnolo, 2016. "Memory and Markets," EIEF Working Papers Series 1606, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
  • Sergei Kovbasyuk & Giancarlo Spagnolo, 2017. "Memory and Markets," CEIS Research Paper 415, Tor Vergata University, CEIS, revised 07 Dec 2017.
  • Sergey Kovbasyuk & Giancarlo Spagnolo, 2021. "Memory And Markets," Working Papers w0284, New Economic School (NES).
• Daniel G Garrett, 2024. "Conflicts of Interest in Municipal Bond Advising and Underwriting," The Review of Financial Studies, Society for Financial Studies, vol. 37(12), pages 3835-3876.
• Lakatos, Artur Lóránd & Botos, Ákos, 2024. "Stock market decision-making in the light of prospect theory," Public Finance Quarterly, Corvinus University of Budapest, vol. 70(2), pages 63-89.
• Kohnert, Dirk, 2024. "Money laundering and tax evasion : Do international measures have a significant impact in sub-Saharan Africa?," MPRA Paper 121354, University Library of Munich, Germany.
• Kohnert, Dirk, 2024. "Les mesures internationales contre le blanchiment d’argent et l’évasion fiscale, ont-elles un impact significatif en Afrique subsaharienne ? [Money laundering and tax evasion : Do international mea," MPRA Paper 121355, University Library of Munich, Germany.
• Ecem Demirhan & Ekin Tokat & Hakki Arda Tokat, 2024. "Assessing the Impact of Terrorist Attacks on Sovereign Risk Perception: Evidence from Turkey's CDS Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(5), pages 645-661.
• Pușcașu, Ela-Andrada, 2024. "The Relationship between Financial Development and Economic Growth in EU Member Countries: Sub-Group Estimation Based on the Countries’ Level of Development," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 39(2), pages 319-343.
• Alina Cornelia LUCHIAN & Vasile STRAT, 2024. "The Trustworthiness of AI Algorithms and the Simulator Bias in Trading," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, vol. 6(1), pages 211-220, August.
• José Parra-Moyano & Daniel Partida & Moritz Gessl & Somnath Mazumdar, 2024. "Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models," Digital Finance, Springer, vol. 6(3), pages 427-439, September.
• Canh Phuc Nguyen & Christophe Schinckus & Quang Binh Nguyen & Duyen Thuy Le Tran, 2024. "Digitalization and informal economy: a global evidence of internet usage," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(1), pages 1-37, March.
• Paul Ritschel & Jan Wenzelburger, 2024. "Financial intermediation and efficient risk sharing in two-period lived OLG models," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(1), pages 57-78, June.
• Diogo Baerlocher, 2024. "Financial exclusion and inflation costs," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(1), pages 87-105, June.
  • Diogo Baerlocher, 2023. "Financial Exclusion and Inflation Costs," Working Papers 2023-01, University of South Florida, Department of Economics.
• Bassam A. Ibrahim & Ahmed A. Elamer & Thamir H. Alasker & Marwa A. Mohamed & Hussein A. Abdou, 2024. "Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
• Mahmoud Ayoub & Mahmoud Qadan, 2024. "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
• Noura Metawa & Hussein Tamimi & Rania Itani, 2024. "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice (ed.), Business Analytics and Decision Making in Practice, chapter 0, pages 155-173, Springer.
• Marta Małecka & Radosław Pietrzyk, 2024. "A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4533-4567, October.
• Kwadwo Boateng Prempeh & Christian Kyeremeh & Samuel Asuamah Yeboah & Felix Kwabena Danso, 2024. "Asymmetric impact of financial development on renewable energy consumption in Ghana," SN Business & Economics, Springer, vol. 4(9), pages 1-23, September.
• Eric Budish & Robin S. Lee & John J. Shim, 2024. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," Journal of Political Economy, University of Chicago Press, vol. 132(4), pages 1209-1246.
  • Eric Budish & Robin S. Lee & John J. Shim, 2019. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," NBER Working Papers 25855, National Bureau of Economic Research, Inc.
  • Budish, Eric B. & Lee, Robin S. & Shim, John J., 2020. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," Working Papers 301, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
• Shurojit Chatterji & Atsushi Kajii, 2024. "Rich by Accident: the Second Welfare Theorem with a Redundant Asset Under Imperfect Foresight," Working Papers on Central Bank Communication 048, University of Tokyo, Graduate School of Economics.
• Duc Dang Thi Viet & Hoai Nguyen Thu & Nguyen Van Phuoc & Nguyen Dang Phong & Anh Nguyen Huong & Hai Ho Hong, 2024. "Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market," Economics and Business Review, Sciendo, vol. 10(1), pages 30-56, April.
• Kramarić Tomislava Pavić & Miletić Marko, 2024. "The Introduction of the Euro and its Impact on Firm Performance - the Evidence of Croatia," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(4), pages 85-95.
• Lögün Anıl & Aydin Buket & Aydin Rahman, 2024. "Impact of Infectious Diseases on Stock Markets: Evidence from Developed Markets," Zagreb International Review of Economics and Business, Sciendo, vol. 27(2), pages 223-236.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2024. "Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1291-1320, September.
  • Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2021. "Market Freezes," NBER Working Papers 29210, National Bureau of Economic Research, Inc.
• Christos Floros & Christos Kountzakis & Moawia Alghalith, 2024. "CAPM in Real World: Risk-Friendly Investments," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-11, June.
• Kingsley E. Dogah & Gamini Premaratne, 2024. "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2475-2520, December.
• Imen Omri & Oguzhan Ozcelebi, 2024. "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(08), pages 2687-2712, December.
• Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working Papers 11, University of Liverpool, Department of Economics.
  • Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working papers 2024rwp-229, Yonsei University, Yonsei Economics Research Institute.
• Kohnert, Dirk, 2024. "Money laundering and tax evasion : Do international measures have a significant impact in sub-Saharan Africa?," EconStor Preprints 300868, ZBW - Leibniz Information Centre for Economics.
• Kohnert, Dirk, 2024. "Les mesures internationales contre le blanchiment d'argent et l'évasion fiscale, ont-elles un impact significatif en Afrique subsaharienne?," EconStor Preprints 300874, ZBW - Leibniz Information Centre for Economics.

2023

• Türker Açıkgöz & Özge Sezgin Alp, 2023. "The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(3), pages 425-439.
• Mustika Winedar & Iman Harymawan, 2023. "CEO Skills in Preventing Tax Avoidance Activities and Reducing the Risk of Stock Price Crashes in Indonesia," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 9(3), pages 451-470.
• Дускалиева Сауле // Duskaliyeva Saule & Белгібаев Заңғар // Belgibayev Zanggar, 2023. "Значение и роль фондового рынка в повышении эффективности монетарной политики. // The importance and role of the stock market in improving the effectiveness of monetary policy," Working Papers #2023-7, National Bank of Kazakhstan.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Equilibrium Selection in Pure Bubble Models by Dividend Injection," Papers 2303.05636, arXiv.org, revised Oct 2024.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Housing Bubbles with Phase Transitions," Papers 2303.11365, arXiv.org, revised Jul 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," Discussion Papers 2427, Centre for Macroeconomics (CFM).
  • Tomohiro HIRANO & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," CIGS Working Paper Series 24-009E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," Papers 2305.08268, arXiv.org, revised Apr 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Bubble Necessity Theorem," Discussion Papers 2421, Centre for Macroeconomics (CFM).
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Unbalanced Growth and Land Overvaluation," Papers 2307.00349, arXiv.org, revised Nov 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Unbalanced Growth and Land Overvaluation," Discussion Papers 2442, Centre for Macroeconomics (CFM).
• Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Discussion Papers 2322, Centre for Macroeconomics (CFM).
  • Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," LSE Research Online Documents on Economics 122042, London School of Economics and Political Science, LSE Library.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Papers 2311.03638, arXiv.org, revised Dec 2023.
• Karen McGuinness, 2023. "Supporting the Transition to Net-Zero Emissions: The Evolving Role of Central Banks," Discussion Papers 2023-31, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2023. "Do hedge funds support liquidity in the Government of Canada bond market?," Staff Analytical Notes 2023-11, Bank of Canada.
• Vesna Martin, 2023. "Analysis Of The Primary Dealers Function," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 48, pages 53-65, March.
• John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2023. "Naïve Buying Diversification and Narrow Framing by Individual Investors," Journal of Finance, American Finance Association, vol. 78(3), pages 1705-1741, June.
  • John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2019. "Naïve *Buying* Diversification and Narrow Framing by Individual Investors," NBER Working Papers 25567, National Bureau of Economic Research, Inc.
• Pinter, Gabor & Uslu, Semih, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
• Spiganti Alessandro, 2023. "Wealth Inequality and the Exploration of Novel Technologies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 23(2), pages 753-790, June.
• Živkov Dejan & Kovačević Jelena & Stankov Biljana & Stefanović Zoran, 2023. "Bidirectional volatility transmission between stocks and bond in East Asia – The quantile estimates based on wavelets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 49-65, February.
• Vera Songwe, 2023. "Stabilité financière et monétaire internationale : un bien public en quête d'un cadre de gouvernance," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 317-326.
• Paul Simshauser, 2023. "The regulation of electricity transmission in Australia's national electricity market: user charges, investment and access," Working Papers EPRG2311, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2023. "The regulation of electricity transmission in Australia's National Electricity Market: user charges, investment and access," Cambridge Working Papers in Economics 2340, Faculty of Economics, University of Cambridge.
• Simshauser, Paul, 2024. "On static vs. dynamic line ratings in renewable energy zones," Energy Economics, Elsevier, vol. 129(C).
  • Paul Simshauser, 2023. "On static vs. dynamic line ratings in renewable energy zones," Working Papers EPRG2321, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2023. "On Static vs. Dynamic Line Ratings in Renewable Energy Zones," Cambridge Working Papers in Economics 2362, Faculty of Economics, University of Cambridge.
• Simshauser, Paul & Newbery, David, 2024. "Non-firm vs priority access: On the long run average and marginal costs of renewables in Australia," Energy Economics, Elsevier, vol. 136(C).
  • Paul Simshauser & David Newbery, 2023. "Non-firm vs. priority access: on the long run average and marginal cost of renewables in Australia," Working Papers EPRG2322, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P. & Newbery, D., 2023. "Non-Firm vs. Priority Access: on the Long Run Average and Marginal Cost of Renewables in Australia," Cambridge Working Papers in Economics 2363, Faculty of Economics, University of Cambridge.
• Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Papers 2311.03638, arXiv.org, revised Dec 2023.
  • Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," LSE Research Online Documents on Economics 122042, London School of Economics and Political Science, LSE Library.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Discussion Papers 2322, Centre for Macroeconomics (CFM).
• Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei & Mohammad Mikhail Zhitlukhin, 2023. "Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules," Swiss Finance Institute Research Paper Series 23-72, Swiss Finance Institute.
• Thorsten Hens & Ester Trutwin, 2023. "Sustainable Investing in Imperfect Markets," Swiss Finance Institute Research Paper Series 23-83, Swiss Finance Institute.
• Tomohiro HIRANO & Ryo Jinnai & Alexis Akira Toda, 2023. "Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies," CIGS Working Paper Series 23-002E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Unique Equilibria in Models of Rational Asset Price Bubbles," CIGS Working Paper Series 23-005E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," Papers 2305.08268, arXiv.org, revised Apr 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Bubble Necessity Theorem," Discussion Papers 2421, Centre for Macroeconomics (CFM).
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation," CIGS Working Paper Series 23-014E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2022. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," Papers 2211.13100, arXiv.org, revised Feb 2024.
  • Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2023. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," CIGS Working Paper Series 23-015E, The Canon Institute for Global Studies.
• Saengchote, K & Castro-Iragorri, C, 2023. "Network Topology in Decentralized Finance," Documentos de Trabajo 20782, Universidad del Rosario.
• Vázquez Carrillo, Nitzia & Díaz Mondragón, Manuel, 2023. "Pobreza e instituciones microfinancieras en México: la importancia de una tipología precisa," Ensayos de Economía 21225, Universidad Nacional de Colombia Sede Medellín.
• Aubrechtova, Jana & Heinle, Elke & Porcel, Rafel Moyà & Torres, Boris Osorno & Piloiu, Anamaria & Queiroz, Ricardo & Silvonen, Torsti & Vaz Cruz, Lia, 2023. "Enhancing climate resilience of monetary policy implementation in the euro area," Occasional Paper Series 318, European Central Bank.
• Nigar Huseynli, 2023. "Causality between Selected Energy Companies Price Indexes and Barel Oil Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 235-240, January.
• Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi & Omed Rafiq Fatah & Awaz Mohamed Saleem, 2023. "Oil Exports, Political Issues, and Stock Market Nexus," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 362-373, January.
• Baha Aldeen Mohammad Fraihat & Asma’a Al-Amarneh & Hadeel Yaseen & Miral R. Samarah & Bashar Younis Alkhawaldeh & Ola Buraik, 2023. "Trade Openness, Energy Consumption, and Financial Development Influence on Jordan’s Economy: Evidence from ARDL and Non-Granger Causality Test Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 659-665, November.
• Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
• Chang, Juin-Jen & Kuo, Chun-Hung & Lin, Hsieh-Yu & Yang, Shu-Chun S., 2023. "Share buybacks and corporate tax cuts," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  • Juin-Jen Chang & Chun-Hung Kuo & Hsieh-Yu Lin & Shu-Chun S. Yang, 2022. "Share Buybacks and Corporate Tax Cuts," IEAS Working Paper : academic research 22-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  • Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023. "Market selection and learning under model misspecification," LEM Papers Series 2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Laureti, Carolina & Szafarz, Ariane, 2023. "Banking regulation and costless commitment contracts for time-inconsistent agents," Economic Modelling, Elsevier, vol. 129(C).
  • Carolina Laureti & Ariane Szafarz, 2023. "Banking Regulation and Costless Commitment Contracts for Time-Inconsistent Agents," Working Papers CEB 23-010, ULB -- Universite Libre de Bruxelles.
• Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023. "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Graziano, Elvira Anna & Fattobene, Lucrezia & Ricci, Ornella & Scimone, Xenia, 2023. "Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis," Economics Letters, Elsevier, vol. 230(C).
• Equiza-Goñi, Juan, 2023. "Euro area inflation linked debt: An evaluation," Economics Letters, Elsevier, vol. 232(C).
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023. "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, vol. 118(C).
• Liu, Yue & Sun, Huaping & Meng, Bo & Jin, Shunlin & Chen, Bin, 2023. "How to purchase carbon emission right optimally for energy-consuming enterprises? Analysis based on optimal stopping model," Energy Economics, Elsevier, vol. 124(C).
• Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023. "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, vol. 87(C).
• Karau, Sören, 2023. "Central bank digital currency competition and the impossible trinity," Finance Research Letters, Elsevier, vol. 54(C).
• He, Wenjia & He, Wenjing & Xu, Dandan & Yue, Pengpeng, 2023. "Economic volatility, banks’ risk accumulation and systemic risk," Finance Research Letters, Elsevier, vol. 57(C).
• Hong, Yun & Qu, Bo & Yang, Zhuohang & Jiang, Yanhui, 2023. "The contagion of fake news concern and extreme stock market risks during the COVID-19 period," Finance Research Letters, Elsevier, vol. 58(PA).
• Patel, Ritesh & Goodell, John W. & Chishti, Muhammad Zubair, 2023. "Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation," Finance Research Letters, Elsevier, vol. 58(PC).
• Allouch, Nizar & Jalloul, Maya & Duncan, Alfred, 2023. "Strategic default in financial networks," Games and Economic Behavior, Elsevier, vol. 142(C), pages 941-954.
  • Nizar Allouch & Maya Jalloul, 2017. "Strategic Default in Financial Networks," Studies in Economics 1721, School of Economics, University of Kent.
  • Nizar Allouch & Maya Jalloul, 2018. "Strategic Default in Financial Networks," Working Papers 852, Queen Mary University of London, School of Economics and Finance.
  • Nizar Allouch & Maya Jalloul & Alfred Duncan, 2021. "Strategic Default in Financial Networks," Studies in Economics 2111, School of Economics, University of Kent.
• Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023. "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, vol. 57(C).
• Abbassi, Puriya & Bräuning, Falk, 2023. "Exchange rate risk, banks' currency mismatches, and credit supply," Journal of International Economics, Elsevier, vol. 141(C).
• Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023. "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 251-270.
• Dilmé, Francesc, 2023. "Bargaining in small dynamic markets," Journal of Economic Theory, Elsevier, vol. 207(C).
  • Francesc Dilmé, 2022. "Bargaining in Small Dynamic Markets," ECONtribute Discussion Papers Series 193, University of Bonn and University of Cologne, Germany.
• Chatterji, Shurojit & Kajii, Atsushi, 2023. "Decentralizability of efficient allocations with heterogeneous forecasts," Journal of Economic Theory, Elsevier, vol. 207(C).
  • Shurojit Chatterji & Atsushi Kajii, 2020. "Decentralizability of efficient allocations with heterogenous forecasts," Working Papers on Central Bank Communication 016, University of Tokyo, Graduate School of Economics.
  • Shurojit Chatterji & Atsushi Kajii, 2021. "Decentralizability of efficient allocations with heterogenous forecasts," Working Papers on Central Bank Communication 031, University of Tokyo, Graduate School of Economics.
• Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2023. "Market-making with search and information frictions," Journal of Economic Theory, Elsevier, vol. 212(C).
  • Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," NBER Working Papers 24648, National Bureau of Economic Research, Inc.
  • Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-11, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018. "Market-making with Search and Information Frictions," Working Papers 18-20, Federal Reserve Bank of Philadelphia.
• Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
• Dinh, Van & Le, Dao-Van & Duong, Duy & Pham, Dung, 2023. "Determinants affecting digital financial consumer protection: Evidence from 135 countries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
• Ohikhuare, Obaika M., 2023. "How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war," Resources Policy, Elsevier, vol. 86(PB).
• Klingler, Sven & Sundaresan, Suresh, 2023. "Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 55-69.
• Umar, Muhammad & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Furqan, Mehreen, 2023. "Asymmetric volatility structure of equity returns: Evidence from an emerging market," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 330-336.
• Zhu, Huiming & Li, Shuang & Huang, Zishan, 2023. "Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 1-30.
• Shahzad, Umer & Ghaemi Asl, Mahdi & Tedeschi, Marco, 2023. "Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? Evidence from conventional and Islamic ESG stocks," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 139-154.
• Ben Nouir, Jihed & Ben Haj Hamida, Hayet, 2023. "How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?," Research in International Business and Finance, Elsevier, vol. 64(C).
• Kanzari, Dalel & Nakhli, Mohamed Sahbi & Gaies, Brahim & Sahut, Jean-Michel, 2023. "Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks," Research in International Business and Finance, Elsevier, vol. 65(C).
• Mourelatos, Evangelos, 2023. "Does Mood affect Sexual and Gender Discrimination in Hiring Choices? Evidence from Online Experiments," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 106(C).
• Deter, Max & van Hoorn, André, 2023. "Selection, socialization, and risk preferences in the finance industry: Longitudinal evidence for German finance professionals," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 106(C).
• Edwards, Paul & Baden-Fuller, Charles & Pissarides, Christopher & Rubery, Jill & Crouch, Colin & Taylor-Gooby, Peter, 2023. "Inflation, wages and equality: cross-disciplinary conversations," LSE Research Online Documents on Economics 119966, London School of Economics and Political Science, LSE Library.
• Lavoie, Marc & Stockhammer, Engelbert, 2023. "Crecimiento impulsado por los salarios: concepto, teorías y políticas," El Trimestre Económico, Fondo de Cultura Económica, vol. 90(357), pages 215-265, enero-mar.
• Mohd Ziaur Rehman & Karimullah Karimullah, 2023. "Black swan events and stock market behavior in Gulf countries: a comparative analysis of financial crisis (2008) and COVID-19 pandemic," Arab Gulf Journal of Scientific Research, Emerald Group Publishing Limited, vol. 42(3), pages 805-824, August.
• Onur Polat, 2023. "Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 14(3), pages 430-455, August.
• Shuming Bai & Kai S. Koong & Yanni Wang, 2023. "Research and development reporting and stock performance: evidence from China," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 31(2), pages 300-320, January.
• Brahim Gaies & Najeh Chaâbane, 2023. "The dance of dependence: a macro-perspective on financial instability and its complex influence on the Euro-American green markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(3), pages 546-568, July.
• Taiwo Akinlo, 2023. "Does institutional quality modulate the effect of capital flight on economic growth in sub-Saharan Africa?," Journal of Money Laundering Control, Emerald Group Publishing Limited, vol. 27(1), pages 60-75, June.
• Shubhangi Verma & Purnima Rao & Satish Kumar, 2023. "Is investing inherently emotionally arousing process? Fund manager perspective," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 16(2), pages 380-400, September.
• Simshauser, P., 2023. "The regulation of electricity transmission in Australia's National Electricity Market: user charges, investment and access," Cambridge Working Papers in Economics 2340, Faculty of Economics, University of Cambridge.
  • Paul Simshauser, 2023. "The regulation of electricity transmission in Australia's national electricity market: user charges, investment and access," Working Papers EPRG2311, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Simshauser, Paul, 2024. "On static vs. dynamic line ratings in renewable energy zones," Energy Economics, Elsevier, vol. 129(C).
  • Simshauser, P., 2023. "On Static vs. Dynamic Line Ratings in Renewable Energy Zones," Cambridge Working Papers in Economics 2362, Faculty of Economics, University of Cambridge.
  • Paul Simshauser, 2023. "On static vs. dynamic line ratings in renewable energy zones," Working Papers EPRG2321, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Simshauser, Paul & Newbery, David, 2024. "Non-firm vs priority access: On the long run average and marginal costs of renewables in Australia," Energy Economics, Elsevier, vol. 136(C).
  • Simshauser, P. & Newbery, D., 2023. "Non-Firm vs. Priority Access: on the Long Run Average and Marginal Cost of Renewables in Australia," Cambridge Working Papers in Economics 2363, Faculty of Economics, University of Cambridge.
  • Paul Simshauser & David Newbery, 2023. "Non-firm vs. priority access: on the long run average and marginal cost of renewables in Australia," Working Papers EPRG2322, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Eryka Probierz, 2023. "On Emotion Detection and Recognition Using a Context-Aware Approach by Social Robots– Modification of Faster R-CNN and YOLO v3 Neural Networks," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 572-585.
• Amira Hakim & Eleftherios Thalassinos, 2023. "Cryptocurrencies as a Safe Haven Investment During the COVID-19 Outbreak: A Comprehensive Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 729-770.
• Chang, Jin-Wook & Chuan, Grace, 2024. "Contagion in debt and collateral markets," Journal of Monetary Economics, Elsevier, vol. 148(C).
  • Chang, Jin-Wook, 2021. "Contagion in Debt and Collateral Markets," MPRA Paper 111131, University Library of Munich, Germany.
  • Jin-Wook Chang & Grace Chuan, 2023. "Contagion in Debt and Collateral Markets," Finance and Economics Discussion Series 2023-016, Board of Governors of the Federal Reserve System (U.S.).
• Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
• Francesca Carapella & Grace Chuan & Jacob Gerszten & Nathan Swem, 2023. "Tokenization: Overview and Financial Stability Implications," Finance and Economics Discussion Series 2023-060, Board of Governors of the Federal Reserve System (U.S.).
• Matthias Nadler & Fabian Schär, 2023. "Tornado Cash and Blockchain Privacy: A Primer for Economists and Policymakers," Review, Federal Reserve Bank of St. Louis, vol. 105(2), pages 122-136, April.
• Darrell Duffie & Frank M. Keane, 2023. "Market-Function Asset Purchases," Staff Reports 1054, Federal Reserve Bank of New York.
• Lucas Dyskant & André F. Silva & Bruno Sultanum, 2023. "Dealer costs and customer choice," Working Paper 23-13, Federal Reserve Bank of Richmond.
• Alexey Yu. Mikhaylov & Vikas Khare & Solomon Eghosa Uhunamure & Tsangyao Chang & Diana I. Stepanova, 2023. "Bitcoin Price Short-term Forecast Using Twitter Sentiment Analysis," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 123-137, August.
• Guerdjikova, A. & Quiggin, J., 2020. "Financial market equilibrium with bounded awareness," Working Papers 2020-10, Grenoble Applied Economics Laboratory (GAEL).
  • Ani Guerdjikova & John Quiggin, 2023. "Financial Market Equilibrium with Bounded Awareness 1," Working Papers hal-03962427, HAL.
• Aase, Knut K., 2023. "Optimal spending of a wealth fund in the discrete time life cycle model," Discussion Papers 2023/7, Norwegian School of Economics, Department of Business and Management Science.
• Joseph Musandiwa & Collins C. Ngwakwe, 2023. "The Effect of Exchange Rates on Consumer Price Index," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 47-52, December.
• Eric M. Aldrich & Daniel Friedman, 2023. "Order Protection Through Delayed Messaging," Management Science, INFORMS, vol. 69(2), pages 774-790, February.
  • Aldrich, Eric M. & Friedman, Daniel, 2017. "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-502, WZB Berlin Social Science Center.
  • Aldrich, Eric M & Friedman, Daniel, 2019. "Order Protection through Delayed Messaging," Santa Cruz Department of Economics, Working Paper Series qt4938f518, Department of Economics, UC Santa Cruz.
• Cândida Ferreira, 2023. "Competition and stability in the European Union banking sector," Working Papers REM 2023/0261, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Vaishali S. Dhingra, 2023. "Financial development, economic growth, globalisation and environmental quality in BRICS economies: evidence from ARDL bounds test approach," Economic Change and Restructuring, Springer, vol. 56(3), pages 1651-1682, June.
• Cândida Ferreira, 2023. "Competition and Stability in the European Union Banking Sector," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 207-224, November.
• Burak Erkut & Gagan Deep Sharma, 2023. "Financial integration in Asia: new Empirical evidence using dynamic panel data estimations," International Economics and Economic Policy, Springer, vol. 20(1), pages 213-231, February.
• Yusuf Adeneye & Fathyah Hashim & Yusuf Babatunde Rahman & Normaizatul Akma Saidi, 2023. "COVID-19 Dynamics and Financing of Cash Flow Shortages: Evidence from Firm-Level Survey," Capital Markets Review, Malaysian Finance Association, vol. 31(2), pages 23-53.
• Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2022. "Flow Trading," ECONtribute Discussion Papers Series 146, University of Bonn and University of Cologne, Germany.
  • Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2023. "Flow Trading," NBER Working Papers 31098, National Bureau of Economic Research, Inc.
• Christian L Goulding & Shrihari Santosh & Xingtan Zhang, 2023. "Pricing Implications of Noise," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2468-2508.
• Peterson K. Ozili & Thankom G. Arun, 2023. "What drives bank income smoothing? Evidence from Africa," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 20(3), pages 274-295, September.
  • Ozili, Peterson K, 2023. "What drives Bank Income Smoothing? Evidence from Africa," MPRA Paper 116410, University Library of Munich, Germany.
• Póra, András & Szőcs, Árpád, 2023. "Funding gap in the Hungarian venture capital market," Public Finance Quarterly, Corvinus University of Budapest, vol. 69(4), pages 28-44.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018. "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series 2218, European Central Bank.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2022. "Code and data files for "Re-use of collateral: Leverage, volatility, and welfare"," Computer Codes 20-480, Review of Economic Dynamics.
• Xuanling MA & Meng JI, 2023. "Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 72-91, June.
• Romain Bocher, 2023. "Causal Entropic Forces, Narratives and Self-organisation of Capital Markets," Journal of Interdisciplinary Economics, , vol. 35(2), pages 172-190, July.
• Laureti, Carolina & Szafarz, Ariane, 2023. "Banking regulation and costless commitment contracts for time-inconsistent agents," Economic Modelling, Elsevier, vol. 129(C).
  • Carolina Laureti & Ariane Szafarz, 2023. "Banking Regulation and Costless Commitment Contracts for Time-Inconsistent Agents," Working Papers CEB 23-010, ULB -- Universite Libre de Bruxelles.
• Yongseung Han & Myeong Hwan Kim, 2023. "Monetary shocks on the Korean stock index: structural VAR analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 85-102, March.
• Mariana Khapko, 2023. "Asset pricing with dynamically inconsistent agents," Finance and Stochastics, Springer, vol. 27(4), pages 1017-1046, October.
• Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
  • Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
• Ahmad Peivandi & Mohammad Abbas Rezaei & Ajay Subramanian, 2023. "Optimal design of bank regulation under aggregate risk," Mathematics and Financial Economics, Springer, volume 17, number 2, February.
• Adler Haymans Manurung & Nita Yudhaningsih Sinaga & Amran Manurung, 2023. "Construction Portfolio Using Elton Gruber Model: COVID-19," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-6.
• Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  • Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023. "Market selection and learning under model misspecification," LEM Papers Series 2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Cong Minh Huynh & Nam Hoai Tran, 2023. "Financial development, income inequality, and institutional quality: A multi-dimensional analysis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2242128-224, June.
  • Huynh, Cong Minh & Tran, Hoai Nam, 2022. "Financial development, income inequality and institutional quality: A multi-dimensional analysis," MPRA Paper 119223, University Library of Munich, Germany, revised 25 Jul 2023.
  • Huynh, Cong Minh & Tran, Hoai Nam, 2022. "Financial development, income inequality and institutional quality: A multi-dimensional analysis," MPRA Paper 112829, University Library of Munich, Germany.
• Oloyede OBAGBUWA & Farai KWENDA & Rajendra RAJARAM, 2022. "Institutional Shareholders' Monitoring Intensity and Executive Remuneration in South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(2), pages 43-67.
• Tshembhani M. HLONGWANE, 2023. "The Spill-Over Effects of Cryptocurrencies on Equity and Bonds Market," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(1), pages 43-59.
• Shurojit Chatterji & Atsushi Kajii, 2023. "On the Welfare Role of Redundant Assets with Heterogeneous Forecasts," Working Papers on Central Bank Communication 046, University of Tokyo, Graduate School of Economics.
• Diogo Baerlocher, 2024. "Financial exclusion and inflation costs," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(1), pages 87-105, June.
  • Diogo Baerlocher, 2023. "Financial Exclusion and Inflation Costs," Working Papers 2023-01, University of South Florida, Department of Economics.
• Mishra Akshay Kumar & Kumar Rahul & Bal Debi Prasad, 2023. "ESG Volatility Prediction Using GARCH and LSTM Models," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 19(4), pages 97-114, December.
• Hans-Peter Bermin & Magnus Holm, 2023. "Kelly Trading And Market Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-33, February.
• Warattaya Chinnakum, 2023. "Impacts Of Financial Inclusion On Poverty And Income Inequality In Developing Asia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(04), pages 1375-1391, June.
• Nitzan, Jonathan & Bichler, Shimshon, 2023. "המהפכה המשטרית" וקבוצות ההון הדומיננטיות" [Regime Change and Dominant Capital]," EconStor Preprints 279828, ZBW - Leibniz Information Centre for Economics.
• Gözlügöl, Alperen A. & Greth, Julian & Tröger, Tobias, 2023. "The oscillating domains of public and private markets," LawFin Working Paper Series 52, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Gözlügöl, Alperen A. & Greth, Julian & Tröger, Tobias, 2023. "The oscillating domains of public and private markets," SAFE Working Paper Series 384, Leibniz Institute for Financial Research SAFE.
• Vozian, Katia & Costola, Michele, 2023. "Pricing climate transition risk: Evidence from European corporate CDS," SAFE Working Paper Series 387, Leibniz Institute for Financial Research SAFE.

2022

• Boyan Jovanovic & Viktor Tsyrennikov, 2022. "Trading on Sunspots," American Economic Review, American Economic Association, vol. 112(12), pages 3970-3994, December.
  • Boyan Jovanovic & Viktor Tsyrennikov, 2014. "Trading on Sunspots," NBER Working Papers 20813, National Bureau of Economic Research, Inc.
• Teodora Cristina Barbu & Cosmin-Octavian Cepoi & Crina Raluca Petrescu & Mariana Vuta, 2022. "The Assessment of Climate Risk Impact on the Economy: A Panel Data Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 24(61), pages 597-597, August.
• Yuri Cesar de Lima e Silva & João Henrique do Carmo Camelo, 2022. "Desenvolvimento do Mercado Financeiro e Crescimento Econômico: Evidências sobre Causalidade no Brasil," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 19(2), pages 230-251, july-dece.
• Yakup Arı, 2022. "TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(3), pages 590-607.
• Gürçem Özaytürk, 2022. "Kayıt Dışı Ekonomi Finansal Sektörün Gelişimini Kısıtlıyor mu?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(3), pages 713-725.
• Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2022. "Flow Trading," ECONtribute Discussion Papers Series 146, University of Bonn and University of Cologne, Germany.
  • Eric Budish & Peter Cramton & Albert S. Kyle & Jeongmin Lee & David Malec, 2023. "Flow Trading," NBER Working Papers 31098, National Bureau of Economic Research, Inc.
• Dilmé, Francesc, 2023. "Bargaining in small dynamic markets," Journal of Economic Theory, Elsevier, vol. 207(C).
  • Francesc Dilmé, 2022. "Bargaining in Small Dynamic Markets," ECONtribute Discussion Papers Series 193, University of Bonn and University of Cologne, Germany.
• Victor Olkhov, 2022. "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers 2204.07506, arXiv.org, revised Mar 2024.
• Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2022. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," Papers 2211.13100, arXiv.org, revised Feb 2024.
  • Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2023. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," CIGS Working Paper Series 23-015E, The Canon Institute for Global Studies.
• Srikanth Parthasarathy & Kannadas Sendilvelu, 2022. "On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 249-268.
• Daniela Marconi & Marco Marinucci & Giovanna Paladino, 2022. "Digitalization, financial knowledge and financial decisions," Questioni di Economia e Finanza (Occasional Papers) 741, Bank of Italy, Economic Research and International Relations Area.
• Orhan Orçun BITRAK, 2022. "Türkiye’de Finansal Kiralama Sektörünün Piyasa Yoğunlaşma Analizi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 6(2), pages 441-470, December.
• Georges Dionne & Denise Desjardins, 2022. "A re‐examination of the US insurance market's capacity to pay catastrophe losses," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(4), pages 515-549, December.
  • Dionne, Georges & Desjardins, Denise, 2022. "A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses," Working Papers 22-2, HEC Montreal, Canada Research Chair in Risk Management.
• Du, Chuan, 2022. "Collateral requirements in central bank lending," Bank of England working papers 987, Bank of England.
• Hoepner Andreas G. F. & Schneider Fabiola I., 2022. "EU Green Taxonomy Data – A First Vendor Survey," The Economists' Voice, De Gruyter, vol. 19(2), pages 229-242, December.
• Biswa Nath Bhattacharyay & Madhurima Bhattacharyay, 2022. "Financial Sector Development in Brunei Darussalam: Depth, Access, and Efficiency: A Comparative Analysis," CESifo Working Paper Series 9960, CESifo.
• Thorsten Hens & Fatemeh Naebi, 2022. "Behavioral Heterogeneity in the CAPM with Evolutionary Dynamics," Swiss Finance Institute Research Paper Series 22-06, Swiss Finance Institute.
• Antoine Kopp & Rebecca Westphal & Didier Sornette, 2022. "Agent-based model generating stylized facts of fixed income markets," Swiss Finance Institute Research Paper Series 22-37, Swiss Finance Institute.
• Semyon Malamud & Neng Wang & Yuan Zhang, 2022. "Asset Pricing with “Buy Now, Pay Later”," Swiss Finance Institute Research Paper Series 22-85, Swiss Finance Institute.
• Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022. "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series 22-96, Swiss Finance Institute, revised May 2023.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saglam, 2023. "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," Swiss Finance Institute Research Paper Series 23-38, Swiss Finance Institute.
• Runumi Das & Arabinda Debnath, 2022. "Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 14(2), pages 411-452, June.
• Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014. "Capital Structure and Hedging Demand with Incomplete Markets," NBER Working Papers 20345, National Bureau of Economic Research, Inc.
  • Bisin, Alberto & Clementi, Gian Luca & Gottardi, Piero, 2022. "Capital Structure and Hedging Demand with Incomplete Markets," CEPR Discussion Papers 16968, C.E.P.R. Discussion Papers.
• Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," Working Papers 22-26, Federal Reserve Bank of Philadelphia.
  • Li, Wenli & Meghir, Costas & Oswald, Florian, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," CEPR Discussion Papers 17117, C.E.P.R. Discussion Papers.
  • Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," Cowles Foundation Discussion Papers 2327, Cowles Foundation for Research in Economics, Yale University.
  • Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," NBER Working Papers 29868, National Bureau of Economic Research, Inc.
  • Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankrupcty, Mortgage Default and Labor Supply," SciencePo Working papers Main hal-03882830, HAL.
• Fuchs, William & Gottardi, Piero & Moreira, Humberto, 2022. "Time Trumps Quantity in the Market for Lemons," CEPR Discussion Papers 17615, C.E.P.R. Discussion Papers.
• Helga Habis, 2024. "A three-period extension of the CAPM," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 200-211, February.
  • Habis, Helga & Perge, Laura, 2022. "A Three-Period Extension of The CAPM," Corvinus Economics Working Papers (CEWP) 2022/01, Corvinus University of Budapest.
• Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," Working Papers 22-26, Federal Reserve Bank of Philadelphia.
  • Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," Cowles Foundation Discussion Papers 2327, Cowles Foundation for Research in Economics, Yale University.
  • Li, Wenli & Meghir, Costas & Oswald, Florian, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," CEPR Discussion Papers 17117, C.E.P.R. Discussion Papers.
  • Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," NBER Working Papers 29868, National Bureau of Economic Research, Inc.
  • Wenli Li & Costas Meghir & Florian Oswald, 2022. "Consumer Bankrupcty, Mortgage Default and Labor Supply," SciencePo Working papers Main hal-03882830, HAL.
• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024. "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, vol. 79(1), pages 95-128, February.
  • Barbiero, Francesca & Schepens, Glenn & Sigaux, Jean-David, 2022. "Liquidation value and loan pricing," Working Paper Series 2645, European Central Bank.
• Dewa Nyoman Wiryasantika Wedagama & Dedi Budiman Hakim & Bambang Juanda & Trias Andati, 2022. "Implementation of Capm, Fama-French Three-Factor, and Five-Factor in Indonesia Stock Exchange and Cement Industry Sector," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 52-60, March.
• L.J. Basson & Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2022. "Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 84-95, March.
• Prashant Sharma & Prashant Gupta & Dinesh Kumar Sharma & Gaurav Agarwal, 2022. "Investigating the Efficiency of Bitcoin Futures in Price Discovery," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 104-109, May.
• Kazeem Abimbola Sanusi & Zandri Dickason-Koekemoer, 2022. "Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 52-64, November.
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• Azmeh, Chadi & Hamada, Rasha, 2022. "Internal financial determinants of stock prices in the banking sector: comparative evidence from Dubai and Abu Dhabi Stock markets [Determinantes financieros internos de los precios de las acciones," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 3-16, December.
• Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
• Cong Minh Huynh & Nam Hoai Tran, 2023. "Financial development, income inequality, and institutional quality: A multi-dimensional analysis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2242128-224, June.
  • Huynh, Cong Minh & Tran, Hoai Nam, 2022. "Financial development, income inequality and institutional quality: A multi-dimensional analysis," MPRA Paper 119223, University Library of Munich, Germany, revised 25 Jul 2023.
  • Huynh, Cong Minh & Tran, Hoai Nam, 2022. "Financial development, income inequality and institutional quality: A multi-dimensional analysis," MPRA Paper 112829, University Library of Munich, Germany.
• Cong Minh Huynh & Nam Hoai Tran, 2023. "Financial development, income inequality, and institutional quality: A multi-dimensional analysis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2242128-224, June.
  • Huynh, Cong Minh & Tran, Hoai Nam, 2022. "Financial development, income inequality and institutional quality: A multi-dimensional analysis," MPRA Paper 112829, University Library of Munich, Germany.
  • Huynh, Cong Minh & Tran, Hoai Nam, 2022. "Financial development, income inequality and institutional quality: A multi-dimensional analysis," MPRA Paper 119223, University Library of Munich, Germany, revised 25 Jul 2023.
• Albulenë Kastrati, 2022. "Paradox of Excess Liquidity in European Emerging and Transition Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(1), pages 79-114.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2022. "Code and data files for "Re-use of collateral: Leverage, volatility, and welfare"," Computer Codes 20-480, Review of Economic Dynamics.
• Donghyun Park & Kwanho Shin, 2022. "Does Corruption Discourage Entrepreneurship?," Asian Economic Papers, MIT Press, vol. 21(3), pages 40-59, Fall.
  • Park, Donghyun & Shin, Kwanho, 2022. "Does Corruption Discourage Entrepreneurship?," ADB Economics Working Paper Series 670, Asian Development Bank.
• Georges Dionne & Denise Desjardins, 2022. "A re‐examination of the US insurance market's capacity to pay catastrophe losses," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(4), pages 515-549, December.
  • Dionne, Georges & Desjardins, Denise, 2022. "A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses," Working Papers 22-2, HEC Montreal, Canada Research Chair in Risk Management.
• Lafon-Vinais, Veronique, 2022. "Structuring Sustainable Financial Instruments," Journal of Financial Transformation, Capco Institute, vol. 56, pages 41-51.
• Emrah BALKAN & Umut UYAR, 2022. "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 106-121, April.
• Emrah BALKAN & Umut UYAR, 2022. "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 107-122, April.
• Syrus M Islam & Tom Scott, 2022. "Current demand and supply of impact investments across different geographic regions, sectors, and stages of business: Match or mismatch?," Australian Journal of Management, Australian School of Business, vol. 47(4), pages 686-704, November.
• S. Mahalakshmi & S. Thiyagarajan & Gopala Vasudevan & G. Naresh, 2022. "Return and Volatility Spillover Effects between Rupee–Dollar Exchange Rate and Asian Stock Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(4), pages 428-450, December.
• Romain Bocher, 2022. "The Intersubjective Markets Hypothesis," Journal of Interdisciplinary Economics, , vol. 34(1), pages 35-50, January.
• Zouhaier Dhifaoui, 2022. "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , vol. 11(1), pages 69-94, June.
• Chang, Juin-Jen & Kuo, Chun-Hung & Lin, Hsieh-Yu & Yang, Shu-Chun S., 2023. "Share buybacks and corporate tax cuts," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  • Juin-Jen Chang & Chun-Hung Kuo & Hsieh-Yu Lin & Shu-Chun S. Yang, 2022. "Share Buybacks and Corporate Tax Cuts," IEAS Working Paper : academic research 22-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
• Jonathan L. Burke, 2022. "Generic determinacy among stationary overlapping generations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 977-993, June.
• Aloisio Araujo & J. Mauricio Villalba, 2022. "Equilibrium efficiency with secured and unsecured assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 1025-1049, June.
• Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Shareholder heterogeneity, asymmetric information, and the equilibrium manager," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 1101-1134, June.
  • Milo Bianchi & Rose-Anne Dana & Elyes Jouini, 2021. "Shareholder heterogeneity, asymmetric information, and the equilibrium manager," Working Papers hal-03693971, HAL.
  • Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Shareholder heterogeneity, asymmetric information, and the equilibrium manager," Post-Print halshs-03839938, HAL.
  • Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Shareholder heterogeneity, asymmetric information, and the equilibrium manager," PSE-Ecole d'économie de Paris (Postprint) halshs-03839938, HAL.
  • Bianchi, Milo & Dana, Rose-Anne & Jouini, Elyès, 2021. "Shareholder Heterogeneity, Asymmetric Information, and the Equilibrium Manager," TSE Working Papers 21-1181, Toulouse School of Economics (TSE).
• Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Equilibrium CEO contract with belief heterogeneity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 505-546, September.
  • Bianchi, Milo & Dana, Rose-Anne & Jouini, Elyès, 2021. "Equilibrium CEO Contract with Belief Heterogeneity," TSE Working Papers 21-1253, Toulouse School of Economics (TSE).
  • Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Equilibrium CEO contract with belief heterogeneity," PSE-Ecole d'économie de Paris (Postprint) halshs-03839944, HAL.
  • Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Equilibrium CEO contract with belief heterogeneity," Post-Print halshs-03839944, HAL.
• Thorsten Hens & Fatemeh Naebi, 2022. "Behavioral heterogeneity in the CAPM with evolutionary dynamics," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1499-1521, November.
• Kavya Clanganthuruthil Sajeev & Mohd Afjal, 2022. "Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models," SN Business & Economics, Springer, vol. 2(6), pages 1-21, June.
• Cheng-Wen Lee & Wei-Jui Chen, 2022. "Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-3.
• Darpeix, Pierre-Emmanuel, 2022. "The market for short-term debt securities in Europe: what we know and what we do not know," ESRB Occasional Paper Series 21, European Systemic Risk Board.
• Ellis, Andrew & Piccione, Michele & Zhang, Shengxing, 2022. "Equilibrium securitization with diverse beliefs," Theoretical Economics, Econometric Society, vol. 17(1), January.
  • Zhang, Shengxing & Ellis, Andrew & Piccione, Michele, 2021. "Equilibrium Securitization with Diverse Beliefs," CEPR Discussion Papers 16091, C.E.P.R. Discussion Papers.
  • Ellis, Andrew & Piccione, Michele & Zhang, Shengxing, 2022. "Equilibrium securitization with diverse beliefs," LSE Research Online Documents on Economics 113728, London School of Economics and Political Science, LSE Library.
• Donghyun Park & Kwanho Shin, 2022. "Does Corruption Discourage Entrepreneurship?," Asian Economic Papers, MIT Press, vol. 21(3), pages 40-59, Fall.
  • Park, Donghyun & Shin, Kwanho, 2022. "Does Corruption Discourage Entrepreneurship?," ADB Economics Working Paper Series 670, Asian Development Bank.
• Nabi Arjmandi & Chao Gu & Joseph H. Haslag, 2022. "Optimal Intermediary Contracts," Working Papers 2209, Department of Economics, University of Missouri.
• Alessandro Spiganti, 2022. "Wealth Inequality and the Exploration of Novel Alternatives," Working Papers 2022:02, Department of Economics, University of Venice "Ca' Foscari".
• Kiss Gábor Dávid & Mészáros Mercédesz & Sallai Dóra, 2022. "Differences in Capital Market Network Structures under COVID-19," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 10(1), pages 15-28, September.
• Wajebo Temesgen Woldamanuel, 2022. "Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies," Economics and Business, Sciendo, vol. 36(1), pages 149-163, January.
• Dumiter Florin Cornel & Turcaș Florin Marius, 2022. "Theoretical and empirical underpinnings regarding stock market forecasts and predictions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 32(1), pages 1-19, March.
• Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022. "Do words hurt more than actions? The impact of trade tensions on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
  • Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
  • Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
• Fathi Jouini & Ahlem Selma Messai & Abdelkader Mohamed Sghaier Derbali, 2022. "The relationship between bitcoin and energy commodities: AutoRegressive distributed lag approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-16, December.

2021

• Sergey Kovbasyuk & Giancarlo Spagnolo, 2024. "Memory and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1775-1806.
  • Sergei Kovbasyuk & Giancarlo Spagnolo, 2016. "Memory and Markets," EIEF Working Papers Series 1606, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
  • Sergey Kovbasyuk & Giancarlo Spagnolo, 2021. "Memory And Markets," Working Papers w0284, New Economic School (NES).
  • Sergei Kovbasyuk & Giancarlo Spagnolo, 2017. "Memory and Markets," CEIS Research Paper 415, Tor Vergata University, CEIS, revised 07 Dec 2017.
• Cyril Monnet & Erwan Quintin, 2021. "Optimal Financial Exclusion," American Economic Journal: Microeconomics, American Economic Association, vol. 13(4), pages 101-134, November.
• Joshua Y. Abor & Mohammed Amidu & Emmanuel Sarpong-Kumankoma & Haruna Issahaku, 2021. "African Banking Sector Development: The Roles of Remittances and Monetary Policy," The African Finance Journal, Africagrowth Institute, vol. 23(1), pages 20-40.
• Efe Arda & Güray Küçükkocaoğlu, 2021. "Yapay Zeka Yöntemleri İle Hisse Senedi Fiyat Öngörüleri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(2), pages 565-586.
• Ercan Özen & Simon Grima & Bahattin Hamarat & Mihaela Onofrei & Bogdan-Narcis Firtescu & Paula-Andreea Terinte, 2021. "Teleworking and Emotional Experience and Wellbeing: The Case in the Turkish Financial Services Industry During COVID-19," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 68(3), pages 345-360, September.
• Javier Donna & José Antonio Espín-Sánchez(Yale, 2021. "The illiquidity of water markets: Efficient institutions for water allocation in southeastern Spain," Working Papers 60, Red Nacional de Investigadores en Economía (RedNIE).
• Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
  • Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
• Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Böhme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Department of Economics University of Siena 860, Department of Economics, University of Siena.
  • Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Papers 2109.10958, arXiv.org.
• Ololade Periola-Fatunsin & Johnson A. Oliyide & Ismail O. Fasanya, 2021. "Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(2), pages 1-5.
• Mengxu Xiong, 2021. "Uncertainty in the Pandemic and the Energy Stock Market - Evidence From China," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-4.
• Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022. "Do words hurt more than actions? The impact of trade tensions on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
  • Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
  • Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
• Johannes Gierlinger & Pau Milán, 2021. "The Limits to Local Insurance," Working Papers 1293, Barcelona School of Economics.
• Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2021. "The impact of credit shocks on the European labour market," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 21(1), pages 1-25.
• Kharroubi, Enisse, 2023. "Global lending conditions and international coordination of financial regulation policies," Journal of Financial Stability, Elsevier, vol. 69(C).
  • Enisse Kharroubi, 2021. "Global lending conditions and international coordination of financial regulation policies," BIS Working Papers 962, Bank for International Settlements.
• SPEIAN Olesea, 2021. "Financial Inclusion In The Republic Of Moldova: Recent Impacts And Evidence," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 73(Special), pages 290-300, December.
• Kaan Celebi & Paul J.J. Welfens, 2021. "The Stock Market, Labor-Income Risk and Unemployment in the US: Empirical Findings and Policy Implications," EIIW Discussion paper disbei291, Universitätsbibliothek Wuppertal, University Library.
• Steffen Juranek & Øivind A Nilsen & Simen A Ulsaker, 2022. "Bank Consolidation, Interest Rates, and Risk: A Post-Merger Analysis Based on Loan-Level Data from the Corporate Sector [Competition and financial stability]," Journal of Competition Law and Economics, Oxford University Press, vol. 18(4), pages 771-798.
  • Juranek, Steffen & Nilsen, Øivind A. & Ulsaker, Simen A., 2021. "Bank consolidation, interest rates, and risk: A post-merger analysis based on loan-level data from the corporate sector," Discussion Paper Series in Economics 20/2021, Norwegian School of Economics, Department of Economics.
  • Steffen Juranek & Øivind Anti Nilsen & Simen A. Ulsaker, 2021. "Bank Consolidation, Interest Rates, and Risk: A Post-Merger Analysis Based on Loan-Level Data from the Corporate Sector," CESifo Working Paper Series 9480, CESifo.
• Julien Xavier Daubanes & Shema Frédéric Mitali & Jean-Charles Rochet, 2021. "Why Do Firms Issue Green Bonds?," Swiss Finance Institute Research Paper Series 21-97, Swiss Finance Institute.
• Sosa Castro, Magnolia Miriam & Bucio Pacheco, Christian & Ortiz Calisto, Edgar, 2021. "Dynamic Stock Dependence and Monetary Variables in the United States (2000-2016): A Copula and Neural Network Approach," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 201-234, November.
• Ellis, Andrew & Piccione, Michele & Zhang, Shengxing, 2022. "Equilibrium securitization with diverse beliefs," Theoretical Economics, Econometric Society, vol. 17(1), January.
  • Zhang, Shengxing & Ellis, Andrew & Piccione, Michele, 2021. "Equilibrium Securitization with Diverse Beliefs," CEPR Discussion Papers 16091, C.E.P.R. Discussion Papers.
  • Ellis, Andrew & Piccione, Michele & Zhang, Shengxing, 2022. "Equilibrium securitization with diverse beliefs," LSE Research Online Documents on Economics 113728, London School of Economics and Political Science, LSE Library.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2021. "Dynamics of Asset Demands with Confidence Heterogeneity," CEPR Discussion Papers 16441, C.E.P.R. Discussion Papers.
• Emilio Gutierrez & David Jaume & Martín Tobal, 2023. "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," American Economic Journal: Economic Policy, American Economic Association, vol. 15(4), pages 1-36, November.
  • Emilio Gutierrez & David Jaume & Martín Tobal, 2021. "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," CEDLAS, Working Papers 0277, CEDLAS, Universidad Nacional de La Plata.
• Jamel Boukhatem, 2021. "Sukuk Market and Economic Welfare Nexus: A Partial Equilibrium Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 142-145.
• Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
• Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 238-252.
• Gokmen, Gunes & Morin, Annaig, 2021. "Investment shocks and inequality dynamics," Economic Modelling, Elsevier, vol. 94(C), pages 570-579.
• Maghyereh, Aktham & Abdoh, Hussein, 2021. "Time–frequency quantile dependence between Bitcoin and global equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
• Wang, Hailong & Hu, Duni, 2021. "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
• Giannikos, Christos I. & Kyei-Fordjour, Richmond, 2021. "Computing posterior signals and endogenous parameters in a dealer trading network," Economics Letters, Elsevier, vol. 207(C).
• Pu, Yun & Zulauf, Carl, 2021. "Where are the fundamental traders? A model application based on the Shanghai Stock Exchange," Emerging Markets Review, Elsevier, vol. 49(C).
• Ahmed, Abdullahi D. & Huo, Rui, 2021. "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, vol. 93(C).
• Lahiani, Amine & Mefteh-Wali, Salma & Shahbaz, Muhammad & Vo, Xuan Vinh, 2021. "Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA?," Energy Policy, Elsevier, vol. 158(C).
  • Amine Lahiani & Salma Mefteh-Wali & Muhammad Shahbaz & Xuan Vinh Vo, 2021. "Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA?," Post-Print hal-03573197, HAL.
  • Lahiani, Amine & Mefteh-Wali, Salma & Shahbaz, Muhammad & Vo, Xuan Vinh, 2021. "Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA?," MPRA Paper 109446, University Library of Munich, Germany, revised 19 Aug 2021.
• Shi, Leilei & Wang, Binghong & Guo, Xinshuai & Li, Honggang, 2021. "A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation," International Review of Financial Analysis, Elsevier, vol. 74(C).
• Kharma, Céline & Eugster, Nicolas, 2021. "Is competition beneficial? The case of exchange traded funds," International Review of Financial Analysis, Elsevier, vol. 76(C).
• Ruan, Xinfeng & Zhang, Jin E., 2021. "Ambiguity on uncertainty and the equity premium," Finance Research Letters, Elsevier, vol. 38(C).
• Paramati, Sudharshan Reddy & Mo, Di & Huang, Ruixian, 2021. "The role of financial deepening and green technology on carbon emissions: Evidence from major OECD economies," Finance Research Letters, Elsevier, vol. 41(C).
• Ruan, Xinfeng & Zhang, Jin E., 2021. "The economics of the financial market for volatility trading," Journal of Financial Markets, Elsevier, vol. 52(C).
• Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
• Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021. "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 700-717.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and asset prices: an experiment," Staff Reports 548, Federal Reserve Bank of New York.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and Asset Prices: An Experiment," Working Papers 1033, George Mason University, Interdisciplinary Center for Economic Science.
• Coppock, Lee A. & Harper, Daniel Q. & Holt, Charles A., 2021. "Capital constraints and asset bubbles: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 75-88.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2021. "Long-run equilibrium in international assets and goods markets: Why is the law of one price required?," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 891-904.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021. "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," Post-Print hal-03330856, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021. "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," PSE-Ecole d'économie de Paris (Postprint) hal-03330856, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2021. "Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330856, HAL.
• Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021. "Aggregation and design of information in asset markets with adverse selection," Journal of Economic Theory, Elsevier, vol. 191(C).
  • Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
  • Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and Design of Information in Asset Markets with Adverse Selection," Working Papers 979, Barcelona School of Economics.
• Bongaerts, Dion & Achter, Mark Van, 2021. "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, vol. 140(1), pages 220-249.
• Chabakauri, Georgy & Rytchkov, Oleg, 2021. "Asset pricing with index investing," Journal of Financial Economics, Elsevier, vol. 141(1), pages 195-216.
• Goyal, Raghav & Adjemian, Michael K., 2021. "The 2019 government shutdown increased uncertainty in major agricultural commodity markets," Food Policy, Elsevier, vol. 102(C).
  • Goyal, Raghav & Adjemian, Michael K., 2020. "The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304256, Agricultural and Applied Economics Association.
• Gaballo, Gaetano & Marimon, Ramon, 2021. "Breaking the spell with credit-easing: Self-confirming credit crises in competitive search economies," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 1-20.
  • Gaballo, Gaetano; Marimon, Ramon, 2016. "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers ADE2016/01, European University Institute.
  • Marimon, Ramon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," CEPR Discussion Papers 11135, C.E.P.R. Discussion Papers.
  • Gaetano Gaballo & Ramon Marimon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," NBER Working Papers 22006, National Bureau of Economic Research, Inc.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021. "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 151-160.
• Park, Hyejin, 2021. "Collateral reuse, collateral mismatch, and financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 367-380.
• Mokni, Khaled, 2021. "When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 65-73.
• Jarrow, Robert & Li, Siguang, 2021. "Endogenous liquidity risk and dealer market structure," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 449-453.
• Tissaoui, Kais & Zaghdoudi, Taha, 2021. "Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 481-492.
• Kim, Eung-Bin & Byun, Suk-Joon, 2021. "Risk, ambiguity, and equity premium: International evidence," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 321-335.
• Kanno, Masayasu, 2021. "Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach," Research in International Business and Finance, Elsevier, vol. 58(C).
• Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021. "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
• Chabakauri, Georgy & Rytchkov, Oleg, 2021. "Asset pricing with index investing," LSE Research Online Documents on Economics 105749, London School of Economics and Political Science, LSE Library.
• Paul Simshauser, 2021. "Lessons from Australia's National Electricity Market 1998-2018: strengths and weaknesses of the reform experience," Chapters, in: Jean-Michel Glachant & Paul L. Joskow & Michael G. Pollitt (ed.), Handbook on Electricity Markets, chapter 9, pages 242-286, Edward Elgar Publishing.
  • Paul Simshauser, 2019. "Lessons from Australia's National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Working Papers EPRG1927, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2019. "Lessons from Australia’s National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Cambridge Working Papers in Economics 1972, Faculty of Economics, University of Cambridge.
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  • Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Böhme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Department of Economics University of Siena 860, Department of Economics, University of Siena.
• TEKIN, Bilgehan, 2021. "Financial Ratios Affecting Systematic Risk In Joint-Stock Companies: Bist Technology (Xutek) Industry Companies Case In Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(1), pages 95-113, March.
• Sulima Anna, 2021. "The Absence of Arbitrage on the Complete Black-Scholes-Merton Regime-Switching Lévy Market," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(3), pages 72-84, September.
• Loang Ooi Kok & Ahmad Zamri, 2021. "Does volatility mediate the impact of analyst recommendations on herding in Malaysian stock market?," Economics and Business Review, Sciendo, vol. 7(4), pages 54-71, December.
• Raza Syed Ali & Shah Nida & Ali Muhammad & Shahbaz Muhammad, 2021. "Do Exchange Rates Fluctuations Influence Gold Price in G7 Countries? New Insights from a Nonparametric Causality-in-Quantiles Test," Zagreb International Review of Economics and Business, Sciendo, vol. 24(2), pages 37-57.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
  • Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• Cyril Monnet & Thomas Nellen, 2021. "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 939-970, August.
  • Cyril Monnet & Dr. Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
• John Beirne & Nuobu Renzhi & Ulrich Volz, 2021. "Bracing for the Typhoon: Climate change and sovereign risk in Southeast Asia," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(3), pages 537-551, May.
  • Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Bracing for the Typhoon: Climate Change and Sovereign Risk in Southeast Asia," ADBI Working Papers 1223, Asian Development Bank Institute.
• Schober, Dominik & Etzel, Tobias & Falter, Alexander & Frankovic, Ivan & Gross, Christian & Kablau, Anke & Lauscher, Pierre & Ohls, Jana & Strobel, Lena & Wilke, Hannes, 2021. "Sensitivity analysis of climate-related transition risks in the German financial sector," Technical Papers 13/2021, Deutsche Bundesbank.
• Schober, Dominik & Etzel, Tobias & Falter, Alexander & Frankovic, Ivan & Gross, Christian & Kablau, Anke & Lauscher, Pierre & Ohls, Jana & Strobel, Lena & Wilke, Hannes, 2021. "Sensitivitätsanalyse klimabezogener Transitionsrisiken des deutschen Finanzsektors [Sensitivity analysis of climate-related transition risks in the German financial sector]," Technical Papers 13/2021, Deutsche Bundesbank.
• Mourelatos, Evangelos, 2021. "Personality and Ethics on Online Labor Markets: How mood influences ethical perceptions," EconStor Preprints 244735, ZBW - Leibniz Information Centre for Economics.
• Mourelatos, Evangelos, 2021. "Hiring Discrimination in Labor Markets. An Experimental Study of Mood Regulation," GLO Discussion Paper Series 956, Global Labor Organization (GLO).
• Schiller, Jonathan & Gross, Jonas, 2021. "A Model for Central Bank Digital Currencies: Implications for Bank Funding and Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242350, Verein für Socialpolitik / German Economic Association.

2020

• Goyal, Raghav & Adjemian, Michael K., 2021. "The 2019 government shutdown increased uncertainty in major agricultural commodity markets," Food Policy, Elsevier, vol. 102(C).
  • Goyal, Raghav & Adjemian, Michael K., 2020. "The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304256, Agricultural and Applied Economics Association.
• Umut Uyar & Gözde Sarak, 2020. "Finansal Oranlar ile Firma Değeri İlişkisinin Borsa İstanbul ve Londra Borsası İmalat Sanayi Sektörlerinde Karşılaştırılması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(3), pages 537-560.
• Deniz Sevinç, 2020. "Covid-19'un Uluslararası Pay Piyasalarına Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(SI), pages 59-75.
• N. Serap Vurur & Ercan Özen, 2020. "Covid-19 Salgınının CDS Primleri İle Borsa Endeksleri Arasındaki İlişki Üzerine Etkileri: Başlıca Avrupa Endeksleri İçin Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(SI), pages 97-114.
• Mahammad Allazov, "undated". "Development Perspective And Optimization Of The Use Of Financial Instruments In The Fund Markets Of The Republic Of Azerbaijan," Review of Socio - Economic Perspectives 202060, Reviewsep.
• Philippe Adair & Mohamed Adaskou, 2020. "Credit Rationing and Mature French SMEs: A Disequilibrium Model," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(1), pages 55-72, June.
• Tri Vi Dang & Gary Gorton & Bengt Holmström, 2020. "The Information View of Financial Crises," Annual Review of Financial Economics, Annual Reviews, vol. 12(1), pages 39-65, December.
  • Tri Vi Dang & Gary B. Gorton & Bengt R. Holmstrom, 2019. "The Information View of Financial Crises," NBER Working Papers 26074, National Bureau of Economic Research, Inc.
• Christian Peitz & Yuanhua Feng & Bernard M. Gilroy & Nico Stoeckmann, 2020. "The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(4), pages 427-438, April.
• David Russ, 2020. "Multidimensional Noise and Non-Fundamental Information Diversity," Working Papers 201, Bavarian Graduate Program in Economics (BGPE).
• Lutz G. Arnold & David Russ, 2020. "Listening to the Noise in Financial Markets," Working Papers 203, Bavarian Graduate Program in Economics (BGPE).
• Lerby Ergun & Andreas Uthemann, 2020. "Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service," Staff Working Papers 20-55, Bank of Canada.
• Murat GUNDUZ & Yunus OZYILDIRIM, 2020. "The Role of Islamic Banking in the Development of Financial Inclusion: Calculation of Islamic Banking Financial Inclusion Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 14(2), pages 119-144.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2022. "Manipulation and (Mis)trust in Prediction Markets," Management Science, INFORMS, vol. 68(9), pages 6716-6732, September.
  • Choo, Lawrence & Kaplan, Todd R. & Zultan, Ro'i, 2019. "Manipulation and (mis)trust in prediction markets," FAU Discussion Papers in Economics 12/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  • Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2020. "Manipulation And (Mis)Trust In Prediction Markets," Working Papers 2012, Ben-Gurion University of the Negev, Department of Economics.
• Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2020. "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers 20-27, Department of Economics, University of Birmingham.
  • Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2021. "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers 2104, University of Exeter, Department of Economics.
• Thorsten Hens & Klaus R. Schenk‐Hoppé, 2020. "Patience Is a Virtue: In Value Investing," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 1019-1031, December.
  • Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2018. "Patience is a Virtue - In Value Investing," Swiss Finance Institute Research Paper Series 18-26, Swiss Finance Institute, revised Apr 2018.
• Roberto Ercegovac & Mario Pečarić & Ivica Klinac, 2020. "Bank Risk Profiles and Business Model Characteristics," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 107-121.
• Michael Hasler & Mariana Khapko & Roberto Marfè, 2020. "Rational Learning and the Term Structures of Value and Growth Risk Premia," Carlo Alberto Notebooks 622, Collegio Carlo Alberto.
• Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
  • Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
  • Matthijs Breugem & Stefano Colonnello & Roberto Marfe & Francesca Zucchi, 2024. "Dynamic Equity Slope," Carlo Alberto Notebooks 713 JEL Classification: D, Collegio Carlo Alberto.
• Miklánek, Tomáš & Zajíček, Miroslav, 2020. "Personal traits and trading in an experimental asset market," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 86(C).
  • Tomas Miklanek & Miroslav Zajicek, 2020. "Personal Traits and Trading in an Experimental Asset Market," CERGE-EI Working Papers wp654, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Stijn Claessens & Liliana Rojas-Suarez, 2020. "A Decision Tree for Digital Financial Inclusion Policymaking," Working Papers 525, Center for Global Development.
• H. Sohn & Didier Sornette, 2020. "Rational Belief Bubbles," Swiss Finance Institute Research Paper Series 20-05, Swiss Finance Institute.
• Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
  • Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2020. "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers 15116, C.E.P.R. Discussion Papers.
• Mihai Mutascu & Scott W. Hegerty, 2020. "Capital-Flow Volatility and Economic Openness: A Wavelet Approach," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 66(4), pages 291-318.
• Mihai Mutascu & Scott W. Hegerty, 2020. "Capital-Flow Volatility and Economic Openness: A Wavelet Approach," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 66(4), pages 291-318.
• Max Deter, 2020. "Prosociality and Risk Preferences in the Financial Sector," SOEPpapers on Multidisciplinary Panel Data Research 1075, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Persi, Gianluca, 2020. "US dollar funding tensions and central bank swap lines during the COVID-19 crisis," Economic Bulletin Boxes, European Central Bank, vol. 5.
• Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022. "Do words hurt more than actions? The impact of trade tensions on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
  • Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
  • Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
• Salma Zaiane & Rabeb Jrad, 2020. "The Dynamic Linkages between Stock Market and Foreign Exchange Market: Evidence from an Emerging Market," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 245-254.
• Rana Abdelhafeez Feda, 2020. "The Impact of Credit Ratings on Firms Capital Structure," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 92-101.
• Valeriia Denisova, 2020. "Financial Development and Energy Consumption: Evidence from Germany," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 35-39.
• Halim, Edward & Riyanto, Yohanes E., 2020. "Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
• Thanh, Su Dinh & Canh, Nguyen Phuc & Maiti, Moinak, 2020. "Asymmetric effects of unanticipated monetary shocks on stock prices: Emerging market evidence," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 40-55.
• Canh, Nguyen Phuc & Thanh, Su Dinh, 2020. "Financial development and the shadow economy: A multi-dimensional analysis," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 37-54.
• Li, Hong, 2020. "Volatility spillovers across European stock markets under the uncertainty of Brexit," Economic Modelling, Elsevier, vol. 84(C), pages 1-12.
• Makrelov, Konstantin & Arndt, Channing & Davies, Rob & Harris, Laurence, 2020. "Balance sheet changes and the impact of financial sector risk-taking on fiscal multipliers," Economic Modelling, Elsevier, vol. 87(C), pages 322-343.
• Wang, Hailong & Hu, Duni & Ma, Chaoqun & Cheng, Fengchao, 2020. "Disagreements with noisy signals and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
• Wang, Hailong & Hu, Duni, 2020. "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
• Kedar-Levy, Haim, 2020. "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, vol. 48(C).
• Phuc Nguyen, Canh & Dinh Su, Thanh & Doytch, Nadia, 2020. "The drivers of financial development: Global evidence from internet and mobile usage," Information Economics and Policy, Elsevier, vol. 53(C).
• Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020. "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, vol. 70(2).
• Kang, Minwook, 2020. "Demand deposit contracts and bank runs with present biased preferences," Journal of Banking & Finance, Elsevier, vol. 119(C).
• Gersbach, Hans & Haller, Hans & Papageorgiou, Stylianos, 2020. "Regulatory competition in banking: Curse or blessing?," Journal of Banking & Finance, Elsevier, vol. 121(C).
• van der Ploeg, Frederick & Rezai, Armon, 2020. "The risk of policy tipping and stranded carbon assets," Journal of Environmental Economics and Management, Elsevier, vol. 100(C).
  • Rick van der Ploeg & Armon Rezai, 2019. "The Risk of Policy Tipping and Stranded Carbon Assets," CESifo Working Paper Series 7769, CESifo.
• Gale, Douglas & Gottardi, Piero, 2020. "A general equilibrium theory of banks' capital structure," Journal of Economic Theory, Elsevier, vol. 186(C).
• Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet, 2020. "Liquidity regimes and optimal dynamic asset allocation," Journal of Financial Economics, Elsevier, vol. 136(2), pages 379-406.
  • Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet, 2018. "Liquidity Regimes and Optimal Dynamic Asset Allocation," CEPR Discussion Papers 12737, C.E.P.R. Discussion Papers.
  • Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saǧlam, 2018. "Liquidity Regimes and Optimal Dynamic Asset Allocation," NBER Working Papers 24222, National Bureau of Economic Research, Inc.
• Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik, 2020. "Asset pricing: A tale of night and day," Journal of Financial Economics, Elsevier, vol. 138(3), pages 635-662.
• Phuc Canh, Nguyen & Trung Thong, Nguyen, 2020. "Nexus between financialisation and natural resources rents: Empirical evidence in a global sample," Resources Policy, Elsevier, vol. 66(C).
• Chirwa, Themba G. & Odhiambo, Nicholas M., 2020. "Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks," Resources Policy, Elsevier, vol. 69(C).
  • Chirwa, Themba G & Odhiambo, Nicholas M, 2020. "Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks," Working Papers 26643, University of South Africa, Department of Economics.
• Avanzini, Diego & Martı́nez, Juan Francisco & Pérez, Vı́ctor, 2020. "Assessing mortgage default risk in full-recourse economies, with an application to the case of Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
• Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
  • Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
• Afanasyeva, Elena & Güntner, Jochen, 2020. "Bank market power and the risk channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
  • Elena Afanasyeva & Jochen Güntner, 2018. "Bank Market Power and the Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2018-006, Board of Governors of the Federal Reserve System (U.S.).
• Kashyap, Ravi, 2020. "David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
• Luque, Jaime, 2020. "Assessing the role of TIF and LIHTC in an equilibrium model of affordable housing development," Regional Science and Urban Economics, Elsevier, vol. 80(C).
• Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2020. "A survey on the magnet effect of circuit breakers in financial markets," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 138-151.
• Huang, Yong & Yan, Chao, 2020. "Global accounting standards, financial statement comparability, and the cost of capital," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 301-318.
• Miklánek, Tomáš & Zajíček, Miroslav, 2020. "Personal traits and trading in an experimental asset market," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 86(C).
  • Tomas Miklanek & Miroslav Zajicek, 2020. "Personal Traits and Trading in an Experimental Asset Market," CERGE-EI Working Papers wp654, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Zhao, Pan & Lu, Zhou & Fang, Jianchun & Paramati, Sudharshan Reddy & Jiang, Kai, 2020. "Determinants of renewable and non-renewable energy demand in China," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 202-209.
• Krivosheya, Egor, 2020. "The role of financial innovations in consumer behavior in the Russian retail payments market," Technological Forecasting and Social Change, Elsevier, vol. 161(C).
• Rahi, Rohit & Zigrand, Jean-Pierre, 2020. "Market fragmentation and contagion," LSE Research Online Documents on Economics 118876, London School of Economics and Political Science, LSE Library.
• Ergun, Lerby & Uthemann, Andreas, 2020. "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics 118893, London School of Economics and Political Science, LSE Library.
• Ameen Qasem & Norhani Aripin & Wan Nordin Wan-Hussin, 2020. "Financial restatements and sell-side analysts' stock recommendations: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(4), pages 501-524, April.
• Ameen Qasem & Norhani Aripin & Wan Nordin Wan-Hussin, 2020. "Financial restatements and sell-side analysts' stock recommendations: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(4), pages 501-524, April.
• Natalia V. Trusova & Inna Ye. Yakusheva & Yuliia M. Zavoloka & Alina H. Yefremenko & Yuliia A. Malashenko & Maryna V. Sidnenko, 2020. "Imperatives of functioning of the financial market of Ukraine in the global space of debt loading," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(8), pages 1497-1511, November.
• Imtiaz Sifat & Azhar Mohamad, 2020. "Ex-post effects of circuit breakers in crisis and calm markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(2), pages 333-350, March.
• Canh Phuc Nguyen & Thanh Dinh Su & Udomsak Wongchoti & Christophe Schinckus, 2020. "The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(3), pages 513-543, June.
• Julia Anna Bingler & Chiara Colesanti Senni, 2020. "Taming the Green Swan: How to improve climate-related financial risk assessments," CER-ETH Economics working paper series 20/340, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Alessandro Spiganti, 2020. "Inequality of opportunity, inequality of effort, and innovation," Economics Working Papers MWP 2020/02, European University Institute.
• Roberto Ercegovac & Mario Pecaric & Ivica Klinac, 2020. "What Determines the Price to Book Ratio in the European Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 70(3), pages 262-280, September.
• Abbassi, Puriya & Bräuning, Falk, 2020. "Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata," Discussion Papers 53/2020, Deutsche Bundesbank.
  • Puriya Abbassi & Falk Bräuning, 2020. "Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata," Working Papers 20-8, Federal Reserve Bank of Boston.
• Conklin, James N. & Frame, W. Scott & Gerardi, Kristopher & Liu, Haoyang, 2022. "Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom," Journal of Financial Intermediation, Elsevier, vol. 51(C).
  • James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2018. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," FRB Atlanta Working Paper 2018-10, Federal Reserve Bank of Atlanta.
  • James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2020. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," Working Papers 2013, Federal Reserve Bank of Dallas.
• Karlye Dilts Stedman, 2020. "The G-Spread Suggests Federal Reserve Restored Calm to Treasury Markets," Economic Bulletin, Federal Reserve Bank of Kansas City, pages 1-4, July.
• Ryan Bush & Haitham Jendoubi & Matthew Raskin & Giorgio Topa, 2020. "How Did Market Perceptions of the FOMC’s Reaction Function Change after the Fed’s Framework Review?," Liberty Street Economics 20201218, Federal Reserve Bank of New York.
• Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2020. "Automated Market Makers," IFRO Working Paper 2020/08, University of Copenhagen, Department of Food and Resource Economics.
• Guerdjikova, A. & Quiggin, J., 2020. "Financial market equilibrium with bounded awareness," Working Papers 2020-10, Grenoble Applied Economics Laboratory (GAEL).
  • Ani Guerdjikova & John Quiggin, 2023. "Financial Market Equilibrium with Bounded Awareness 1," Working Papers hal-03962427, HAL.
• Bianchi, Milo & Jehiel, Philippe, 2020. "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society, vol. 15(2), May.
  • Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," Post-Print hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," PSE-Ecole d'économie de Paris (Postprint) hal-02909219, HAL.
• Bianchi, Milo & Jehiel, Philippe, 0. "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society.
  • Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers' dilemmas in financial markets with sampling investors," Post-Print halshs-02875044, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," Post-Print hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," PSE-Ecole d'économie de Paris (Postprint) hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers' dilemmas in financial markets with sampling investors," PSE-Ecole d'économie de Paris (Postprint) halshs-02875044, HAL.
• Bianchi, Milo & Jehiel, Philippe, 2020. "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society, vol. 15(2), May.
  • Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," PSE-Ecole d'économie de Paris (Postprint) hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," Post-Print hal-02909219, HAL.
• Bianchi, Milo & Jehiel, Philippe, 0. "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society.
  • Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers' dilemmas in financial markets with sampling investors," PSE-Ecole d'économie de Paris (Postprint) halshs-02875044, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," Post-Print hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers' dilemmas in financial markets with sampling investors," Post-Print halshs-02875044, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," PSE-Ecole d'économie de Paris (Postprint) hal-02909219, HAL.
• Anja Tkalčević & Iskra Kalodera-Schmiedecke, 2020. "The January Effect In The Aftermath Of Financial Crisis Of 2008," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 71(6), pages 557-578.
• Aase, Knut K., 2020. "Elements of economics of uncertainty and time with recursive utility," Discussion Papers 2020/13, Norwegian School of Economics, Department of Business and Management Science.
• Sofina Mujadiddah & Noer Azam Achsani & Mohammad Iqbal Irfany, 2020. "Short-Term Overreaction Of Islamic Stocks To Specific Events In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 6(1), pages 117-134, February.
• Hossein Meisamy & Hassan F. Gholipour, 2020. "Challenges Facing Islamic Banking In Iran: Evaluation And Policy Implications," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 6(3), pages 621-640, August.
• R. Eki Rahman & Ermawati, 2020. "An Analysis Of Herding Behavior In The Stock Market: A Case Study Of The Asean-5 And The United States," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(3), pages 297-318, October.
• Sofina Mujadiddah & Noer Azam Achsani & Mohammad Iqbal Irfany, 2020. "Short-Term Overreaction Of Islamic Stocks To Specific Events In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 6(1), pages 117-134.
• Hossein Meisamy & Hassan F. Gholipour, 2020. "Challenges Facing Islamic Banking In Iran: Evaluation And Policy Implications," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 6(3), pages 621-640.
• Ortiz-Aguilar, héctor E. & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2020. "Modelos de saltos vs modelos de choques para la valuación de opciones en ambientes de alta volatilidad," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(52), pages 9-45, Primer se.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
• Eric M. Aldrich & Kristian López Vargas, 2020. "Experiments in high-frequency trading: comparing two market institutions," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 322-352, June.
• Khadijah Adeola Idowu & Jamiu Olakunle Tijani, 2020. "Audit Reporting Lag and Regulatory Compliance in Listed Financial Services Firms in Nigeria: A Cross-Sectoral Evaluation," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(3), pages 163-173, September.
• Habis, Helga & Perge, Laura, 2020. "A tőkepiaci eszközárazási modell három időszakos kiterjesztése [The three-period capital-asset pricing model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 379-393.
• Ahmad Alrazni Alshammari, Basheer Altarturi, Buerhan Saiti, Latifah Munassar, 2020. "The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 17(1), pages 31-54, June.
• Cipriani, Marco & Fostel, Ana & Houser, Daniel, 2021. "Leverage and asset prices: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 700-717.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and asset prices: an experiment," Staff Reports 548, Federal Reserve Bank of New York.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and Asset Prices: An Experiment," Working Papers 1033, George Mason University, Interdisciplinary Center for Economic Science.
• Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2021. "Capital Flows, Real Estate, and Local Cycles:Evidence from German Cities, Banks, and Firms," The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 5077-5134.
  • Rebucci, Alessandro & Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang, 2019. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," CEPR Discussion Papers 14187, C.E.P.R. Discussion Papers.
  • Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2020. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," NBER Working Papers 26820, National Bureau of Economic Research, Inc.
  • Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2019. "Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms," Discussion Papers 45/2019, Deutsche Bundesbank.
• Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019. "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers 1285, Society for Economic Dynamics.
  • Haelim Anderson & Selman Erol & Guillermo Ordoñez, 2020. "Interbank Networks in the Shadows of the Federal Reserve Act," NBER Working Papers 27721, National Bureau of Economic Research, Inc.
• David Hirshleifer & Joshua B. Plotkin, 2021. "Moonshots, investment booms, and selection bias in the transmission of cultural traits," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015571118-, June.
  • David Hirshleifer & Joshua Plotkin, 2020. "Moonshots, Investment Booms, and Selection Bias in the Transmission of Cultural Traits," NBER Working Papers 27735, National Bureau of Economic Research, Inc.
• Erol Akçay & David Hirshleifer, 2021. "Social finance as cultural evolution, transmission bias, and market dynamics," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015568118-, June.
  • Erol Akcay & David Hirshleifer, 2020. "Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics," NBER Working Papers 27745, National Bureau of Economic Research, Inc.
• David Andolfatto & Aleksander Berentsen & Fernando M Martin, 2020. "Money, Banking, and Financial Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2049-2086.
  • David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, Banking and Financial Markets," Working Papers 2017-23, Federal Reserve Bank of St. Louis.
  • David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, banking and financial markets," ECON - Working Papers 259, Department of Economics - University of Zurich.
• Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020. "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
  • Toda, Alexis Akira & Walsh, Kieran James, 2014. "The Equity Premium and the One Percent," MPRA Paper 79009, University Library of Munich, Germany, revised 28 Feb 2017.
• Raghibi, Abdessamad & Oubdi, Lahsen, 2020. "Shari’ah-compliant Stock Screening: A Financial Perspective," MPRA Paper 101845, University Library of Munich, Germany.
• Lo, Yuen & Medda, Francesca, 2020. "Uniswap and the rise of the decentralized exchange," MPRA Paper 103925, University Library of Munich, Germany.
• De Koning, Kees, 2020. "U.S. Households' Balance Sheet and the link to economic policies," MPRA Paper 104369, University Library of Munich, Germany.
• Obregon, Carlos, 2020. "New Economics," MPRA Paper 122457, University Library of Munich, Germany.
• Sanel Halilbegovic & Necip Ertem, 2020. "An Explorative Paper on Speculative Approaches to Smart Contracts," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(4), pages 469-480.
• Chung-Yi Tse & Yujing Xu, 2021. "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 220-257, January.
  • Chung-Yi Tse & Yujing Xu, 2020. "Online Appendix to "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?"," Online Appendices 18-336, Review of Economic Dynamics.
• Chung-Yi Tse & Yujing Xu, 2021. "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 220-257, January.
  • Chung-Yi Tse & Yujing Xu, 2020. "Code and data files for "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?"," Computer Codes 18-336, Review of Economic Dynamics.
• Pradhan, Rudra & Arvin, Mak & Norman, Neville & Bahmani, Sahar, 2020. "The dynamics of bondmarket development, stockmarket development and economic growth: Evidence from the G-20 countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 25(49), pages 119-147.
• Abdi, Davod & Moradi, Mehdi & Anvieh Tekyeh, Lorence, 2020. "on the comprehensive banking model with the non-linear model of Markov regime change (MS)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 191-216, February.
• Chamil W SENARATHNE & Wei JIANGUO, 2020. "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 73-91, July.
• Apostolos Kiohos, 2020. "Risk Affection and Transmission of News of Conditional Volatility from the Non-Life to Life Insurance Sector," Bulletin of Applied Economics, Risk Market Journals, vol. 7(2), pages 77-86.
• López Villa, Jorge & Sosa Castro, Miriam, 2020. "Volatilidad condicional y correlación dinámica entre los mercados cambiarios y de valores en México (2009-2019): una aproximación GARCH-DCC / Conditional Volatility and Dynamic Correlation Between the," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 10(2), pages 195-220, julio-dic.
• Selcuk Kendirli & Muhammet Selcuk Kaya & Mustafa Bilgin, 2020. "Evaluation of Financial Performances of SME’s Listed in the Bist Sme Industrial Index by Using TOPSIS Multicriteria Decision Making Method," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 9(3), pages 63-74, September.
• Bernard Cornet, 2020. "The Gale–Nikaido–Debreu lemma with discontinuous excess demand," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(2), pages 169-180, October.
• Michael R. Tehranchi, 2020. "A Black–Scholes inequality: applications and generalisations," Finance and Stochastics, Springer, vol. 24(1), pages 1-38, January.
• Ioannis Karatzas & Donghan Kim, 2020. "Trading strategies generated pathwise by functions of market weights," Finance and Stochastics, Springer, vol. 24(2), pages 423-463, April.
• Hui Ying Sng & Yang Zhang & Huanhuan Zheng, 2020. "Margin trade, short sales and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 673-702, July.
• Mário R. Páscoa & Abdelkrim Seghir, 2020. "Recourse loans and Ponzi schemes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 527-550, September.
• Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
  • Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2019-07, Department of Economics, Williams College, revised Jul 2019.
• Jongmin Yu & Mindy L. Mallory, 2020. "Carbon price interaction between allocated permits and generated offsets," Operational Research, Springer, vol. 20(2), pages 671-700, June.
• Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 2020. "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, vol. 25(3), pages 1156-1199, September.
• Celly Septine Mayliza & Adler Haymans Manurung & Benny Hutahayan, 2020. "Analysis of The Effect of Financial Ratios to Probability Default of Indonesia’s Coal Mining Company," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-9.
• Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
  • Pietro Dindo & Filippo Massari, 2017. "The Wisdom of the Crowd in Dynamic Economies," Working Papers 2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
• Rosie Collington, 2020. "Profits, Innovation and Financialization in the Insulin Industry," Working Papers Series inetwp120, Institute for New Economic Thinking.
• George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2023. "Public Debt as Private Liquidity: Optimal Policy," Journal of Political Economy, University of Chicago Press, vol. 131(11), pages 3233-3264.
  • George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2016. "Public Debt as Private Liquidity: Optimal Policy," NBER Working Papers 22794, National Bureau of Economic Research, Inc.
  • George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2022. "Public Debt as Private Liquidity: Optimal Policy," Working Papers hal-03763095, HAL.
  • Georges Marios Angeletos & Fabrice Collard & Harris Dellas, 2021. "Public Debt as Private Liquidity: Optimal Policy," Working Papers hal-03186917, HAL.
  • Collard, Fabrice & Dellas, Harris & Angeletos, George-Marios, 2020. "Public Debt as Private Liquidity: Optimal Policy," TSE Working Papers 11-1170, Toulouse School of Economics (TSE).
  • George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2023. "Public debt as private liquidity: optimal policy," Post-Print hal-04315922, HAL.
  • George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2023. "Public Debt as Private Liquidity: Optimal Policy ," Working Papers hal-03917771, HAL.
  • Collard, Fabrice & Dellas, Harris & Angeletos, George-Marios, 2020. "Public Debt as Private Liquidity: Optimal Policy," CEPR Discussion Papers 15488, C.E.P.R. Discussion Papers.
• Chatterji, Shurojit & Kajii, Atsushi, 2023. "Decentralizability of efficient allocations with heterogeneous forecasts," Journal of Economic Theory, Elsevier, vol. 207(C).
  • Shurojit Chatterji & Atsushi Kajii, 2020. "Decentralizability of efficient allocations with heterogenous forecasts," Working Papers on Central Bank Communication 016, University of Tokyo, Graduate School of Economics.
  • Shurojit Chatterji & Atsushi Kajii, 2021. "Decentralizability of efficient allocations with heterogenous forecasts," Working Papers on Central Bank Communication 031, University of Tokyo, Graduate School of Economics.
• Shurojit Chatterji & Atsushi Kajii, 2020. "Efficiency, Quality of Forecasts and Radner Equilibria," Working Papers on Central Bank Communication 024, University of Tokyo, Graduate School of Economics.
• Chirwa, Themba G. & Odhiambo, Nicholas M., 2020. "Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks," Resources Policy, Elsevier, vol. 69(C).
  • Chirwa, Themba G & Odhiambo, Nicholas M, 2020. "Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks," Working Papers 26643, University of South Africa, Department of Economics.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
  • Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
• SAHIN, Emrah & GUNGOR, Selim & KARACA, Suleyman Serdar, 2020. "Empirical Analysis Of The Relationship Between Purchasing Managers Index And Bist Industrial Index Under Structural Breaks," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(3), pages 6-22, September.
• YANG, Tzu-Yi, 2020. "The Correlation Between Economic Indicators And Taiwan Stock Market €“ A Case Study Of Leading And Lagging Indicators," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 24(4), pages 41-59, December.
• Milos Grujic & Perica Rajcevic, 2020. "Analyzing Of Stock Exchange Index Movements In A Region With The Objective Of Extractsover-Average Yield," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 660-670.
• Martin Vesna, 2020. "Intervention Strategies in Foreign Exchange Market," Economic Themes, Sciendo, vol. 58(3), pages 381-399, September.
• Lenczewski Martins Carlos Jorge, 2020. "Hidden and Fast Liquidity - Hidden Orders and High-Frequency Trading," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(1), pages 27-35, March.
• Ganiyat Adejoke Adesina-Uthman (PhD) & Adenuga Adeniyi Olatunde & Itodo Idoko Ahmed, 2020. "Re-Examining Money Market And Economic Growth Nexus In Nigeria: A Svar Model Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 20(1a), pages 44-65, June.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
  • Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• Puriya Abbassi & Falk Bräuning, 2020. "Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata," Working Papers 20-8, Federal Reserve Bank of Boston.
  • Abbassi, Puriya & Bräuning, Falk, 2020. "Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata," Discussion Papers 53/2020, Deutsche Bundesbank.
• Eric Budish & Robin S. Lee & John J. Shim, 2024. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," Journal of Political Economy, University of Chicago Press, vol. 132(4), pages 1209-1246.
  • Eric Budish & Robin S. Lee & John J. Shim, 2019. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," NBER Working Papers 25855, National Bureau of Economic Research, Inc.
  • Budish, Eric B. & Lee, Robin S. & Shim, John J., 2020. "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," Working Papers 301, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.

2019

• Mária Bohdalová & Michal Greguš, 2019. "Price–Volume Dependence Of Bitcoin And Its Fractal Analysis," CBU International Conference Proceedings, ISE Research Institute, vol. 7(0), pages 35-41, September.
• Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.
• Garivaltis, Alex, 2019. "Two resolutions of the margin loan pricing puzzle," Research in Economics, Elsevier, vol. 73(2), pages 199-207.
  • Alex Garivaltis, 2019. "Two Resolutions of the Margin Loan Pricing Puzzle," Papers 1906.01025, arXiv.org, revised Oct 2022.
• Chua Chang Jin & Lim Chee Seong & Aye Aye Khin, 2019. "Factors Affecting the Consumer Acceptance towards Fintech Products and Services in Malaysia," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 9(1), pages 59-65, January.
• Ioan-Alin Nistor & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman & Daniela-Georgeta Beju, 2019. "Stochastic Dominance On Ftse Index," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Mucahit OZDEMIR, 2019. "Participation Banks and Islamic Microfinance: Current State in Turkey and Recommendations," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 13(2), pages 121-160.
• Stefany Moreno-Burbano & Andrés Vargas-Vargas & Juan Sebastián Vélez-Velásquez, 2019. "Interest rate dispersion in commercial loans," Borradores de Economia 1088, Banco de la Republica de Colombia.
• Vesna Martin, 2019. "Household Investment Possibilities In Serbia," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 35, pages 61-74, December.
• Kranz Sebastian & Löffler Gunter & Posch Peter N., 2019. "Predatory Short Sales and Bailouts," German Economic Review, De Gruyter, vol. 20(4), pages 469-491, December.
  • Sebastian Kranz & Gunter Löffler & Peter N. Posch, 2019. "Predatory Short Sales and Bailouts," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 469-491, November.
  • Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian, 2015. "Predatory Short Sales and Bailouts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 114734, Verein für Socialpolitik / German Economic Association.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019. "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, vol. 74(1), pages 371-399, February.
  • Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers 21224, National Bureau of Economic Research, Inc.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2017. "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics 118956, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers 10629, C.E.P.R. Discussion Papers.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2019. "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics 87477, London School of Economics and Political Science, LSE Library.
• Péter Kondor & Dimitri Vayanos, 2019. "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
  • Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
  • Vayanos, Dimitri & Kondor, Péter, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers 9885, C.E.P.R. Discussion Papers.
  • Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
  • Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
• JULES H. van BINSBERGEN & CHRISTIAN C. OPP, 2019. "Real Anomalies," Journal of Finance, American Finance Association, vol. 74(4), pages 1659-1706, August.
  • Jules H. van Binsbergen & Christian C. Opp, 2017. "Real Anomalies," NBER Working Papers 23238, National Bureau of Economic Research, Inc.
• Senarathne Chamil W., 2019. "The Impact of Internet Information Flow Regarding ‘Innovation’ on Common Stock Returns: Volume vs Google Search Quarries," Management of Sustainable Development, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 11(1), pages 43-49, June.
• CRAIU Maria-Anca, 2019. "Capital Markets Union And Brexit - Future Challenges And Actions," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(1), pages 18-26, March.
• Francesc Dilmé, 2019. "Bargaining and delay in Thin Markets," CRC TR 224 Discussion Paper Series crctr224_2019_133, University of Bonn and University of Mannheim, Germany.
• Sebastian Kranz & Gunter Löffler & Peter N. Posch, 2019. "Predatory Short Sales and Bailouts," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 469-491, November.
  • Kranz Sebastian & Löffler Gunter & Posch Peter N., 2019. "Predatory Short Sales and Bailouts," German Economic Review, De Gruyter, vol. 20(4), pages 469-491, December.
  • Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian, 2015. "Predatory Short Sales and Bailouts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 114734, Verein für Socialpolitik / German Economic Association.
• Elyès Jouini, 2019. "Tarifer un risque dont l’intensité est diversement perçue," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 21-43.
• Paul Simshauser, 2019. "On the impact of government-initiated CfD's in Australia's National Electricity Market," Working Papers EPRG 1901, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2019. "On the impact of government-initiated CfD’s in Australia’s National Electricity Market," Cambridge Working Papers in Economics 1901, Faculty of Economics, University of Cambridge.
• David Newbery & Michael Pollitt & David M Reiner & Simon Taylor, 2019. "Financing low-carbon generation in the UK: The hybrid RAB model," Working Papers EPRG1926, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Newbery, D. & Pollitt, M. & Reiner, D. & Taylor, S., 2019. "Financing low-carbon generation in the UK: The hybrid RAB model," Cambridge Working Papers in Economics 1969, Faculty of Economics, University of Cambridge.
• Paul Simshauser, 2021. "Lessons from Australia's National Electricity Market 1998-2018: strengths and weaknesses of the reform experience," Chapters, in: Jean-Michel Glachant & Paul L. Joskow & Michael G. Pollitt (ed.), Handbook on Electricity Markets, chapter 9, pages 242-286, Edward Elgar Publishing.
  • Paul Simshauser, 2019. "Lessons from Australia's National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Working Papers EPRG1927, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2019. "Lessons from Australia’s National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Cambridge Working Papers in Economics 1972, Faculty of Economics, University of Cambridge.
• Eric M. Aldrich & Daniel Friedman, 2023. "Order Protection Through Delayed Messaging," Management Science, INFORMS, vol. 69(2), pages 774-790, February.
  • Aldrich, Eric M. & Friedman, Daniel, 2017. "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-502, WZB Berlin Social Science Center.
  • Aldrich, Eric M & Friedman, Daniel, 2019. "Order Protection through Delayed Messaging," Santa Cruz Department of Economics, Working Paper Series qt4938f518, Department of Economics, UC Santa Cruz.
• Suzanne Bijkerk & Casper de Vries, 2019. "Asset-Based Lending," Tinbergen Institute Discussion Papers 19-032/VII, Tinbergen Institute.
  • Suzanne H. Bijkerk & Casper G, de Vries, 2019. "Asset-based lending," CESifo Working Paper Series 7662, CESifo.
• van der Ploeg, Frederick & Rezai, Armon, 2020. "The risk of policy tipping and stranded carbon assets," Journal of Environmental Economics and Management, Elsevier, vol. 100(C).
  • Rick van der Ploeg & Armon Rezai, 2019. "The Risk of Policy Tipping and Stranded Carbon Assets," CESifo Working Paper Series 7769, CESifo.
• David Salamanca & María Inés Agudelo, 2019. "Estudio Comparativo de Costos de Financiación Mercado de Capitales y Canal intermediado en Colombia," Informes de Investigación 18130, Fedesarrollo.
• Miguel Angel Laverde Sarmiento & Jorge Fernando Garcia Carrillo & Juan Carlos Lezama Palomino & Alejandra Patiño Jacinto, 2019. "The importance of information upon applying IFRS in financial entities that trade at the Colombian stock market," Revista CIFE, Universidad Santo Tomás, vol. 21(34), pages 137-152, January.
• Benigno, Pierpaolo & Schilling, Linda M. & Uhlig, Harald, 2022. "Cryptocurrencies, currency competition, and the impossible trinity," Journal of International Economics, Elsevier, vol. 136(C).
  • Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2021. "Cryptocurrencies, Currency Competition, and the Impossible Trinity," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
  • Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2019. "Cryptocurrencies, Currency Competition, and the Impossible Trinity," NBER Working Papers 26214, National Bureau of Economic Research, Inc.
  • Benigno, Pierpaolo & Schilling, Linda & Uhlig, Harald, 2022. "Cryptocurrencies, Currency Competition, and The Impossible Trinity," CEPR Discussion Papers 13943, C.E.P.R. Discussion Papers.
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  • Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
  • GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
  • Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
  • Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
• Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019. "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers 1285, Society for Economic Dynamics.
  • Haelim Anderson & Selman Erol & Guillermo Ordoñez, 2020. "Interbank Networks in the Shadows of the Federal Reserve Act," NBER Working Papers 27721, National Bureau of Economic Research, Inc.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2022. "An Information-based Theory of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2381-2444.
  • Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-Based Theory of Financial Intermediation," Working Paper 19-12, Federal Reserve Bank of Richmond.
  • Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-based Theory of Financial Intermediation," 2019 Meeting Papers 403, Society for Economic Dynamics.
• Haelim Anderson & Kinda Hachem & Simpson Zhang, 2019. "Reallocating Liquidity to Resolve a Crisis: Evidence from the Panic of 1873," 2019 Meeting Papers 709, Society for Economic Dynamics.
  • Haelim Anderson & Kinda Cheryl Hachem & Simpson Zhang, 2021. "Reallocating Liquidity to Resolve a Crisis: Evidence from the Panic of 1873," NBER Working Papers 28870, National Bureau of Economic Research, Inc.
• Oana Mădălina Popescu, 2019. "The impact of Terrorist Attacks on the World Economy. Stock Market Case Study," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 22(74), pages 100-113, December.
• Aleesha Mohamudally-Boolaky & Teemulsingh Luchowa & Kesseven Padachi, 2019. "Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius," Applied Economics and Finance, Redfame publishing, vol. 6(5), pages 177-192, September.
• Senarathne, Chamil W, 2019. "The Information Flow Interpretation of Margin Debt Value Data: Evidence from New York Stock Exchange," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 26(1), pages 45-70, June.
• Bartoszewicz, Artur, 2019. "Skutki zaniechania polityki publicznej w dziedzinie kredytów hipotecznych," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 6(2), pages 1-27, April.
• Mayorov, Sergey (Майоров, Сергей), 2019. "Market Microstructure Approach: A Review of Basic Concepts and Practices [Концепции И Практика Микроструктурного Подхода]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 110-141, April.
• Mayorov, Sergei (Майоров, Сергей), 2019. "Market Microstructure Approach: A Review of Basic Concepts and Practices [Концепции И Практика Микроструктурного Подхода: Краткий Обзор]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 96-109, June.
• Abramov, Alexander E. (Абрамов, Александр) & Radygin, Alexander D. (Радыгин, Александр) & Chernova, Maria I. (Чернова, Мария), 2019. "Efficiency in Portfolio Management of Equity Funds and Methods of Its Evaluation [Эффективность Управления Портфелями Паевых Инвестиционных Фондов Акций И Ее Оценка]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 8-47, August.
• Mario Tirelli & Luca Spinesi, 2021. "R&D financing and growth," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 30(1), pages 24-47, January.
  • Luca, Spinesi & Mario, Tirelli, 2018. "R&D financing and growth," MPRA Paper 86860, University Library of Munich, Germany.
  • Luca Spinesi & Mario Tirelli, 2019. "R&D Financing And Growth," Departmental Working Papers of Economics - University 'Roma Tre' 0249, Department of Economics - University Roma Tre.
• Egor Krivosheya & Polina Belyakova, 2019. "Financial innovations role in consumer behavior at Russian retail payments market," Proceedings of Economics and Finance Conferences 9511955, International Institute of Social and Economic Sciences.
• Ekaterina Semerikova & Egor Krivosheya & Alexander Dobrynin, 2019. "Perception of Acceptance Barriers and Cashless Payments Value: Evidence from Russian Merchants," Proceedings of Economics and Finance Conferences 9511956, International Institute of Social and Economic Sciences.
• Fonseca-Ramírez, Alejandro & Santillán-Salgado, Roberto J. & López-Herrera, Francisco, 2019. "Incidencia de las fluctuaciones del índice VIX en la volatilidad de los mercados bursátiles latinoamericanos / VIX Index Spillover on Latin American Stock Markets Volatility," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 9(1), pages 97-123, enero-jun.
• Robert Oleschak, 2019. "Central Counterparty Auctions and Loss Allocation," Working Papers 2019-06, Swiss National Bank.
• José Manuel Corcuera & Giulia Nunno & José Fajardo, 2019. "Kyle equilibrium under random price pressure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 77-101, June.
• Felix-Benedikt Liebrich & Gregor Svindland, 2019. "Risk sharing for capital requirements with multidimensional security markets," Finance and Stochastics, Springer, vol. 23(4), pages 925-973, October.
• Claudia Ravanelli & Gregor Svindland, 2019. "Ambiguity sensitive preferences in Ellsberg frameworks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(1), pages 53-89, February.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Post-Print hal-03252329, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252329, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," PSE-Ecole d'économie de Paris (Postprint) hal-03252329, HAL.
• Marek Weretka, 2019. "Normative inference in efficient markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(4), pages 787-810, November.
  • Marek Weretka, 2018. "Normative Inference in Efficient Markets," GRAPE Working Papers 29, GRAPE Group for Research in Applied Economics.
• Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019. "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, vol. 183(C), pages 520-545.
  • Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
• Mario R. Pascoa & Abdelkrim Seghir, 2019. "Recourse Loans and Ponzi Schemes," School of Economics Discussion Papers 0719, School of Economics, University of Surrey.
• Araujo, Aloisio & Gama, Juan Pablo & Pascoa, Mario Rui, 2019. "Crashing of efficient stochastic bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 136-143.
  • Aloisio Araujo & Juan Pablo Gama & Mario R. Pascoa, 2019. "Crashing of Efficient Stochastic Bubbles," School of Economics Discussion Papers 0819, School of Economics, University of Surrey.
• Mario R. Pascoa & Abdelkrim Seghir, 2019. "No-trade and Refined Equilibria for Secured Loans in Infinite Horizon," School of Economics Discussion Papers 0919, School of Economics, University of Surrey.
• Deak, S. & Levine, P. & Mirza, A. & Pearlman, J., 2019. "Designing Robust Monetary Policy Using Prediction Pools," Working Papers 19/11, Department of Economics, City University London.
  • Szabolcs Deák & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2019. "Designing Robust Monetary Policy Using Prediction Pools," School of Economics Discussion Papers 1219, School of Economics, University of Surrey.
• Suzanne H. Bijkerk & Casper G, de Vries, 2019. "Asset-based lending," CESifo Working Paper Series 7662, CESifo.
  • Suzanne Bijkerk & Casper de Vries, 2019. "Asset-Based Lending," Tinbergen Institute Discussion Papers 19-032/VII, Tinbergen Institute.
• Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Working Papers on Finance 1905, University of St. Gallen, School of Finance.
  • Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers 19-039/I, Tinbergen Institute.
• Bianchi, Milo & Jehiel, Philippe, 2020. "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society, vol. 15(2), May.
  • Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," Post-Print hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," PSE-Ecole d'économie de Paris (Postprint) hal-02909219, HAL.
• Moreno, Manuel & Novales, Alfonso & Platania, Federico, 2018. "A term structure model under cyclical fluctuations in interest rates," Economic Modelling, Elsevier, vol. 72(C), pages 140-150.
  • Manuel Moreno & Alfonso Novales & Federico Platania, 2019. "A term structure model under cyclical fluctuations in interest rates," Documentos de Trabajo del ICAE 2019-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Emilio Carnevali & Matteo Deleidi & Riccardo Pariboni & Marco Veronese Passarella, 2019. "Cross-Border Financial Effects of Global Warming In a Two-Area Ecological SFC Model," UMASS Amherst Economics Working Papers 2019-02, University of Massachusetts Amherst, Department of Economics.
• Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers 19-039/I, Tinbergen Institute.
  • Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Working Papers on Finance 1905, University of St. Gallen, School of Finance.
• Ćosić Karlo & Časni Anita Čeh, 2019. "The impact of cryptocurrency on the efficient frontier of emerging markets," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 64-75, December.
• Martin Vesna, 2019. "Public Debt Management in Selected Central East Europe Countries," Economic Themes, Sciendo, vol. 57(1), pages 87-109, March.
• Petrović Ružica & Kerković Tamara Milenković & Jocić Dragana Radenković, 2019. "Legal Nature and Role of Swap Arrangements and Options as Financial Instruments," Economic Themes, Sciendo, vol. 57(4), pages 459-480, December.
• Dziawgo Leszek & Dziawgo Danuta, 2019. "Crowdfunding in the Wider Perspective Investment Crowdfunding: Competition Between Regulations, Institutions, and Economic Freedom," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 15(2), pages 1-7, June.
• Polak Mateusz & Polczyk Romuald, 2019. "Misinformation About Dividend Payouts Influences Transaction Prices in Experimental Asset Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 15(4), pages 44-54, December.
• Senarathne Chamil W. & Šoja Tijana, 2019. "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(3), pages 35-45, September.
• Senarathne Chamil W., 2019. "The Impact of Internet Information Flow Regarding ‘Innovation’ on Common Stock Returns: Volume vs Google Search Quarries," Management of Sustainable Development, Sciendo, vol. 11(1), pages 43-49, June.
• Pikhart Zdeněk & Froňková Pavla, 2019. "Estimating Natural Rate of Interest and Equilibrium Exchange Rate: A Case of the Czech Republic," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 231-248, December.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," NBER Working Papers 25583, National Bureau of Economic Research, Inc.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Department of Economics Working Papers 2019-01, Department of Economics, Williams College.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Cowles Foundation Discussion Papers 2169, Cowles Foundation for Research in Economics, Yale University.
• Feixue Gong & Gregory Phelan, 2016. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2016-06, Department of Economics, Williams College, revised Aug 2017.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2019-18, Department of Economics, Williams College.
• Semih Üslü, 2019. "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, vol. 87(6), pages 2079-2140, November.
  • Uslu, Semih, 2015. "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper 73901, University Library of Munich, Germany, revised 21 Sep 2016.
  • Semih Uslu, 2016. "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers 128, Society for Economic Dynamics.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2022. "Manipulation and (Mis)trust in Prediction Markets," Management Science, INFORMS, vol. 68(9), pages 6716-6732, September.
  • Choo, Lawrence & Kaplan, Todd R. & Zultan, Ro'i, 2019. "Manipulation and (mis)trust in prediction markets," FAU Discussion Papers in Economics 12/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  • Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2020. "Manipulation And (Mis)Trust In Prediction Markets," Working Papers 2012, Ben-Gurion University of the Negev, Department of Economics.
• Notheisen, Benedikt & Weinhardt, Christof, 2019. "The blockchain, plums, and lemons: Information asymmetries & transparency in decentralized markets," Working Paper Series in Economics 130, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.

2018

• Abderrazak Said Belabes, 2018. "Book Review of "The Lie of Financial Markets: Mathematics, Price Signal and the Planet By: Nicolas Bouleau, Reviewed by: Abderrazak Said Belabes مراجعة علمية لكتاب: "أكذوبة الأسواق المالية: ," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics. 723, King Abdulaziz University, Islamic Economics Institute..
• Нурманов Д.А. // Nurmanov D.A., 2018. "Риск-ориентированный надзор. Мотивированное надзорное суждение регулятора. // Risk-based supervision. Motivated supervisory judgment of the regulator," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3-4, pages 52-63.
• Xiao, Tim, 2017. "A New Model for Pricing Collateralized Financial Derivatives," SocArXiv fvdzh, Center for Open Science.
  • Tim Xiao, 2018. "A New Model for Pricing Collateralized Financial Derivatives," Papers 1805.11981, arXiv.org.
  • Xiao, Tim, 2017. "A New Model for Pricing Collateralized Financial Derivatives," MPRA Paper 87088, University Library of Munich, Germany.
  • Tim Xiao, 2017. "A New Model for Pricing Collateralized Financial Derivatives," Post-Print hal-01800559, HAL.
• Jokosenumi Saidat Omolola & Adesete Ahmed Adefemi, 2018. "Modelling the Effect of Stock Market Volatility and Exchange Rate Volatility on Foreign Direct Investment in Nigeria: A New Framework Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(12), pages 1482-1505, December.
• Hoa Thi Tuyet Le & Vinh Tuan Tran & Nhan Thi Pham Nguyen & Nam Sy Ngo & Toan Luu Duc Huynh, 2018. "The Influence of Peg and F_Score on Stock Return by Valued Investment Portfolios: Empirical Evidence from Vietnam," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(3), pages 366-377, March.
• Nataliia Zachosova & Nataliia Babina, 2018. "Identification Of Threats To Financial Institutions’ Economic Security As An Element Of The State Financial Security Regulation," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(3).
• Natascia Angelini & Giacomo Bormetti & Stefano Marmi & Franco Nardini, 2018. "Value Matters: The Long-run Behavior of Stock Index Returns," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 16-28, May.
• Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018. "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers 18-35, Bank of Canada.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2018. "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, vol. 36(2), pages 318-336, April.
  • Adam Nowak & Amanda Ross & Christopher Yencha, 2015. "Small Business Borrowing and Peer-to-Peer Lending: Evidence from Lending Club," Working Papers 15-28, Department of Economics, West Virginia University.
• Adem Atmaz & Suleyman Basak, 2018. "Belief Dispersion in the Stock Market," Journal of Finance, American Finance Association, vol. 73(3), pages 1225-1279, June.
  • Basak, Suleyman & Atmaz, Adem, 2017. "Belief Dispersion in the Stock Market," CEPR Discussion Papers 12056, C.E.P.R. Discussion Papers.
• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
  • Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
• Faias Marta & Luque Jaime, 2018. "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-12, January.
• Winter, Christoph, 2018. "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers 2018/21, Faculty of Business and Economics - University of Basel.
• Paul J. J. Welfens & Tian Xiong, 2019. "BREXIT perspectives: financial market dynamics, welfare aspects and problems from slower growth," International Economics and Economic Policy, Springer, vol. 16(1), pages 215-265, March.
  • Paul J.J. Welfens & Tian Xiong, 2018. "BREXIT Perspectives: Financial Market Dynamics, Welfare Aspects and Problems from Slower Growth," EIIW Discussion paper disbei249, Universitätsbibliothek Wuppertal, University Library.
• Matteo Burzoni & Frank Riedel & H. Mete Soner, 2017. "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series 17-48, Swiss Finance Institute.
• Thorsten Hens & Klaus R. Schenk‐Hoppé, 2020. "Patience Is a Virtue: In Value Investing," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 1019-1031, December.
  • Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2018. "Patience is a Virtue - In Value Investing," Swiss Finance Institute Research Paper Series 18-26, Swiss Finance Institute, revised Apr 2018.
• Rodrigo Pérez Pena, 2018. "Impacto De La Aplicación De Las Normas Internacionales De Información Finanaciera (Niif) En La Valoración De Una Empresa Pyme Del Grupo 2," Revista de Economía y Administración, Universidad Autónoma de Occidente, vol. 15(1), July.
• Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet, 2020. "Liquidity regimes and optimal dynamic asset allocation," Journal of Financial Economics, Elsevier, vol. 136(2), pages 379-406.
  • Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saǧlam, 2018. "Liquidity Regimes and Optimal Dynamic Asset Allocation," NBER Working Papers 24222, National Bureau of Economic Research, Inc.
  • Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet, 2018. "Liquidity Regimes and Optimal Dynamic Asset Allocation," CEPR Discussion Papers 12737, C.E.P.R. Discussion Papers.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2018. "The Implications of Financial Innovation for Capital Markets and Household Welfare," CEPR Discussion Papers 13137, C.E.P.R. Discussion Papers.
• John Geanakoplos & Kieran Haobin Wang, 2018. "Quantitative Easing, Collateral Constraints, and Financial Spillovers," Cowles Foundation Discussion Papers 2154, Cowles Foundation for Research in Economics, Yale University.
• Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2017. "Credit shocks and the European labour market," Working Papers 1747, Banco de España.
  • Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2018. "Credit shocks and the European labour market," DNB Working Papers 591, Netherlands Central Bank, Research Department.
  • Bodnár, Katalin & Fadejeva, Ludmila & Hoeberichts, Marco & Peinado, Mario Izquierdo & Jadeau, Christophe & Viviano, Eliana, 2018. "Credit shocks and the European labour market," Working Paper Series 2124, European Central Bank.
• Vuillemey, Guillaume, 2018. "Completing Markets With Contracts: Evidence From the First Central Clearing Counterparty," HEC Research Papers Series 1307, HEC Paris.
• Eisenschmidt, Jens & Kedan, Danielle & Tietz, Robin Darius, 2018. "Measuring fragmentation in the euro area unsecured overnight interbank money market," Economic Bulletin Articles, European Central Bank, vol. 5.
• Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2017. "Credit shocks and the European labour market," Working Papers 1747, Banco de España.
  • Bodnár, Katalin & Fadejeva, Ludmila & Hoeberichts, Marco & Peinado, Mario Izquierdo & Jadeau, Christophe & Viviano, Eliana, 2018. "Credit shocks and the European labour market," Working Paper Series 2124, European Central Bank.
• Taddei, Filippo, 2018. "Financial frictions, international capital flows and welfare," Working Paper Series 2167, European Central Bank.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018. "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series 2218, European Central Bank.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
• Li, Yi & Wang, Chen, 2018. "Delegation Uncertainty," Working Paper Series 2018-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bahaa Sobhi AbdeLatif Awwad & Allam Mohammed Mousa Hamdan, 2018. "Gulf Cooperation Council Energy Sectors Governance and Dividend Policy," International Journal of Economics and Financial Issues, Econjournals, vol. 8(4), pages 163-171.
• Jawaid Ahmed Qureshi & Sana Baqai & Muhammad Asif Qureshi, 2018. "Consumers' Attitude towards Usage of Debit and Credit Cards: Evidences from the Digital Economy of Pakistan," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 220-228.
• Songul Kakilli Acaravci & Ali Acaravci & Yunus Karaomer, 2018. "Performances Appraisal of Real Estate Investment Trust in Borsa Istanbul," International Journal of Economics and Financial Issues, Econjournals, vol. 8(6), pages 187-191.
• Nabil Ahmed Mareai Senan & Haider Mahmood & Sehrish Liaquat, 2018. "Financial Markets and Electricity Consumption Nexus in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 12-16.
• Alexander Bass, 2018. "Financial Markets and Electricity Consumption Nexus in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 82-86.
• Tarek Tawfik Yousef Alkhateeb & Nasser Saad Alkahtani & Haider Mahmood, 2018. "Green Human Resource Management, Financial Markets and Pollution Nexus in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 33-36.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2018. "Trading aggression when price limit hits are imminent: NARDL based intraday investigation of magnet effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 1-8.
• Bokan, N. & Gerali, A. & Gomes, S. & Jacquinot, P. & Pisani, M., 2018. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," Economic Modelling, Elsevier, vol. 69(C), pages 249-280.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra & Bokan, Nikola & Gerali, Andrea, 2016. "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Working Paper Series 1923, European Central Bank.
  • Sandra Gomes & Nikola Bokan & Andrea Gerali & Massimiliano Pisani & Pascal Jacquinot, 2016. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," EcoMod2016 9431, EcoMod.
  • Sandra Gomes & N. Bokan, 2016. "EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area," Working Papers w201610, Banco de Portugal, Economics and Research Department.
  • Nikola Bokan & Andrea Gerali & Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2016. "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Temi di discussione (Economic working papers) 1064, Bank of Italy, Economic Research and International Relations Area.
• Moreno, Manuel & Novales, Alfonso & Platania, Federico, 2018. "A term structure model under cyclical fluctuations in interest rates," Economic Modelling, Elsevier, vol. 72(C), pages 140-150.
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• Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
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• Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 125-139.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Post-Print hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," PSE-Ecole d'économie de Paris (Postprint) hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02878049, HAL.
  • Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," MPRA Paper 84429, University Library of Munich, Germany.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
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• David E. Allen & Michael McAleer & Abhay K. Singh, 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2018-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• S.S. Rahi AL-Hisnawy & A.A. Shareef Al-Morshed, 2018. "Predicting the Market Value of Shares Using Financial Data: A Study from the Iraqi Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 754-766.
• Magnolia Miriam Sosa Castro & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2018. "Contagion and Stock Interdependence in the BRIC+M Block," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 48(1), pages 173-196, Enero-Jun.
• Conklin, James N. & Frame, W. Scott & Gerardi, Kristopher & Liu, Haoyang, 2022. "Villains or scapegoats? The role of subprime borrowers in driving the U.S. housing boom," Journal of Financial Intermediation, Elsevier, vol. 51(C).
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• Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 125-139.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Post-Print hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," PSE-Ecole d'économie de Paris (Postprint) hal-02878049, HAL.
  • Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," MPRA Paper 84429, University Library of Munich, Germany.
• Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," PSE-Ecole d'économie de Paris (Postprint) hal-03252242, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252242, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print hal-03252242, HAL.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
  • Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014. "General Equilibrium with Endogenous Trading Constraints," MPRA Paper 55359, University Library of Munich, Germany.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," Post-Print halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Post-Print halshs-01373471, HAL.
• Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 125-139.
  • Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," MPRA Paper 84429, University Library of Munich, Germany.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Post-Print hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," PSE-Ecole d'économie de Paris (Postprint) hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02878049, HAL.
• Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," PSE-Ecole d'économie de Paris (Postprint) hal-03252242, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print hal-03252242, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252242, HAL.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
  • Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014. "General Equilibrium with Endogenous Trading Constraints," MPRA Paper 55359, University Library of Munich, Germany.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," Post-Print halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Post-Print halshs-01373471, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03326792, HAL.
• Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 125-139.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Post-Print hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," PSE-Ecole d'économie de Paris (Postprint) hal-02878049, HAL.
  • Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02878049, HAL.
  • Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," MPRA Paper 84429, University Library of Munich, Germany.
• Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
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  • Berndsen, Ron & León, C. & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM c4fae203-93a8-410d-b3f0-0, Tilburg University, School of Economics and Management.
• Gaffeo, Edoardo, 2019. "Leverage and evolving heterogeneous beliefs in a simple agent-based financial market," Finance Research Letters, Elsevier, vol. 29(C), pages 272-279.
  • Edoardo Gaffeo, 2018. "Leverage and evolving heterogeneous beliefs in a simple agent-based financial market," DEM Working Papers 2018/03, Department of Economics and Management.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2018-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
  • Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
  • Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
  • Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
  • Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
• Hao Fang & Yen-Hsien Lee & William S. Chang, 2018. "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(1), pages 37-63, March.
• Hao Fang & Yen-Hsien Lee & William S. Chang, 2018. "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(1), pages 37-63.
• Martins Carlos Jorge Lenczewski, 2018. "Regulations and Technology Behind HFT Latency, Batch Auctions and Payments for Order Flow in the US and EU," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(2), pages 34-46, June.
• Fraś Alicja, 2018. "Expensive and Cheap Funds – Polish Stock Mutual Fund Fees in 2017," Financial Sciences. Nauki o Finansach, Sciendo, vol. 23(4), pages 38-49, December.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018. "Strategic Trading in Informationally Complex Environments," Econometrica, Econometric Society, vol. 86(4), pages 1119-1157, July.
  • Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014. "Strategic Trading in Informationally Complex Environments," NBER Working Papers 20516, National Bureau of Economic Research, Inc.
  • Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014. "Strategic Trading in Informationally Complex Environments," Research Papers 3021, Stanford University, Graduate School of Business.
• Bucher, Monika & Dietrich, Diemo & Tvede, Mich, 2018. "Coordination failures, bank runs and asset prices," Discussion Papers 39/2018, Deutsche Bundesbank.
• Park, Ji-Woo & Jeong, Kim, 2018. "Empirical Similarities and Differences Between the Global Financial Crisis and the Asian Crisis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 4(Winter Ed), pages 228-236.
• Barbara Johnson & Richard Angelous Kotey, 2018. "The Influence of Small and Medium Enterprises (SMEs) Listing on the Ghana Alternative Market (GAX): Prevailing Factors," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(4), pages 142-156, December.
  • Johnson, Barbara & Kotey, Richard Angelous, 2018. "The Influence of Small and Medium Enterprises (SMEs) Listing on the Ghana Alternative Market (GAX): Prevailing Factors," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 4(4), pages 142-156.

2017

• Alexander Nepp & James Okrah, 2017. "Demographic Risk And Social Sustainability Of The Pension System," CBU International Conference Proceedings, ISE Research Institute, vol. 5(0), pages 531-536, September.
• Andrea Landi & Valeria Venturelli, 2017. "Global trends in Asset management and bank business models," BANCARIA, Bancaria Editrice, vol. 5, pages 14-31, May.
• Prasanna Krishna & Ramanathan Geeta & Arora Bharat, 2017. "Family Ownership, Earnings Informativeness, and Role of Audit Committees: An Empirical Investigation in India," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 57-70, August.
• Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2017. "Credit shocks and the European labour market," Working Papers 1747, Banco de España.
  • Bodnár, Katalin & Fadejeva, Ludmila & Hoeberichts, Marco & Peinado, Mario Izquierdo & Jadeau, Christophe & Viviano, Eliana, 2018. "Credit shocks and the European labour market," Working Paper Series 2124, European Central Bank.
• Alessandro Ferrari, 2017. "Looking behind the financial cycle: the neglected role of demographics," Temi di discussione (Economic working papers) 1149, Bank of Italy, Economic Research and International Relations Area.
• Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021. "Aggregation and design of information in asset markets with adverse selection," Journal of Economic Theory, Elsevier, vol. 191(C).
  • Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
  • Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and Design of Information in Asset Markets with Adverse Selection," Working Papers 979, Barcelona School of Economics.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
• De-Ramon, sebastian & Straughan, Michael, 2017. "The economic cost of capital: a VECM approach for estimating and testing the banking sector's response to changes in capital ratios," Bank of England working papers 663, Bank of England.
• Tatiana PETROVA & Corina GRIBINCEA, 2017. "Monetary Indicators Of The Financial Stability Of The Republic Of Moldova," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 2(4), pages 117-124.
• Xavier Freixas, 2017. "Croissance du crédit, bulles rationnelles et efficience économique," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 147-170.
• Marcus Miller & Lei Zhang & Songklod Rastapana, 2017. "Subprime assets and financial crisis: theory, policy and the law," CAGE Online Working Paper Series 340, Competitive Advantage in the Global Economy (CAGE).
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018. "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series 2218, European Central Bank.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
• Walter Farkas & Ciprian Necula, 2017. "The Dynamics of Heterogeneity and Asset Prices," Swiss Finance Institute Research Paper Series 17-76, Swiss Finance Institute.
• Lukasz Jasinski, 2017. "Possibilities of use of the noble metals market in the life insurance," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 16(1), pages 35-46, March.
• Gersbach, Hans & Haller, Hans & Volker, Britz, 2017. "Deposit Insurance and Reinsurance: A General Equilibrium Perspective," CEPR Discussion Papers 11947, C.E.P.R. Discussion Papers.
• Adem Atmaz & Suleyman Basak, 2018. "Belief Dispersion in the Stock Market," Journal of Finance, American Finance Association, vol. 73(3), pages 1225-1279, June.
  • Basak, Suleyman & Atmaz, Adem, 2017. "Belief Dispersion in the Stock Market," CEPR Discussion Papers 12056, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Jean-Michel Grandmont, 2017. "Behavioral Heterogeneity: Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Discussion Paper Series DP2017-31, Research Institute for Economics & Business Administration, Kobe University.
  • Jean-Michel Grandmont, 2017. "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers 2017-11, Center for Research in Economics and Statistics.
  • Jean-Michel Grandmont, 2017. "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers 2017:22, Department of Economics, University of Venice "Ca' Foscari".
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2017. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers 2076, Cowles Foundation for Research in Economics, Yale University.
• Schumacher, Malte D. & Żochowski, Dawid, 2017. "The risk premium channel and long-term growth," Working Paper Series 2114, European Central Bank.
• Ansari Saleh Ahmar, 2017. "Sutte Indicator: A Technical Indicator in Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 223-226.
• Bashar K. Abu Khalaf & Bara' Al-Nees & Lilana Sukkari, 2017. "Palestine and Saudi Arabia, Two Different Countries with Two Different Conditions: Are the Determinants of Capital Structure of Corresponding Markets the Same?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 365-369.
• Mansour I. Saaydah, 2017. "Characteristics of Firms Violating Annual Financial Disclosure Timing: The Case of Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 468-476.
• Andi Desfiandi1 & Alvin Desfiandi & Hapzi Ali, 2017. "Composite Stock Price Index (IHSG) Macro Factor in Investment in Stock (Equity Funds)," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 534-536.
• Song l Kakilli Acaravci & Yunus Karaomer, 2017. "Fama-French Five Factor Model: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 130-137.
• Dmitry Burakov & Max Freidin, 2017. "Financial Development, Economic Growth and Renewable Energy Consumption in Russia: A Vector Error Correction Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 39-47.
• Nuzzo, Simone & Morone, Andrea, 2017. "Asset markets in the lab: A literature review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 42-50.
  • Andrea Morone & Simone Nuzzo, 2016. "Asset markets in the lab: A literature review," Working Papers 2016/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Asset markets in the lab: A literature review," Kiel Working Papers 2060, Kiel Institute for the World Economy (IfW Kiel).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Asset Markets in the Lab: a literature review," MPRA Paper 70461, University Library of Munich, Germany.
• Guo, Jing & He, Xue Dong, 2017. "Equilibrium asset pricing with Epstein-Zin and loss-averse investors," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 86-108.
• Zheng, Min & Wang, Hefei & Wang, Chengzhang & Wang, Shouyang, 2017. "Speculative behavior in a housing market: Boom and bust," Economic Modelling, Elsevier, vol. 61(C), pages 50-64.
• Gaffeo, Edoardo & Molinari, Massimo, 2017. "Taxing financial transactions in fundamentally heterogeneous markets," Economic Modelling, Elsevier, vol. 64(C), pages 322-333.
  • Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/07, Department of Economics and Management.
  • Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," Working Papers in Public Economics 175, Department of Economics and Law, Sapienza University of Roma.
• Kocher, Martin G. & Martinsson, Peter & Schindler, David, 2017. "Overpricing and stake size: On the robustness of results from experimental asset markets," Economics Letters, Elsevier, vol. 154(C), pages 101-104.
  • Kocher, Martin G. & Martinsson, Peter & Schindler, David, 2017. "Overpricing and stake size: On the robustness of results from experimental asset markets," Munich Reprints in Economics 49910, University of Munich, Department of Economics.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2017. "How to determine exchange rates under risk neutrality: A note," Economics Letters, Elsevier, vol. 157(C), pages 92-96.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877955, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Post-Print hal-02877955, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," PSE-Ecole d'économie de Paris (Postprint) hal-02877955, HAL.
• Shephard, Neil & Xiu, Dacheng, 2017. "Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading," Journal of Econometrics, Elsevier, vol. 201(1), pages 19-42.
• Narayan, Seema & Narayan, Paresh Kumar, 2017. "Estimating the speed of adjustment to target levels: The case of energy prices," Energy Economics, Elsevier, vol. 62(C), pages 419-427.
• Zhang, Yu, 2017. "Asset price risk, banks and markets," Finance Research Letters, Elsevier, vol. 21(C), pages 21-25.
• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
  • Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc.
  • Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
• Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
• Dutta, Sunil & Nezlobin, Alexander, 2017. "Information disclosure, firm growth, and the cost of capital," Journal of Financial Economics, Elsevier, vol. 123(2), pages 415-431.
• Eisenbach, Thomas M., 2017. "Rollover risk as market discipline: A two-sided inefficiency," Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
  • Thomas M. Eisenbach, 2013. "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports 597, Federal Reserve Bank of New York.
• Guo, Kevin & Leung, Tim, 2017. "Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 32-49.
  • Kevin Guo & Tim Leung, 2016. "Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options," Papers 1610.09403, arXiv.org, revised Apr 2017.
• Issahaku, Haruna & Abor, Joshua Yindenaba & Harvey, Simon Kwadzogah, 2017. "Remittances, banks and stock markets: Panel evidence from developing countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1413-1427.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
  • Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
• Madhu Sehrawat & A.K. Giri, 2017. "An empirical relationship between financial development indicators and human capital in some selected Asian countries," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(3), pages 337-349, March.
• Madhu Sehrawat & A.K. Giri, 2017. "An empirical relationship between financial development indicators and human capital in some selected Asian countries," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(3), pages 337-349, March.
• Carlos Ramírez, 2017. "Firm Networks and Asset Returns," Finance and Economics Discussion Series 2017-014, Board of Governors of the Federal Reserve System (U.S.).
• Rebecca Lewis & John McPartland & Rajeev Ranjan, 2017. "Blockchain and Financial Market Innovation," Economic Perspectives, Federal Reserve Bank of Chicago, issue 7, pages 2-12.
  • Rebecca Lewis & John McPartland & Rajeev Ranjan, 2017. "Blockchain and Financial Market Innovation," Policy Discussion Paper Series 93559, Federal Reserve Bank of Chicago.
• Rebecca Lewis & John McPartland & Rajeev Ranjan, 2017. "Blockchain and Financial Market Innovation," Economic Perspectives, Federal Reserve Bank of Chicago, issue 7, pages 2-12.
  • Rebecca Lewis & John McPartland & Rajeev Ranjan, 2017. "Blockchain and Financial Market Innovation," Policy Discussion Paper Series 93559, Federal Reserve Bank of Chicago.
• David Andolfatto & Aleksander Berentsen & Fernando M Martin, 2020. "Money, Banking, and Financial Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2049-2086.
  • David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, banking and financial markets," ECON - Working Papers 259, Department of Economics - University of Zurich.
  • David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, Banking and Financial Markets," Working Papers 2017-23, Federal Reserve Bank of St. Louis.
• Cristina Arellano & Yan Bai & Patrick J. Kehoe, 2017. "Appendix for Financial Frictions and Fluctuations in Volatility," Staff Report 538, Federal Reserve Bank of Minneapolis.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "Asset Issuance in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 4-29, July.
  • Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2017. "Asset Issuance in Over-the-Counter Markets," Working Paper 17-13, Federal Reserve Bank of Richmond.
• Alexey V. Moiseev & Alexander V. Murychev & Diana K. Mashtakeeva & Petr N. Novikov, 2017. "On the Activities of the Council for Professional Qualifications of the Financial Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 52-62, February.
• Duncan, Alfred J. M. & Nolan, Charles, 2019. "Disputes, debt and equity," Theoretical Economics, Econometric Society, vol. 14(3), July.
  • Duncan, Alfred & Nolan, Charles, 2014. "Disputes, Debt and Equity," SIRE Discussion Papers 2015-29, Scottish Institute for Research in Economics (SIRE).
  • Alfred Duncan & Charles Nola, 2017. "Disputes , Debt And Equity," Working Papers 2017_08, Business School - Economics, University of Glasgow.
  • Alfred Duncan & Charles Nolan, 2014. "Disputes, Debt and Equity," Working Papers 2014_20, Business School - Economics, University of Glasgow.
  • Alfred Duncan & Charles Nolan, 2017. "Disputes, Debt and Equity," Studies in Economics 1716, School of Economics, University of Kent.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2017. "How to determine exchange rates under risk neutrality: A note," Economics Letters, Elsevier, vol. 157(C), pages 92-96.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," PSE-Ecole d'économie de Paris (Postprint) hal-02877955, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877955, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Post-Print hal-02877955, HAL.
• Xiao, Tim, 2017. "A New Model for Pricing Collateralized Financial Derivatives," SocArXiv fvdzh, Center for Open Science.
  • Tim Xiao, 2017. "A New Model for Pricing Collateralized Financial Derivatives," Post-Print hal-01800559, HAL.
  • Xiao, Tim, 2017. "A New Model for Pricing Collateralized Financial Derivatives," MPRA Paper 87088, University Library of Munich, Germany.
  • Tim Xiao, 2018. "A New Model for Pricing Collateralized Financial Derivatives," Papers 1805.11981, arXiv.org.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2017. "How to determine exchange rates under risk neutrality: A note," Economics Letters, Elsevier, vol. 157(C), pages 92-96.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877955, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," Post-Print hal-02877955, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017. "How to determine exchange rates under risk neutrality: A note," PSE-Ecole d'économie de Paris (Postprint) hal-02877955, HAL.
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• Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter, 2017. "Moral hazard in VC finance: More expensive than you thought," Hohenheim Discussion Papers in Business, Economics and Social Sciences 02-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Schasfoort, Joeri & Stockermans, Christopher, 2017. "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers 2017-63, Kiel Institute for the World Economy (IfW Kiel).
• Voigtländer, Michael, 2017. "Three risks for the German residential property market," IW-Reports 23/2017, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Curatola, Giuliano & Dergunov, Ilya, 2017. "International capital markets with time-varying preferences," SAFE Working Paper Series 176, Leibniz Institute for Financial Research SAFE.
• Hans Peter Grüner & Christoph Siemroth, 2019. "Crowdfunding, Efficiency, and Inequality," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1393-1427.
  • Grüner, Hans Peter & Siemroth, Christoph, 2015. "Cutting out the Middleman: Crowdinvesting, Efficiency, and Inequality," CEPR Discussion Papers 10488, C.E.P.R. Discussion Papers.
  • Grüner, Hans Peter & Siemroth, Christoph, 2017. "Crowdfunding, Efficiency, and Inequality," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168081, Verein für Socialpolitik / German Economic Association.
• Eric M. Aldrich & Daniel Friedman, 2023. "Order Protection Through Delayed Messaging," Management Science, INFORMS, vol. 69(2), pages 774-790, February.
  • Aldrich, Eric M. & Friedman, Daniel, 2017. "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-502, WZB Berlin Social Science Center.
  • Aldrich, Eric M & Friedman, Daniel, 2019. "Order Protection through Delayed Messaging," Santa Cruz Department of Economics, Working Paper Series qt4938f518, Department of Economics, UC Santa Cruz.
• David Andolfatto & Aleksander Berentsen & Fernando M Martin, 2020. "Money, Banking, and Financial Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2049-2086.
  • David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, Banking and Financial Markets," Working Papers 2017-23, Federal Reserve Bank of St. Louis.
  • David Andolfatto & Aleksander Berentsen & Fernando M. Martin, 2017. "Money, banking and financial markets," ECON - Working Papers 259, Department of Economics - University of Zurich.

2016

• Baah Aye Kusi & Elikplimi Komla Agbloyor & Vera Ogeh Fiador & Kofi Achampong Osei, 2016. "Credit Referencing Bureaus and Bank Credit Risk: Evidence from Ghana," The African Finance Journal, Africagrowth Institute, vol. 18(2), pages 69-92.
• Serrao, Amilcar, 2016. "A controversial debate between financial speculation and changes in agricultural commodity spot prices," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235638, Agricultural and Applied Economics Association.
• Ender Coskun & Abdulvahap Ozcan, 2016. "Finansal Sikinti Surecinde Sirketlerin Etkinlik Duzeylerinin Belirlenmesi," EconWorld Working Papers 16001, WERI-World Economic Research Institute, revised Apr 2016.
• Jan Żelazny, 2016. "Zmiany na rynkach towarowych a regulacje nadzorcze w Unii Europejskiej / Changes on Commodity Markets and Regulation in the European Union," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 199-210, September.
• Ormos, Mihály & Timotity, Dusán, 2016. "Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading," Finance Research Letters, Elsevier, vol. 19(C), pages 60-66.
  • Mihaly Ormos & Dusan Timotity, 2016. "Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading," Papers 1606.03590, arXiv.org.
• Guo, Kevin & Leung, Tim, 2017. "Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 32-49.
  • Kevin Guo & Tim Leung, 2016. "Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options," Papers 1610.09403, arXiv.org, revised Apr 2017.
• Jonathan Witmer & Jing Yang, 2016. "Estimating Canada’s Effective Lower Bound," Bank of Canada Review, Bank of Canada, vol. 2016(Spring), pages 3-14.
  • Jonathan Witmer & Jing Yang, 2015. "Estimating Canada’s Effective Lower Bound," Staff Analytical Notes 15-2, Bank of Canada.
• Abdulkadir KAYA, 2016. "The Feature of Being Leading Indicator of Futures and Spot Markets That Based on Share Market: Evidence From Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 10(1), pages 35-64.
• Arruñada, Benito & Casari, Marco, 2016. "Fragile markets: An experiment on judicial independence," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 142-156.
  • Benito Arruñada & Marco Casari, 2007. "Fragile markets: An experiment on judicial independence," Economics Working Papers 1031, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2016.
  • Benito Arruñada & Marco Casari, 2016. "Fragile markets: An experiment on judicial independence," Working Papers 913, Barcelona School of Economics.
• Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
  • Aziz Jaafar & M. Shahid Ebrahim & Fatma A. Omar & Murizah Osman Salleh, 2016. "Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?," Working Papers 16001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Mirza, Afrasiab & Stephens, Eric, 2022. "Securitization and aggregate investment efficiency," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  • Afrasiab Mirza & Eric Stephens, 2016. "Securitization and Aggregate Investment Efficiency," Carleton Economic Papers 16-05, Carleton University, Department of Economics, revised 24 Jan 2017.
• Hasler, Michael & Marfè, Roberto, 2016. "Disaster recovery and the term structure of dividend strips," Journal of Financial Economics, Elsevier, vol. 122(1), pages 116-134.
  • Michael Hasler & Roberto Marfè, 2015. "Disaster Recovery and the Term Structure of Dividend Strips," Carlo Alberto Notebooks 410, Collegio Carlo Alberto.
  • Michael Hasler & Roberto Marfè, 2016. "Disaster recovery and the term structure of dividend strips?," Carlo Alberto Notebooks 458, Collegio Carlo Alberto.
• Nicholas Le Pan, 2016. "Fault Lines: Earthquakes, Insurance, and Systemic Financial Risk," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 454, August.
• Martin G Kocher & Konstantin E Lucks & David Schindler, 2019. "Unleashing Animal Spirits: Self-Control and Overpricing in Experimental Asset Markets," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2149-2178.
  • Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics 27572, University of Munich, Department of Economics.
  • Kocher, Martin & Lucks, Konstantin & Schindler, David, 2018. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Rationality and Competition Discussion Paper Series 81, CRC TRR 190 Rationality and Competition.
  • Martin G. Kocher & Konstantin E. Lucks & David Schindler, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," CESifo Working Paper Series 5812, CESifo.
• Stela JAKOVA, 2016. "Stock Market Response To Fiscal Policy Shocks: Evidence From Eu Countries From Central And Eastern Europe," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 161-169, December.
• Gaballo, Gaetano & Marimon, Ramon, 2021. "Breaking the spell with credit-easing: Self-confirming credit crises in competitive search economies," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 1-20.
  • Gaballo, Gaetano; Marimon, Ramon, 2016. "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers ADE2016/01, European University Institute.
  • Marimon, Ramon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," CEPR Discussion Papers 11135, C.E.P.R. Discussion Papers.
  • Gaetano Gaballo & Ramon Marimon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," NBER Working Papers 22006, National Bureau of Economic Research, Inc.
• Miller, Marcus & Zhang, Lei & Rastapana, Songklod, 2016. "A comedy of errors: misguided policy, mis-sold mortgages, and more," CEPR Discussion Papers 11533, C.E.P.R. Discussion Papers.
• Bokan, N. & Gerali, A. & Gomes, S. & Jacquinot, P. & Pisani, M., 2018. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," Economic Modelling, Elsevier, vol. 69(C), pages 249-280.
  • Nikola Bokan & Andrea Gerali & Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2016. "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Temi di discussione (Economic working papers) 1064, Bank of Italy, Economic Research and International Relations Area.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra & Bokan, Nikola & Gerali, Andrea, 2016. "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Working Paper Series 1923, European Central Bank.
  • Sandra Gomes & Nikola Bokan & Andrea Gerali & Massimiliano Pisani & Pascal Jacquinot, 2016. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," EcoMod2016 9431, EcoMod.
  • Sandra Gomes & N. Bokan, 2016. "EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area," Working Papers w201610, Banco de Portugal, Economics and Research Department.
• Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
  • Aziz Jaafar & M. Shahid Ebrahim & Fatma A. Omar & Murizah Osman Salleh, 2016. "Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?," Working Papers 16001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
  • Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015. "Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market," Economics Discussion Paper Series 1507, Economics, The University of Manchester.
• Ionescu, Felicia & Simpson, Nicole, 2016. "Default risk and private student loans: Implications for higher education policies," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 119-147.
  • Felicia Ionescu & Nicole B. Simpson, 2014. "Default Risk and Private Student Loans: Implications for Higher Education Policies," Finance and Economics Discussion Series 2014-66, Board of Governors of the Federal Reserve System (U.S.).
• Shi, Lei, 2016. "Consumption-based CAPM with belief heterogeneity," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 30-46.
• Al-Shboul, Mohammad & Anwar, Sajid, 2016. "Fractional integration in daily stock market indices at Jordan's Amman stock exchange," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 16-37.
• Ormos, Mihály & Timotity, Dusán, 2016. "Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading," Finance Research Letters, Elsevier, vol. 19(C), pages 60-66.
  • Mihaly Ormos & Dusan Timotity, 2016. "Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading," Papers 1606.03590, arXiv.org.
• Galanis, Spyros, 2016. "The value of information in risk-sharing environments with unawareness," Games and Economic Behavior, Elsevier, vol. 97(C), pages 1-18.
• Eaves, James & Williams, Jeffrey & Power, Gabriel J., 2016. "Do traders strategically time their pledges during real-world Walrasian auctions?," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 109-118.
• Arruñada, Benito & Casari, Marco, 2016. "Fragile markets: An experiment on judicial independence," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 142-156.
  • Benito Arruñada & Marco Casari, 2007. "Fragile markets: An experiment on judicial independence," Economics Working Papers 1031, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2016.
  • Benito Arruñada & Marco Casari, 2016. "Fragile markets: An experiment on judicial independence," Working Papers 913, Barcelona School of Economics.
• He, Xue-Zhong & Zheng, Huanhuan, 2016. "Trading heterogeneity under information uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 64-80.
  • Xue-Zhong He & Huanhuan Zheng, 2016. "Trading Heterogeneity Under Information Uncertainty," Research Paper Series 373, Quantitative Finance Research Centre, University of Technology, Sydney.
• Mihm, Maximilian, 2016. "Reference dependent ambiguity," Journal of Economic Theory, Elsevier, vol. 163(C), pages 495-524.
• Liu, Hong & Wang, Yajun, 2016. "Market making with asymmetric information and inventory risk," Journal of Economic Theory, Elsevier, vol. 163(C), pages 73-109.
• Araujo, Aloisio & da Silva, Pietro & Faro, José Heleno, 2016. "Ambiguity aversion in the long run: “To disagree, we must also agree”," Journal of Economic Theory, Elsevier, vol. 165(C), pages 242-256.
• Gârleanu, Nicolae & Pedersen, Lasse Heje, 2016. "Dynamic portfolio choice with frictions," Journal of Economic Theory, Elsevier, vol. 165(C), pages 487-516.
• Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen, 2016. "Discerning information from trade data," Journal of Financial Economics, Elsevier, vol. 120(2), pages 269-285.
• Hasler, Michael & Marfè, Roberto, 2016. "Disaster recovery and the term structure of dividend strips," Journal of Financial Economics, Elsevier, vol. 122(1), pages 116-134.
  • Michael Hasler & Roberto Marfè, 2015. "Disaster Recovery and the Term Structure of Dividend Strips," Carlo Alberto Notebooks 410, Collegio Carlo Alberto.
  • Michael Hasler & Roberto Marfè, 2016. "Disaster recovery and the term structure of dividend strips?," Carlo Alberto Notebooks 458, Collegio Carlo Alberto.
• Avdis, Efstathios, 2016. "Information tradeoffs in dynamic financial markets," Journal of Financial Economics, Elsevier, vol. 122(3), pages 568-584.
• Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
  • Hill , Brian, 2014. "Incomplete Preferences and Confidence," HEC Research Papers Series 1051, HEC Paris.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, vol. 82(C), pages 26-36.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print halshs-01391013, HAL.
  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302524, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne 16063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint) hal-01302524, HAL.
  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print hal-01302524, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01391013, HAL.
• Nosal, Jaromir B. & Ordoñez, Guillermo, 2016. "Uncertainty as commitment," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 124-140.
  • Jaromir Nosal & Guillermo Ordoñez, 2013. "Uncertainty as Commitment," NBER Working Papers 18766, National Bureau of Economic Research, Inc.
  • Jaromir Nosal & Guillermo Ordoñez, 2013. "Uncertainty as commitment," NBP Working Papers 141, Narodowy Bank Polski.
• Derbali, Abdelkader & Hallara, Slaheddine, 2016. "Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall," Research in International Business and Finance, Elsevier, vol. 37(C), pages 113-134.
• Sergey Kovbasyuk & Giancarlo Spagnolo, 2024. "Memory and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1775-1806.
  • Sergei Kovbasyuk & Giancarlo Spagnolo, 2016. "Memory and Markets," EIEF Working Papers Series 1606, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
  • Sergei Kovbasyuk & Giancarlo Spagnolo, 2017. "Memory and Markets," CEIS Research Paper 415, Tor Vergata University, CEIS, revised 07 Dec 2017.
  • Sergey Kovbasyuk & Giancarlo Spagnolo, 2021. "Memory And Markets," Working Papers w0284, New Economic School (NES).
• Bokan, N. & Gerali, A. & Gomes, S. & Jacquinot, P. & Pisani, M., 2018. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," Economic Modelling, Elsevier, vol. 69(C), pages 249-280.
  • Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra & Bokan, Nikola & Gerali, Andrea, 2016. "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Working Paper Series 1923, European Central Bank.
  • Sandra Gomes & Nikola Bokan & Andrea Gerali & Massimiliano Pisani & Pascal Jacquinot, 2016. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," EcoMod2016 9431, EcoMod.
  • Sandra Gomes & N. Bokan, 2016. "EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area," Working Papers w201610, Banco de Portugal, Economics and Research Department.
  • Nikola Bokan & Andrea Gerali & Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2016. "EAGLE-FLI. A macroeconomic model of banking and financial interdependence in the euro area," Temi di discussione (Economic working papers) 1064, Bank of Italy, Economic Research and International Relations Area.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting, 2018. "Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Energy, Elsevier, vol. 151(C), pages 984-997.
  • Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016. "Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Documentos de Trabajo del ICAE 2016-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J. & Wang, Y., 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Econometric Institute Research Papers EI2016-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Tinbergen Institute Discussion Papers 16-047/III, Tinbergen Institute.
• Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2019. "Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China," Energies, MDPI, vol. 12(8), pages 1-24, April.
  • Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016. "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Tinbergen Institute Discussion Papers 16-053/III, Tinbergen Institute.
  • Chang, C-L. & McAleer, M.J. & Tian, J., 2016. "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Econometric Institute Research Papers EI2016-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016. "Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China," Documentos de Trabajo del ICAE 2016-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2017-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2016-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers 17-013/III, Tinbergen Institute.
• Hans Gersbach & Volker Britz & Hans Haller, 2016. "Deposit Insurance in General Equilibrium," CER-ETH Economics working paper series 16/258, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Gaballo, Gaetano & Marimon, Ramon, 2021. "Breaking the spell with credit-easing: Self-confirming credit crises in competitive search economies," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 1-20.
  • Marimon, Ramon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," CEPR Discussion Papers 11135, C.E.P.R. Discussion Papers.
  • Gaballo, Gaetano; Marimon, Ramon, 2016. "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers ADE2016/01, European University Institute.
  • Gaetano Gaballo & Ramon Marimon, 2016. "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," NBER Working Papers 22006, National Bureau of Economic Research, Inc.
• Giovanni Ferri, 2016. "Regolamentazione bancaria: serve un cambio di approccio," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2016(3), pages 383-408.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016. "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 140-160, April.
• Matt Darst & Ehraz Refayet, 2016. "Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default," Finance and Economics Discussion Series 2016-042, Board of Governors of the Federal Reserve System (U.S.).
• Robert Barsky & Theodore Bogusz & Matthew Easton, 2016. "Interest Rates or Haircuts? Prices Versus Quantities in the Market for Collateralized Risky Loans," Working Paper Series WP-2016-19, Federal Reserve Bank of Chicago.
• Federal Reserve Bank Kansas City, 2016. "Designing Resilient Monetary Policy Frameworks for the Future : Economic Policy Symposium, Jackson Hole, Wyoming, August 25-27, 2016," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-65.
• Bruno Sultanum & Zachary Bethune, 2016. "Decentralized Trade with Private Values," 2016 Meeting Papers 1630, Society for Economic Dynamics.
  • Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016. "Private Information in Over-the-Counter Markets," Working Paper 16-16, Federal Reserve Bank of Richmond.
• Dan Cao & Roger Lagunoff, 2016. "The Design of Optimal Collateralized Contracts," Working Papers gueconwpa~16-16-01, Georgetown University, Department of Economics, revised 01 Jun 2017.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, vol. 82(C), pages 26-36.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print halshs-01391013, HAL.
  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302524, HAL.
  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print hal-01302524, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne 16063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint) hal-01302524, HAL.
  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01391013, HAL.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
  • Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014. "General Equilibrium with Endogenous Trading Constraints," MPRA Paper 55359, University Library of Munich, Germany.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General Equilibrium with Endogenous Trading Constraints," Post-Print halshs-03326792, HAL.
  • Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Post-Print halshs-01373471, HAL.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, vol. 82(C), pages 26-36.
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  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne 16063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302524, HAL.
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  • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print halshs-01391013, HAL.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, vol. 82(C), pages 26-36.
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  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint) hal-01302524, HAL.
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  • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016. "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302524, HAL.
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• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016. "Private Information in Over-the-Counter Markets," Working Paper 16-16, Federal Reserve Bank of Richmond.
  • Bruno Sultanum & Zachary Bethune, 2016. "Decentralized Trade with Private Values," 2016 Meeting Papers 1630, Society for Economic Dynamics.
• Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
  • Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
  • GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
  • Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
• Elisabeta Jaba & Ioan-Bogdan Robu & Costel Istrate & Christiana Brigitte Balan & Mihai Roman, 2016. "Statistical Assessment of the Value Relevance of Financial Information Reported by Romanian Listed Companies," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 27-42, June.
• Pawe³ Kliber, 2016. "A puzzle of excessive equity risk premium and the case of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 1-11, June.
• Joanna Cichorska & Monika Klimontowicz, 2016. "Financialisation As A Result Of The Network Economy’S Development," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(2), pages 1-12, October.
• Gaffeo, Edoardo & Molinari, Massimo, 2017. "Taxing financial transactions in fundamentally heterogeneous markets," Economic Modelling, Elsevier, vol. 64(C), pages 322-333.
  • Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/07, Department of Economics and Management.
  • Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," Working Papers in Public Economics 175, Department of Economics and Law, Sapienza University of Roma.
• Selcuk Kendirli & Muhammet Emin Elmali, 2016. "The Effects of Right Offering Announcements on Returns of Shares of Deposit Banks Traded in Ä°stanbul Stock-Exchange," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 5(1), March.
• Wolfgang Kuhle, 2016. "A global game with heterogenous priors," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 167-185, October.
• Stéphane Crépey & Shiqi Song, 2016. "Counterparty risk and funding: immersion and beyond," Finance and Stochastics, Springer, vol. 20(4), pages 901-930, October.
• Paolo Coccorese & Giovanni Ferri & Punziana Lacitignola & Juan Lopez, 2016. "Market structure, outer versus inner competition: the case of Italy’s credit coop banks," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 63(3), pages 259-279, September.
• Hervé Crès & Tobias Markeprand & Mich Tvede, 2016. "Incomplete financial markets and jumps in asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 201-219, June.
  • Hervé Crès & Tobias Markeprand & Mich Tvede, 2009. "Incomplete Financial Markets and Jumps in Asset Prices," Discussion Papers 09-12, University of Copenhagen. Department of Economics.
• Elyès Jouini & Clotilde Napp, 2016. "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 265-278, June.
  • Elyes Jouini & Clotilde Napp, 2015. "Live fast, die young," Post-Print halshs-01250247, HAL.
• Michael Zierhut, 2016. "Partially revealing rational expectations equilibrium with real assets and binding constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 495-516, August.
• Galanis, Spyros, 2016. "The value of information in risk-sharing environments with unawareness," Discussion Paper Series In Economics And Econometrics 1602, Economics Division, School of Social Sciences, University of Southampton.
• Alberto Montagnoli & Mirko Moro & Robert Wright, 2016. "Financial literacy and attitudes to redistribution," Working Papers 1605, University of Strathclyde Business School, Department of Economics.
  • Alberto Montagnoli & Mirko Moro & Georgios A. Panos & Robert E. Wright, 2017. "Financial Literacy and Attitudes to Redistribution," Working Papers 2017_03, Business School - Economics, University of Glasgow.
  • Alberto Montagnoli & Mirko Moro & Georgios A. Panos & Robert E. Wright, 2017. "Financial Literacy and Attitudes to Redistribution," Working Papers 2017007, The University of Sheffield, Department of Economics.
  • Montagnoli, Alberto & Moro, Mirko & Panos, Georgios A. & Wright, Robert E., 2017. "Financial Literacy and Attitudes to Redistribution," IZA Discussion Papers 10633, Institute of Labor Economics (IZA).
• Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting, 2018. "Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Energy, Elsevier, vol. 151(C), pages 984-997.
  • Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016. "Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Documentos de Trabajo del ICAE 2016-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Tinbergen Institute Discussion Papers 16-047/III, Tinbergen Institute.
  • Chang, C-L. & McAleer, M.J. & Wang, Y., 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Econometric Institute Research Papers EI2016-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2019. "Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China," Energies, MDPI, vol. 12(8), pages 1-24, April.
  • Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016. "Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China," Documentos de Trabajo del ICAE 2016-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016. "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Tinbergen Institute Discussion Papers 16-053/III, Tinbergen Institute.
  • Chang, C-L. & McAleer, M.J. & Tian, J., 2016. "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Econometric Institute Research Papers EI2016-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Santiago Carbó Valverde & Sujit Chakravorti & Francisco Rodríguez Fernández, 2016. "The Role of Interchange Fees in Two-Sided Markets: An Empirical Investigation on Payment Cards," The Review of Economics and Statistics, MIT Press, vol. 98(2), pages 367-381, May.
• Gaffeo, Edoardo & Molinari, Massimo, 2017. "Taxing financial transactions in fundamentally heterogeneous markets," Economic Modelling, Elsevier, vol. 64(C), pages 322-333.
  • Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," Working Papers in Public Economics 175, Department of Economics and Law, Sapienza University of Roma.
  • Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/07, Department of Economics and Management.
• Luigi Bonatti & Lorenza Lorenzetti, 2016. "The co-evolution of tax evasion, social capital and policy responses: A theoretical approach," DEM Working Papers 2016/08, Department of Economics and Management.
• Laurent Frésard & Ulrich Hege & Gordon Phillips, 2017. "Extending Industry Specialization through Cross-Border Acquisitions," The Review of Financial Studies, Society for Financial Studies, vol. 30(5), pages 1539-1582.
  • Laurent Frésard & Ulrich Hege & Gordon Phillips, 2016. "Extending Industry Specialization through Cross-Border Acquisitions," NBER Working Papers 22848, National Bureau of Economic Research, Inc.
  • Fresard, Laurent & Hege, Ulrich & Phillips, Gordon, 2016. "Extending Industry Specialization through Cross-Border Acquisitions," TSE Working Papers 16-745, Toulouse School of Economics (TSE).
• Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2019. "Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China," Energies, MDPI, vol. 12(8), pages 1-24, April.
  • Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016. "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Tinbergen Institute Discussion Papers 16-053/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016. "Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China," Documentos de Trabajo del ICAE 2016-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J. & Tian, J., 2016. "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Econometric Institute Research Papers EI2016-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting, 2018. "Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Energy, Elsevier, vol. 151(C), pages 984-997.
  • Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Tinbergen Institute Discussion Papers 16-047/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016. "Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Documentos de Trabajo del ICAE 2016-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J. & Wang, Y., 2016. "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Econometric Institute Research Papers EI2016-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2016-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2017-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers 17-013/III, Tinbergen Institute.
• Dana C. Andersen, 2016. "Credit Constraints, Technology Upgrading, and the Environment," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(2), pages 283-319.
  • Andersen, Dana C., 2015. "Credit Constraints, Technology Upgrading, and the Environment," Working Papers 2015-4, University of Alberta, Department of Economics.
• Chao Gu & Han Han & Randall Wright, 2016. "The Effects of Monetary Policy and Other Announcements," Working Papers 1621, Department of Economics, University of Missouri.
• He, Xue-Zhong & Zheng, Huanhuan, 2016. "Trading heterogeneity under information uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 64-80.
  • Xue-Zhong He & Huanhuan Zheng, 2016. "Trading Heterogeneity Under Information Uncertainty," Research Paper Series 373, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ekemini Usuah & John Odozi & Oluwatosin Adeniyi, 2016. "Financial Liberalization And Small Medium Scale Enterprises Growth In Nigeria," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 16(1), pages 97-117, June.
• Feixue Gong & Gregory Phelan, 2016. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2016-06, Department of Economics, Williams College, revised Aug 2017.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2019-18, Department of Economics, Williams College.
• Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
  • Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
• Knut K. Aase, 2016. "Recursive utility using the stochastic maximum principle," Quantitative Economics, Econometric Society, vol. 7(3), pages 859-887, November.
  • Aase, Knut K., 2014. "Recursive utility using the stochastic maximum principle," Discussion Papers 2014/3, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
• Tim Leung & Xin Li, 2016. "Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9839, August.
• Aurora MURGEA, 2016. "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 9(1), pages 49-61, June.
• Lavelle, Sean, 2016. "Market dynamics when participants rely on relative valuation," Economics Discussion Papers 2016-42, Kiel Institute for the World Economy (IfW Kiel).
• Nuzzo, Simone & Morone, Andrea, 2017. "Asset markets in the lab: A literature review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 42-50.
  • Andrea Morone & Simone Nuzzo, 2016. "Asset markets in the lab: A literature review," Working Papers 2016/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Asset markets in the lab: A literature review," Kiel Working Papers 2060, Kiel Institute for the World Economy (IfW Kiel).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Asset Markets in the Lab: a literature review," MPRA Paper 70461, University Library of Munich, Germany.
• Kreiser, Swetlana & Kick, Thomas & Merkl, Christian & Ruprecht, Benedikt, 2016. "Banking and the Macroeconomy: A Micro-Macro Linkage," VfS Annual Conference 2016 (Augsburg): Demographic Change 145921, Verein für Socialpolitik / German Economic Association.

2015

• Francisco J. Buera & Joseph P. Kaboski & Yongseok Shin, 2015. "Entrepreneurship and Financial Frictions: A Macrodevelopment Perspective," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 409-436, August.
  • Francisco J. Buera & Joseph P. Kaboski & Yongseok Shin, 2015. "Entrepreneurship and Financial Frictions: A Macro-Development Perspective," NBER Working Papers 21107, National Bureau of Economic Research, Inc.
• Jonathan Witmer & Jing Yang, 2016. "Estimating Canada’s Effective Lower Bound," Bank of Canada Review, Bank of Canada, vol. 2016(Spring), pages 3-14.
  • Jonathan Witmer & Jing Yang, 2015. "Estimating Canada’s Effective Lower Bound," Staff Analytical Notes 15-2, Bank of Canada.
• Erdinc ALTAY, 2015. "Knightian Uncertainty: The Effects of Risk and Ambiguity on Excess Returns of Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 9(2), pages 45-72.
• Arias-Rodríguez, Fernando & Gaitán-Maldonado, Celina & López-Velandia, Johanna, 2015. "Las entidades financieras a lo largo del ciclo de negocios: ¿Es el ciclo financiero sensible al ciclo de negocios?," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 5, pages 107-142, Banco de la Republica de Colombia.
  • Fernando Arias Rodríguez & Celina Gaitán Maldonado & Johanna López Velandia, 2014. "Las entidades financieras a lo largo del ciclo de negocios: ¿Es el ciclo financiero sensible al ciclo de negocios?," Borradores de Economia 815, Banco de la Republica de Colombia.
  • Fernando Arias Rodríguez & Celina Gaitán Maldonado & Johanna López Velandia, 2014. "Las Entidades Financieras a lo Largo del Ciclo de Negocios: ¿Es el Ciclo Financiero sensible al Ciclo de Negocios?," Borradores de Economia 11147, Banco de la Republica.
• Bernal-R., Joaquín, 2015. "Infraestructuras del mercado financiero : lecciones de la crisis para los bancos centrales," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 16, pages 493-524, Banco de la Republica de Colombia.
• Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," Borradores de Economia 12686, Banco de la Republica.
  • Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," Borradores de Economia 877, Banco de la Republica de Colombia.
• Dumičić Ksenija & Žmuk Berislav, 2015. "Statistical Control Charts: Performances of Short Term Stock Trading in Croatia," Business Systems Research, Sciendo, vol. 6(1), pages 22-35, March.
• Laine, Tatu (ed.), 2015. "Quantitative analysis of financial market infrastructures: further perspectives on financial stability," Scientific Monographs, Bank of Finland, number 50/2015.
• Fany Declerck & Laurence Lescourret, 2015. "Dark pools et trading haute fréquence : une évolution utile ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 113-126.
  • Fany Declerck & Laurence Lescourret, 2015. "Dark pools et trading haute-fréquence : une évolution utile ?," Post-Print halshs-01398632, HAL.
• Roberto Marfè, 2017. "Income Insurance and the Equilibrium Term Structure of Equity," Journal of Finance, American Finance Association, vol. 72(5), pages 2073-2130, October.
  • Roberto Marfè, 2015. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 407, Collegio Carlo Alberto.
  • Roberto Marfè, 2016. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 459, Collegio Carlo Alberto.
• Roberto Marfè, 2015. "Survey Expectations and the Equilibrium Risk-Return Trade Off," Carlo Alberto Notebooks 408, Collegio Carlo Alberto.
• Roberto Marfè, 2016. "Corporate Fraction and the Equilibrium Term Structure of Equity Risk," Review of Finance, European Finance Association, vol. 20(2), pages 855-905.
  • Roberto Marfè, 2015. "Corporate Fraction and the Equilibrium Term-Structure of Equity Risk," Carlo Alberto Notebooks 409, Collegio Carlo Alberto.
• Kilian Huber, 2015. "The Persistence of a Banking Crisis," Discussion Papers 1532, Centre for Macroeconomics (CFM).
  • Kilian Huber, 2015. "The Persistence of a Banking Crisis," CEP Discussion Papers dp1389, Centre for Economic Performance, LSE.
  • Huber, Kilian, 2015. "The persistence of a banking crisis," LSE Research Online Documents on Economics 65010, London School of Economics and Political Science, LSE Library.
  • Huber, Kilian, 2018. "Disentangling the effects of a banking crisis: evidence from German firms and counties," LSE Research Online Documents on Economics 87410, London School of Economics and Political Science, LSE Library.
  • Huber, Kilian, 2015. "The persistence of a banking crisis," LSE Research Online Documents on Economics 87162, London School of Economics and Political Science, LSE Library.
• Eric Smith, 2020. "High and Low Activity Spells in Housing Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 1-28, April.
  • Smith, E, 2015. "High and Low Activity Spell in Housing Markets," Economics Discussion Papers 15620, University of Essex, Department of Economics.
  • Eric Smith, 2015. "High and Low Activity Spells in Housing Markets," CESifo Working Paper Series 5601, CESifo.
• Huber, Kilian, 2015. "The persistence of a banking crisis," LSE Research Online Documents on Economics 87162, London School of Economics and Political Science, LSE Library.
  • Kilian Huber, 2015. "The Persistence of a Banking Crisis," Discussion Papers 1532, Centre for Macroeconomics (CFM).
  • Kilian Huber, 2015. "The Persistence of a Banking Crisis," CEP Discussion Papers dp1389, Centre for Economic Performance, LSE.
  • Huber, Kilian, 2015. "The persistence of a banking crisis," LSE Research Online Documents on Economics 65010, London School of Economics and Political Science, LSE Library.
  • Huber, Kilian, 2018. "Disentangling the effects of a banking crisis: evidence from German firms and counties," LSE Research Online Documents on Economics 87410, London School of Economics and Political Science, LSE Library.
• Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," Borradores de Economia 877, Banco de la Republica de Colombia.
  • Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," Borradores de Economia 12686, Banco de la Republica.
• Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
  • Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2018. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 84081, London School of Economics and Political Science, LSE Library.
  • Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
• Hans Peter Grüner & Christoph Siemroth, 2019. "Crowdfunding, Efficiency, and Inequality," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1393-1427.
  • Grüner, Hans Peter & Siemroth, Christoph, 2015. "Cutting out the Middleman: Crowdinvesting, Efficiency, and Inequality," CEPR Discussion Papers 10488, C.E.P.R. Discussion Papers.
  • Grüner, Hans Peter & Siemroth, Christoph, 2017. "Crowdfunding, Efficiency, and Inequality," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168081, Verein für Socialpolitik / German Economic Association.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019. "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, vol. 74(1), pages 371-399, February.
  • Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers 21224, National Bureau of Economic Research, Inc.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2017. "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics 118956, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015. "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers 10629, C.E.P.R. Discussion Papers.
  • Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2019. "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics 87477, London School of Economics and Political Science, LSE Library.
• Jean-Edouard Colliard, 2020. "Optimal Supervisory Architecture and Financial Integration in a Banking Union [Is the international convergence of capital adequacy regulation desirable?]," Review of Finance, European Finance Association, vol. 24(1), pages 129-161.
  • Colliard, Jean-Edouard, 2015. "Optimal supervisory architecture and financial integration in a banking union," Working Paper Series 1786, European Central Bank.
  • Colliard, Jean-Edouard, 2017. "Optimal Supervisory Architecture and Financial Integration in a Banking Union," HEC Research Papers Series 1230, HEC Paris, revised 29 Nov 2017.
  • Colliard, Jean-Edouard, 2018. "Optimal Supervisory Architecture and Financial Integration in a Banking Union," HEC Research Papers Series 1319, HEC Paris.
  • Jean-Edouard Colliard, 2017. "Optimal Supervisory Architecture and Financial Integration in a Banking Union," Working Papers hal-01941516, HAL.
• Anthony Orji & Jonathan E. Ogbuabor & Onyinye I. Anthony-Orji, 2015. "Financial Liberalization and Economic Growth in Nigeria: An Empirical Evidence," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 663-672.
• Greg Ekpung Edame & Okoiarikpo Benjamin Okoi, 2015. "Fiscal Deficits and Economic Growth in Nigeria: A Chow Test Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 748-752.
• Rafiq Bhuyan & James Kuhle & Talla Mohammed Al-Deehani & Munir Mahmood, 2015. "Portfolio Diversification Benefits Using Real Estate Investment Trusts An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 922-928.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015. "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 144-160.
  • Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013. "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers 184, Oesterreichische Nationalbank (Austrian Central Bank).
• Jouini, Elyès & Napp, Clotilde, 2015. "Gurus and belief manipulation," Economic Modelling, Elsevier, vol. 49(C), pages 11-18.
  • Elyès Jouini & Clotilde Napp, 2010. "Gurus and beliefs manipulation," Working Papers halshs-00555609, HAL.
  • Elyes Jouini & Clotilde Napp, 2015. "Gurus and belief manipulation," Post-Print halshs-01250251, HAL.
• Zhang, Jin-Liang & Zhang, Yue-Jun & Zhang, Lu, 2015. "A novel hybrid method for crude oil price forecasting," Energy Economics, Elsevier, vol. 49(C), pages 649-659.
• Goodell, John W. & McGroarty, Frank & Urquhart, Andrew, 2015. "Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 162-171.
• Aymanns, Christoph & Georg, Co-Pierre, 2015. "Contagious synchronization and endogenous network formation in financial networks," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 273-285.
  • Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Working Papers 450, Economic Research Southern Africa.
  • Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Papers 1408.0440, arXiv.org.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015. "Costs and benefits of financial regulation: Short-selling bans and transaction taxes," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 103-118.
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• Deng, Binbin, 2015. "Regime Learning and Asset Prices in A Long-run Model: Theory," MPRA Paper 79960, University Library of Munich, Germany.
• Toda, Alexis Akira & Walsh, Kieran James, 2014. "The Equity Premium and the One Percent," MPRA Paper 79009, University Library of Munich, Germany, revised 28 Feb 2017.
  • Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
• Ahmad, Afzal, 2015. "European Sovereign Debt Crisis and its Impact on Financial Markets and Institutions," American Journal of Trade and Policy, Asian Business Consortium, vol. 2(3), pages 113-120.
• Dana C. Andersen, 2016. "Credit Constraints, Technology Upgrading, and the Environment," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(2), pages 283-319.
  • Andersen, Dana C., 2015. "Credit Constraints, Technology Upgrading, and the Environment," Working Papers 2015-4, University of Alberta, Department of Economics.
• Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE, 2015. "Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 27-38, September.
• Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017. "Convex incentives in financial markets: an agent-based analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 375-395, November.
  • Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015. "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper 337, Tor Vergata University, CEIS, revised 08 Apr 2015.
• Frank Riedel, 2015. "Financial economics without probabilistic prior assumptions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(1), pages 75-91, April.
• Dmitry Kramkov, 2015. "Existence of an endogenously complete equilibrium driven by a diffusion," Finance and Stochastics, Springer, vol. 19(1), pages 1-22, January.
• Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015. "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, vol. 19(2), pages 233-259, April.
• Roman Ivanov, 2015. "The distribution of the maximum of a variance gamma process and path-dependent option pricing," Finance and Stochastics, Springer, vol. 19(4), pages 979-993, October.
• Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
• Florin Bidian & Camelia Bejan, 2015. "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
  • Bidian, Florin & Bejan, Camelia, 2011. "Martingale properties of self-enforcing debt," MPRA Paper 36609, University Library of Munich, Germany, revised 12 Feb 2012.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
  • Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
  • Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
• Sungyong Park & Wendun Wang & Naijing Huang, 2015. "Testing for Stock Market Contagion: A Quantile Regression Approach," Tinbergen Institute Discussion Papers 15-040/III, Tinbergen Institute.
• Te Bao & Cars Hommes & Tomasz Makarewicz, 2017. "Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments," Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
  • Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Te Bao & Cars Hommes & Tomasz Makarewicz, 2015. "Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments," Tinbergen Institute Discussion Papers 15-107/II, Tinbergen Institute.
• Sandra M. Leitner, 2015. "Firm growth and financing constraints in the NMS-10 and the Western Balkan countries – a comparative analysis," wiiw Balkan Observatory Working Papers 115, The Vienna Institute for International Economic Studies, wiiw.
• Gregory Phelan, 2017. "Collateralized borrowing and increasing risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 471-502, February.
  • Gregory Phelan, 2015. "Collateralized Borrowing and Increasing Risk," Department of Economics Working Papers 2015-03, Department of Economics, Williams College, revised Jun 2015.
• Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
  • Ana Fostel & John Geanakoplos & Gregory Phelan, 2017. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers 2076, Cowles Foundation for Research in Economics, Yale University.
• Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
  • Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2019-07, Department of Economics, Williams College, revised Jul 2019.
• Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
  • Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2019-07, Department of Economics, Williams College, revised Jul 2019.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  • Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1-25, February.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  • Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
• Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015. "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 77-126, June.
  • Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014. "Competing for order flow in OTC markets," Working Papers 14-9, Federal Reserve Bank of Philadelphia.
  • Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014. "Competing for Order Flow in OTC Markets," NBER Working Papers 20608, National Bureau of Economic Research, Inc.
  • Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2015. "Competing for Order Flow in OTC Markets," Post-Print hal-04149211, HAL.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2018. "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, vol. 36(2), pages 318-336, April.
  • Adam Nowak & Amanda Ross & Christopher Yencha, 2015. "Small Business Borrowing and Peer-to-Peer Lending: Evidence from Lending Club," Working Papers 15-28, Department of Economics, West Virginia University.
• Laine, Tatu (ed.), 2015. "Quantitative analysis of financial market infrastructures: further perspectives on financial stability," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2015_050, July.
• Dimpfl, Thomas & Langen, Tobias, 2015. "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112921, Verein für Socialpolitik / German Economic Association.
• Siemroth, Christoph, 2015. "The impossibility of informationally efficient markets when forecasts are self-defeating," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113110, Verein für Socialpolitik / German Economic Association.
• Kranz Sebastian & Löffler Gunter & Posch Peter N., 2019. "Predatory Short Sales and Bailouts," German Economic Review, De Gruyter, vol. 20(4), pages 469-491, December.
  • Sebastian Kranz & Gunter Löffler & Peter N. Posch, 2019. "Predatory Short Sales and Bailouts," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 469-491, November.
  • Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian, 2015. "Predatory Short Sales and Bailouts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 114734, Verein für Socialpolitik / German Economic Association.

2014

• Felix Kubler & Larry Selden & Xiao Wei, 2014. "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, vol. 6(2), pages 131-162, May.
• Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014. "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
• Te Bao & Cars Hommes & Tomasz Makarewicz, 2017. "Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments," Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
  • Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Te Bao & Cars Hommes & Tomasz Makarewicz, 2015. "Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments," Tinbergen Institute Discussion Papers 15-107/II, Tinbergen Institute.
• Ana Fostel & John Geanakoplos, 2014. "Endogenous Collateral Constraints and the Leverage Cycle," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 771-799, August.
• Aymanns, Christoph & Georg, Co-Pierre, 2015. "Contagious synchronization and endogenous network formation in financial networks," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 273-285.
  • Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Working Papers 450, Economic Research Southern Africa.
  • Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Papers 1408.0440, arXiv.org.
• Catalin Drob, 2014. "Recent Evolution Of The Capital Markets In Romania," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
• Ensar AGIRMAN & Muhammet OZCAN & Omer YILMAZ, 2014. "The Impact of Terrorism on Financial Markets: An Empirical Study," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 8(2), pages 99-117.
• Taneli M�kinen, 2014. "Informed trading and stock market efficiency," Temi di discussione (Economic working papers) 992, Bank of Italy, Economic Research and International Relations Area.
• Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 12036, Banco de la Republica.
  • Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 840, Banco de la Republica de Colombia.
• Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
• Jana Drutarovska, 2014. "The Status Of Ethics In The International Financial Markets (Postavenie Etiky Na Medzinárodných Finančných Trhoch)," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 12(1), pages 85-96.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
  • Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
• Claudia Keser & Andreas Markstädter, 2014. "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers 2014s-30, CIRANO.
• Dumitru-Cristian OANEA & Stefan-Bogdan VASILESCU, 2014. "Overview On Romanian Capital Market Transactions: 1995 To Present," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 4, pages 295-302, July.
• Dumitru-Cristian OANEA, 2014. "Financial Intermediaries’ Activity On Romanian Capital Market," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 489-496, November.
• Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 840, Banco de la Republica de Colombia.
  • Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 12036, Banco de la Republica.
• Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
• Jakub Steiner & Colin Stewart, 2012. "Price Distortions in High-Frequency Markets," Discussion Papers 1549, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Steiner, Jakub & Stewart, Colin, 2014. "Price Distortions in High-Frequency Markets," CEPR Discussion Papers 9817, C.E.P.R. Discussion Papers.
• Péter Kondor & Dimitri Vayanos, 2019. "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
  • Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
  • Vayanos, Dimitri & Kondor, Péter, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers 9885, C.E.P.R. Discussion Papers.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
  • Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
  • Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
• Gehrig, Thomas & Haas, Marlene, 2014. "Lehman Brothers: What Did Markets Know?," CEPR Discussion Papers 9893, C.E.P.R. Discussion Papers.
• Aloísio Araújo & Susan Schommer & Michael Woodford, 2015. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 1-43, January.
  • Aloísio Araújo & Susan Schommer & Michael Woodford, 2013. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy, National Bureau of Economic Research, Inc.
  • Aloísio Araújo & Susan Schommer & Michael Woodford, 2013. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Working Papers 19711, National Bureau of Economic Research, Inc.
  • Woodford, Michael & Araujo, Aloisio & Schommer, Susan, 2014. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," CEPR Discussion Papers 9995, C.E.P.R. Discussion Papers.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall searching with and without recall," Theory and Decision, Springer, vol. 77(3), pages 297-311, October.
  • Daniela Di Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," Working Papers 2014/14, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh, 2014. "Recall Searching with and without Recall," LSF Research Working Paper Series 14-09, Luxembourg School of Finance, University of Luxembourg.
• Marta Małecka, 2014. "Duration-Based Approach to VaR Independence Backtesting," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(4), pages 627-636, September.
• Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
  • Hill , Brian, 2014. "Incomplete Preferences and Confidence," HEC Research Papers Series 1051, HEC Paris.
• Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015. "Margin regulation and volatility," Journal of Monetary Economics, Elsevier, vol. 75(C), pages 54-68.
  • Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2013. "Margin Regulation and Volatility," Swiss Finance Institute Research Paper Series 13-59, Swiss Finance Institute.
  • Brumm, Johannes & Kubler, Felix & Grill, Michael & Schmedders, Karl, 2014. "Margin regulation and volatility," Working Paper Series 1698, European Central Bank.
• Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Discussion Papers 23/2014, Deutsche Bundesbank.
  • Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Working Paper Series 1700, European Central Bank.
• Vogel, Edgar, 2014. "MRO bidding in the presence of LTROs: an empirical analysis of the pre-crisis period," Working Paper Series 1753, European Central Bank.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018. "Strategic Trading in Informationally Complex Environments," Econometrica, Econometric Society, vol. 86(4), pages 1119-1157, July.
  • Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014. "Strategic Trading in Informationally Complex Environments," NBER Working Papers 20516, National Bureau of Economic Research, Inc.
  • Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014. "Strategic Trading in Informationally Complex Environments," Research Papers 3021, Stanford University, Graduate School of Business.
• Duncan, Alfred J. M. & Nolan, Charles, 2019. "Disputes, debt and equity," Theoretical Economics, Econometric Society, vol. 14(3), July.
  • Alfred Duncan & Charles Nolan, 2014. "Disputes, Debt and Equity," Working Papers 2014_20, Business School - Economics, University of Glasgow.
  • Duncan, Alfred & Nolan, Charles, 2014. "Disputes, Debt and Equity," SIRE Discussion Papers 2015-29, Scottish Institute for Research in Economics (SIRE).
  • Alfred Duncan & Charles Nola, 2017. "Disputes , Debt And Equity," Working Papers 2017_08, Business School - Economics, University of Glasgow.
  • Alfred Duncan & Charles Nolan, 2017. "Disputes, Debt and Equity," Studies in Economics 1716, School of Economics, University of Kent.
• Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
  • Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013. "Herding, Trend Chasing and Market Volatility," Research Paper Series 337, Quantitative Finance Research Centre, University of Technology, Sydney.
• Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Zimper, Alexander, 2014. "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 109-118.
  • Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 201379, University of Pretoria, Department of Economics.
  • Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 399, Economic Research Southern Africa.
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  • Toda, Alexis Akira & Walsh, Kieran James, 2014. "The Equity Premium and the One Percent," MPRA Paper 79009, University Library of Munich, Germany, revised 28 Feb 2017.
  • Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
• Ayoki, Milton, 2014. "Inclusive Financial System Reforms in Uganda: Unveiling Ambiguity," MPRA Paper 83234, University Library of Munich, Germany, revised Dec 2017.
• Jaroslav Baran & Jiří Witzany, 2014. "Konstrukce výnosových křivek v pokrizovém období [Yield Curve Construction after Crisis]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 67-99.
• Michael Greenstone & Alexandre Mas & Hoai-Luu Nguyen, 2020. "Do Credit Market Shocks Affect the Real Economy? Quasi-experimental Evidence from the Great Recession and "Normal" Economic Times," American Economic Journal: Economic Policy, American Economic Association, vol. 12(1), pages 200-225, February.
  • Michael Greenstone & Alexandre Mas & Hoai-Luu Nguyen, 2014. "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and ‘Normal’ Economic Times," NBER Working Papers 20704, National Bureau of Economic Research, Inc.
  • Michael Greenstone & Alexandre Mas & Hoai -Luu Nguyen, 2014. "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and "Normal" Economic Times," Working Papers 584, Princeton University, Department of Economics, Industrial Relations Section..
• Donna, Javier & Espin-Sanchez, Jose, 2014. "The Illiquidity of Water Markets," MPRA Paper 55078, University Library of Munich, Germany.
  • Donna, Javier D. & Espin-Sanchez, Jose-A., 2021. "The Illiquidity of Water Markets," MPRA Paper 109544, University Library of Munich, Germany.
  • Jose-Antonio Espin-Sanchez & Javier Donna, 2014. "The Illiquidity of Water Markets," 2014 Meeting Papers 1247, Society for Economic Dynamics.
  • José-Antonio Espín-Sánchez & Javier Donna, 2014. "The Illiquidity of Water Markets," 2014 Papers pes132, Job Market Papers.
  • Donna, Javier & Espin Sanchez, Jose, 2014. "The Illiquidity of Water Markets," MPRA Paper 117166, University Library of Munich, Germany.
• Péter Kondor & Dimitri Vayanos, 2019. "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
  • Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
  • Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
  • Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
  • Vayanos, Dimitri & Kondor, Péter, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers 9885, C.E.P.R. Discussion Papers.
  • Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
• Naz, Salma & Razaque, Seema & Khuwaja, Hyder Ali & Ahmed, Niaz, 2014. "Validity of EMH; A Case Study of KSE-100 Index," Sukkur IBA Journal of Management and Business, Sukkur IBA University, vol. 1(1), pages 112-126, October.
• Durán-Vázquez, Rocío & Lorenzo-Valdés, Arturo & Castillo-Ramírez, Claudia, 2014. "Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 19(37), pages 104-107.
• Iancu, Aurel, 2014. "Instabilitatea financiara, ciclurile si rolul institutiilor," Studii Economice 140423, Institutul National de Cercetari Economice (INCE).
• Iancu, Aurel, 2014. "Financial Instability, Cycles and the Role of Institutions," Working Papers of National Institute for Economic Research 141007, Institutul National de Cercetari Economice (INCE).
• Aymanns, Christoph & Georg, Co-Pierre, 2015. "Contagious synchronization and endogenous network formation in financial networks," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 273-285.
  • Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Papers 1408.0440, arXiv.org.
  • Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Working Papers 450, Economic Research Southern Africa.
• Cyril Monnet & Thomas Nellen, 2021. "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 939-970, August.
  • Cyril Monnet & Thomas Nellen, 2014. "The Collateral Costs of Clearing," Working Papers 2014-04, Swiss National Bank.
• Carolina Laureti & Ariane Szafarz, 2014. "Having it Both Ways: A Theory of the Banking Firm with Time-Consistent and Time-Inconsistent Depositors," Working Papers CEB 14-011, ULB -- Universite Libre de Bruxelles.
• Carolina Laureti & Ariane Szafarz, 2014. "The Liquidity Premium: Commercial Banks versus Microfinance Institutions," Working Papers CEB 14-029, ULB -- Universite Libre de Bruxelles.
• Matteo Del Vigna, 2014. "A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 341-348, October.
• Michele Gori & Marina Pireddu & Antonio Villanacci, 2014. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 349-371, October.
  • Michele Gori & Marina Pireddu & Antonio Villanacci, 2010. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Working Papers - Mathematical Economics 2010-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
• Michael Zierhut, 2014. "Comment on “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)]," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 111-113, April.
• Weerachart Tee Kilenthong, 2014. "Correction for “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)]," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 115-118, April.
• Martin Meier & Burkhard C. Schipper, 2014. "Speculative trade under unawareness: the infinite case," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 147-160, October.
  • Meier, Martin & Schipper, Burkhard C, 2010. "Speculative Trade under Unawareness: The Infinite Case," MPRA Paper 20632, University Library of Munich, Germany.
  • Burkhard C. Schipper & Martin Meier, 2013. "Speculative Trade under Unawareness: The Infinite Case," Working Papers 270, University of California, Davis, Department of Economics.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
  • Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2014. "Axiomatization of residual income and generation of financial securities," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1257-1271, July.
  • Ghiselli Ricci, Roberto & Magni, Carlo Alberto, 2009. "Axiomatization of residual income and generation of financial securities," MPRA Paper 14438, University Library of Munich, Germany.
• Charles Noussair & Yilong Xu, 2015. "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1029-1055, November.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM 8feff7d4-f49d-41a0-9bb0-5, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper 2014-034, Tilburg University, Center for Economic Research.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
• Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
• Charles Noussair & Yilong Xu, 2015. "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(6), pages 1029-1055, November.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper 2014-034, Tilburg University, Center for Economic Research.
  • Noussair, C.N. & Xu, Yilong, 2014. "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM 8feff7d4-f49d-41a0-9bb0-5, Tilburg University, School of Economics and Management.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
• León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
  • León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
  • Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  • Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
• Xue-Zhong He & Kai Li, 2014. "Time Series Momentum and Market Stability," Research Paper Series 341, Quantitative Finance Research Centre, University of Technology, Sydney.
• Dmitry Gladyrev & Owen Powell & Natalia Shestakova, 2014. "The Effect of Financial Selection in Experimental Asset Markets," Vienna Economics Papers 1404, University of Vienna, Department of Economics.
• Dmitry Gladyrev & Owen Powell & Natalia Shestakova, 2014. "The Effect of Financial Selection in Experimental Asset Markets," Vienna Economics Papers vie1404, University of Vienna, Department of Economics.
• Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2014. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Economic Journal, Royal Economic Society, vol. 124(575), pages 1-30, March.
  • Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers 1079, Society for Economic Dynamics.
  • Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2013. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Working Papers 2013-23, Economic Research Institute, Bank of Korea.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014. "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
  • Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011. "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers 16696, National Bureau of Economic Research, Inc.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2013. "Heterogeneity and risk sharking in village economies," Staff Report 483, Federal Reserve Bank of Minneapolis.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl, 2011. "Heterogeneity and risk sharing in village economies," Working Papers 683, Federal Reserve Bank of Minneapolis.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, vol. 23(1), pages 18-29.
  • Mohammad Al‐Shboul & Sajid Anwar, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 18-29, January.
• Raymond Hon Fu Chan & Spike Tsz Ho Lee & Wing-Keung Wong, 2014. "Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8625, February.
• Carl Chiarella & Boda Kang & Gunter H Meyer, 2014. "The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8736, August.
• Zhaodong Wang & Weian Zheng, 2014. "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, August.
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Introduction," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 1, pages 1-2, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "The Merton and Heston Model for a Call," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 2, pages 3-9, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "American Call Options under Jump-Diffusion Processes," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 3, pages 11-47, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 4, pages 49-91, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Representation and Numerical Approximation of American Option Prices under Heston," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 5, pages 93-139, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Fourier Cosine Expansion Approach," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 6, pages 141-168, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "A Numerical Approach to Pricing American Call Options under SVJD," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 7, pages 169-198, World Scientific Publishing Co. Pte. Ltd..
• Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Conclusion," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 8, pages 199-200, World Scientific Publishing Co. Pte. Ltd..
• Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Working Paper Series 1700, European Central Bank.
  • Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Discussion Papers 23/2014, Deutsche Bundesbank.
• Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207, University of Goettingen, Department of Economics.
• Keser, Claudia & Markstädter, Andreas, 2014. "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics 207 [rev.], University of Goettingen, Department of Economics.
• Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Baghestanian, Sascha & Gortner, Paul J. & van der Weele, Joël J., 2015. "Peer effects and risk sharing in experimental asset markets," SAFE Working Paper Series 67, Leibniz Institute for Financial Research SAFE, revised 2015.
• Markstädter, Andreas & Keser, Claudia, 2014. "Informational Asymmetries in Laboratory Asset Markets with State Dependent Fundamentals," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100359, Verein für Socialpolitik / German Economic Association.
• Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit, 2014. "Asymmetric Information and International Corporate Social Responsibility," ZenTra Working Papers in Transnational Studies 29 / 2014, ZenTra - Center for Transnational Studies, revised Jan 2014.
• Josef Falkinger, 2014. "In search of economic reality under the veil of financial markets," ECON - Working Papers 154, Department of Economics - University of Zurich.

2013

• Arias, Fernando & Parra-Amado, Daniel & Garrido, Daira, 2013. "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? : evidencia reciente para países emergentes," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 2, pages 53-81, Banco de la Republica de Colombia.
  • Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincon, 2012. "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes," Borradores de Economia 717, Banco de la Republica de Colombia.
  • Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincón, 2012. "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes," Borradores de Economia 9764, Banco de la Republica.
• Carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 11104, Banco de la Republica.
  • carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
• Riedel, Frank & Herzberg, Frederik, 2013. "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 398-404.
  • Frederik Herzberg & Frank Riedel, 2012. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers 1207.2010, arXiv.org.
  • Riedel, Frank & Herzberg, Frederik, 2017. "Existence of financial equilibria in continuous time with potentially complete markets," Center for Mathematical Economics Working Papers 443, Center for Mathematical Economics, Bielefeld University.
• Ollikka, Kimmo & Tukiainen, Janne, 2013. "Central bank liquidity auction mechanism design and the interbank market," Research Discussion Papers 21/2013, Bank of Finland.
• Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2014. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Economic Journal, Royal Economic Society, vol. 124(575), pages 1-30, March.
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• carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
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• Ana Fostel & John Geanakoplos, 2013. "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers 1903, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2013. "Financial Innovation, Collateral and Investment," Cowles Foundation Discussion Papers 1903R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
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• Bolt, Wilko & Schmiedel, Heiko, 2009. "SEPA, efficiency, and payment card competition," Working Paper Series 1140, European Central Bank.
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• Schmiedel, Heiko & Bolt, Wilko & Foote, Elizabeth, 2011. "Consumer credit and payment cards," Working Paper Series 1387, European Central Bank.
• Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F. P. Luttmer & Kelly Shue, 2016. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Management Science, INFORMS, vol. 62(6), pages 1554-1577, June.
  • Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F.P. Luttmer & Kelly Shue, 2009. "Screening Peers Softly: Inferring the Quality of Small Borrowers," NBER Working Papers 15242, National Bureau of Economic Research, Inc.
  • Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Working Paper Series rwp13-017, Harvard University, John F. Kennedy School of Government.
  • Asim Khwaja & Rajkamal Iyer & Erzo Luttmer & Kelly Shue, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," CID Working Papers 259, Center for International Development at Harvard University.
• Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds," Econometrica, Econometric Society, vol. 81(4), pages 1309-1345, July.
  • Nuno Cassola & Ali Hortacsu & Jakub Kastl, "undated". "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," Discussion Papers 08-039, Stanford Institute for Economic Policy Research.
  • Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011. "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series 1374, European Central Bank.
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• Toyoshima, Yuki & Hamori, Shigeyuki, 2013. "Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore," Journal of Asian Economics, Elsevier, vol. 24(C), pages 117-123.
• Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
• Quintino, Derick David & David, Sergio Adriani, 2013. "Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil," Energy Economics, Elsevier, vol. 40(C), pages 927-935.
• Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence, 2013. "The January effect for individual corporate bonds," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 69-77.
• Carmichael, Benoıˆt & Coën, Alain, 2013. "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, vol. 10(2), pages 50-57.
• Dev, Pritha, 2013. "Transfer of information by an informed trader," Finance Research Letters, Elsevier, vol. 10(2), pages 58-71.
• Memmel, Christoph & Sachs, Angelika, 2013. "Contagion in the interbank market and its determinants," Journal of Financial Stability, Elsevier, vol. 9(1), pages 46-54.
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• Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C., 2013. "Unawareness, beliefs, and speculative trade," Games and Economic Behavior, Elsevier, vol. 77(1), pages 100-121.
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• Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan, 2013. "Impact of volatility estimation method on theoretical option values," Global Finance Journal, Elsevier, vol. 24(2), pages 119-128.
• Martin, Alberto & Taddei, Filippo, 2013. "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, vol. 89(2), pages 441-452.
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• ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013. "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 824-836.
• Moch, Nils, 2013. "Competition in fragmented markets: New evidence from the German banking industry in the light of the subprime crisis," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2908-2919.
• Ai, Hengjie & Kiku, Dana, 2013. "Growth to value: Option exercise and the cross section of equity returns," Journal of Financial Economics, Elsevier, vol. 107(2), pages 325-349.
• Riedel, Frank & Herzberg, Frederik, 2013. "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 398-404.
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• Ulrich, Maxim, 2013. "Inflation ambiguity and the term structure of U.S. Government bonds," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 295-309.
• Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 74-96.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2013. "Market quality and contagion in fragmented markets," LSE Research Online Documents on Economics 60971, London School of Economics and Political Science, LSE Library.
• Morten Balling & Ernest Gnan, 2013. "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 5, pages 157-194, SUERF - The European Money and Finance Forum.
• Narcissa Balta & Lucian Briciu & Carlos Cuerpo Caballero & Ines Drumond & Anton Jevcak & Peter Pontuch & Werner Roeger & Jan in 't Veld, . "Quarterly Report on the Euro Area (QREA), Vol.12, No.1 (2013)," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014. "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
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• Eisenbach, Thomas M., 2017. "Rollover risk as market discipline: A two-sided inefficiency," Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
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• Ana Fostel & John Geanakoplos, 2013. "Leverage and Default in Binomial Economies: A Complete Characterization," Working Papers 2013-16, The George Washington University, Institute for International Economic Policy.
• Ana Fostel & John Geanakoplos, 2013. "Financial Innovation, Collateral and Investment," Working Papers 2013-18, The George Washington University, Institute for International Economic Policy.
• Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Documents de travail du Centre d'Economie de la Sorbonne 13020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 13021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Documents de travail du Centre d'Economie de la Sorbonne 13020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Post-Print halshs-00801399, HAL.
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• Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00801402, HAL.
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  • Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 13021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013. "Evolutionary Beliefs and Financial Markets," Review of Finance, European Finance Association, vol. 17(2), pages 727-766.
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• Aase, Knut K., 2013. "Recursive utility and disappearing puzzles for continuous-time models," Discussion Papers 2013/2, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2013. "Recursive utility and the equity premium puzzle: A discrete-time approach," Discussion Papers 2013/3, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
• Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer, 2013. "Reference Dependent Preferences and the EPK Puzzle," SFB 649 Discussion Papers SFB649DP2013-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Eduardo Moron & Edgar Salgado & Cristhian Seminario, 2013. "Regional Financial Development and Firm Growth in Peru," Research Department Publications IDB-WP-398, Inter-American Development Bank, Research Department.
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• Eduardo Moron & Edgar Salgado & Cristhian Seminario, 2013. "Regional Financial Development and Firm Growth in Peru," Research Department Publications IDB-WP-398, Inter-American Development Bank, Research Department.
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• Jacques Clerc & Manuel Diaz & Bruno Campos, 2013. "Development of a Procedure for the Construction of GEI Emission Abatement Curves Incorporating the Uncertainty Associated to the Main Mitigation Variables," Research Department Publications IDB-TN-541, Inter-American Development Bank, Research Department.
• Seminario, Cristhian & Salgado, Edgar & Morón, Eduardo, 2013. "Regional Financial Development and Firm Growth in Peru," IDB Publications (Working Papers) 4619, Inter-American Development Bank.
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• Ercan ÖZEN & Bahattin HAMARAT & Necmiye Serap VURUR, 2013. "Türkiye’de İllerin Finansal Yatırım Eğilimlerine Göre Derecelendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(331), pages 89-120.
• Abhilash S. Nair, 2013. "Existence Of Capital Market Equilibrium In The Presence Of Herding And Feedback Trading," Working papers 121, Indian Institute of Management Kozhikode.
• Muhammad Shahbaz, 2013. "Financial Development, Economics Growth, Income Inequality Nexus: A Case Study of Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 1(3), pages 24-47, March.
• Roland Bénabou, 2013. "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 429-462.
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• Wilko Bolt & Heiko Schmiedel, 2013. "Pricing of payment cards, competition, and efficiency: a possible guide for SEPA," Annals of Finance, Springer, vol. 9(1), pages 5-25, February.
• Frederik Herzberg, 2013. "First steps towards an equilibrium theory for Lévy financial markets," Annals of Finance, Springer, vol. 9(3), pages 543-572, August.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013. "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, vol. 9(4), pages 725-755, November.
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• Monostori, Zoltán, 2013. "Diszkriminatív áras és egyenáras aukciók [Discriminatory and uniform-price auctions]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1048-1074.
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• Jáki, Erika, 2013. "A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre [The financial crisis as negative information and a factor of uncertaint," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1357-1369.
• Chiaki Hara, 2013. "Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs　," KIER Working Papers 862, Kyoto University, Institute of Economic Research.
• Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00801399, HAL.
  • Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Documents de travail du Centre d'Economie de la Sorbonne 13020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Post-Print halshs-00801399, HAL.
• Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00801402, HAL.
  • Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 13021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Aurora Murgea & Robert D. Reisz, 2013. "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
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• Aloísio Araújo & Susan Schommer & Michael Woodford, 2015. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 1-43, January.
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• Leonidov, A. & Rumyantsev, E., 2013. "Russian Interbank Systemic Risks Assessment from the Network Topology Point of View," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 65-80.
• Marzena Rostek & Ji Hee Yoon, 2013. "Private Information in Markets: A Market Design Perspective," Working Papers 13-21, NET Institute.
• Neil Shephard, 2013. "Martingale unobserved component models," Economics Series Working Papers 644, University of Oxford, Department of Economics.
  • Neil Shephard, 2013. "Martingale unobserved component models," Economics Papers 2013-W01, Economics Group, Nuffield College, University of Oxford.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015. "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 144-160.
  • Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013. "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers 184, Oesterreichische Nationalbank (Austrian Central Bank).
• Urban Bacher & Kai L. Stober, 2013. "Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 9, pages 481-492.
• Alp Simsek, 2013. "Speculation and Risk Sharing with New Financial Assets," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(3), pages 1365-1396.
• Roland Bénabou, 2013. "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 429-462.
  • Bénabou, Roland, 2009. "Groupthink: Collective Delusions in Organizations and Markets," CEPR Discussion Papers 7193, C.E.P.R. Discussion Papers.
  • Benabou, Roland, 2013. "Groupthink: Collective Delusions in Organizations and Markets," IZA Discussion Papers 7322, Institute of Labor Economics (IZA).
  • Roland Bénabou, 2009. "Groupthink: Collective Delusions in Organizations and Markets," NBER Working Papers 14764, National Bureau of Economic Research, Inc.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013. "Evolutionary Beliefs and Financial Markets," Review of Finance, European Finance Association, vol. 17(2), pages 727-766.
  • Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012. "Evolutionary Beliefs and Financial Markets," Post-Print halshs-00778537, HAL.
  • Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013. "Evolutionary beliefs and financial markets," Post-Print halshs-00927265, HAL.
• Ionescu Cristian, 2013. "Investor’s Perceptions and Financial Instability in the Emerging Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 518-522, May.
• Neil Shephard, 2013. "Martingale unobserved component models," Economics Papers 2013-W01, Economics Group, Nuffield College, University of Oxford.
  • Neil Shephard, 2013. "Martingale unobserved component models," Economics Series Working Papers 644, University of Oxford, Department of Economics.
• Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove, 2013. "Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index," PIER Working Paper Archive 13-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Awdeh, Ali, 2013. "Impact of financial deregulation on bank productivity: Evidence from a panel of Arab banks," MPRA Paper 119124, University Library of Munich, Germany.
• Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
  • Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
• Accinelli, E. & Covarrubias, E., 2014. "An extension of the Sard–Smale Theorem to convex domains with an empty interior," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 123-128.
  • Accinelli Elvio & Covarrubias Enrique, 2013. "An Extension of the Sard-Smale Theorem to Domains with an Empty Interior," Working Papers 2013-23, Banco de México.
  • Accinelli, Elvio & Covarrubias, Enrique, 2013. "An extension of the Sard-Smale Theorem to domains with an empty interior," MPRA Paper 47404, University Library of Munich, Germany.
• Ezzat, Hassan, 2013. "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper 51465, University Library of Munich, Germany.
• Yulei Luo & Eric R. Young, 2016. "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
  • Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
• Monostori, Zoltán, 2013. "Diszkriminatív áras és egyenáras aukciók [Discriminatory and uniform-price auctions]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1048-1074.
  • Monostori, Zoltan, 2013. "Diszkriminatív áras és egyenáras aukciók [Discriminatory versus uniform-price auctions]," MPRA Paper 54254, University Library of Munich, Germany, revised Apr 2013.
• Alexander Zimper, 2013. "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers 358, Economic Research Southern Africa.
  • Alexander Zimper, 2013. "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers 201335, University of Pretoria, Department of Economics.
• Zimper, Alexander, 2014. "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 109-118.
  • Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 399, Economic Research Southern Africa.
  • Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 201379, University of Pretoria, Department of Economics.
• Emil Iantchev, 2013. "Asset-Pricing Implications of Biologically Based Non-Expected Utility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 497-510, July.
  • Emil Iantchev, 2012. "Code and data files for "Asset-Pricing Implications of Biologically Based Non-Expected Utility"," Computer Codes 11-255, Review of Economic Dynamics.
• Leonardo Becchetti & Nazaria Solferino & Maria Elisabetta Tessitore, 2016. "Corporate social responsibility and profit volatility: theory and empirical evidence," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 25(1), pages 49-89.
  • Becchetti, Leonardo & Solferino, Nazaria & Tessitore, Maria Elisabetta, 2013. "Corporate social responsibility and profit volatility: theory and empirical evidence," AICCON Working Papers 129-2013, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
• Huerta, Ramon & Corbacho, Fernando & Elkan, Charles, 2013. "Nonlinear support vector machines can systematically identify stocks with high and low future returns," Algorithmic Finance, IOS Press, vol. 2(1), pages 45-58.
• Bailey, David H. & López de Prado, Marcos & del Pozo, Eva, 2013. "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, vol. 2(1), pages 99-109.
• Dorantes, Carlos, 2013. "The Relevance of Using Accounting Fundamentals in the Mexican Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 18(00), pages 1-10.
• Vesperoni , Alberto, 2013. "War Finance and the Modern State," NEPS Working Papers 6/2013, Network of European Peace Scientists.
• Duca, Ioana Andreea & Ruxanda, Gheorghe, 2013. "A View on the Risk-Neutral Density Forecasting of the Dax30 Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 101-114, June.
• Alexander Zimper, 2013. "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers 201335, University of Pretoria, Department of Economics.
  • Alexander Zimper, 2013. "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers 358, Economic Research Southern Africa.
• Zimper, Alexander, 2014. "On the impossibility of insider trade in rational expectations equilibria," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 109-118.
  • Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 201379, University of Pretoria, Department of Economics.
  • Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 399, Economic Research Southern Africa.
• Rashid Ameer, 2013. "Financial liberalization and firms’ capital structure adjustments evidence from Southeast Asia and South America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(1), pages 1-32, January.
• M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
• Dimitris Voliotis, 2013. "Arbitrage, strategic inefficiency and self-regulation," Review of Economic Design, Springer;Society for Economic Design, vol. 17(1), pages 27-41, March.
• Lucas Lucio Godeiro, 2013. "Impact of Calendar Effects in the Volatility of Vale Shares," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 2(3), pages 1-1.
  • Lúcio Godeiro, Lucas, 2011. "Impact of calendar effects in the volatility of vale shares," MPRA Paper 45993, University Library of Munich, Germany.
• ,, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
• Charles Z. Liu & Humayun Zafar & Yoris A. Au, 2013. "Rethinking Fs-Isac: An It Security Information Sharing Model For The Financial Services Sector," Working Papers 0209is, College of Business, University of Texas at San Antonio.
• Guillermo Ordoñez, 2013. "The Asymmetric Effects of Financial Frictions," Journal of Political Economy, University of Chicago Press, vol. 121(5), pages 844-895.
  • Guillermo Ordoñez, 2012. "The Asymmetric Effects of Financial Frictions," NBER Working Papers 18360, National Bureau of Economic Research, Inc.
• Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
  • Peter Dawson, 2013. "The Capital Asset Pricing Model in Economic Perspective," Alumni working papers 2013-01, University of Connecticut, Department of Economics, revised Nov 2014.
• Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
  • Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013. "Herding, Trend Chasing and Market Volatility," Research Paper Series 337, Quantitative Finance Research Centre, University of Technology, Sydney.
• TIMUS, Angela & UNGUR, Cristina, 2013. "The Insurance Market Of The Republic Of Moldova In Terms Of Investment Potential," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 17(2), pages 31-43.
• Massimo Cingolani, 2013. "Finance Capitalism: A Look at the European Financial Accounts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(3), pages 249-290, May.
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757.
• Obert Nyawata, 2013. "Treasury Bills And/Or Central Bank Bills For Absorbing Surplus Liquidity: The Main Considerations," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 1-32.
• Obert Nyawata, 2013. "Treasury Bills And/Or Central Bank Bills For Absorbing Surplus Liquidity: The Main Considerations," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 1-32.
• Ollikka, Kimmo & Tukiainen, Janne, 2013. "Central bank liquidity auction mechanism design and the interbank market," Bank of Finland Research Discussion Papers 21/2013, Bank of Finland.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
  • Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
• Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013. "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers 2013-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Thomas Kaspereit & Kerstin Lopatta, 2013. "The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets," ZenTra Working Papers in Transnational Studies 19 / 2013, ZenTra - Center for Transnational Studies, revised Oct 2013.

2012

• Veronica Guerrieri & Peter Kondor, 2012. "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(5), pages 1986-2017, August.
  • Veronica Guerrieri & Péter Kondor, 2009. "Fund Managers, Career Concerns, and Asset Price Volatility," NBER Working Papers 14898, National Bureau of Economic Research, Inc.
  • Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
  • Kondor, Péter & Guerrieri, Veronica, 2011. "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers 8454, C.E.P.R. Discussion Papers.
• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
  • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
  • R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
• Oana Calitoiu, 2012. "The Implications Of Globalization On The Efficiency And Stability Of Financial Systems," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(40), pages 158-161.
• Grzegorz W. Kolodko, 2012. "A world between crises," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(1), pages 3-13, March.
• Aurora Murgea, 2012. "Lipstick Effect In Romania: Propensity To Buy Cosmetics And Stock Market Evolutions," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(14), pages 1-19.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013. "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, vol. 9(4), pages 725-755, November.
  • Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012. "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models," Papers 1201.1840, arXiv.org, revised Oct 2012.
• Chr. Framstad, Nils, 2011. "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Memorandum 20/2011, Oslo University, Department of Economics.
  • Nils Chr. Framstad, 2012. "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Papers 1206.5756, arXiv.org, revised Jun 2012.
• Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers 617, Society for Economic Dynamics.
  • Josef Schroth, 2012. "Financial Crisis Resolution," Staff Working Papers 12-42, Bank of Canada.
• Amela Hubic, 2012. "A Financial Social Accounting Matrix (SAM) for Luxembourg," BCL working papers 72, Central Bank of Luxembourg.
• Martin, Alberto & Taddei, Filippo, 2013. "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, vol. 89(2), pages 441-452.
  • Martín, Alberto & Taddei, Filippo, 2010. "International Capital Flows and Credit Market Imperfections: A Tale of Two Frictions," CEPR Discussion Papers 8131, C.E.P.R. Discussion Papers.
  • Alberto Martín & Filippo Taddei, 2012. "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Working Papers 518, Barcelona School of Economics.
  • Alberto Martin & Filippo Taddei, 2010. "International capital flows and credit market imperfections: A tale of two frictions," Economics Working Papers 1245, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2012.
  • Alberto Martin & Filippo Taddei, 2010. "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Carlo Alberto Notebooks 160, Collegio Carlo Alberto, revised 2011.
• Bekir Elmas, 2012. "Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(49), pages 39-58.
• Baddeley, M. & Burke, C. & Schultz, W. & Tobler, P., 2012. "Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences," Cambridge Working Papers in Economics 1225, Faculty of Economics, University of Cambridge.
• MSc. Arjan Tushaj & PhD. Valentina Sinaj, 2012. "What About The Relationship Between Banking Competition And Financial Stability? Case Of Albania," Journal Articles, Center For Economic Analyses, pages 25-32, June.
• DEHEZ, Pierre, 2012. "Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner," LIDAM Discussion Papers CORE 2012029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Faias, Marta & Luque, Jaime, 2012. "Endogenous bourse structures," UC3M Working papers. Economics we1106, Universidad Carlos III de Madrid. Departamento de Economía.
• Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City University London.
• Hatzopoulos, V. & Iori, G., 2012. "Information theoretic description of the e-Mid interbank market: implications for systemic risk," Working Papers 12/04, Department of Economics, City University London.
• Kovaleva, P. & Iori, G., 2012. "Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity," Working Papers 12/05, Department of Economics, City University London.
• Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012. "Market microstructure, bank's behaviour and interbank spreads," Working Papers 12/06, Department of Economics, City University London.
• Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
• Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012. "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 556-575, September.
  • Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series 251, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ana Fostel & John Geanakoplos, 2012. "Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default," Cowles Foundation Discussion Papers 1877, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers 1877R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2013.
• Ana Fostel & John Geanakoplos, 2012. "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers 1877R2, Cowles Foundation for Research in Economics, Yale University, revised Aug 2014.
• Ana Fostel & John Geanakoplos, 2012. "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers 1877R3, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
• Ana Fostel & John Geanakoplos, 2012. "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers 1877RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2014.
• Ana Fostel & John Geanakoplos, 2012. "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers 1877RRR, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
• Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
  • Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
  • Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
• J. Hugonnier & S. Malamud & E. Trubowitz, 2012. "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, vol. 80(3), pages 1249-1270, May.
  • Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009. "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series 09-41, Swiss Finance Institute.
• Darrell Duffie & Bruno Strulovici, 2012. "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, vol. 80(6), pages 2469-2509, November.
  • Bruno Strulovici & Darrell Duffie, 2009. "Capital Mobility and Asset Pricing," 2009 Meeting Papers 87, Society for Economic Dynamics.
  • Darrell Duffie & Bruno Strulovici, 2009. "Capital Mobility and Asset Pricing," Discussion Papers 1478, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Darrell Duffie & Bruno Strulovici, 2011. "Capital Mobility and Asset Pricing," NBER Working Papers 17296, National Bureau of Economic Research, Inc.
• Zaman, Khalid & Izhar, Zeeshan & Khan, Muhammad Mushtaq & Ahmad, Mehboob, 2012. "The relationship between financial indicators and human development in Pakistan," Economic Modelling, Elsevier, vol. 29(5), pages 1515-1523.
• van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012. "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 819-830.
  • Casper van Ewijk & Henri de Groot & C. Santing, 2010. "A meta-analysis of the equity premium," CPB Discussion Paper 156, CPB Netherlands Bureau for Economic Policy Analysis.
  • Casper van Ewijk & Henri L.F. de Groot & Coos Santing, 2010. "A Meta-Analysis of the Equity Premium," Tinbergen Institute Discussion Papers 10-078/3, Tinbergen Institute.
• Pineda, S. & Conejo, A.J., 2012. "Managing the financial risks of electricity producers using options," Energy Economics, Elsevier, vol. 34(6), pages 2216-2227.
• Bick, Avi, 2012. "The relationship between reciprocal currency futures prices," Finance Research Letters, Elsevier, vol. 9(4), pages 194-201.
• Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
  • Iori, G. & Tedeschi, G., 2010. "Herding effects in order driven markets: The rise and fall of gurus," Working Papers 10/05, Department of Economics, City University London.
• Lin, Shengle & Rassenti, Stephen, 2012. "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 39-61.
• Balasko, Yves & Geanakoplos, John, 2012. "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, vol. 147(2), pages 400-406.
• Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 147(2), pages 450-476.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
  • Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
  • Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
• Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
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• Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Post-Print halshs-00707401, HAL.
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• Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
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• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
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• Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
• Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
• Hara, Chiaki, 2012. "Asset prices, trading volumes, and investor welfare in markets with transaction costs," CIS Discussion paper series 556, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Hara, Chiaki, 2012. "Heterogeneous impatience and dynamic inconsistency," CIS Discussion paper series 557, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
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• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de Economía.
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• Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707401, HAL.
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• Neil Shephard & Dacheng Xiu, 2012. "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Papers 2012-W04, Economics Group, Nuffield College, University of Oxford.
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• Víctor Pérez Fernández & Juan Pablo Torres-Martínez, 2012. "Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk," Working Papers wp363, University of Chile, Department of Economics.
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• Masci, Martín Ezequiel, 2012. "Irreversibilidad e incertidumbre de las decisiones financieras en i&d [Irreversibility and uncertainty of the financial investments on r&d]," MPRA Paper 40970, University Library of Munich, Germany.
• R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
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• De Koning, Kees, 2012. "The world's dream: economic growth : the balance sheet approach," MPRA Paper 42580, University Library of Munich, Germany.
• Swamy, Vighneswara & S, Sreejesh, 2012. "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper 47518, University Library of Munich, Germany.
• Ezzat, Hassan, 2012. "The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange," MPRA Paper 51584, University Library of Munich, Germany.
• de-Ramon, Sebastián & Iscenko, Zanna & Osborne, Matthew & Straughan, Michael & Andrews, Peter, 2012. "Measuring the impact of prudential policy on the macroeconomy: A practical application to Basel III and other responses to the financial crisis," MPRA Paper 69423, University Library of Munich, Germany.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2012. "Incomplete Financial Markets With Real Assets and Endogenous Credit Limits," Purdue University Economics Working Papers 1271, Purdue University, Department of Economics.
• Emil Iantchev, 2013. "Asset-Pricing Implications of Biologically Based Non-Expected Utility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 497-510, July.
  • Emil Iantchev, 2012. "Code and data files for "Asset-Pricing Implications of Biologically Based Non-Expected Utility"," Computer Codes 11-255, Review of Economic Dynamics.
• Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2014. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Economic Journal, Royal Economic Society, vol. 124(575), pages 1-30, March.
  • Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers 1079, Society for Economic Dynamics.
  • Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2013. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Working Papers 2013-23, Economic Research Institute, Bank of Korea.
• Felix KUBLER & Karl SCHMEDDERS, 2010. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series 10-21, Swiss Finance Institute.
  • Karl Schmedders & Felix Kubler, 2012. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers 536, Society for Economic Dynamics.
• Josef Schroth, 2012. "Financial Crisis Resolution," Staff Working Papers 12-42, Bank of Canada.
  • Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers 617, Society for Economic Dynamics.
• Marian WIELEZYNSKI, 2012. "Les dividendes de l’innovation DIVIDENDS OF INNOVATION," Working Papers 29, Réseau de Recherche sur l’Innovation. / Research Network on Innovation.
• Guzeldere, , Harun & Sarioglu, Serra Eren, 2012. "Validity of Fama-French Three-Factor Model In Asset Pricing: An Application In Istanbul Stock Exchange," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(2), pages 1-1, April.
• Esener, S. Cagri & Binis, Mine, 2012. "New Solutions to Old Debates: A New Transaction Tax Proposal," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 3(4), pages 123-123, October.
• McConnell, Patrick, 2012. "Lehman – A Case of Strategic Risk," Journal of Financial Transformation, Capco Institute, vol. 34, pages 51-62.
• Domínguez Gijón, Rosa María & Flores Ortega, Miguel & Venegas-Martínez, Francisco, 2012. "Comportamiento del IPC de la BMV durante 2000-2009: un enfoque de valores extremos," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(1), pages 7-24.
• Leonardo Becchetti & Giancarlo Marini & Aurora Murgea, 2012. "The Spread Nightmare: Financial Crises and Happiness," CEIS Research Paper 252, Tor Vergata University, CEIS, revised 18 Sep 2012.
• Sarah Draus & Mark van Achter, 2012. "Circuit Breakers and Market Runs," CSEF Working Papers 313, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• George Dikos & Dimitrios Thomakos, 2012. "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, vol. 42(1), pages 121-145, February.
• Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," PSE-Ecole d'économie de Paris (Postprint) hal-00685413, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685413, HAL.
  • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print hal-00685413, HAL.
• Andrés Carvajal & Marek Weretka, 2012. "No-arbitrage, state prices and trade in thin financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 223-268, May.
• Matthew Hoelle, 2012. "Transaction costs and planner intervention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 603-634, August.
• Joon Song, 2012. "Futures market: contractual arrangement to restrain moral hazard in teams," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 163-189, September.
  • Song, Joon, 2007. "Futures Market: Contractual Arrangement to Restrain Moral Hazard in Teams," Economics Discussion Papers 8912, University of Essex, Department of Economics.
• Takuya Masuzawa, 2012. "Strong convexity of NTU games," International Journal of Game Theory, Springer;Game Theory Society, vol. 41(3), pages 699-705, August.
• Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346-358.
  • Ian Martin, 2010. "The Valuation of Long-Dated Assets," NBER Working Papers 16219, National Bureau of Economic Research, Inc.
• Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo, 2012. "Incomplete financial participation: exclusive markets, investment clubs and credit risk," MPRA Paper 36624, University Library of Munich, Germany.
  • Víctor Pérez Fernández & Juan Pablo Torres-Martínez, 2012. "Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk," Working Papers wp363, University of Chile, Department of Economics.
• Aurora Murgea & Robert D. Reisz, 2013. "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
  • Aurora Murgea & Robert Reisz, 2012. "Does the market make us happy? The stock market and well-being," FEAA Working Papers 2012.FEAA.F.03, West University of Timisoara, Romania, Faculty of Economics and Business Administration.
• Dick, Christian D. & Knobloch, Michael & Al-Umaray, Kerim S. & Jaroszek, Lena & Schröder, Michael & Tiffe, Achim, 2012. "Studie zu Dispozinsen / Ratenkrediten - Forschungsvorhaben zur Bereitstellung wissenschaftlicher Entscheidungshilfe für das Bundesministerium für Ernährung, Landwirtschaft und Verbraucherschutz (BMELV," EconStor Research Reports 65418, ZBW - Leibniz Information Centre for Economics.
• Uhlenbrock, Jens, 2012. "Pricing And Regulation In Multi-sided Markets - Implications for Payment Card Networks And Smart Metering," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 58351, June.
• Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Josef Falkinger, 2012. "Em-powering economics: Some thoughts on policy and financial markets," ECON - Working Papers 093, Department of Economics - University of Zurich.

2011

• Daniela Elena Marinescu & Dumitru Marin & Ioana Manafi, 2011. "Analyzing Consumer’s Behaviour in Risk and Uncertainty Situations," International Journal of Economic Practices and Theories, Academy of Economic Studies - Bucharest, Romania, vol. 1(2), pages 51-57, September.
• Doru-Cristian CORETCHI, 2011. "The Role Of The Public-Private Partnership Under Economic Crisis At Eu Level And Its Challenges On The Romanian Market," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, vol. 3(1), pages 38-46, March.
• Cristian Ionescu, 2011. "Micro-prudentiality and financial stability," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 16-17.
• Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt, 2011. "Do Low Interest Rates Sow the Seeds of Financial Crises?," Staff Working Papers 11-31, Bank of Canada.
• Frank Riedel, 2011. "Finance Without Probabilistic Prior Assumptions," Papers 1107.1078, arXiv.org.
  • Riedel, Frank, 2016. "Finance without probabilistic prior assumptions," Center for Mathematical Economics Working Papers 450, Center for Mathematical Economics, Bielefeld University.
• Peter Sinclair, 2011. "Macroprudential Financial Regulation: Why, What, How?," Discussion Papers 11-21, Department of Economics, University of Birmingham.
• Viral V. Acharya & S. Viswanathan, 2011. "Leverage, Moral Hazard, and Liquidity," Journal of Finance, American Finance Association, vol. 66(1), pages 99-138, February.
  • Viral V. Acharya & S. Viswanathan, 2010. "Leverage, Moral Hazard and Liquidity," NBER Working Papers 15837, National Bureau of Economic Research, Inc.
• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
  • Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008. "Are options on index futures profitable for risk averse investors? Empirical evidence," CoFE Discussion Papers 08/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
• Riccardo Giacomelli & Elisa Luciano, 2011. "Equilibrium price of immediacy and infrequent trade," Carlo Alberto Notebooks 221, Collegio Carlo Alberto, revised 2013.
• Burkhard Schipper & Martin Meier & Aviad Heifetz, 2011. "Unawareness, Beliefs, and Speculative Trade," Working Papers 118, University of California, Davis, Department of Economics.
• Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C., 2013. "Unawareness, beliefs, and speculative trade," Games and Economic Behavior, Elsevier, vol. 77(1), pages 100-121.
  • Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C, 2009. "Unawareness, Beliefs and Speculative Trade," MPRA Paper 18437, University Library of Munich, Germany.
  • Burkhard Schipper & Martin Meier & Aviad Heifetz, 2011. "Unawareness, Beliefs, and Speculative Trade," Working Papers 118, University of California, Davis, Department of Economics.
• Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C., 2013. "Unawareness, beliefs, and speculative trade," Games and Economic Behavior, Elsevier, vol. 77(1), pages 100-121.
  • Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C, 2009. "Unawareness, Beliefs and Speculative Trade," MPRA Paper 18437, University Library of Munich, Germany.
  • Burkhard Schipper & Martin Meier & Aviad Heifetz, 2011. "Unawareness, Beliefs, and Speculative Trade," Working Papers 47, University of California, Davis, Department of Economics.
  • Burkhard C. Schipper & Martin Meier & Aviad Heifetz, 2009. "Unawareness, Beliefs and Speculative Trade," Working Papers 280, University of California, Davis, Department of Economics.
• Besley, Timothy & Ghatak, Maitreesh, 2011. "Taxation and regulation of bonus pay," LSE Research Online Documents on Economics 58192, London School of Economics and Political Science, LSE Library.
  • Timothy Besley & Maitreesh Ghatak, 2011. "Taxation and Regulation of Bonus Pay," STICERD - Economic Organisation and Public Policy Discussion Papers Series 030, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Besley, Tim & Ghatak, Maitreesh, 2011. "Taxation and Regulation of Bonus Pay," CEPR Discussion Papers 8532, C.E.P.R. Discussion Papers.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
• Jorge Mario Uribe Gil & Inés María Ulloa Villegas, 2011. "Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
• Torres Gómez, Duvan Fernando & Arroyave Tangarife, Astrid Carolina, 2011. "Implicaciones de Forward y Futuros para el Sector Eléctrico Colombiano," Borradores Departamento de Economía 8982, Universidad de Antioquia, CIE.
• Veronica Guerrieri & Peter Kondor, 2012. "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(5), pages 1986-2017, August.
  • Veronica Guerrieri & Péter Kondor, 2009. "Fund Managers, Career Concerns, and Asset Price Volatility," NBER Working Papers 14898, National Bureau of Economic Research, Inc.
  • Kondor, Péter & Guerrieri, Veronica, 2011. "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers 8454, C.E.P.R. Discussion Papers.
  • Veronica Guerrieri & Peter Kondor, 2010. "Fund managers, career concerns, and asset price volatility," Staff Report 446, Federal Reserve Bank of Minneapolis.
• Besley, Timothy & Ghatak, Maitreesh, 2011. "Taxation and regulation of bonus pay," LSE Research Online Documents on Economics 58192, London School of Economics and Political Science, LSE Library.
  • Besley, Tim & Ghatak, Maitreesh, 2011. "Taxation and Regulation of Bonus Pay," CEPR Discussion Papers 8532, C.E.P.R. Discussion Papers.
  • Timothy Besley & Maitreesh Ghatak, 2011. "Taxation and Regulation of Bonus Pay," STICERD - Economic Organisation and Public Policy Discussion Papers Series 030, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Documents de travail du Centre d'Economie de la Sorbonne 12010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673995, HAL.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011. "The dollar squeeze of the financial crisis," UC3M Working papers. Economics we1139, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673982, HAL.
  • Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ana Fostel & John Geanakoplos, 2011. "Endogenous Leverage: VaR and Beyond," Cowles Foundation Discussion Papers 1800, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
• Ana Fostel & John Geanakoplos, 2012. "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 190-225, January.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000168, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809R, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive 786969000000000192, David K. Levine.
  • Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• John Geanakoplos, 2011. "Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School," Cowles Foundation Discussion Papers 1837, Cowles Foundation for Research in Economics, Yale University.
• John Geanakoplos & Lasse Heje Pedersen, 2012. "Monitoring Leverage," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 113-127, National Bureau of Economic Research, Inc.
  • John Geanakoplos & Lasse H. Pedersen, 2011. "Monitoring Leverage," Cowles Foundation Discussion Papers 1838, Cowles Foundation for Research in Economics, Yale University.
• Wilko Bolt & Sujit Chakravorti, 2011. "Pricing in Retail Payment Systems: A Public Policy Perspective on Pricing of Payment Cards," DNB Working Papers 331, Netherlands Central Bank, Research Department.
• Schmiedel, Heiko & Bolt, Wilko & Foote, Elizabeth, 2011. "Consumer credit and payment cards," Working Paper Series 1387, European Central Bank.
  • Wilko Bolt & Elizabeth Foote & Heiko Schmiedel, 2011. "Consumer credit and payment cards," DNB Working Papers 332, Netherlands Central Bank, Research Department.
• K. K. Tripathy & Sudhir K. Jain, 2011. "Micro-Finance and Rural Enterprises: An Analysis of Operational Performance and Constraints in the SHG-Bank Linkage Program in India," Eurasian Economic Review, Eurasia Business and Economics Society, vol. 1(1), pages 29-50, Spring.
• Bodnár, Katalin & Fadejeva, Ludmila & Hoeberichts, Marco & Peinado, Mario Izquierdo & Jadeau, Christophe & Viviano, Eliana, 2011. "Credit shocks and the European labour market," Working Paper Series 2124, European Central Bank.
  • Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2018. "Credit shocks and the European labour market," DNB Working Papers 591, Netherlands Central Bank, Research Department.
  • Bodnár, Katalin & Fadejeva, Ludmila & Hoeberichts, Marco & Peinado, Mario Izquierdo & Jadeau, Christophe & Viviano, Eliana, 2018. "Credit shocks and the European labour market," Working Paper Series 2124, European Central Bank.
  • Katalin Bodnár & Ludmila Fadejeva & Marco Hoeberichts & Mario Izquierdo Peinado & Christophe Jadeau & Eliana Viviano, 2017. "Credit shocks and the European labour market," Working Papers 1747, Banco de España;Working Papers Homepage.
• Xiaoji Lin & Lu Zhang, 2011. "Covariances versus Characteristics in General Equilibrium," NBER Working Papers 17285, National Bureau of Economic Research, Inc.
  • Lin, Xiaoji & Zhang, Lu, 2011. "Covariances versus Characteristics in General Equilibrium," Working Paper Series 2011-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
  • Jaksa CVITANIC & Semyon MALAMUD, 2010. "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series 10-26, Swiss Finance Institute.
• Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint) hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Post-Print hal-00629785, HAL.
• Haifeng You & Xiao‐Jun Zhang, 2011. "Limited attention and stock price drift following earnings announcements and 10‐K filings," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 358-387, September.
• Lubos Komarek & Ivana Kubicová, 2011. "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 34-48, January.
• Barlevy, Gadi, 2014. "A leverage-based model of speculative bubbles," Journal of Economic Theory, Elsevier, vol. 153(C), pages 459-505.
  • Gadi Barlevy, 2008. "A Leverage Based Model of Speculative Bubbles," 2008 Meeting Papers 196, Society for Economic Dynamics.
  • Gadi Barlevy, 2011. "A leverage-based model of speculative bubbles," Working Paper Series WP-2011-07, Federal Reserve Bank of Chicago.
  • Gadi Barlevy, 2008. "A leverage-based model of speculative bubbles," Working Paper Series WP-08-01, Federal Reserve Bank of Chicago.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014. "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
  • Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011. "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers 16696, National Bureau of Economic Research, Inc.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2013. "Heterogeneity and risk sharking in village economies," Staff Report 483, Federal Reserve Bank of Minneapolis.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl, 2011. "Heterogeneity and risk sharing in village economies," Working Papers 683, Federal Reserve Bank of Minneapolis.
• Matteo Del Vigna, 2011. "Financial market equilibria with heterogeneous agents: CAPM and market segmentation," Working Papers - Mathematical Economics 2011-08, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Matteo Del Vigna, 2011. "Market equilibrium with heterogeneous behavioural and classical investors' preferences," Working Papers - Mathematical Economics 2011-09, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint) hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Post-Print hal-00629785, HAL.
• Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint) hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Post-Print hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629785, HAL.
• Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Post-Print hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint) hal-00629785, HAL.
  • Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629785, HAL.
• Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
  • Thierry Foucault & Giovanni Cespa, 2011. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers hal-00580153, HAL.
  • Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers 6794, C.E.P.R. Discussion Papers.
  • Cespa, Giovanni & Foucault, Thierry, 2008. "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series 2008/39, Center for Financial Studies (CFS).
  • Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
• Christian Framstad, Nils, 2011. "Portfolio Separation Properties of the Skew-Elliptical Distributions," Memorandum 02/2011, Oslo University, Department of Economics.
• Chr. Framstad, Nils, 2011. "Portfolio Separation with -symmetric and Psuedo-isotropic Distributions," Memorandum 12/2011, Oslo University, Department of Economics.
• Chr. Framstad, Nils, 2011. "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Memorandum 20/2011, Oslo University, Department of Economics.
  • Nils Chr. Framstad, 2012. "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Papers 1206.5756, arXiv.org, revised Jun 2012.
• Liu, Zhentao & Asako, Kazumi, 2011. "A Disequilibrium Analysis of the Japanese Loan Market : Were the Post-bubble Periods in Disequilibrium?," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(1), pages 87-111, June.
• Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2014. "Forward–backward systems for expected utility maximization," Stochastic Processes and their Applications, Elsevier, vol. 124(5), pages 1813-1848.
  • Ulrich Horst & Ying Hu & Peter Imkeller & Anthony Reveillac, 2011. "Forward-backward systems for expected utility maximization," SFB 649 Discussion Papers SFB649DP2011-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2011. "Continuous Equilibrium under Base Preferences and Attainable Initial Endowments," SFB 649 Discussion Papers SFB649DP2011-082, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2010. "In Search of the 'Economic Dividend' of Devolution: Spatial Disparities, Spatial Economic Policy and Decentralisation in the UK," SERC Discussion Papers 0062, Centre for Economic Performance, LSE.
  • Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2011. "In search of the 'economic dividend' of devolution: Spatial disparities, spatial economic policy and decentralisation in the UK," Working Papers 2011-18, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Pike, Andy & Rodríguez-Pose, Andrés & Tomaney, John & Torrisi, Gianpiero & Tselios, Vassilis, 2010. "In search of the 'economic dividend' of devolution: spatial disparities, spatial economic policy and decentralisation in the UK," LSE Research Online Documents on Economics 33560, London School of Economics and Political Science, LSE Library.
  • Pike, Andy & Rodríguez-Pose, Andrés & Torrisi, Gianpiero & Tselios, Vassilis & Tomaney, John, 2010. "In search of the ‘economic dividend’ of devolution: spatial disparities, spatial economic policy and decentralisation in the UK," DEMQ Working Paper Series 2010/9, University of Catania, Department of Economics and Quantitative Methods.
• Stelian STANCU & Ion Gh. ROSCA & Gabriela PRELIPCEAN & Mariana LUPAN, 2011. "Characteristics Of Risk In Extreme Events," Romanian Journal of Economics, Institute of National Economy, vol. 33(2(bis)(42), pages 16-29, December.
• Stelian STANCU & Ion Gh. ROSCA & Gabriela PRELIPCEAN & Mariana LUPAN, 2011. "Particulars Of Treatment Of Extremely Asymmetric Risk," Romanian Journal of Economics, Institute of National Economy, vol. 33(2(bis)(42), pages 5-15, December.
• Eduardo A. Rodríguez, 2011. "On the Properties of General Equilibrium with Default in Economies with Incomplete Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 48(1), pages 39-64.
• M. Levati & Jianying Qiu & Prashanth Mahagaonkar, 2012. "Testing the Modigliani-Miller theorem directly in the lab," Experimental Economics, Springer;Economic Science Association, vol. 15(4), pages 693-716, December.
  • M. Vittoria Levati & Jianying Qiu & Prashanth Mahagaonkar, 2011. "Testing the Modigliani-Miller theorem directly in the lab," Jena Economics Research Papers 2011-021, Friedrich-Schiller-University Jena.
• Efraim Berkovich, 2011. "Search and herding effects in peer-to-peer lending: evidence from prosper.com," Annals of Finance, Springer, vol. 7(3), pages 389-405, August.
• Oliver Williams & Stephen Satchell, 2011. "Social welfare issues of financial literacy and their implications for regulation," Journal of Regulatory Economics, Springer, vol. 40(1), pages 1-40, August.
• Stephanie Lenger & Jürgen Ernstberger, 2011. "Das Finanzierungsverhalten deutscher Unternehmen – Hinweise auf eine Kreditklemme?," Credit and Capital Markets, Credit and Capital Markets, vol. 44(3), pages 367-392.
• Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014. "Heterogeneity and risk sharing in village economies," Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl, 2011. "Heterogeneity and risk sharing in village economies," Working Papers 683, Federal Reserve Bank of Minneapolis.
  • Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011. "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers 16696, National Bureau of Economic Research, Inc.
  • Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2013. "Heterogeneity and risk sharking in village economies," Staff Report 483, Federal Reserve Bank of Minneapolis.
• Seth M. Freedman & Ginger Zhe Jin, 2011. "Learning by Doing with Asymmetric Information: Evidence from Prosper.com," NBER Working Papers 16855, National Bureau of Economic Research, Inc.
• Acharya, Viral & Bisin, Alberto, 2014. "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
  • Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
  • Viral V. Acharya & Alberto Bisin, 2011. "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers 17000, National Bureau of Economic Research, Inc.
• Efraim Benmelech & Nittai Bergman & Amit Seru, 2021. "Financing Labor [Corporate debt maturity and the real effects of the 2007 credit crisis]," Review of Finance, European Finance Association, vol. 25(5), pages 1365-1393.
  • Efraim Benmelech & Nittai K. Bergman & Amit Seru, 2011. "Financing Labor," NBER Working Papers 17144, National Bureau of Economic Research, Inc.
• Lin, Xiaoji & Zhang, Lu, 2011. "Covariances versus Characteristics in General Equilibrium," Working Paper Series 2011-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Xiaoji Lin & Lu Zhang, 2011. "Covariances versus Characteristics in General Equilibrium," NBER Working Papers 17285, National Bureau of Economic Research, Inc.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014. "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, vol. 153(C), pages 1-32.
  • Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010. "Information Percolation in Segmented Markets," Swiss Finance Institute Research Paper Series 10-09, Swiss Finance Institute.
  • Darrell Duffie & Semyon Malamud & Gustavo Manso, 2011. "Information Percolation in Segmented Markets," NBER Working Papers 17295, National Bureau of Economic Research, Inc.
• Darrell Duffie & Bruno Strulovici, 2012. "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, vol. 80(6), pages 2469-2509, November.
  • Bruno Strulovici & Darrell Duffie, 2009. "Capital Mobility and Asset Pricing," 2009 Meeting Papers 87, Society for Economic Dynamics.
  • Darrell Duffie & Bruno Strulovici, 2011. "Capital Mobility and Asset Pricing," NBER Working Papers 17296, National Bureau of Economic Research, Inc.
  • Darrell Duffie & Bruno Strulovici, 2009. "Capital Mobility and Asset Pricing," Discussion Papers 1478, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Alp Simsek, 2011. "Speculation and Risk Sharing with New Financial Assets," NBER Working Papers 17506, National Bureau of Economic Research, Inc.
• Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, vol. 16(1), pages 285-321.
  • Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
  • Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
• Roman Angela & Avadanei Andreea, 2011. "The Monetary Policy Transmission Mechanism under Financial Distress. An Overview," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1832-1838, May.
• Caruntu Constantin & Lapadusi Mihaela Loredana, 2011. "Net Present Value Criterion - Important Factor in Validating the Efficiency of an Investment," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 327-331, May.
• Ciobotea Adina & Oaca Sorina Cristina, 2011. "Assets and Liabilities Management – Concept and Optimal Organization," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 354-358, May.
• Enescu Roxana & Voroneanu Constantin-Bogdan, 2011. "Brief Analysis of Financial Architecture of European Union and Romania from Single Market Perspective," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 724-729, May.
• Ahmed, Walid M.A., 2011. "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper 28127, University Library of Munich, Germany.
• Avadanei, Andreea, 2011. "Analiza inițiativelor de promovare a integrării financiare la nivelul Uniunii Economice și Monetare [Analyzing European Initiatives for Sustaining Financial Integration within EMU]," MPRA Paper 30153, University Library of Munich, Germany.
• Avadanei, Andreea, 2011. "Integrarea pietei bursiere europene in contextul UEM [European stock market integration under EMU]," MPRA Paper 31086, University Library of Munich, Germany.
• Geoff Willis, 2011. "Pricing, liquidity and the control of dynamic systems in finance and economics," Papers 1105.5503, arXiv.org.
  • Willis, Geoff, 2011. "Pricing, liquidity and the control of dynamic systems in finance and economics," MPRA Paper 31137, University Library of Munich, Germany.
• ince, meltem, 2011. "Financial liberalization, financial development and economic growth: An empirical analysis for Turkey," MPRA Paper 31978, University Library of Munich, Germany, revised 05 May 2011.
• Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011. "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper 32058, University Library of Munich, Germany.
• Pfeffer, Claus-Peter, 2011. "Resolving economic deadlock," MPRA Paper 32221, University Library of Munich, Germany.
• Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral, 2011. "Estabilidad política y tributación [Taxation and political stability]," MPRA Paper 32414, University Library of Munich, Germany.
  • Fernando, Estrada & Mihai, Mutascu & Aviral Kumar, Tiwari, 2013. "Estabilidad política y tributación [Taxation and political stability]," MPRA Paper 45226, University Library of Munich, Germany.
• Petrushchak, Bohdan, 2011. "The influence of metallurgical sector on Ukrainian economy," MPRA Paper 34001, University Library of Munich, Germany.
• Ahmad, Usman, 2011. "Efficiency Analysis of Micro-finance Institutions in Pakistan," MPRA Paper 34215, University Library of Munich, Germany.
• Dominique, C-René & Rivera-Solis, Luis Eduardo, 2011. "Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index," MPRA Paper 34860, University Library of Munich, Germany.
• Carfì, David & Musolino, Francesco, 2011. "Game complete analysis for financial markets stabilization," MPRA Paper 34901, University Library of Munich, Germany.
• Ciuiu, Daniel, 2011. "Homogeneity tests for Levy processes and applications," MPRA Paper 36457, University Library of Munich, Germany, revised Nov 2011.
• Danilov, Vladimir & Koshovoy, Gleb & Page, Frank & Wooders, Myrna, 2011. "Existence of equilibrium with unbounded short sales: A new approach," MPRA Paper 37778, University Library of Munich, Germany, revised Mar 2012.
  • Vladimir Danilov & Gleb Frank & Frank Page & Myrna Wooders, 2012. "Existence of equilibrium with unbounded short sales: a new approach," Vanderbilt University Department of Economics Working Papers 12-00002, Vanderbilt University Department of Economics.
• Lucas Lucio Godeiro, 2013. "Impact of Calendar Effects in the Volatility of Vale Shares," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 2(3), pages 1-1.
  • Lúcio Godeiro, Lucas, 2011. "Impact of calendar effects in the volatility of vale shares," MPRA Paper 45993, University Library of Munich, Germany.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
  • Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
  • Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
• Acharya, Viral & Bisin, Alberto, 2014. "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
  • Viral V. Acharya & Alberto Bisin, 2011. "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers 17000, National Bureau of Economic Research, Inc.
  • Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
  • Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
• Delia-Elena Diaconasu & Alexandru Asavoaei, 2011. "The Role of Investment Funds in Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(39), pages 45-59, March.
• Ivanovic, Sasa & Baresa, Suzana & Sinisa, Bogdan, 2011. "Factoring: Alternative Model Of Financing," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 2(2), pages 189-206.
• Dragoi Violeta & Constantinescu Lucretia Mariana, 2011. "The Quality Services Vector - A Performance Source For The Banks In Romania," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 1(1), pages 47-62, July.
• Doru-Cristian CORETCHI & Marian-Adrian GROSU, 2011. "The Financing of Public - Private Partnership (Ppp) Projects in Romania - An Evaluation of the Awareness and Know-How among Romanian Organizations," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(4), pages 1-12, June.
• Sudhir Jain & K. Tripathy, 2011. "Micro-Finance and Rural Enterprises: An Analysis of Operational Performance and Constraints in the SHG-Bank Linkage Program in India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(1), pages 29-50, June.
• Weerachart Kilenthong, 2011. "Collateral premia and risk sharing under limited commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 475-501, April.
• Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
• Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011. "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 803-815, December.
• Shira Fano & Paolo Pellizzari, 2011. "Time-Dependent Trading Strategies in a Continuous Double Auction," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 165-176, Springer.
  • Shira Fano & Paolo Pellizzari, 2011. "Time-dependent trading strategies in a continuous double auction," Working Papers 2011_03, Department of Economics, University of Venice "Ca' Foscari".
• David Carfi & Francesco Musolino, 2011. "Fair Redistribution In Financial Markets: A Game Theory Complete Analysis," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 74-100, December.
• Mohammad Reza Tavakoli Baghdadabad & Fauzias Mat Nor & Izani Ibrahim, 2011. "An Empirical Analysis Of Funds' Alternative Measures In The Drawdown Risk Measure (Drm) Framework," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(2), pages 150-168, December.
• Loretti I. Dobrescu & Mihaela Neamtu & Dumitru Opris, 2011. "A Discrete--Delay Dynamic Model for the Stock Market," Discussion Papers 2012-11, School of Economics, The University of New South Wales.
• Sharad Asthana & Rachana Kalelkar, 2011. "The Market For Audit Services And S&P 500 Index Clients," Working Papers 0022, College of Business, University of Texas at San Antonio.
• Shira Fano & Paolo Pellizzari, 2011. "Time-Dependent Trading Strategies in a Continuous Double Auction," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 165-176, Springer.
  • Shira Fano & Paolo Pellizzari, 2011. "Time-dependent trading strategies in a continuous double auction," Working Papers 2011_03, Department of Economics, University of Venice "Ca' Foscari".
• Pascal Stiefenhofer, 2011. "Equilibrium Structure of Production Economies with Uncertainty: The Natural Projection Approach," Discussion Papers 11/07, Department of Economics, University of York.
• Memmel, Christoph & Sachs, Angelika & Stein, Ingrid, 2011. "Contagion at the interbank market with stochastic LGD," Discussion Paper Series 2: Banking and Financial Studies 2011,06, Deutsche Bundesbank.
• Memmel, Christoph & Sachs, Angelika, 2013. "Contagion in the interbank market and its determinants," Journal of Financial Stability, Elsevier, vol. 9(1), pages 46-54.
  • Memmel, Christoph & Sachs, Angelika, 2011. "Contagion in the interbank market and its determinants," Discussion Paper Series 2: Banking and Financial Studies 2011,17, Deutsche Bundesbank.
• Langlet, Markus, 2011. "Payment Card Network Pricing - A Theoretical Approach Analyzing the Relationship between Downstream Market Characteristics and the Merchant Usage Fee," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 44593, June.
• Stiefenhofer, Pascal, 2011. "The natural projection approach to production and uncertainty," Economics Discussion Papers 2011-10, Kiel Institute for the World Economy (IfW Kiel).
• Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2014. "Forward–backward systems for expected utility maximization," Stochastic Processes and their Applications, Elsevier, vol. 124(5), pages 1813-1848.
  • Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2011. "Forward-backward systems for expected utility maximization," SFB 649 Discussion Papers 2011-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

2010

• Prof. Ph.D Maria Caracota Dimitriu & Ph.D Student Sorina Cristina Oaca, 2010. "Managing Liquidity Risk In Banking Sector," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 13-20, April.
• Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart, 2010. "O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(1), pages 53-96.
• Vladimir Tzarevsky, 2010. "Global Financial Economic Crisis – Questions and Answers," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 23-36.
• Anders Johansen & Didier Sornette, 2010. "Shocks, Crashes and Bubbles in Financial Markets," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 201-253.
• Satchell, S. & Williams, O.J., 2010. "Social Welfare Issues of Financial Literacy," Cambridge Working Papers in Economics 1036, Faculty of Economics, University of Cambridge.
• Satchell, S. & Williams, O.J., 2010. "On the Difficulty of Measuring Forecasting Skill in Financial Markets," Cambridge Working Papers in Economics 1039, Faculty of Economics, University of Cambridge.
• Martin, Alberto & Taddei, Filippo, 2013. "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, vol. 89(2), pages 441-452.
  • Martín, Alberto & Taddei, Filippo, 2010. "International Capital Flows and Credit Market Imperfections: A Tale of Two Frictions," CEPR Discussion Papers 8131, C.E.P.R. Discussion Papers.
  • Alberto Martin & Filippo Taddei, 2010. "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Carlo Alberto Notebooks 160, Collegio Carlo Alberto, revised 2011.
  • Alberto Martín & Filippo Taddei, 2012. "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Working Papers 518, Barcelona School of Economics.
  • Alberto Martin & Filippo Taddei, 2010. "International capital flows and credit market imperfections: A tale of two frictions," Economics Working Papers 1245, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2012.
• Pike, Andy & Rodríguez-Pose, Andrés & Torrisi, Gianpiero & Tselios, Vassilis & Tomaney, John, 2010. "In search of the ‘economic dividend’ of devolution: spatial disparities, spatial economic policy and decentralisation in the UK," DEMQ Working Paper Series 2010/9, University of Catania, Department of Economics and Quantitative Methods.
  • Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2011. "In search of the 'economic dividend' of devolution: Spatial disparities, spatial economic policy and decentralisation in the UK," Working Papers 2011-18, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2010. "In Search of the 'Economic Dividend' of Devolution: Spatial Disparities, Spatial Economic Policy and Decentralisation in the UK," SERC Discussion Papers 0062, Centre for Economic Performance, LSE.
  • Pike, Andy & Rodríguez-Pose, Andrés & Tomaney, John & Torrisi, Gianpiero & Tselios, Vassilis, 2010. "In search of the 'economic dividend' of devolution: spatial disparities, spatial economic policy and decentralisation in the UK," LSE Research Online Documents on Economics 33560, London School of Economics and Political Science, LSE Library.
• Gerit Vogt, 2010. "VAR-Prognose-Pooling : ein Ansatz zur Verbesserung der Informationsgrundlage der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(02), pages 32-40, 04.
• Gerit Vogt, 2010. "VAR-Prognose-Pooling : ein Ansatz zur Verbesserung der Informationsgrundlage der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(02), pages .32-40, April.
• Thorsten HENS & Christian REICHLIN, 2010. "Three Solutions to the Pricing Kernel Puzzle," Swiss Finance Institute Research Paper Series 10-14, Swiss Finance Institute.
• Felix KUBLER & Karl SCHMEDDERS, 2010. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Swiss Finance Institute Research Paper Series 10-21, Swiss Finance Institute.
  • Karl Schmedders & Felix Kubler, 2012. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers 536, Society for Economic Dynamics.
• Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, vol. 100(1), pages 201-225, April.
  • Jaksa CVITANIC & Semyon MALAMUD, 2010. "Price Impact and Portfolio Impact," Swiss Finance Institute Research Paper Series 10-26, Swiss Finance Institute.
• Shengle Lin & Stephen Rassenti, 2010. "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers 10-05, Chapman University, Economic Science Institute.
• Luis Roberto Martínez & Christian Jaramillo & Nicolas De Roux & Juan-Camilo Cárdenas, 2010. "It´s Not My Money: An Experiment on Risk Aversion and the House-money Effect," Documentos CEDE 6712, Universidad de los Andes, Facultad de Economía, CEDE.
• Román Leonardo Villarreal Ramos, 2010. "El mercado de crédito colombiano, un análisis desde las reformas financieras," Revista Equidad y Desarrollo, Universidad de la Salle, November.
• van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012. "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 819-830.
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• van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012. "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 819-830.
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• Martin, Alberto & Taddei, Filippo, 2013. "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, vol. 89(2), pages 441-452.
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• Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
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  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
• Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
• Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
• Bolt, Wilko & Schmiedel, Heiko, 2009. "SEPA, efficiency, and payment card competition," Working Paper Series 1140, European Central Bank.
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• Wilko Bolt & Sujit Chakravorti, 2010. "Digitization of Retail Payment," DNB Working Papers 270, Netherlands Central Bank, Research Department.
• Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on International Financial Assets and Goods Marke," Working Papers 17, Development and Policies Research Center (DEPOCEN), Vietnam.
• Eric M. Aldrich & Howard Kung, 2010. "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility," Working Papers 10-90, Duke University, Department of Economics.
• Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23126, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Development Economics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Microeconomics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23281, East Asian Bureau of Economic Research.
  • Rai, Suyash & Ananth, Bindu & Mor, Nachiket, 2010. "Universalizing Complete Access to Finance: Key Conceptual Issues," ADBI Working Papers 256, Asian Development Bank Institute.
• Winnie P. H. Poon & Kam C. Chan, 2010. "Solicited and Unsolicited Credit Ratings : A Global Perspective," Finance Working Papers 22815, East Asian Bureau of Economic Research.
• Rai, Suyash & Ananth, Bindu & Mor, Nachiket, 2010. "Universalizing Complete Access to Finance: Key Conceptual Issues," ADBI Working Papers 256, Asian Development Bank Institute.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23126, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Microeconomics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Development Economics Working Papers 23281, East Asian Bureau of Economic Research.
• Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23126, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Microeconomics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Development Economics Working Papers 23281, East Asian Bureau of Economic Research.
  • Rai, Suyash & Ananth, Bindu & Mor, Nachiket, 2010. "Universalizing Complete Access to Finance: Key Conceptual Issues," ADBI Working Papers 256, Asian Development Bank Institute.
• Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23126, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Microeconomics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Development Economics Working Papers 23281, East Asian Bureau of Economic Research.
  • Rai, Suyash & Ananth, Bindu & Mor, Nachiket, 2010. "Universalizing Complete Access to Finance: Key Conceptual Issues," ADBI Working Papers 256, Asian Development Bank Institute.
• Geanakoplos, John & Dubey, Pradeep, 2010. "Credit cards and inflation," Games and Economic Behavior, Elsevier, vol. 70(2), pages 325-353, November.
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• Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010. "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 332-342, May.
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• Francisco López Herrera. & Domingo Rodríguez Benavides., 2010. "¿El desarrollo del mercado accionario genera crecimiento económico en México? Un análisis de series de tiempo," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 32(1), pages 33-54, Enero-Jun.
• Julio J. Rotemberg, 2008. "Liquidity Needs in Economies with Interconnected Financial Obligations," NBER Working Papers 14222, National Bureau of Economic Research, Inc.
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• Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010. "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers 10-20, University of Copenhagen. Department of Economics.
  • Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen, 2010. "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization Institute Working Papers 59, Federal Reserve Bank of Dallas.
• Veronica Guerrieri & Peter Kondor, 2012. "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(5), pages 1986-2017, August.
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• Michele Gori & Marina Pireddu & Antonio Villanacci, 2014. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 349-371, October.
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• Michele Gori & Marina Pireddu & Antonio Villanacci, 2010. "Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions," Working Papers - Mathematical Economics 2010-08, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
• Ana Fostel & John Geanakoplos, 2010. "Why does Bad News Increase Volatility and Decrease Leverage?," Working Papers 2010-18, The George Washington University, Institute for International Economic Policy.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
• Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypothecation of securities," Documents de travail du Centre d'Economie de la Sorbonne 10025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypotecation of securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476004, HAL.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
• Jouini, Elyès & Napp, Clotilde, 2015. "Gurus and belief manipulation," Economic Modelling, Elsevier, vol. 49(C), pages 11-18.
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• Fostel, Ana & Geanakoplos, John, 2012. "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, vol. 147(2), pages 501-525.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
  • Ana L Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," IMF Working Papers 10/206, International Monetary Fund.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762, Cowles Foundation for Research in Economics, Yale University.
  • Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
• Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen, 2010. "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization Institute Working Papers 59, Federal Reserve Bank of Dallas.
  • Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010. "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers 10-20, University of Copenhagen. Department of Economics.
• Chiaki Hara, 2010. "Heterogeneous Beliefs in a Continuous-Time Model," KIER Working Papers 701, Kyoto University, Institute of Economic Research.
• Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypotecation of securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476004, HAL.
  • Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypothecation of securities," Documents de travail du Centre d'Economie de la Sorbonne 10025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on international assets and goods," Documents de travail du Centre d'Economie de la Sorbonne 10066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2010. "Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies," NBER Working Papers 15659, National Bureau of Economic Research, Inc.
• Brennan C. Platt & Joseph Price & Henry Tappen, 2010. "Pay-to-Bid Auctions," NBER Working Papers 15695, National Bureau of Economic Research, Inc.
• Viral V. Acharya & S. Viswanathan, 2011. "Leverage, Moral Hazard, and Liquidity," Journal of Finance, American Finance Association, vol. 66(1), pages 99-138, February.
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• Bruce Ian Carlin & Shaun William Davies & Andrew Miles Iannaccone, 2010. "Competing for Attention in Financial Markets," NBER Working Papers 16085, National Bureau of Economic Research, Inc.
• House, Christopher L. & Masatlioglu, Yusufcan, 2015. "Managing markets for toxic assets," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 84-99.
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  • Christopher L. House & Yusufcan Masatlioglu, 2010. "Managing Markets for Toxic Assets," NBER Working Papers 16145, National Bureau of Economic Research, Inc.
• Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346-358.
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• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
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  • George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
• Christopher J. Mayer & Tomasz Piskorski & Alexei Tchistyi, 2010. "The Inefficiency of Refinancing: Why Prepayment Penalties Are Good for Risky Borrowers," NBER Working Papers 16586, National Bureau of Economic Research, Inc.
• Păun Cristian, 2010. "The Impact of Financial Crisis on Investors’ Risk Aversion. Evidence on Romanian Capital Market," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Felipe Balmaceda & Ronald Fischer, 2010. "Economic performance, creditor protection, and labour inflexibility," Oxford Economic Papers, Oxford University Press, vol. 62(3), pages 553-577, July.
  • Felipe Balmaceda & Ronald Fischer, 2009. "Economic Performance, creditor protection and labor inflexibility," Documentos de Trabajo 259, Centro de Economía Aplicada, Universidad de Chile.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010. "Ambiguity in Asset Markets: Theory and Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1325-1359, April.
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• Core?chi Doru-Cristian, 2010. "Public Private Partnership in Europe - Challenges During The Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 128-134, October.
• Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010. "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 73-98, December.
• Michael Magill & Martine Quinzii, 2010. "general equilibrium with incomplete markets," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
• Flavia Barna & Petru-Ovidiu Mura, 2010. "Capital Market Development And Economic Growth: The Case Of Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(2), pages 31-42.
• Marianne OJO, 2010. "Extending The Scope Of Prudential Supervision Regulatory Developments During And Beyond The Effective Periods Of The Post Bcci And The Capital Requirements Directives," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 1(1), pages 51-66.
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• Ojo, Marianne, 2010. "The impact of capital and disclosure requirements on risks and risk taking incentives," MPRA Paper 20404, University Library of Munich, Germany.
• Martin Meier & Burkhard C. Schipper, 2014. "Speculative trade under unawareness: the infinite case," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 147-160, October.
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• Dell'Era, Mario, 2010. "Geometrical Considerations on Heston's Market Model," MPRA Paper 21523, University Library of Munich, Germany.
• Alasrag, Hussien, 2010. "Global Financial crisis and Islamic finance," MPRA Paper 22167, University Library of Munich, Germany.
• Drine, Imed, 2010. "Food and Global Crises impacts on Middle East and North African Region: What lesson can we learn for the future?," MPRA Paper 22245, University Library of Munich, Germany.
• Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre, 2010. "Integration, decoupling and the global financial crisis: A global perspective," MPRA Paper 22837, University Library of Munich, Germany.
• Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
• Xiao, Qin, 2010. "Systemic Stability of Housing and Mortgage Market: From the observable to the unobservable," MPRA Paper 23708, University Library of Munich, Germany.
• Ojo, Marianne, 2010. "Social rights and economic objectives: The importance of competition at supra national level," MPRA Paper 24265, University Library of Munich, Germany, revised 05 Aug 2010.
  • Ojo, Marianne, 2010. "Social rights and economic objectives: The importance of competition at supra national level," MPRA Paper 24186, University Library of Munich, Germany.
• Ojo, Marianne, 2010. "Social rights and economic objectives: The importance of competition at supra national level," MPRA Paper 24186, University Library of Munich, Germany.
  • Ojo, Marianne, 2010. "Social rights and economic objectives: The importance of competition at supra national level," MPRA Paper 24265, University Library of Munich, Germany, revised 05 Aug 2010.
• Ojo, Marianne & Rodríguez-Miguez, Jose, 2010. "Juridical and financial considerations on the public re capitalisation and rescue of financial institutions during periods of financial crises (Part I)," MPRA Paper 49198, University Library of Munich, Germany.
  • Ojo, Marianne & Rodríguez-Miguez, Jose, 2010. "Juridical and financial considerations on the public re capitalisation and rescue of financial institutions during periods of financial crises (Part I)," MPRA Paper 24344, University Library of Munich, Germany, revised 10 Aug 2010.
  • Ojo, Marianne & Rodríguez-Miguez, Jose, 2010. "Juridical and financial considerations on the public re capitalisation and rescue of financial institutions during periods of financial crises (Part I)," MPRA Paper 24047, University Library of Munich, Germany.
  • Ojo, Marianne, 2011. "Juridical and financial considerations on the public recapitalisation and rescue of financial institutions during periods of financial crises (Part II)," MPRA Paper 33265, University Library of Munich, Germany.
• House, Christopher L. & Masatlioglu, Yusufcan, 2015. "Managing markets for toxic assets," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 84-99.
  • Christopher L. House & Yusufcan Masatlioglu, 2010. "Managing Markets for Toxic Assets," NBER Working Papers 16145, National Bureau of Economic Research, Inc.
  • House, Christopher & Masatlioglu, Yusufcan, 2010. "Managing Markets for Toxic Assets," MPRA Paper 24590, University Library of Munich, Germany.
• Ojo, Marianne, 2010. "Measures aimed at mitigating pro cyclical effects of the Capital Requirements Framework: counter cyclical capital buffer proposals," MPRA Paper 24610, University Library of Munich, Germany.
• Ojo, Marianne, 2010. "Measures aimed at enhancing the loss absorbency of regulatory capital at the point of non viability," MPRA Paper 24823, University Library of Munich, Germany.
• Mezgebo, Taddese & Dereje, Fikadu, 2010. "Structure, conduct and performance of grain trading in Tigray and its impact on demand for commodity exchange: The case Maychew, Mokone, Alemata, Mekelle and Himora," MPRA Paper 24901, University Library of Munich, Germany.
• Waśniewski, Krzysztof, 2010. "Corporate strategies – the institutional approach," MPRA Paper 25190, University Library of Munich, Germany.
• Ojo, Marianne & Rodriguez-Miguez, Jose, 2010. "Juridical and financial considerations on the public re capitalisation and rescue of financial institutions during periods of financial crises," MPRA Paper 25860, University Library of Munich, Germany, revised 12 Oct 2010.
• Subhani, Muhammad Imtiaz & Osman, Amber & Gul, Ameet, 2010. "Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data," MPRA Paper 26375, University Library of Munich, Germany, revised 02 Nov 2010.
• Saltoglu, Burak & Yenilmez, Taylan, 2010. "Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash," MPRA Paper 26684, University Library of Munich, Germany.
• Michels, Dr. Gerd, 2010. "Nachhaltigkeit und Ordnungspolitik in der Krise [Sustainability and Order Policy in Crisis]," MPRA Paper 26715, University Library of Munich, Germany.
• Coskun, Yener, 2010. "Aracı Kurumların Risk Haritası (Risk Maps of Securities Firms) [Risk Maps of Securities Firms]," MPRA Paper 28368, University Library of Munich, Germany.
• Avadanei, Andreea, 2010. "Perspectives on Single Euro Payments Area adoption in the light of the financial crisis," MPRA Paper 28609, University Library of Munich, Germany.
• Lucarelli, B., 2010. "Money and Keynesian Uncertainty," MPRA Paper 28862, University Library of Munich, Germany, revised 10 Feb 2011.
• Avadanei, Andreea, 2010. "Dinamica integrarii pietelor europene de obligatiuni [The dynamic of European bond markets' integration]," MPRA Paper 31300, University Library of Munich, Germany.
• Andrea Ajello, 2016. "Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations," American Economic Review, American Economic Association, vol. 106(8), pages 2256-2303, August.
  • Ajello, Andrea, 2010. "Financial intermediation, investment dynamics and business cycle fluctuations," MPRA Paper 32447, University Library of Munich, Germany, revised Mar 2011.
  • Andrea Ajello, 2012. "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series 2012-67, Board of Governors of the Federal Reserve System (U.S.).
• Talamo, Giuseppina, 2010. "Corporate governance and capital flows," MPRA Paper 35853, University Library of Munich, Germany, revised 2011.
• Bischoff, Johanna, 2010. "Spekulation mit Nahrungsmittelprodukten als Ursache für Welternährungskrisen: Untersuchung am Beispiel des Reismarktes [Speculation with food products as a reason for global food crises: Analysis u," MPRA Paper 38023, University Library of Munich, Germany.
• Hunjra, Ahmed Imran & Azam, Muhammad & Niazi, Ghulam Shabbir Khan & Butt, Babar Zaheer & Rehman, Kashif-Ur- & Azam, Rauf i, 2010. "Risk and return relationship in stock market and commodity prices: a comprehensive study of Pakistani markets," MPRA Paper 40662, University Library of Munich, Germany.
• Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan, 2010. "Testing the international capital asset pricing model with Markov switching model in emerging markets," MPRA Paper 71481, University Library of Munich, Germany, revised 2010.
• Michel Castel, 2010. "La compensation des produits financiers dérivés est-elle la panacée ?," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 65-70.
• Poon, Winnie P. H. & Chan, Kam C., 2010. "Solicited and Unsolicited Credit Ratings: A Global Perspective," ADBI Working Papers 244, Asian Development Bank Institute.
• Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23281, East Asian Bureau of Economic Research.
  • Rai, Suyash & Ananth, Bindu & Mor, Nachiket, 2010. "Universalizing Complete Access to Finance: Key Conceptual Issues," ADBI Working Papers 256, Asian Development Bank Institute.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Development Economics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Microeconomics Working Papers 23281, East Asian Bureau of Economic Research.
  • Suyash Rai & Bindu Ananth & Nachiket Mor, 2010. "Universalizing Complete Access to Finance : Key Conceptual Issues," Finance Working Papers 23126, East Asian Bureau of Economic Research.
• Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2010. "In Search of the 'Economic Dividend' of Devolution: Spatial Disparities, Spatial Economic Policy and Decentralisation in the UK," SERC Discussion Papers 0062, Centre for Economic Performance, LSE.
  • Andy Pike & Andrés Rodríguez-Pose & John Tomaney & Gianpiero Torrisi & Vassilis Tselios, 2011. "In search of the 'economic dividend' of devolution: Spatial disparities, spatial economic policy and decentralisation in the UK," Working Papers 2011-18, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Pike, Andy & Rodríguez-Pose, Andrés & Torrisi, Gianpiero & Tselios, Vassilis & Tomaney, John, 2010. "In search of the ‘economic dividend’ of devolution: spatial disparities, spatial economic policy and decentralisation in the UK," DEMQ Working Paper Series 2010/9, University of Catania, Department of Economics and Quantitative Methods.
  • Pike, Andy & Rodríguez-Pose, Andrés & Tomaney, John & Torrisi, Gianpiero & Tselios, Vassilis, 2010. "In search of the 'economic dividend' of devolution: spatial disparities, spatial economic policy and decentralisation in the UK," LSE Research Online Documents on Economics 33560, London School of Economics and Political Science, LSE Library.
• Tapiero, Charles, 2010. "The future of financial risk management," Journal of Financial Transformation, Capco Institute, vol. 29, pages 17-25.
• Levine, David, 2010. "Preventing the Next Great Meltdown," Journal of Financial Transformation, Capco Institute, vol. 30, pages 95-104.
• David Marginson, 2010. "Symposium - Market Inefficiency in Person-to-Person Betting: Examining ‘Known Loser’ Insider Trading on the Exchanges," Southern Economic Journal, Southern Economic Association, vol. 76(4), pages 932-952, April.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
• Marianne OJO, 2010. "Extending The Scope Of Prudential Supervision Regulatory Developments During And Beyond The Effective Periods Of The Post Bcci And The Capital Requirements Directives," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 1(1), pages 51-66.
  • Ojo, Marianne, 2010. "Extending the scope of prudential supervision: Regulatory developments during and beyond the “effective” periods of the Post BCCI and the Capital Requirements directives," MPRA Paper 20013, University Library of Munich, Germany.
• Erling Røed Larsen, 2010. "Markets where buyers also are sellers. How realized home equity may work as an accelerator of house prices," Discussion Papers 618, Statistics Norway, Research Department.
• van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012. "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 819-830.
  • Casper van Ewijk & Henri de Groot & C. Santing, 2010. "A meta-analysis of the equity premium," CPB Discussion Paper 156, CPB Netherlands Bureau for Economic Policy Analysis.
  • Casper van Ewijk & Henri L.F. de Groot & Coos Santing, 2010. "A Meta-Analysis of the Equity Premium," Tinbergen Institute Discussion Papers 10-078/3, Tinbergen Institute.
• Sharad C. Asthana, 2010. "Real Earnings Management through Share Repurchases," Working Papers 0105, College of Business, University of Texas at San Antonio.
• Sebastian cea-Echenique & Juan Pablo Torres-Martínez, 2010. "Endogenous differential information in financial markets," Working Papers wp312, University of Chile, Department of Economics.
• Yap Kok Wei & Yap Su Fei, 2010. "A Predictive Model for Financial Crises: An Exploratory Public Policy Tool," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 2(1), pages 89-100, April.
• Martin, Alberto & Taddei, Filippo, 2013. "International capital flows and credit market imperfections: A tale of two frictions," Journal of International Economics, Elsevier, vol. 89(2), pages 441-452.
  • Martín, Alberto & Taddei, Filippo, 2010. "International Capital Flows and Credit Market Imperfections: A Tale of Two Frictions," CEPR Discussion Papers 8131, C.E.P.R. Discussion Papers.
  • Alberto Martín & Filippo Taddei, 2012. "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Working Papers 518, Barcelona School of Economics.
  • Alberto Martin & Filippo Taddei, 2010. "International capital flows and credit market imperfections: A tale of two frictions," Economics Working Papers 1245, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2012.
  • Alberto Martin & Filippo Taddei, 2010. "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Carlo Alberto Notebooks 160, Collegio Carlo Alberto, revised 2011.
• Ravinder RENA, 2010. "The Global Economic Downturn And African Economy €“ Recent Trends And Future Prospects," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(4(14)/ Wi), pages 383-394.
• David Marginson, 2010. "Symposium - Market Inefficiency in Person-to-Person Betting: Examining ‘Known Loser’ Insider Trading on the Exchanges," Southern Economic Journal, John Wiley & Sons, vol. 76(4), pages 932-952, April.
• Geoffrey Poitras, 2010. "Valuation of Equity Securities:History, Theory and Application," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7633, February.
• Harlan Platt, 2010. "Lead with Cash:Cash Flow for Corporate Renewal," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p634, August.
• Pascal Christian Stiefenhofer, 2010. "Endogenous Financing of Production in General Equilibrium with Incomplete Markets," Discussion Papers 10/20, Department of Economics, University of York.
• Hendershott, Terrence & Menkveld, Albert J., 2014. "Price pressures," Journal of Financial Economics, Elsevier, vol. 114(3), pages 405-423.
  • Hendershott, Terrence & Menkveld, Albert J., 2010. "Price pressures," CFS Working Paper Series 2010/14, Center for Financial Studies (CFS).
• Hachicha, Nizar, 2010. "New sight of herding behavioural through trading volume," Economics Discussion Papers 2010-11, Kiel Institute for the World Economy (IfW Kiel).
• Sell, Friedrich L., 2010. "Die Weltwirtschaftskrise als Exempel der Überinvestitionstheorie: Komplementäre Erklärungsansätze von v. Hayek/Garrison und Minsky," Working Papers in Economics 2010,1, Bundeswehr University Munich, Economic Research Group.

2009

• Libena TETREVOVA, 2009. "Mezzanine finance and corporate bonds," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 145-150, May.
• Bernholz, Peter & Faber, Malte & Petersen, Thomas, 2009. "Kausalität in den Wirtschaftswissenschaften: Welche Ursachen hat die Finanzkrise?," Working Papers 0488, University of Heidelberg, Department of Economics.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009. "Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision," BANCARIA, Bancaria Editrice, vol. 7, pages 24-42, July.
• Flavio Bazzana & Marco Palmieri, 2009. "Increasing the efficiency of bond covenants: a proposal for the Italian market," BANCARIA, Bancaria Editrice, vol. 9, pages 39-58, September.
• Atsushi Kajii, 2009. "Sunspot Equilibria In A Production Economy: Do Rational Animal Spirits Cause Overproduction?," The Japanese Economic Review, Japanese Economic Association, vol. 60(1), pages 35-54, March.
  • Atsushi Kajii, 2008. "Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction?," KIER Working Papers 655, Kyoto University, Institute of Economic Research.
• Prashanth Mahagaonkar & Jianying Qiu, 2008. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Jena Economics Research Papers 2008-056, Friedrich-Schiller-University Jena.
  • Jianying Qiu & Prashanth Mahagaonkar, 2009. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Schumpeter Discussion Papers sdp09006, Universitätsbibliothek Wuppertal, University Library.
  • Jianying Qiu & Prashanth Mahagaonkar, 2009. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Working Papers 2009-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, vol. 16(1), pages 285-321.
  • Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
  • Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
• Acuna, Andrés & Pinto, Cristián, 2009. "Eficiencia del mercado accionario chileno: un enfoque dinámico usando tests de volatilidad," Revista Lecturas de Economía, Universidad de Antioquia, CIE, September.
• Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009. "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers 0916, University of Brescia, Department of Economics.
  • DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2009. "Stock prices, anticipations and investment in general equilibrium," LIDAM Discussion Papers CORE 2009083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Roland Bénabou, 2013. "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 429-462.
  • Roland Bénabou, 2009. "Groupthink: Collective Delusions in Organizations and Markets," NBER Working Papers 14764, National Bureau of Economic Research, Inc.
  • Bénabou, Roland, 2009. "Groupthink: Collective Delusions in Organizations and Markets," CEPR Discussion Papers 7193, C.E.P.R. Discussion Papers.
  • Benabou, Roland, 2013. "Groupthink: Collective Delusions in Organizations and Markets," IZA Discussion Papers 7322, Institute of Labor Economics (IZA).
• Portilla, Yolanda, 2009. "Two-sided career concern and financial equilibrium," UC3M Working papers. Economics we091207, Universidad Carlos III de Madrid. Departamento de Economía.
• Geanakoplos, John & Dubey, Pradeep, 2010. "Credit cards and inflation," Games and Economic Behavior, Elsevier, vol. 70(2), pages 325-353, November.
  • John Geanakoplos & Pradeep Dubey, 2009. "Credit Cards and Inflation," Cowles Foundation Discussion Papers 1709, Cowles Foundation for Research in Economics, Yale University.
• Ben Mansour Kharraz, Selima, 2009. "Hétérogénéité des croyances et équilibre des marchés financiers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/1161 edited by Jouini, Elyès.
• Rainer Metz, 2009. "Verbraucherpolitik und Finanzmarkt: neue Institutionen braucht das Land?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(3), pages 96-109.
• Khwaja, Asim Ijaz & Iyer, Rajkamal & Luttmer, Erzo F.P. & Shue, Kelly, 2009. "Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending?," Scholarly Articles 4448882, Harvard Kennedy School of Government.
  • Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2009. "Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending?," Working Paper Series rwp09-031, Harvard University, John F. Kennedy School of Government.
• Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, July.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics.
• Felipe Balmaceda & Ronald Fischer, 2010. "Economic performance, creditor protection, and labour inflexibility," Oxford Economic Papers, Oxford University Press, vol. 62(3), pages 553-577, July.
  • Felipe Balmaceda & Ronald Fischer, 2009. "Economic Performance, creditor protection and labor inflexibility," Documentos de Trabajo 259, Centro de Economía Aplicada, Universidad de Chile.
• Jeanjean, Thomas & Stolowy, Hervé, 2009. "Determinants of board members' financial expertise -- Empirical evidence from France," The International Journal of Accounting, Elsevier, vol. 44(4), pages 378-402, December.
  • Stolowy, Hervé & Jeanjean, Thomas, 2008. "Determinants of board members’ financial expertise – Empirical evidence from France," HEC Research Papers Series 903, HEC Paris.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00491688, HAL.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of board members' financial expertise - Empirical evidence from France," Working Papers hal-00580151, HAL.
  • Thomas Jeanjean & H. Stolowy, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00493177, HAL.
• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  • William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, vol. 78(1), pages 11-20, June.
  • Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
• Skreta, Vasiliki & Veldkamp, Laura, 2009. "Ratings shopping and asset complexity: A theory of ratings inflation," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 678-695, July.
  • Vasiliki Skreta & Laura Veldkamp, 2008. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," Working Papers 08-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Vasiliki Skreta & Laura Veldkamp, 2009. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," NBER Working Papers 14761, National Bureau of Economic Research, Inc.
• Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
  • Rahi, Rohit & Zigrand, Jean-Pierre, 2009. "Endogenous liquidity and contagion," LSE Research Online Documents on Economics 29300, London School of Economics and Political Science, LSE Library.
• Carbó-Valverde, Santiago & Chakravorti, Sujit & Rodríguez Fernández, Francisco, 2009. "Regulating two-sided markets: an empirical investigation," Working Paper Series 1137, European Central Bank.
  • Santiago Carbó-Valverde & Sujit Chakravorti & Francisco Rodríguez-Fernández, 2009. "Regulating two-sided markets: an empirical investigation," Working Paper Series WP-09-11, Federal Reserve Bank of Chicago.
• Boris KHOLOD & Alexei ZADOIA, 2009. "Exchange Rate And Its Impact On Foreign Economic Activity," Review of General Management, Spiru Haret University, Faculty of Management Brasov, vol. 10(2), pages 19-39, november.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2009. "Endogenous liquidity and contagion," LSE Research Online Documents on Economics 29300, London School of Economics and Political Science, LSE Library.
  • Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
• Jeanjean, Thomas & Stolowy, Hervé, 2009. "Determinants of board members' financial expertise -- Empirical evidence from France," The International Journal of Accounting, Elsevier, vol. 44(4), pages 378-402, December.
  • Stolowy, Hervé & Jeanjean, Thomas, 2008. "Determinants of board members’ financial expertise – Empirical evidence from France," HEC Research Papers Series 903, HEC Paris.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00491688, HAL.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of board members' financial expertise - Empirical evidence from France," Working Papers hal-00580151, HAL.
  • Thomas Jeanjean & H. Stolowy, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00493177, HAL.
• Jeanjean, Thomas & Stolowy, Hervé, 2009. "Determinants of board members' financial expertise -- Empirical evidence from France," The International Journal of Accounting, Elsevier, vol. 44(4), pages 378-402, December.
  • Stolowy, Hervé & Jeanjean, Thomas, 2008. "Determinants of board members’ financial expertise – Empirical evidence from France," HEC Research Papers Series 903, HEC Paris.
  • Thomas Jeanjean & H. Stolowy, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00493177, HAL.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00491688, HAL.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of board members' financial expertise - Empirical evidence from France," Working Papers hal-00580151, HAL.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
• Jeanjean, Thomas & Stolowy, Hervé, 2009. "Determinants of board members' financial expertise -- Empirical evidence from France," The International Journal of Accounting, Elsevier, vol. 44(4), pages 378-402, December.
  • Stolowy, Hervé & Jeanjean, Thomas, 2008. "Determinants of board members’ financial expertise – Empirical evidence from France," HEC Research Papers Series 903, HEC Paris.
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  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00491688, HAL.
  • Thomas Jeanjean & H. Stolowy, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00493177, HAL.
• Salomonsson, Marcus, 2009. "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance 713, Stockholm School of Economics.
• Finn Østrup & Lars Oxelheim & Clas Wihlborg, 2009. "Origins and Resolution of Financial Crises: Lessons from the Current and Northern European Crises," Asian Economic Papers, MIT Press, vol. 8(3), pages 178-220, Fall.
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• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008. "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  • Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2009. "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper 425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
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• Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2009. "Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending?," Working Paper Series rwp09-031, Harvard University, John F. Kennedy School of Government.
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• Helmut Gründl & Thomas Post, 2009. "Transparency through Financial Claims with Fingerprints – A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises," SFB 649 Discussion Papers SFB649DP2009-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mete BUMİN & Aslıhan CENGİZ, 2009. "Banka birleşme ve devralmalarının etkinlik üzerine etkisi: Pamukbank’ın Halkbank’a devredilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(279), pages 68-96.
• Enisse Kharroubi & Edouard Vidon, 2009. "Liquidity, Moral Hazard, and Interbank Market Collapse," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 51-86, December.
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• Prashanth Mahagaonkar & Jianying Qiu, 2008. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Jena Economics Research Papers 2008-056, Friedrich-Schiller-University Jena.
  • Jianying Qiu & Prashanth Mahagaonkar, 2009. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Working Papers 2009-12, Faculty of Economics and Statistics, Universität Innsbruck.
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• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
• Alexander Brown & John Kagel, 2009. "Behavior in a simplified stock market: the status quo bias, the disposition effect and the ostrich effect," Annals of Finance, Springer, vol. 5(1), pages 1-14, January.
• Marco Wölfle, 2009. "Information-based trade in Russia and the effects of listing abroad," Economic Change and Restructuring, Springer, vol. 42(4), pages 229-262, November.
• Hervé Crès & Tobias Markeprand & Mich Tvede, 2016. "Incomplete financial markets and jumps in asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 201-219, June.
  • Hervé Crès & Tobias Markeprand & Mich Tvede, 2009. "Incomplete Financial Markets and Jumps in Asset Prices," Discussion Papers 09-12, University of Copenhagen. Department of Economics.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008. "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  • Chiaki Hara, 2009. "Heterogeneous Impatience in a Continuous-Time Model," KIER Working Papers 665, Kyoto University, Institute of Economic Research.
  • Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2009. "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper 425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Chiaki Hara, 2009. "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers 685, Kyoto University, Institute of Economic Research.
• Andrés Acuña & Cristián Pinto, 2009. "Efficiency of the Chilean stock market: A dynamic approach using volatility tests," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 39-61.
• Salehabadi, Ali, 2009. "Role of the Capital Market in Improving Iran Business Environment (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 1(1), pages 101-122, December.
• Rahmani, Ali, 2009. "Capital Market, Needs for Improvement of Business Environment (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 1(1), pages 145-175, December.
• Massimo CINGOLANI, 2009. "Public investment under disequilibrium: a post Keynesian viewpoint," Departmental Working Papers 2009-021, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Massimo CINGOLANI, 2009. "Public investment under disequilibrium: a post Keynesian viewpoint," Departmental Working Papers 2009-21, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009. "Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0013, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009. "Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision," BANCARIA, Bancaria Editrice, vol. 7, pages 24-42, July.
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• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
• Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
  • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
  • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
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• Skreta, Vasiliki & Veldkamp, Laura, 2009. "Ratings shopping and asset complexity: A theory of ratings inflation," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 678-695, July.
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• Roland Bénabou, 2013. "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 429-462.
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• Veronica Guerrieri & Peter Kondor, 2012. "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, vol. 102(5), pages 1986-2017, August.
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• Nuno Cassola & Ali Hortaçsu & Jakub Kastl, 2013. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds," Econometrica, Econometric Society, vol. 81(4), pages 1309-1345, July.
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  • Cassola, Nuno & Hortacsu, Ali & Kastl, Jakub, 2011. "The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds," Working Paper Series 1374, European Central Bank.
  • Nuno Cassola & Ali Hortacsu & Jakub Kastl, 2009. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," NBER Working Papers 15158, National Bureau of Economic Research, Inc.
• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
  • Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
  • Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc.
• Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F. P. Luttmer & Kelly Shue, 2016. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Management Science, INFORMS, vol. 62(6), pages 1554-1577, June.
  • Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F.P. Luttmer & Kelly Shue, 2009. "Screening Peers Softly: Inferring the Quality of Small Borrowers," NBER Working Papers 15242, National Bureau of Economic Research, Inc.
  • Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Working Paper Series rwp13-017, Harvard University, John F. Kennedy School of Government.
  • Asim Khwaja & Rajkamal Iyer & Erzo Luttmer & Kelly Shue, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," CID Working Papers 259, Center for International Development at Harvard University.
• Michaela Posch & Stefan W. Schmitz & Beat Weber, 2009. "EU Bank Packages: Objectives and Potential Conflicts of Objectives," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 17, pages 63-84.
• Voicu-Dorobantu Roxana & Marinoiu Ana Maria, 2009. "The Impact Of The Internet On Trading – A Theoretical Approach On The Investor," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 257-260, May.
• Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010. "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 332-342, May.
  • Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
• Roberto Ghiselli Ricci & Carlo Alberto Magni, 2014. "Axiomatization of residual income and generation of financial securities," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1257-1271, July.
  • Ghiselli Ricci, Roberto & Magni, Carlo Alberto, 2009. "Axiomatization of residual income and generation of financial securities," MPRA Paper 14438, University Library of Munich, Germany.
• Matthias Hanauske & Jennifer Kunz & Steffen Bernius & Wolfgang Konig, 2009. "Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises," Papers 0904.2113, arXiv.org.
  • Hanauske, Matthias & Kunz, Jennifer & Bernius, Steffen & König, Wolfgang, 2009. "Doves and hawks in economics revisited [An evolutionary quantum game theory-based analysis of financial crises]," MPRA Paper 14680, University Library of Munich, Germany.
• Dobrota Gabriela & Chirculescu Maria Felicia, 2009. "Long Term Financing Decision at the Level of Companies," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 35-48, May.
  • Dobrota, Gabriela & Chirculescu, Felicia Maria, 2009. "Long term financing decision at the level of companies," MPRA Paper 17527, University Library of Munich, Germany.
• Hopfensitz, Astrid & Wranik, Tanja, 2009. "How to Adapt to Changing Markets: Experience and Personality in a Repeated Investment Game," TSE Working Papers 09-122, Toulouse School of Economics (TSE).
  • Hopfensitz, Astrid & Wranik, Tanja, 2009. "How to adapt to changing markets: experience and personality in a repeated investment game," MPRA Paper 17835, University Library of Munich, Germany.
• Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C., 2013. "Unawareness, beliefs, and speculative trade," Games and Economic Behavior, Elsevier, vol. 77(1), pages 100-121.
  • Burkhard C. Schipper & Martin Meier & Aviad Heifetz, 2009. "Unawareness, Beliefs and Speculative Trade," Working Papers 280, University of California, Davis, Department of Economics.
  • Burkhard Schipper & Martin Meier & Aviad Heifetz, 2011. "Unawareness, Beliefs, and Speculative Trade," Working Papers 47, University of California, Davis, Department of Economics.
  • Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C, 2009. "Unawareness, Beliefs and Speculative Trade," MPRA Paper 18437, University Library of Munich, Germany.
• Onour, Ibrahim, 2009. "Rational bubbles and volatility persistence in India stock market," MPRA Paper 18545, University Library of Munich, Germany.
• Hasan, Zubair, 2009. "Dubai turmoil before and after the bailout," MPRA Paper 19484, University Library of Munich, Germany.
• Safari, Meysam, 2009. "Dividend Yield and Stock Return in Different Economic Environment: Evidence from Malaysia," MPRA Paper 23841, University Library of Munich, Germany.
• Ocran, Mathew & Mlambo, Chipo, 2009. "Excess co-movement in asset prices: The case of South Africa," MPRA Paper 24277, University Library of Munich, Germany.
• Tang, Linyao, 2009. "让实体经济和虚拟经济的耦合协调度最优 [Real economy and virtual economy’s combination coordination optimization]," MPRA Paper 26200, University Library of Munich, Germany, revised Oct 2009.
• Liviu-George, Maha & Dragos-Florentin, Mariciuc, 2009. "Characteristics of the financial crisis in 2008 and its implications on Romanian economy," MPRA Paper 27180, University Library of Munich, Germany.
• Ayoki, Milton, 2009. "Promoting Financial Inclusion in Africa: The Two Ambiguities," MPRA Paper 82882, University Library of Munich, Germany, revised Dec 2016.
• Tomáš Meluzín & Marek Zinecker, 2009. "Analyses of Partial Decision Models for IPO Realization," Ekonomika a Management, Prague University of Economics and Business, vol. 2009(2).
• Magdaléna Přívarová, 2009. "Genéza teórie ekonomickej nerovnováhy a jej miesto v systéme makroekonomických teórií [Development of the theory of economic disequilibrium and its place in the system of macroeconomic theories]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(2), pages 232-249.
• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
  • Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc.
  • Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
• Darrell Duffie & Bruno Strulovici, 2012. "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, vol. 80(6), pages 2469-2509, November.
  • Darrell Duffie & Bruno Strulovici, 2009. "Capital Mobility and Asset Pricing," Discussion Papers 1478, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Bruno Strulovici & Darrell Duffie, 2009. "Capital Mobility and Asset Pricing," 2009 Meeting Papers 87, Society for Economic Dynamics.
  • Darrell Duffie & Bruno Strulovici, 2011. "Capital Mobility and Asset Pricing," NBER Working Papers 17296, National Bureau of Economic Research, Inc.
• Covaci, Brindusa, 2009. "Aspects of the Financial Management Enterprise," Papers 2009/400, Osterreichish-Rumanischer Akademischer Verein.
• Covaci, Brindusa, 2009. "Assisting Finance Decision Through Leasing," Papers 2009/29, Osterreichish-Rumanischer Akademischer Verein.
  • Covaci, Brindusa, 2009. "Assisting Finance Decision Through Leasing," Papers 2009/401, Osterreichish-Rumanischer Akademischer Verein.
• Covaci, Brindusa, 2009. "Comparative Analysis Between Leasing And Credit Bank Operations," Papers 2009/151, Osterreichish-Rumanischer Akademischer Verein.
  • Covaci, Brindusa, 2009. "Comparative Analysis between Leasing and Credit Bank Operations," Papers 2009/402, Osterreichish-Rumanischer Akademischer Verein.
• Covaci, Brindusa & Rotaru, Alina Stefania & Picu, Alina, 2009. "Selecting a Mean of Funding Enterprises," Papers 2009/403, Osterreichish-Rumanischer Akademischer Verein.
• Rotaru, Alina Stefania & Picu, Alina & Covaci, Brindusa, 2009. "Risks and Management Banking," Papers 2009/404, Osterreichish-Rumanischer Akademischer Verein.
• Roman Muraviev, 2013. "Market selection with learning and catching up with the Joneses," Finance and Stochastics, Springer, vol. 17(2), pages 273-304, April.
• Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Working Papers 001-09, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint) hal-00629748, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  • Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print hal-00629748, HAL.
  • Bernard Cornet & Zaier Aouani, 2009. "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200909, University of Kansas, Department of Economics, revised Dec 2009.
• Finn Østrup & Lars Oxelheim & Clas Wihlborg, 2009. "Origins and Resolution of Financial Crises: Lessons from the Current and Northern European Crises," Asian Economic Papers, MIT Press, vol. 8(3), pages 178-220, Fall.
  • Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas, 2009. "Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises," Working Paper Series 796, Research Institute of Industrial Economics.
• Silvio Goglio & Yiorgos Alexopoulos, 2009. "Deregulation finanziaria e problemi economici: quale futuro per le cooperative finanziarie?," Euricse Working Papers 0901, Euricse (European Research Institute on Cooperative and Social Enterprises).
• Silvio Goglio & Yiorgos Alexopoulos, 2009. "Financial Deregulation and Economic Distress: Is There a Future for Financial Co-operatives?," Euricse Working Papers 09001, Euricse (European Research Institute on Cooperative and Social Enterprises).
• DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2009. "Stock prices, anticipations and investment in general equilibrium," LIDAM Discussion Papers CORE 2009083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009. "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers 0916, University of Brescia, Department of Economics.
• Longbing Cao & Xue-Zhong He, 2009. "Developing actionable trading agents," Published Paper Series 2009-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Min Zheng & Duo Wang & Xue-Zhong He, 2009. "Asymmetry of technical analysis and market price volatility," Published Paper Series 2009-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
• Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012. "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 556-575, September.
  • Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series 251, Quantitative Finance Research Centre, University of Technology, Sydney.
• Veronica POLIN, 2009. "I mercati del microcredito: tendenze internazionali e caso italiano. Una rassegna," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 117(1), pages 135-168.
• Alessandro N. Cappellini & Gianluigi Ferraris, 2009. "Waiting Times In Simulated Stock Markets," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 195-206.
  • Cappellini, Alessandro & Ferraris, Gianluigi, 2007. "Waiting Times in Simulated Stock Markets," MPRA Paper 7324, University Library of Munich, Germany.
  • Alessandro Cappellini & Gianluigi Ferraris, 2008. "Waiting Times in Simulated Stock Markets," Papers 0802.3291, arXiv.org.
• Harry M Markowitz (ed.), 2009. "Harry Markowitz:Selected Works," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6967, August.
• Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), 2009. "Recent Advances in Financial Engineering," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7301, August.
• Harry M Markowitz, 2009. "Overview," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 1, pages 1-9, World Scientific Publishing Co. Pte. Ltd..
• Harry M Markowitz, 2009. "1952," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 2, pages 11-50, World Scientific Publishing Co. Pte. Ltd..
• Harry M Markowitz, 2009. "Rand [I] and The Cowles Foundation," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 3, pages 51-145, World Scientific Publishing Co. Pte. Ltd..
• Harry M Markowitz, 2009. "Rand [II] and CACI," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 4, pages 147-277, World Scientific Publishing Co. Pte. Ltd..
• Harry M Markowitz, 2009. "IBM's T. J. Watson Research Center," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 5, pages 279-442, World Scientific Publishing Co. Pte. Ltd..
• Harry M Markowitz, 2009. "Baruch College (CUNY) and Daiwa Securities," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 6, pages 443-528, World Scientific Publishing Co. Pte. Ltd..
• Harry M Markowitz, 2009. "Harry Markowitz Company," World Scientific Book Chapters, in: Harry M Markowitz (ed.), Harry Markowitz Selected Works, chapter 7, pages 529-700, World Scientific Publishing Co. Pte. Ltd..
• Moussa Gamys & Yuri Kabanov, 2009. "Mean Square Error for the Leland–Lott Hedging Strategy," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 1, pages 1-25, World Scientific Publishing Co. Pte. Ltd..
  • Moussa Gamys & Yuri Kabanov, 2008. "Mean square error for the Leland-Lott hedging strategy," Post-Print hal-00488170, HAL.
• Jean-Pierre Fouque & Chuan-Hsiang Han & Yongzeng Lai, 2009. "Variance Reduction for MC/QMC Methods to Evaluate Option Prices," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 2, pages 27-48, World Scientific Publishing Co. Pte. Ltd..
• Hajime Fujiwara & Masaaki Kijima & Katsumasa Nishide, 2009. "Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 3, pages 49-69, World Scientific Publishing Co. Pte. Ltd..
• Masaaki Kijima & Takashi Shibata, 2009. "Real Options in a Duopoly Market with General Volatility Structure," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 4, pages 71-89, World Scientific Publishing Co. Pte. Ltd..
• Emmanuel Denis, 2009. "Arbitrage Pricing Under Transaction Costs: Continuous Time," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 5, pages 91-106, World Scientific Publishing Co. Pte. Ltd..
• Emmanuel Denis, 2009. "Leland's Approximations for Concave Pay-off Functions," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 6, pages 107-117, World Scientific Publishing Co. Pte. Ltd..
• Yoshio Miyahara & Naruhiko Moriwaki, 2009. "Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 7, pages 119-133, World Scientific Publishing Co. Pte. Ltd..
• Katsumasa Nishide, 2009. "The Impact of Momentum Trading on the Market Price and Trades," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 8, pages 135-159, World Scientific Publishing Co. Pte. Ltd..
• Michi Nishihara & Takashi Shibata, 2009. "Investment Game with Debt Financing," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 9, pages 161-187, World Scientific Publishing Co. Pte. Ltd..
• Katsushige Sawaki & Atsuo Suzuki & Kyoko Yagi, 2009. "The Valuation of Callable Financial Commodities with Two Stopping Boundaries," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 10, pages 189-200, World Scientific Publishing Co. Pte. Ltd..
• Masato Ubukata & Kosuke Oya, 2009. "Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 11, pages 201-218, World Scientific Publishing Co. Pte. Ltd..
• Hoi Ying Wong & Ka Yung Lau, 2009. "Quanto Pre-washing for Jump Diffusion Models," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 12, pages 219-230, World Scientific Publishing Co. Pte. Ltd..
• Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers 09/06, Department of Economics, University of York.
• Nellinger, Ludwig, 2009. "Über die Natur und das Wesen des Geldes: Johann Heinrich von Thünens unveröffentlichter Beitrag zur Geldtheorie," Thuenen-Series of Applied Economic Theory 110, University of Rostock, Institute of Economics.
• Gründl, Helmut & Post, Thomas, 2009. "Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises," SFB 649 Discussion Papers 2009-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

2008

• John Geanakoplos & Ana Fostel, 2008. "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, vol. 98(4), pages 1211-1244, September.
• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
• Enisse Kharroubi & Edouard Vidon, 2009. "Liquidity, Moral Hazard, and Interbank Market Collapse," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 51-86, December.
  • Kharroubi, E. & Vidon E., 2008. "Liquidity, Moral Hazard and Inter-Bank Market Collapse," Working papers 227, Banque de France.
• Peter Sinclair & Guy Spier & Tom Skinner, 2008. "Bonuses, Credit Rating Agencies and the Credit Crunch," CDMA Conference Paper Series 0805, Centre for Dynamic Macroeconomic Analysis.
  • Peter Sinclair & Guy Spier & Tom Skinner, 2008. "Bonuses, Credit Rating Agencies and the Credit Crunch," Discussion Papers 08-05, Department of Economics, University of Birmingham.
• Sinclair, Peter J. N., 2008. "How We Might Model a Credit Squeeze, and Draw Some Policy Implications for Responding to It," Economics Discussion Papers 2008-40, Kiel Institute for the World Economy (IfW Kiel).
  • Peter Sinclair, 2008. "How We Might Model a Credit Squeeze, and Draw some Policy Implications for Responding to it," Discussion Papers 08-10, Department of Economics, University of Birmingham.
• Mariana Felix Teixeira & Marcelo Cabus Klotzle & Walter Lee Ness, 2008. "Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(1), pages 49-67.
• Julien Hugonnier, 2008. "Bubbles and multiplicity of equilibria under portfolio constraints," Swiss Finance Institute Research Paper Series 08-28, Swiss Finance Institute.
• Jean Pietro Bonaldi Varón, 2008. "Existence of Equilibrium in Financial Markets: Hart´s Securities Exchange Model with Consumption in the First Period," Documentos CEDE 6711, Universidad de los Andes, Facultad de Economía, CEDE.
• Acharya, Viral & Viswanathan, S., 2008. "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers 6630, C.E.P.R. Discussion Papers.
• Giulia Iori & Christophe Deissenberg, 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 299-315, Springer.
  • Iori, G. & Deissenberg, C., 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture," Working Papers 08/03, Department of Economics, City University London.
• Chiarella, Carl & Iori, Giulia, 2009. "The impact of heterogeneous trading rules on the limit order book and order flows," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 525-537.
  • Carl Chiarella & Giulia Iori, 2005. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series 152, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Chiarella, C. & Iori, G. & Perello, J., 2008. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Working Papers 08/04, Department of Economics, City University London.
  • Carl Chiarella & Giulia Iori & Josep Perello, 2007. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Papers 0711.3581, arXiv.org.
• Ioannis Karatzas & Martin Shubik & William D. Sudderth, 2008. "Financial Control of a Competitive Economy without Randomness," Cowles Foundation Discussion Papers 1681, Cowles Foundation for Research in Economics, Yale University.
• Wilko Bolt & Sujit Chakravorti, 2008. "Economics of payment cards: a status report," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 32(Q IV), pages 15-27.
  • Wilko Bolt & Sujit Chakravorti, 2008. "Economics of Payment Cards: A Status Report," DNB Working Papers 193, Netherlands Central Bank, Research Department.
• Wilko Bolt & Sujit Chakravorti, 2008. "Consumer choice and merchant acceptance of payment media," Working Paper Series WP-08-11, Federal Reserve Bank of Chicago.
  • Wilko Bolt & Sujit Chakravorti, 2008. "Consumer Choice and Merchant Acceptance of Payment Media," DNB Working Papers 197, Netherlands Central Bank, Research Department.
• Cespa, Giovanni & Foucault, Thierry, 2008. "Insiders-outsiders, transparency and the value of the ticker," CFS Working Paper Series 2008/39, Center for Financial Studies (CFS).
  • Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
  • Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
  • Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers 6794, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Giovanni Cespa, 2011. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers hal-00580153, HAL.
• Jeanjean, Thomas & Stolowy, Hervé, 2009. "Determinants of board members' financial expertise -- Empirical evidence from France," The International Journal of Accounting, Elsevier, vol. 44(4), pages 378-402, December.
  • Stolowy, Hervé & Jeanjean, Thomas, 2008. "Determinants of board members’ financial expertise – Empirical evidence from France," HEC Research Papers Series 903, HEC Paris.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00491688, HAL.
  • Hervé Stolowy & Thomas Jeanjean, 2009. "Determinants of board members' financial expertise - Empirical evidence from France," Working Papers hal-00580151, HAL.
  • Thomas Jeanjean & H. Stolowy, 2009. "Determinants of Board Members Financial Expertise - Empirical Evidence from France," Post-Print hal-00493177, HAL.
• Hernández Trillo, Fausto & Avalos, Marcos, 2008. "Competencia bancaria en México," Libros de la CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 2534.
  • Fausto Hernández-Trillo & Marcos Ávalos, 2006. "Competencia bancaria en México," Working Papers DTE 376, CIDE, División de Economía.
  • Hernández Trillo, Fausto & Avalos, Marcos, 2006. "Competencia bancaria en México," Estudios y Perspectivas – Sede Subregional de la CEPAL en México 4988, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
• Ronald Fischer, 2008. "Economic performance, creditor protection and labor inflexibility," Documentos de Trabajo 250, Centro de Economía Aplicada, Universidad de Chile.
• Viviana Fernández & Brian M. Lucey, 2008. "Emerging Markets Variance Shocks: Local or International in Origin?," Documentos de Trabajo 251, Centro de Economía Aplicada, Universidad de Chile.
• Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008. "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 259-278, January.
  • Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005. "A network analysis of the Italian overnight money market," Working Papers 05/05, Department of Economics, City University London.
• Shahrabani, Shosh & Shavit, Tal & Benzion, Uri, 2008. "Short-selling and the WTA-WTP gap," Economics Letters, Elsevier, vol. 99(1), pages 131-133, April.
  • Uri Ben-Zion & Shosh Shahrabani & TAL SHAVIT, 2007. "Short-selling and the WTA-WTP gap," Working Papers 0706, Ben-Gurion University of the Negev, Department of Economics.
• Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 1321-1331, December.
  • Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
  • Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Calvet, Laurent E. & Fisher, Adlai J., 2008. "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 207-226, January.
  • Laurent E. Calvet & Adlai J. Fisher, 2006. "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers 12797, National Bureau of Economic Research, Inc.
  • Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008. "Multifrequency jump-diffusions: An equilibrium approach," Post-Print hal-00459681, HAL.
• Sonia Di Giannatale & María José Roa García & Patricia López, 2008. "Una introducción conceptual al desarrollo financiero, capital social y anonimidad: el caso de México," Working Papers DTE 427, CIDE, División de Economía.
• Obiyathulla Ismath Bacha, 2008. "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 1(3), pages 210-226, August.
  • Bacha, Obiyathulla I., 2008. "The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience," MPRA Paper 12699, University Library of Munich, Germany, revised Mar 2008.
• Obiyathulla Ismath Bacha, 2008. "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 1(3), pages 210-226, August.
  • Bacha, Obiyathulla I., 2008. "The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience," MPRA Paper 12699, University Library of Munich, Germany, revised Mar 2008.
• Vít Pošta, 2008. "Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 248-260, August.
• Wilko Bolt & Sujit Chakravorti, 2008. "Economics of payment cards: a status report," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 32(Q IV), pages 15-27.
• Barlevy, Gadi, 2014. "A leverage-based model of speculative bubbles," Journal of Economic Theory, Elsevier, vol. 153(C), pages 459-505.
  • Gadi Barlevy, 2008. "A Leverage Based Model of Speculative Bubbles," 2008 Meeting Papers 196, Society for Economic Dynamics.
  • Gadi Barlevy, 2011. "A leverage-based model of speculative bubbles," Working Paper Series WP-2011-07, Federal Reserve Bank of Chicago.
  • Gadi Barlevy, 2008. "A leverage-based model of speculative bubbles," Working Paper Series WP-08-01, Federal Reserve Bank of Chicago.
• Wilko Bolt & Sujit Chakravorti, 2008. "Consumer choice and merchant acceptance of payment media," Working Paper Series WP-08-11, Federal Reserve Bank of Chicago.
• Calvet, Laurent E. & Fisher, Adlai J., 2008. "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 207-226, January.
  • Laurent E. Calvet & Adlai J. Fisher, 2006. "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers 12797, National Bureau of Economic Research, Inc.
  • Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008. "Multifrequency jump-diffusions: An equilibrium approach," Post-Print hal-00459681, HAL.
• Moussa Gamys & Yuri Kabanov, 2009. "Mean Square Error for the Leland–Lott Hedging Strategy," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 1, pages 1-25, World Scientific Publishing Co. Pte. Ltd..
  • Moussa Gamys & Yuri Kabanov, 2008. "Mean square error for the Leland-Lott hedging strategy," Post-Print hal-00488170, HAL.
• Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
  • Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678, HAL.
  • Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print halshs-00176629, HAL.
• Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 1321-1331, December.
  • Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
  • Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008. "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper 396, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  • Chiaki Hara, 2009. "Heterogeneous Impatience in a Continuous-Time Model," KIER Working Papers 665, Kyoto University, Institute of Economic Research.
  • Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2009. "Heterogeneous Impatience in a Continuous-Time Model," PIE/CIS Discussion Paper 425, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Laurence Attuel-Mendes & Arvind Ashta, 2008. "French Legislation And The Development Of Credit Availability For Microenterprise," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 2(2), pages 123-137.
• Alper ÖZÜN & Mehmet TÜRK, 2008. "Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(271), pages 61-92.
• Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
  • Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678, HAL.
  • Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print halshs-00176629, HAL.
• Prashanth Mahagaonkar & Jianying Qiu, 2008. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Jena Economics Research Papers 2008-056, Friedrich-Schiller-University Jena.
  • Jianying Qiu & Prashanth Mahagaonkar, 2009. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Working Papers 2009-12, Faculty of Economics and Statistics, Universität Innsbruck.
  • Jianying Qiu & Prashanth Mahagaonkar, 2009. "Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach," Schumpeter Discussion Papers sdp09006, Universitätsbibliothek Wuppertal, University Library.
• Erika Corona & Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008. "The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 99-119, September.
• Partha Dasgupta, 2008. "Discounting climate change," Journal of Risk and Uncertainty, Springer, vol. 37(2), pages 141-169, December.
• Donald Kempf, 2008. "Corporate governance as religion," Journal of Regulatory Economics, Springer, vol. 33(1), pages 117-131, February.
• George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, 08.
  • Jens Carsten Jackwerth & George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2008. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," CoFE Discussion Paper 08-08, Center of Finance and Econometrics, University of Konstanz.
  • George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
• Atsushi Kajii, 2009. "Sunspot Equilibria In A Production Economy: Do Rational Animal Spirits Cause Overproduction?," The Japanese Economic Review, Japanese Economic Association, vol. 60(1), pages 35-54, March.
  • Atsushi Kajii, 2008. "Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction?," KIER Working Papers 655, Kyoto University, Institute of Economic Research.
• Julio J. Rotemberg, 2008. "Liquidity Needs in Economies with Interconnected Financial Obligations," NBER Working Papers 14222, National Bureau of Economic Research, Inc.
  • Julio J. Rotemberg, 2010. "Liquidity needs in economies with interconnected financial obligations," FRB Atlanta CQER Working Paper 2009-01, Federal Reserve Bank of Atlanta.
• Seth Freedman & Ginger Zhe Jin, 2008. "Do Social Networks Solve Information Problems for Peer-to-Peer Lending? Evidence from Prosper.com," Working Papers 08-43, NET Institute.
• Karin Wagner, 2008. "Housing Market Challenges in Europe and the United States – Any Solutions Available?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 124-134.
• Albulescu Claudiu Tiberiu, 2008. "La crise actuelle des marches financiers : l’impact au niveau Europeen," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 22-26, May.
• Herwany, Aldrin & Febrian, Erie, 2008. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper 10259, University Library of Munich, Germany.
  • Aldrin Herwany & Erie Febrian, 2009. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS) 200909, Department of Economics, Padjadjaran University, revised Sep 2009.
  • Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
• Obiyathulla Ismath Bacha, 2008. "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 1(3), pages 210-226, August.
  • Bacha, Obiyathulla I., 2008. "The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience," MPRA Paper 12699, University Library of Munich, Germany, revised Mar 2008.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008. "Comparing the accuracy of density forecasts from competing GARCH models," MPRA Paper 13662, University Library of Munich, Germany.
• Covaci, Brindusa, 2008. "Romanian commercial banks and credit risk in financing SME," MPRA Paper 14790, University Library of Munich, Germany.
• Malindretos, John & Kasibhatla, Krishna & Rivera-Solis, Luis Eduardo, 2008. "Evaluating the efficiency of Latin American banks," MPRA Paper 34882, University Library of Munich, Germany.
• Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
• Giselle Guzmán, 2009. "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, in: Lawrence R. Klein (ed.), The Making of National Economic Forecasts, chapter 12, Edward Elgar Publishing.
  • Guzman, Giselle C., 2008. "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper 36653, University Library of Munich, Germany.
• Paul Davidson, 2008. "How To Solve The U.S. Housing Problem And Avoid A Recession: A Revived HOLC And RTC," SCEPA policy note series. 2008-021, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  • Davidson, Paul, 2008. "How To Solve The U.S. Housing Problem and Avoid A Recession: A Revived HOLC and RTC," MPRA Paper 7427, University Library of Munich, Germany.
• Hopfensitz, Astrid & Wranik, Tanja, 2008. "Psychological and environmental determinants of myopic loss aversion," MPRA Paper 9305, University Library of Munich, Germany.
• Nwaobi, Godwin C, 2008. "The Economics of Financial Derivative Instruments," MPRA Paper 9463, University Library of Munich, Germany.
• Barlevy, Gadi, 2014. "A leverage-based model of speculative bubbles," Journal of Economic Theory, Elsevier, vol. 153(C), pages 459-505.
  • Gadi Barlevy, 2008. "A leverage-based model of speculative bubbles," Working Paper Series WP-08-01, Federal Reserve Bank of Chicago.
  • Gadi Barlevy, 2011. "A leverage-based model of speculative bubbles," Working Paper Series WP-2011-07, Federal Reserve Bank of Chicago.
  • Gadi Barlevy, 2008. "A Leverage Based Model of Speculative Bubbles," 2008 Meeting Papers 196, Society for Economic Dynamics.
• Jackson, Tyrone & Yen, Josephine, 2008. "Operate a mortgage company like a factory," Journal of Financial Transformation, Capco Institute, vol. 23, pages 165-172.
• Alexander Zimper, 2008. "Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs," Working Papers 092, Economic Research Southern Africa.
• Carolyn Chisadza & Manoel Bittencourt, 2016. "The Fertility Transition: Panel Evidence from sub-Saharan Africa," Working Papers 620, Economic Research Southern Africa.
  • Carolyn Chisadza & Manoel Bittencourt, 2016. "The Fertility Transition: Panel Evidence from sub-Saharan Africa," Working Papers 92, Economic Research Southern Africa.
• Peter Sinclair & Guy Spier & Tom Skinner, 2008. "Bonuses, Credit Rating Agencies and the Credit Crunch," Discussion Papers 08-05, Department of Economics, University of Birmingham.
  • Peter Sinclair & Guy Spier & Tom Skinner, 2008. "Bonuses, Credit Rating Agencies and the Credit Crunch," CDMA Conference Paper Series 0805, Centre for Dynamic Macroeconomic Analysis.
• Skreta, Vasiliki & Veldkamp, Laura, 2009. "Ratings shopping and asset complexity: A theory of ratings inflation," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 678-695, July.
  • Vasiliki Skreta & Laura Veldkamp, 2008. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," Working Papers 08-28, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Vasiliki Skreta & Laura Veldkamp, 2009. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," NBER Working Papers 14761, National Bureau of Economic Research, Inc.
• Marc Jeannin & Giulia Iori & David Samuel, 2008. "Modeling stock pinning," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 823-831.
  • Jeannin, M. & Iori, G. & Samuel, D., 2006. "Modeling stock pinning," Working Papers 06/04, Department of Economics, City University London.
• Charles S. Bos, 2008. "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers 08-011/4, Tinbergen Institute.
• Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008. "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 715-726, 04-05.
  • Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006. "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series 2006/22, Center for Financial Studies (CFS).
  • Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007. "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers 13650, National Bureau of Economic Research, Inc.
• John Ryan, 2008. "What is the Future Role of the Chinese Currency in Global Financial Markets?," Working Papers 2008_26, Department of Economics, University of Venice "Ca' Foscari".
• José Manuel Gutiérrez, 2008. "A Frictionless Economy With Subotimizing Agents," Vienna Economics Papers 0811, University of Vienna, Department of Economics.
• José Manuel Gutiérrez, 2008. "A Frictionless Economy With Suboptimizing Agents," Vienna Economics Papers vie0811, University of Vienna, Department of Economics.
• Peter Sinclair, 2008. "How We Might Model a Credit Squeeze, and Draw some Policy Implications for Responding to it," Discussion Papers 08-10, Department of Economics, University of Birmingham.
  • Sinclair, Peter J. N., 2008. "How We Might Model a Credit Squeeze, and Draw Some Policy Implications for Responding to It," Economics Discussion Papers 2008-40, Kiel Institute for the World Economy (IfW Kiel).

2007

• Tatiana Danescu & Ovidiu Spatacean, 2007. "Recognition, Measurement And Disclosure Of Financial Instruments According To International Financial Reporting Standards (Ifrs)," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(9), pages 1-25.
• Shahrabani, Shosh & Shavit, Tal & Benzion, Uri, 2008. "Short-selling and the WTA-WTP gap," Economics Letters, Elsevier, vol. 99(1), pages 131-133, April.
  • Uri Ben-Zion & Shosh Shahrabani & TAL SHAVIT, 2007. "Short-selling and the WTA-WTP gap," Working Papers 0706, Ben-Gurion University of the Negev, Department of Economics.
• Buiter, Willem, 2007. "Lessons from the 2007 Financial Crisis," CEPR Discussion Papers 6596, C.E.P.R. Discussion Papers.
• Carvalho, R. & Iori, G., 2007. "Socioeconomic networks with long-range interactions," Working Papers 07/12, Department of Economics, City University London.
• Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
  • Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006. "Trading strategies in the Italian interbank market," Papers physics/0611023, arXiv.org.
  • Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006. "Trading strategies in the Italian interbank market," Working Papers 06/03, Department of Economics, City University London.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2007. "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics 4764, London School of Economics and Political Science, LSE Library.
• Alfonso Galindo Lucas, 2007. "El intangible como problema conceptual y la ficción del valor razonable," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2007-02, February.
  • Galindo Lucas, ALFONSO, 2007. "El Intangible Como Problema Conceptual Y La Ficción Del Valor Razonable [Intangible assets as a conceptual problem and the fiction of fair value (in Spanish)]," MPRA Paper 2160, University Library of Munich, Germany, revised 2007.
• Joon Song, 2012. "Futures market: contractual arrangement to restrain moral hazard in teams," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 163-189, September.
  • Song, Joon, 2007. "Futures Market: Contractual Arrangement to Restrain Moral Hazard in Teams," Economics Discussion Papers 8912, University of Essex, Department of Economics.
• Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
  • Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678, HAL.
  • Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print halshs-00176629, HAL.
• Ingrid Groessl & Ulrich Fritsche, 2007. "Default Option, Risk-Aversion and Household Borrowing Behaviour," Macroeconomics and Finance Series 200705, University of Hamburg, Department of Socioeconomics.
• Angelo Antoci & Marcello Galeotti & Lucio Geronazzo, 2007. "Visitor and Firm Taxes Versus Environmental Options in a Dynamical Context," Journal of Applied Mathematics, Hindawi, vol. 2007, pages 1-15, August.
  • Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio, 2007. "Visitor and firm taxes versus environmental options in a dynamical context," MPRA Paper 13667, University Library of Munich, Germany.
• Erman ERBAYKAL & H. Aydın OKUYAN, 2007. "Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(260), pages 66-79.
• Heshmati, Almas & Davis, Rhona, 2007. "The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan," IZA Discussion Papers 3218, Institute of Labor Economics (IZA).
• Lublóy, Ágnes & Szenes, Márk, 2007. "Az ügyfélelvándorlás kereskedelmi banki modellezése [Modelling the migration of commercial bank clients]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 915-934.
• Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, vol. 78(1), pages 11-20, June.
  • Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
• Hara, Chiaki, 2008. "Complete monotonicity of the representative consumer's discount factor," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 1321-1331, December.
  • Chiaki Hara, 2007. "Complete Monotonicity of the Representative Consumer's Discount Factor," KIER Working Papers 636, Kyoto University, Institute of Economic Research.
  • Hara, Chiaki & 原, 千秋 & ハラ, チアキ, 2008. "Complete Monotonicity of the Representative Consumer's Discount Factor," PIE/CIS Discussion Paper 367, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
• Ulrike Malmendier & Geoffrey Tate & Jonathan Yan, 2007. "Corporate Financial Policies With Overconfident Managers," NBER Working Papers 13570, National Bureau of Economic Research, Inc.
• Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008. "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 715-726, 04-05.
  • Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006. "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series 2006/22, Center for Financial Studies (CFS).
  • Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007. "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers 13650, National Bureau of Economic Research, Inc.
• Zainal Abidin, Shahida Nadia & Wan Mahmood, Wan Mansor, 2007. "Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations," MPRA Paper 13326, University Library of Munich, Germany.
• Angelo Antoci & Marcello Galeotti & Lucio Geronazzo, 2007. "Visitor and Firm Taxes Versus Environmental Options in a Dynamical Context," Journal of Applied Mathematics, Hindawi, vol. 2007, pages 1-15, August.
  • Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio, 2007. "Visitor and firm taxes versus environmental options in a dynamical context," MPRA Paper 13667, University Library of Munich, Germany.
• Kilenthong, Weerachart & Townsend, Robert, 2007. "Market Based, Segregated Exchanges with Default Risk," MPRA Paper 20724, University Library of Munich, Germany, revised 12 Nov 2009.
• Alfonso Galindo Lucas, 2007. "El intangible como problema conceptual y la ficción del valor razonable," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2007-02, February.
  • Galindo Lucas, ALFONSO, 2007. "El Intangible Como Problema Conceptual Y La Ficción Del Valor Razonable [Intangible assets as a conceptual problem and the fiction of fair value (in Spanish)]," MPRA Paper 2160, University Library of Munich, Germany, revised 2007.
• William T. Lin & David S. Sun, 2007. "Liquidity-Adjusted Benchmark Yield Curves: A Look at Trading Concentration and Information," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 491-518.
  • Lin, William & Sun, David, 2007. "Liquidity-adjusted benchmark yield curves: a look at trading concentration and information," MPRA Paper 37282, University Library of Munich, Germany.
• Kai, Guo & Conlon, John R., 2007. "Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes," MPRA Paper 5927, University Library of Munich, Germany.
• Kitov, Ivan & Kitov, Oleg, 2007. "Exact prediction of S&P 500 returns," MPRA Paper 6056, University Library of Munich, Germany.
  • Ivan O. Kitov & Oleg I. Kitov, 2008. "Exact prediction of S&P 500 returns," Papers 0811.0376, arXiv.org.
• Cappellini, Alessandro & Ferraris, Gianluigi, 2007. "Waiting Times in Simulated Stock Markets," MPRA Paper 7324, University Library of Munich, Germany.
  • Alessandro Cappellini & Gianluigi Ferraris, 2008. "Waiting Times in Simulated Stock Markets," Papers 0802.3291, arXiv.org.
• Lahiri, Soumitra, 2007. "World War Iii A Techno Economic Introspection," MPRA Paper 8183, University Library of Munich, Germany.
• Guido VENIER, 2008. "A New Model For Stock Price Movements," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 329-350.
  • Venier, Guido, 2007. "A new Model for Stock Price Movements," MPRA Paper 9146, University Library of Munich, Germany.
• Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
• Marylin Choy & Roy Ayllón, 2007. "The payment system intraday liquidity in a dollarized economy: The Peruvian experience," Working Papers 2007-019, Banco Central de Reserva del Perú.
• Ovidiu V. Precup & Giulia Iori, 2007. "Cross-correlation Measures in the High-frequency Domain," The European Journal of Finance, Taylor & Francis Journals, vol. 13(4), pages 319-331.
  • Precup, O. V. & Iori, G., 2005. "Cross-correlation measures in the high-frequency domain," Working Papers 05/04, Department of Economics, City University London.
• ,, 2007. "Complementarities in information acquisition with short-term trades," Theoretical Economics, Econometric Society, vol. 2(4), December.
• ,, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, vol. 2(2), June.
  • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," Discussion Papers 1398, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers 148, Society for Economic Dynamics.
• Arruñada, Benito & Casari, Marco, 2016. "Fragile markets: An experiment on judicial independence," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 142-156.
  • Benito Arruñada & Marco Casari, 2007. "Fragile markets: An experiment on judicial independence," Economics Working Papers 1031, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2016.
  • Benito Arruñada & Marco Casari, 2016. "Fragile markets: An experiment on judicial independence," Working Papers 913, Barcelona School of Economics.
• Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), 2007. "Stochastic Processes and Applications to Mathematical Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6330, August.
• Stefan Ankirchner & Peter Imkeller, 2007. "Financial Markets with Asymmetric Information: Information Drift, Additional Utility and Entropy," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 1, pages 1-21, World Scientific Publishing Co. Pte. Ltd..
• Mariko Arisawa, 2007. "A Localization of the Lévy Operators Arising in Mathematical Finances," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 2, pages 23-52, World Scientific Publishing Co. Pte. Ltd..
• Sara BIAGINI & Rama CONT, 2007. "Model-free Representation of Pricing Rules as Conditional Expectations," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 3, pages 53-66, World Scientific Publishing Co. Pte. Ltd..
• L. Carassus & E. Gobet & E. Temam, 2007. "A Class of Financial Products and Models Where Super-replication Prices are Explicit," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 4, pages 67-84, World Scientific Publishing Co. Pte. Ltd..
• Diana DOROBANTU & Monique PONTIER, 2007. "Risky Debt and Optimal Coupon Policy and Other Optimal Strategies," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 5, pages 85-95, World Scientific Publishing Co. Pte. Ltd..
• Rüdiger Frey & Cecilia Prosdocimi & Wolfgang J. Runggaldier, 2007. "Affine Credit Risk Models under Incomplete Information," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 6, pages 97-113, World Scientific Publishing Co. Pte. Ltd..
• Keisuke Hara & Terry Lyons, 2007. "Smooth Rough Paths and the Applications," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 7, pages 115-125, World Scientific Publishing Co. Pte. Ltd..
• Keiichi Hori & Keizo Mizuno, 2007. "From Access to Bypass: A Real Options Approach," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 8, pages 127-150, World Scientific Publishing Co. Pte. Ltd..
• Junichi Imai & Takahiro Watanabe, 2007. "The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 9, pages 151-172, World Scientific Publishing Co. Pte. Ltd..
• Masaya Ishihara & Hiroshi Kunita, 2007. "Asian Strike Options of American Type and Game Type," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 10, pages 173-191, World Scientific Publishing Co. Pte. Ltd..
• M. Jeanblanc & S. Kloeppel & Y. Miyahara, 2007. "Minimal Variance Martingale Measures for Geometric Lévy Processes," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 11, pages 193-196, World Scientific Publishing Co. Pte. Ltd..
• Christian Litterer & Terry Lyons, 2007. "Cubature on Wiener Space Continued," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 12, pages 197-217, World Scientific Publishing Co. Pte. Ltd..
• Hideo Nagai, 2007. "A Remark on Impulse Control Problems with Risk-sensitive Criteria," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 13, pages 219-232, World Scientific Publishing Co. Pte. Ltd..
• Thu Van Nguyen & S. Ogawa & M. Yamazato, 2007. "A Convolution Approach to Multivariate Bessel Proceses," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 14, pages 233-244, World Scientific Publishing Co. Pte. Ltd..
• Nguyen Van Thu & To Anh Dung & Duong Ton Dam & Nguyen Huu Thai, 2007. "Spectral Representation of Multiply Self-decomposable Stochastic Processes and Applications," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 15, pages 245-258, World Scientific Publishing Co. Pte. Ltd..
• Kunio Nishioka, 2007. "Stochastic Growth Models of an Isolated Economy," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 16, pages 259-274, World Scientific Publishing Co. Pte. Ltd..
• Huyên PHAM, 2007. "Numerical Approximation by Quantization for Optimization Problems in Finance under Partial Observations," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 17, pages 275-296, World Scientific Publishing Co. Pte. Ltd..
• Pausch, Thilo, 2007. "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies 2007,16, Deutsche Bundesbank.
• Wölfle, Marco, 2007. "Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries," ZEW Discussion Papers 07-067, ZEW - Leibniz Centre for European Economic Research.

2006

• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  • William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• de Masi, G. & Iori, G. & Caldarelli, G., 2006. "A fitness model for the Italian interbank money market," Working Papers 06/08, Department of Economics, City University London.
  • G. De Masi & G. Iori & G. Caldarelli, 2006. "A fitness model for the Italian Interbank Money Market," Papers physics/0610108, arXiv.org.
• Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
  • Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006. "Trading strategies in the Italian interbank market," Working Papers 06/03, Department of Economics, City University London.
  • Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006. "Trading strategies in the Italian interbank market," Papers physics/0611023, arXiv.org.
• Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswam & Michela Scatigna, 2006. "The recent behaviour of financial market volatility," Questioni di Economia e Finanza (Occasional Papers) 2, Bank of Italy, Economic Research and International Relations Area.
• Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2010. "Ambiguity in Asset Markets: Theory and Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1325-1359, April.
  • Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009.
• Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, July.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics.
• Luca, PANACCIONE, 2006. "Inefficiency of competitive equilibrium with hidden action and financial markets," Discussion Papers (ECON - Département des Sciences Economiques) 2006049, Université catholique de Louvain, Département des Sciences Economiques.
  • PANACCIONE, Luca, 2006. "Inefficiency of competitive equilibrium with hidden action and financial markets," LIDAM Discussion Papers CORE 2006096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• PANACCIONE, Luca, 2006. "Inefficiency of competitive equilibrium with hidden action and financial markets," LIDAM Discussion Papers CORE 2006096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luca, PANACCIONE, 2006. "Inefficiency of competitive equilibrium with hidden action and financial markets," Discussion Papers (ECON - Département des Sciences Economiques) 2006049, Université catholique de Louvain, Département des Sciences Economiques.
• Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
  • Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006. "Trading strategies in the Italian interbank market," Papers physics/0611023, arXiv.org.
  • Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G., 2006. "Trading strategies in the Italian interbank market," Working Papers 06/03, Department of Economics, City University London.
• Marc Jeannin & Giulia Iori & David Samuel, 2008. "Modeling stock pinning," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 823-831.
  • Jeannin, M. & Iori, G. & Samuel, D., 2006. "Modeling stock pinning," Working Papers 06/04, Department of Economics, City University London.
• G. De Masi & G. Iori & G. Caldarelli, 2006. "A fitness model for the Italian Interbank Money Market," Papers physics/0610108, arXiv.org.
  • de Masi, G. & Iori, G. & Caldarelli, G., 2006. "A fitness model for the Italian interbank money market," Working Papers 06/08, Department of Economics, City University London.
• Mattiussi, V. & Iori, G., 2006. "Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis," Working Papers 06/09, Department of Economics, City University London.
• Iori, G. & Precup, O. V., 2006. "Weighted network analysis of high frequency cross-correlation measures," Working Papers 06/10, Department of Economics, City University London.
• Pao-Li Chang & Chia-Hui Lu, 2006. "On the Magnet E®ect of Foreign Direct Investment," Finance Working Papers 22060, East Asian Bureau of Economic Research.
• Hernández Trillo, Fausto & Avalos, Marcos, 2008. "Competencia bancaria en México," Libros de la CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 2534, May.
  • Fausto Hernández-Trillo & Marcos Ávalos, 2006. "Competencia bancaria en México," Working Papers DTE 376, CIDE, División de Economía.
  • Hernández Trillo, Fausto & Avalos, Marcos, 2006. "Competencia bancaria en México," Estudios y Perspectivas – Sede Subregional de la CEPAL en México 4988, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
• Hasan Baklaci & Adnan Kasman, 2006. "An Empirical Analysis of Trading Volume and Return Volatility Relationship in The Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 6(2), pages 115-125.
• Alejandro Villagómez & Alejandro Castañeda, 2006. "Análisis histórico de la relación macroeconomía-petróleo en México: 1970-2006," Working Papers DTE 375, CIDE, División de Economía.
• Hernández Trillo, Fausto & Avalos, Marcos, 2008. "Competencia bancaria en México," Libros de la CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 2534.
  • Hernández Trillo, Fausto & Avalos, Marcos, 2006. "Competencia bancaria en México," Estudios y Perspectivas – Sede Subregional de la CEPAL en México 4988, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  • Fausto Hernández-Trillo & Marcos Ávalos, 2006. "Competencia bancaria en México," Working Papers DTE 376, CIDE, División de Economía.
• Galindo Lucas, Alfonso, 2006. "Nuevo paradigma monetarista," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 1, pages 172-175, Spring.
• Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1).
  • Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112202, HAL.
  • Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Post-Print halshs-00112202, HAL.
• Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1).
  • Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Post-Print halshs-00112202, HAL.
  • Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112202, HAL.
• Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Post-Print halshs-00112202, HAL.
  • Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1).
  • Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112202, HAL.
• Rajnish Mehra, 2006. "Recursive Competitive Equilibrium," NBER Working Papers 12433, National Bureau of Economic Research, Inc.
• Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, July.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics.
  • Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
• Calvet, Laurent E. & Fisher, Adlai J., 2008. "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 207-226, January.
  • Laurent E. Calvet & Adlai J. Fisher, 2006. "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers 12797, National Bureau of Economic Research, Inc.
  • Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008. "Multifrequency jump-diffusions: An equilibrium approach," Post-Print hal-00459681, HAL.
• Porzecanski, Arturo C., 2006. "The role of professional economists in the financial markets," MPRA Paper 106, University Library of Munich, Germany.
• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
• John Ryan, 2006. "Reforming China�s Exchange Rate Policy," Working Papers 2006_51, Department of Economics, University of Venice "Ca' Foscari".
• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  • William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Florian Wagener & Cars Hommes & William Brock, 2006. "More hedging instruments may destabilize markets," Working Papers wp06-11, Warwick Business School, Finance Group.
  • Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
• Don K Mak, 2006. "Mathematical Techniques in Financial Market Trading," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6055, August.
• Don K. Mak, 2006. "Introduction," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 1, pages 1-2, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Scientific Review of the Financial Market," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 2, pages 3-12, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Causal Low Pass Filters," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 3, pages 13-27, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Reduced Lag Filters," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 4, pages 28-43, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Causal Wavelet Filters," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 5, pages 44-65, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Instantaneous Frequency," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 6, pages 66-78, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Phase," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 7, pages 79-96, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Causal High Pass Filters," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 8, pages 97-131, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Skipped Convolution," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 9, pages 132-140, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Trading Tactics," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 10, pages 141-158, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Trading System," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 11, pages 159-177, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Money Management — Time Independent Case," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 12, pages 178-186, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "Money Management — Time Dependent Case," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 13, pages 187-208, World Scientific Publishing Co. Pte. Ltd..
• Don K. Mak, 2006. "The Reality of Trading," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 14, pages 209-212, World Scientific Publishing Co. Pte. Ltd..
• Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008. "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 715-726, 04-05.
  • Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006. "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series 2006/22, Center for Financial Studies (CFS).
  • Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007. "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers 13650, National Bureau of Economic Research, Inc.

2005

• Ovidiu V. Precup & Giulia Iori, 2007. "Cross-correlation Measures in the High-frequency Domain," The European Journal of Finance, Taylor & Francis Journals, vol. 13(4), pages 319-331.
  • Precup, O. V. & Iori, G., 2005. "Cross-correlation measures in the high-frequency domain," Working Papers 05/04, Department of Economics, City University London.
• Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008. "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 259-278, January.
  • Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005. "A network analysis of the Italian overnight money market," Working Papers 05/05, Department of Economics, City University London.
• ,, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, vol. 2(2), June.
  • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers 148, Society for Economic Dynamics.
  • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," Discussion Papers 1398, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
• Wiszniewska-Matyszkiel, Agnieszka, 2005. "Stock market as a dynamic game with continuum of players," MPRA Paper 32982, University Library of Munich, Germany, revised 2006.
• Derveeuw, Julien, 2005. "Market dynamics and agents behaviors: a computational approach," MPRA Paper 4916, University Library of Munich, Germany.
• Gray, Wesley, 2005. "Two Essays on Self Tender Offers," MPRA Paper 11919, University Library of Munich, Germany, revised 30 Nov 2005.
  • Gray, W, 2005. "Two Essays on Self-Tender Offers," MPRA Paper 8584, University Library of Munich, Germany, revised 2005.
• ,, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Econometric Society, vol. 2(2), June.
  • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," Discussion Papers 1398, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers 148, Society for Economic Dynamics.

2004

• Bacha, Obiyathulla I., 2004. "Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management," MPRA Paper 12632, University Library of Munich, Germany, revised Apr 2003.
• Chakravorti, Sujit, 2004. "Why has stored-value not caught on?," Journal of Financial Transformation, Capco Institute, vol. 12, pages 39-48.
  • Sujit Chakravorti, 2000. "Why has stored value not caught on?," Emerging Issues, Federal Reserve Bank of Chicago, issue May.

2003

• John Roemer & Julian R. Betts, 2003. "Equalizing educational opportunity through educational finance reform," Working Papers 998, University of California, Davis, Department of Economics.
• Julian R. Betts & John E. Roemer, "undated". "Equalizing educational opportunity through educational finance reform," Department of Economics 99-8, California Davis - Department of Economics.
  • John Roemer & Julian R. Betts, 2003. "Equalizing educational opportunity through educational finance reform," Working Papers 118, University of California, Davis, Department of Economics.
• Julian R. Betts & John E. Roemer, "undated". "Equalizing educational opportunity through educational finance reform," Department of Economics 99-8, California Davis - Department of Economics.
  • John Roemer & Julian R. Betts, 2003. "Equalizing educational opportunity through educational finance reform," Working Papers 998, University of California, Davis, Department of Economics.
• Martínez, Juan & Santiso, Javier, 2003. "Financial Markets and Politics: The Confidence Game in Latin American Emerging Economies," MPRA Paper 12909, University Library of Munich, Germany.
• McCauley, Joseph L. & Gunaratne, Gemunu H., 2003. "On CAPM and Black-Scholes, differing risk-return strategies," MPRA Paper 2162, University Library of Munich, Germany.

2002

• Elyès Jouini & Clotilde Napp, 2002. "Arbitrage Pricing And Equilibrium Pricing: Compatibility Conditions," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 6, pages 131-158, World Scientific Publishing Co. Pte. Ltd..
  • Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423, HAL.
• Carmen M. Reinhart, 2002. "An Introduction," The World Bank Economic Review, World Bank, vol. 16(2), pages 149-150, August.
  • Reinhart, Carmen, 2002. "Sovereign Credit Ratings Before and After Financial Crises," MPRA Paper 7410, University Library of Munich, Germany.
  • Reinhart, Carmen & Levich, Richard & Majoni, Giovanni, 2002. "Ratings, rating agencies and the global financial system: Summary and policy implications," MPRA Paper 13249, University Library of Munich, Germany.
  • Reinhart, Carmen, 2002. "Financial crises, credit ratings, and bank failures: An introduction," MPRA Paper 13247, University Library of Munich, Germany.
• Carmen M. Reinhart, 2002. "An Introduction," The World Bank Economic Review, World Bank, vol. 16(2), pages 149-150, August.
  • Reinhart, Carmen, 2002. "Sovereign Credit Ratings Before and After Financial Crises," MPRA Paper 7410, University Library of Munich, Germany.
  • Reinhart, Carmen & Levich, Richard & Majoni, Giovanni, 2002. "Ratings, rating agencies and the global financial system: Summary and policy implications," MPRA Paper 13249, University Library of Munich, Germany.
  • Reinhart, Carmen, 2002. "Financial crises, credit ratings, and bank failures: An introduction," MPRA Paper 13247, University Library of Munich, Germany.
• Carmen M. Reinhart, 2002. "An Introduction," The World Bank Economic Review, World Bank, vol. 16(2), pages 149-150, August.
  • Reinhart, Carmen, 2002. "Financial crises, credit ratings, and bank failures: An introduction," MPRA Paper 13247, University Library of Munich, Germany.
  • Reinhart, Carmen, 2002. "Sovereign Credit Ratings Before and After Financial Crises," MPRA Paper 7410, University Library of Munich, Germany.
  • Reinhart, Carmen & Levich, Richard & Majoni, Giovanni, 2002. "Ratings, rating agencies and the global financial system: Summary and policy implications," MPRA Paper 13249, University Library of Munich, Germany.
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002. "On The Regulation Of Fee Structures In Mutual Funds," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
• Les Gulko, 2002. "The Mean-Variance Synthesis Of Corporate Balance Sheets," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 2, pages 37-65, World Scientific Publishing Co. Pte. Ltd..
• John M. Mulvey, 2002. "Multi-Stage Optimization For Long-Term Investors," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 3, pages 66-85, World Scientific Publishing Co. Pte. Ltd..
• Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002. "A Discrete–Time Approach To Arbitrage-Free Pricing Of Credit Derivatives," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 4, pages 86-109, World Scientific Publishing Co. Pte. Ltd..
• Peter Carr & Alex Lipton & Dilip Madan, 2002. "An Alternative Approach For Valuing Continuous Cash Flows," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 5, pages 110-130, World Scientific Publishing Co. Pte. Ltd..
• Elyès Jouini & Clotilde Napp, 2002. "Arbitrage Pricing And Equilibrium Pricing: Compatibility Conditions," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 6, pages 131-158, World Scientific Publishing Co. Pte. Ltd..
  • Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423, HAL.
• Mogens Bladt & Pablo Padilla, 2002. "Nonlinear Financial Models: Finite Markov Modulation And Its Limits," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 7, pages 159-171, World Scientific Publishing Co. Pte. Ltd..
• Jong-Shi Pang & Jacqueline Huang, 2002. "Pricing American Options With Transaction Costs By Complementarity Methods," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 8, pages 172-198, World Scientific Publishing Co. Pte. Ltd..
• Alexander Levin, 2002. "A Linearization Approach In Modeling Quasi-Affine Coupon Rate Term Structures And Related Derivatives," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 9, pages 199-221, World Scientific Publishing Co. Pte. Ltd..
• J. F. Carrière, 2002. "A Generalized Ornstein-Uhlenbeck Process Of Yield Rates Calibrated With Strips," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 10, pages 222-246, World Scientific Publishing Co. Pte. Ltd..
• Takashi Yasuoka, 2002. "Mathematical Pseudo-Completion Of The Bgm Model," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 11, pages 247-274, World Scientific Publishing Co. Pte. Ltd..
• Thomas Little & Vijay Pant, 2002. "A Finite Difference Method For The Valuation Of Variance Swaps," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 12, pages 275-295, World Scientific Publishing Co. Pte. Ltd..
• Dong-Hyun Ahn & Bin Gao & Stephen Figlewski, 2002. "Pricing Discrete Barrier Options With An Adaptive Mesh Model," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 13, pages 296-313, World Scientific Publishing Co. Pte. Ltd..
• Raphaël Douady, 2002. "Bermudan Option Pricing With Monte-Carlo Methods," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 14, pages 314-328, World Scientific Publishing Co. Pte. Ltd..
• Juan D. Cárdenas & Emmanuel Fruchard & Jean-François Picron, 2002. "Linear, Yet Attractive, Contour," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 15, pages 329-335, World Scientific Publishing Co. Pte. Ltd..
• Marco Avellaneda & Roberta Gamba, 2002. "Conquering The Greeks In Monte Carlo: Efficient Calculation Of The Market Sensitivities And Hedge-Ratios Of Financial Assets By Direct Numerical Simulation," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 16, pages 336-351, World Scientific Publishing Co. Pte. Ltd..

2001

• Delfín Soto Chávez, 2001. "157 APUNTES DEL CENES I SEMESTRE DE 2002 Aspectos financieros del ciclo económico," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, December.
• Francisco Goraldo Isaza & Dolly Yazmín Camacho Corredor, 2001. "Procesos de medición sectorial en Boyacá. El caso de la construcción," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, December.
• Alba Nidia Triana Ramírez & Maria Cecilia Rodríguez & Miguel Ángel Vega Álvarez, 2001. "Factores socioculturales y medio ambiente en Samacá," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, December.
• Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.
  • Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152, HAL.
• Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.
  • Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152, HAL.
• Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001. "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper 12728, University Library of Munich, Germany, revised Feb 2001.
• Toprak, Metin, 2001. "Yükselen Piyasalarda Finansal Kriz [Financial Crises in Emerging Markets]," MPRA Paper 9092, University Library of Munich, Germany, revised 2001.
• Shojai, Shahin, 2001. "Financial Collaborative Trading Networks," Journal of Financial Transformation, Capco Institute, vol. 1, pages 30-37.
• B. Bouchard & Yu. M. Kabanov & N. Touzi, 2001. "Option pricing by large risk aversion utility¶under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(2), pages 127-136, November.
• Yacine Aït-Sahalia, 2001. "Transition Densities For Interest Rate And Other Nonlinear Diffusions," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 1, pages 1-34, World Scientific Publishing Co. Pte. Ltd..
  • Yacine Aït‐Sahalia, 1999. "Transition Densities for Interest Rate and Other Nonlinear Diffusions," Journal of Finance, American Finance Association, vol. 54(4), pages 1361-1395, August.
• Andreas S. Weigend & Shanming Shi, 2001. "Hidden Markov Experts," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 2, pages 35-70, World Scientific Publishing Co. Pte. Ltd..
• Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 2001. "When Is Time Continuous?," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 3, pages 71-102, World Scientific Publishing Co. Pte. Ltd..
  • Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W., 2000. "When is time continuous?," Journal of Financial Economics, Elsevier, vol. 55(2), pages 173-204, February.
• Helyette Geman & Dilip B. Madan & Marc Yor, 2001. "Asset Prices Are Brownian Motion: Only In Business Time," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 4, pages 103-146, World Scientific Publishing Co. Pte. Ltd..
• K. Ronnie Sircar, 2001. "Hedging Under Stochastic Volatility," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 5, pages 147-162, World Scientific Publishing Co. Pte. Ltd..
• Peter Carr & Dilip Madan, 2001. "Determining Volatility Surfaces And Option Values From An Implied Volatility Smile," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 6, pages 163-191, World Scientific Publishing Co. Pte. Ltd..
• Thomas F. Coleman & Yuying Li & Arun Verma, 2001. "Reconstructing The Unknown Local Volatility Function," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 7, pages 192-215, World Scientific Publishing Co. Pte. Ltd..
• Jean-Paul Laurent & Dietmar P. J. Leisen, 2001. "Building A Consistent Pricing Model From Observed Option Prices," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 8, pages 216-238, World Scientific Publishing Co. Pte. Ltd..
• Marco Avellaneda & Robert Buff & Craig Friedman & Nicolas Grandechamp & Lukasz Kruk & Joshua Newman, 2001. "Weighted Monte Carlo: A New Technique For Calibrating Asset-Pricing Models," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 9, pages 239-265, World Scientific Publishing Co. Pte. Ltd..
• Alexander Levin, 2001. "One- And Multi-Factor Valuation Of Mortgages: Computational Problems And Shortcuts," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 10, pages 266-294, World Scientific Publishing Co. Pte. Ltd..
• Peter Carr & Guang Yang, 2001. "Simulating Bermudan Interest Rate Derivatives," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 11, pages 295-316, World Scientific Publishing Co. Pte. Ltd..
• Alexander Lipton, 2001. "How To Use Self-Similarities To Discover Similarities Of Path-Dependent Options," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 12, pages 317-334, World Scientific Publishing Co. Pte. Ltd..
• Juan D. Cárdenas & Emmanuel Fruchard & Jean-François Picron & Cecilia Reyes & Kristen Walters & Weiming Yang, 2001. "Monte Carlo Within A Day," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 13, pages 335-345, World Scientific Publishing Co. Pte. Ltd..
• Katherine Wyatt, 2001. "Decomposition And Search Techniques In Disjunctive Programs For Portfolio Selection," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 14, pages 346-359, World Scientific Publishing Co. Pte. Ltd..

2000

• Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 2001. "When Is Time Continuous?," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 3, pages 71-102, World Scientific Publishing Co. Pte. Ltd..
  • Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W., 2000. "When is time continuous?," Journal of Financial Economics, Elsevier, vol. 55(2), pages 173-204, February.
• Chakravorti, Sujit, 2004. "Why has stored-value not caught on?," Journal of Financial Transformation, Capco Institute, vol. 12, pages 39-48.
  • Sujit Chakravorti, 2000. "Why has stored value not caught on?," Emerging Issues, Federal Reserve Bank of Chicago, issue May.
• John C. Lee, 2000. "Introduction," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 1, pages 1-8, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Data Collection And Presentation," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 2, pages 9-23, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Frequency Distributions And Data Analyses," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 3, pages 24-38, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Numerical Summary Measures," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 4, pages 39-55, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Probability Concepts And Their Alalysis," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 5, pages 56-69, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Discrete Random Variables And Probability Distributions," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 6, pages 70-84, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "The Normal And Lognormal Distributions," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 7, pages 85-106, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Sampling And Sampling Distributions," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 8, pages 107-128, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Other Continuous Distributions And Moments For Distributions," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 9, pages 129-148, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Estimation And Statistical Quality Control," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 10, pages 149-167, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Hypothesis Testing," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 11, pages 168-181, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Analysis Of Variance And Chi-Square Tests," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 12, pages 182-202, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Simple Linear Regression And The Correlation Coefficient," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 13, pages 203-219, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Simple Linear Regression And Correlation: Analyses And Applications," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 14, pages 220-233, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Multiple Linear Regression," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 15, pages 234-249, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Other Topics In Applied Regression Analysis," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 16, pages 250-269, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Nonparametric Statistics," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 17, pages 270-282, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Time-Series: Analysis, Model, And Forecasting," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 18, pages 283-304, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Index Numbers And Stock Market Indexes," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 19, pages 305-323, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Sampling Surveys: Methods And Applications," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 20, pages 324-334, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Statistical Decision Theory: Methods And Applications," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 21, pages 335-343, World Scientific Publishing Co. Pte. Ltd..
• John C. Lee, 2000. "Using Microsoft Excel To Estimate Alternative Option Pricing Models," World Scientific Book Chapters, in: Business And Financial Statistics Using Minitab 12 And Microsoft Excel 97, chapter 22, pages 344-350, World Scientific Publishing Co. Pte. Ltd..

1999

• Yacine Aït-Sahalia, 2001. "Transition Densities For Interest Rate And Other Nonlinear Diffusions," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 1, pages 1-34, World Scientific Publishing Co. Pte. Ltd..
  • Yacine Aït‐Sahalia, 1999. "Transition Densities for Interest Rate and Other Nonlinear Diffusions," Journal of Finance, American Finance Association, vol. 54(4), pages 1361-1395, August.
• Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 275-292, July.
  • Elyès Jouini & Hédi Kallal, 1997. "Viability and Equilibrium in Securities Markets with Frictions," Working Papers 97-07, Center for Research in Economics and Statistics.
  • Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176397, HAL.
  • Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Post-Print halshs-00176397, HAL.
  • Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-036, New York University, Leonard N. Stern School of Business-.
• Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 275-292, July.
  • Elyès Jouini & Hédi Kallal, 1997. "Viability and Equilibrium in Securities Markets with Frictions," Working Papers 97-07, Center for Research in Economics and Statistics.
  • Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-036, New York University, Leonard N. Stern School of Business-.
  • Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176397, HAL.
  • Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Post-Print halshs-00176397, HAL.
• Bacha, Obiyathulla I., 1999. "Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration," MPRA Paper 12752, University Library of Munich, Germany.
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Introduction," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 1, pages 2-12, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Data Collection and Presentation," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 2, pages 13-52, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Frequency Distributions and Data Analyses," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 3, pages 53-89, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Numerical Summary Measures," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 4, pages 90-142, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Probability Concepts and Their Analysis," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 5, pages 144-192, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Discrete Random Variables and Probability Distributions," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 6, pages 193-245, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "The Normal and Lognormal Distributions," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 7, pages 246-297, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Sampling and Sampling Distributions," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 8, pages 298-338, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Other Continuous Distributions and Moments for Distributions," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 9, pages 339-376, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Estimation and Statistical Quality Control," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 10, pages 378-434, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Hypothesis Testing," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 11, pages 435-484, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Analysis of Variance and Chi-Square Tests," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 12, pages 485-543, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Simple Linear Regression and the Correlation Coefficient," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 13, pages 546-597, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Simple Linear Regression and Correlation: Analyses and Applications," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 14, pages 598-651, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Multiple Linear Regression," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 15, pages 652-699, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Other Topics in Applied Regression Analysis," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 16, pages 700-756, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Nonparametric Statistics," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 17, pages 758-796, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Time-Series: Analysis, Model, and Forecasting," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 18, pages 797-846, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Index Numbers and Stock Market Indexes," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 19, pages 847-884, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Sampling Surveys: Methods and Applications," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 20, pages 885-922, World Scientific Publishing Co. Pte. Ltd..
• Cheng F. Lee & John C. Lee & Alice C. Lee, 1999. "Statistical Decision Theory: Methods and Applications," World Scientific Book Chapters, in: Statistics for Business and Financial Economics, chapter 21, pages 923-976, World Scientific Publishing Co. Pte. Ltd..

1998

• Elyes Jouini & Pierre-Francois Koehl, "undated". "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-009, New York University, Leonard N. Stern School of Business-.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167151, HAL.
  • A, Bizid & Elyès Jouini & Pf. Koehl, 1997. "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers 97-51, Center for Research in Economics and Statistics.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.
• Elyes Jouini & Pierre-Francois Koehl, "undated". "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-009, New York University, Leonard N. Stern School of Business-.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.
  • A, Bizid & Elyès Jouini & Pf. Koehl, 1997. "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers 97-51, Center for Research in Economics and Statistics.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167151, HAL.
• Valery A. Kholodnyi & John F. Price, 1998. "Introduction," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 1, pages 1-12, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Market Environment," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 2, pages 15-32, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Symmetry in a Foreign Exchange Market," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 3, pages 33-54, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Further Symmetries," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 4, pages 55-70, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 5, pages 71-81, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Applications," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 6, pages 83-87, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Validity of the Symmetry Relationships for European Options," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 7, pages 91-96, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Validity of the Symmetry Relationships for Bermudan and American Options," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 8, pages 97-114, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Validity of the Symmetry Relationships for Barrier Options," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 9, pages 115-121, World Scientific Publishing Co. Pte. Ltd..
• Valery A. Kholodnyi & John F. Price, 1998. "Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, in: Foreign Exchange Option Symmetry, chapter 10, pages 123-125, World Scientific Publishing Co. Pte. Ltd..

1997

• Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 275-292, July.
  • Elyès Jouini & Hédi Kallal, 1997. "Viability and Equilibrium in Securities Markets with Frictions," Working Papers 97-07, Center for Research in Economics and Statistics.
  • Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176397, HAL.
  • Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Post-Print halshs-00176397, HAL.
  • Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-036, New York University, Leonard N. Stern School of Business-.
• Elyes Jouini & Pierre-Francois Koehl, "undated". "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-009, New York University, Leonard N. Stern School of Business-.
  • A, Bizid & Elyès Jouini & Pf. Koehl, 1997. "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers 97-51, Center for Research in Economics and Statistics.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167151, HAL.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.

1995

• Hosek, Jan & Komarek, Lubos & Motl, Martin, 2010. "Monetary Policy And Oil Prices," Economic Research Papers 270782, University of Warwick - Department of Economics.
  • Hošek, Jan & Komárek, Luboš & Motl, Martin, 2010. "Monetary Policy And Oil Prices," The Warwick Economics Research Paper Series (TWERPS) 947, University of Warwick, Department of Economics.

1992

• Antonov, Mikhail & Trofimov, Georgi, 1992. "Insider Trading, Micro Diversity and the Long-Run Macro Efficiency," Working Paper Series 355, Research Institute of Industrial Economics.
• Takatoshi Ito & Hiroshi Yoshikawa, 1992. "Growth and Development: New Theory and Evidence (NBER-TCER-CEPR)," NBER Books, National Bureau of Economic Research, Inc, number ito_93-3, March.

1987

• Janet Neelin, 1987. "An Empirical Study of Dispute Resolution Under an Arbitration System: The Case of British Columbia's Teachers," Working Papers 597, Princeton University, Department of Economics, Industrial Relations Section..
• Janet Neelin, 1987. "An Empirical Study of Dispute Resolution Under an Arbitration System: The Case of British Columbia's Teachers," Working Papers 597, Princeton University, Department of Economics, Industrial Relations Section..

0

• Cappellini, Alessandro & Ferraris, Gianluigi, 2007. "Waiting Times in Simulated Stock Markets," MPRA Paper 7324, University Library of Munich, Germany.
  • Alessandro Cappellini & Gianluigi Ferraris, 2008. "Waiting Times in Simulated Stock Markets," Papers 0802.3291, arXiv.org.
• Kitov, Ivan & Kitov, Oleg, 2007. "Exact prediction of S&P 500 returns," MPRA Paper 6056, University Library of Munich, Germany.
  • Ivan O. Kitov & Oleg I. Kitov, 2008. "Exact prediction of S&P 500 returns," Papers 0811.0376, arXiv.org.
• Hanauske, Matthias & Kunz, Jennifer & Bernius, Steffen & König, Wolfgang, 2009. "Doves and hawks in economics revisited [An evolutionary quantum game theory-based analysis of financial crises]," MPRA Paper 14680, University Library of Munich, Germany.
  • Matthias Hanauske & Jennifer Kunz & Steffen Bernius & Wolfgang Konig, 2009. "Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises," Papers 0904.2113, arXiv.org.
• Willis, Geoff, 2011. "Pricing, liquidity and the control of dynamic systems in finance and economics," MPRA Paper 31137, University Library of Munich, Germany.
  • Geoff Willis, 2011. "Pricing, liquidity and the control of dynamic systems in finance and economics," Papers 1105.5503, arXiv.org.
• Frank Riedel, 2011. "Finance Without Probabilistic Prior Assumptions," Papers 1107.1078, arXiv.org.
  • Riedel, Frank, 2016. "Finance without probabilistic prior assumptions," Center for Mathematical Economics Working Papers 450, Center for Mathematical Economics, Bielefeld University.
• Riedel, Frank & Herzberg, Frederik, 2013. "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 398-404.
  • Frederik Herzberg & Frank Riedel, 2012. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers 1207.2010, arXiv.org.
  • Riedel, Frank & Herzberg, Frederik, 2017. "Existence of financial equilibria in continuous time with potentially complete markets," Center for Mathematical Economics Working Papers 443, Center for Mathematical Economics, Bielefeld University.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024. "Liquidity risks at Canadian life insurance companies," Staff Analytical Notes 2024-7, Bank of Canada.
• Capera-Romero, Laura & Lemus-Esquivel, Juan Sebastián & Estrada, Dairo Ayiber, 2015. "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 18, pages 559-616, Banco de la Republica de Colombia.
  • Laura Capera & Juan Sebastián Lemus & Dairo Estrada, 2013. "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Temas de Estabilidad Financiera 077, Banco de la Republica de Colombia.
• Jaksa CVITANIC & Semyon MALAMUD, 2009. "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series 09-03, Swiss Finance Institute.
• Jaksa CVITANIC & Semyon MALAMUD, 2009. "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series 09-34, Swiss Finance Institute.
• J. Hugonnier & S. Malamud & E. Trubowitz, 2012. "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, vol. 80(3), pages 1249-1270, May.
  • Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009. "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series 09-41, Swiss Finance Institute.
• Jaksa CVITANIC & Semyon MALAMUD, 2010. "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series 10-42, Swiss Finance Institute.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
  • Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
  • Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
  • Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015. "Costs and benefits of financial regulation: Short-selling bans and transaction taxes," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 103-118.
  • Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley, 2012. "Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes," Swiss Finance Institute Research Paper Series 12-27, Swiss Finance Institute.
• Peter Cauwels & Didier Sornette, 2012. "The Illusion of the Perpetual Money Machine," Swiss Finance Institute Research Paper Series 12-40, Swiss Finance Institute.
• Semyon MALAMUD & Evgeny PETROV, 2014. "Portfolio Delegation and Market Efficiency," Swiss Finance Institute Research Paper Series 14-09, Swiss Finance Institute.
• Semyon MALAMUD, 2014. "Price Discovery through Options," Swiss Finance Institute Research Paper Series 14-36, Swiss Finance Institute.
• Lena Kraus & Juergen Beier & Bernhard Herz, 2018. "Sudden stops inside and outside the euro area - what a difference TARGET2 makes," GRU Working Paper Series GRU_2018_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Julian R. Betts & John E. Roemer, "undated". "Equalizing educational opportunity through educational finance reform," Department of Economics 99-8, California Davis - Department of Economics.
  • John Roemer & Julian R. Betts, 2003. "Equalizing educational opportunity through educational finance reform," Working Papers 118, University of California, Davis, Department of Economics.
• Elyes Jouini & Pierre-Francois Koehl, "undated". "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-009, New York University, Leonard N. Stern School of Business-.
  • A, Bizid & Elyès Jouini & Pf. Koehl, 1997. "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers 97-51, Center for Research in Economics and Statistics.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167151, HAL.
  • Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 0. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 0, pages 1-15.
• Clement Olalekan Olaniyi & Sunday Idowu Oladeji, 0. "Moderating the effect of institutional quality on the finance–growth nexus: insights from West African countries," Economic Change and Restructuring, Springer, vol. 0, pages 1-32.
• Ahrash Dianat & Christoph Siemroth, 0. "Improving decisions with market information: an experiment on corporate prediction markets," Experimental Economics, Springer;Economic Science Association, vol. 0, pages 1-34.
• Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 0. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 0, pages 1-20.
• Kenneth R Ahern, 0. "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(3), pages 397-440.
  • Kenneth R. Ahern, 2018. "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," NBER Working Papers 24297, National Bureau of Economic Research, Inc.
• Nikolai Dokuchaev, 2019. "A gap between rational annuitization price for producer and price for customer," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 18(2), pages 147-154, April.
• Daniel Dupuis & Lawrence Kryzanowski, "undated". "Governance and Short Sales," Finance Working Papers 03-04/2015, School of Business Administration, American University of Sharjah.
• Partha Dasgupta, "undated". "Discounting Climate Change," Working papers 11, The South Asian Network for Development and Environmental Economics.
• K. S. Kavi Kumar, 2011. "Climate sensitivity of Indian agriculture: do spatial effects matter?," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 4(2), pages 221-235.
  • K. S. Kavi Kumar, "undated". "Climate Sensitivity of Indian Agriculture Do Spatial Effects Matter?," Working papers 45, The South Asian Network for Development and Environmental Economics.
  • K S Kavi Kumar, 2010. "Climate Sensitivity of Indian Agriculture Do Spatial Effects Matter?," Working Papers id:2408, eSocialSciences.
• M. N. Murty, "undated". "Designing Economic Instruments and Participatory Institutions for Environmental Management in India," Working papers 48, The South Asian Network for Development and Environmental Economics.
• Arthur Beddock & Elyès Jouini, 0. "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 0, pages 1-36.
• Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 0. "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, vol. 0, pages 1-44.
• Duncan, Alfred J. M. & Nolan, Charles, 2019. "Disputes, debt and equity," Theoretical Economics, Econometric Society, vol. 14(3), July.
  • Alfred Duncan & Charles Nolan, 2014. "Disputes, Debt and Equity," Working Papers 2014_20, Business School - Economics, University of Glasgow.
  • Alfred Duncan & Charles Nola, 2017. "Disputes , Debt And Equity," Working Papers 2017_08, Business School - Economics, University of Glasgow.
  • Duncan, Alfred & Nolan, Charles, 2014. "Disputes, Debt and Equity," SIRE Discussion Papers 2015-29, Scottish Institute for Research in Economics (SIRE).
  • Alfred Duncan & Charles Nolan, 2017. "Disputes, Debt and Equity," Studies in Economics 1716, School of Economics, University of Kent.
• Bianchi, Milo & Jehiel, Philippe, 2020. "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society, vol. 15(2), May.
  • Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," Post-Print hal-02909219, HAL.
  • Milo Bianchi & Philippe Jehiel, 2020. "Bundlers Dilemmas in Financial Markets with Sampling Investors," PSE-Ecole d'économie de Paris (Postprint) hal-02909219, HAL.
• Arnold, Lutz G., 2023. "On the neutrality of socially responsible investing," Theoretical Economics, Econometric Society, vol. 18(1), January.
• Teeple, Keisuke, 2023. "Surprise and default in general equilibrium," Theoretical Economics, Econometric Society, vol. 18(4), November.
• Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
  • Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated". "Bubbles, crashes and information contagion in large-group asset market experiments," Tinbergen Institute Discussion Papers 19-016/II, Tinbergen Institute.
• Paul Gortner & Joël van der Weele, "undated". "Peer Effects and Risk Sharing in Experimental Asset Markets," Tinbergen Institute Discussion Papers 19-027/I, Tinbergen Institute.
• TINA M. Ashok K. Lalwani & David H. Silvera & Kent B. Monroe, 2012. "Price Promotion (In)consistency and Consumers’ Brand Evaluations: The Role of Reference Prices," Working Papers 0022, College of Business, University of Texas at San Antonio.
• Sharad C. Asthana, 2010. "Real Earnings Management through Share Repurchases," Working Papers 0105, College of Business, University of Texas at San Antonio.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020. "Toxic Assets and Market Freezes," Working Papers 2001, Department of Economics, University of Missouri.

• Biondi Yuri, 2011. "Disagreement-Based Trading and Speculation: Implications for Financial Regulation and Economic Theory," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 1(1), pages 1-8, January.
  • Yuri Biondi, 2011. "Disagreement-Based Trading and Speculation: Implications for Financial Regulation and Economic Theory," Post-Print hal-00561904, HAL.
• Stout Lynn A., 2011. "Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 1(1), pages 1-15, January.
• Cvitanic Jaksa & Malamud Semyon, 2010. "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-23, February.
• Panaccione Luca, 2007. "Pareto Optima and Competitive Equilibria with Moral Hazard and Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-21, October.
• Juan Carlos Conesa & Sagiri Kitao & Dirk Krueger, 2009. "Taxing Capital? Not a Bad Idea after All!," American Economic Review, American Economic Association, vol. 99(1), pages 25-48, March.
  • Juan C. Conesa & Dirk Krueger, 2004. "Taxing Capital: Not a Bad Idea After All," 2004 Meeting Papers 403, Society for Economic Dynamics.
  • Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2006. "Taxing Capital? Not a Bad Idea After All!," CFS Working Paper Series 2006/22, Center for Financial Studies.
  • Juan Carlos Conesa & Sagiri Kitao & Dirk Krueger, 2006. "Taxing Capital? Not a Bad Idea After All!," CFS Working Paper Series 2006/21, Center for Financial Studies.
  • Conesa, Juan Carlos & Krueger, Dirk & Kitao, Sagiri, 2006. "Taxing Capital? Not a Bad Idea After All!," CEPR Discussion Papers 5929, C.E.P.R. Discussion Papers.
  • Conesa, Juan Carlos & Kitao, Sagiri & Krueger, Dirk, 2006. "Taxing capital? Not a bad idea after all!," CFS Working Paper Series 2006/21, Center for Financial Studies (CFS).
  • Juan Carlos Conesa & Sagiri Kitao & Dirk Krueger, 2007. "Taxing Capital? Not a Bad Idea After All!," NBER Working Papers 12880, National Bureau of Economic Research, Inc.
• Rabindra Joshi, 2012. "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 24(2), pages 61-75, October.
• Kee-Youn Kang, 2019. "Central Bank purchases of private assets: An evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 326-346, January.
  • Kee-Yong Kang, 2018. "Online Appendix to "Central Bank purchases of private assets: An evaluation"," Online Appendices 18-256, Review of Economic Dynamics.
  • Kee-Youn Kang, 2018. "Code and data files for "Central Bank purchases of private assets: An evaluation"," Computer Codes 18-256, Review of Economic Dynamics.
• Chung-Yi Tse & Yujing Xu, 2021. "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 220-257, January.
  • Chung-Yi Tse & Yujing Xu, 2020. "Online Appendix to "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?"," Online Appendices 18-336, Review of Economic Dynamics.
  • Chung-Yi Tse & Yujing Xu, 2020. "Code and data files for "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?"," Computer Codes 18-336, Review of Economic Dynamics.
• L. Umamaheswari et. al, "undated". "Should Shrimp Farmers Pay Paddy Farmers? The Challenges of Examining Salinisation Externalities in South India," Working papers 41, The South Asian Network for Development and Environmental Economics.
• Ratna Kumar Jha & Adhrit Regmi, "undated". "Productivity of Pesticides in Vegetable Farming in Nepal," Working papers 43, The South Asian Network for Development and Environmental Economics.