Mutual information and persistence in the stochastic volatility of market returns: An emergent market example Fulltext Access 42 Pages 2017
Corporate risk-taking, returns and the nature of major shareholders: Evidence from prospect theory Fulltext Access 42 Pages 2017
What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach Fulltext Access 42 Pages 2017
The effects of R&D and competition on firm value: International evidence Fulltext Access 42 Pages 2017
The long and the short of convertible arbitrage: An empirical examination of arbitrageurs' holding periods Fulltext Access 42 Pages 2017
How do banks determine their spreads under credit and liquidity risks during business cycles? Fulltext Access 42 Pages 2017
Does the ownership structure matter for banks' capital regulation and risk-taking behavior? Empirical evidence from a developing country Fulltext Access 42 Pages 2017
Macroprudential policies, capital flows, and the structure of the banking sector Fulltext Access 43 Pages 2017
Banking system reform and investment-cash flow relation: Case of a small transition economy Fulltext Access 43 Pages 2017
On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment Fulltext Access 43 Pages 2017
Level, structure, and volatility of financial development and inflation targeting Fulltext Access 43 Pages 2017
On a tight leash: Does bank organizational structure matter for macroprudential spillovers? Fulltext Access 43 Pages 2017
Measuring the natural rate of interest: International trends and determinants Fulltext Access 43 Pages 2017
Fixed-effects dynamic spatial panel data models and impulse response analysis Fulltext Access 43 Pages 2017
International asset allocations and capital flows: The benchmark effect Fulltext Access 43 Pages 2017
Impact of interest rate surprises on Islamic and conventional stocks and bonds Fulltext Access 43 Pages 2017
Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU Fulltext Access 43 Pages 2017
Economic costs of alternative monetary policy responses to speculative currency attacks Fulltext Access 43 Pages 2017
Depositor discipline for better or for worse. What enhanced depositors' confidence on the banking system in the last ten years? Fulltext Access 43 Pages 2017
The precision of subjective data and the explanatory power of economic models Fulltext Access 43 Pages 2017
The return to labor market mobility: An evaluation of relocation assistance for the unemployed Fulltext Access 43 Pages 2017
Does the impact of board independence on large bank risks change after the global financial crisis? Fulltext Access 43 Pages 2017
Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy Fulltext Access 43 Pages 2017
Borrowing beyond borders: Foreign assets, lender choice, and loan pricing in the syndicated bank loan market Fulltext Access 43 Pages 2017
Strategic interaction among governments in the provision of a global public good Fulltext Access 43 Pages 2017
Sector-specific analysis of non-performing loans in the US banking system and their macroeconomic impact Fulltext Access 43 Pages 2017
Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market Fulltext Access 43 Pages 2017
Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis Fulltext Access 43 Pages 2017
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis Fulltext Access 44 Pages 2017
National culture and bank performance: Evidence from the recent financial crisis Fulltext Access 44 Pages 2017
Economic evaluation of asymmetric and price range information in gold and general financial markets Fulltext Access 44 Pages 2017
Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions Fulltext Access 44 Pages 2017
Which came first, CEO compensation or firm performance? The causality dilemma in European companies Fulltext Access 44 Pages 2017
Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models Fulltext Access 44 Pages 2017
The long-run relationship between precious metal prices and the business cycle Fulltext Access 44 Pages 2017
Crowding out or crowding in? Correlations of spending components within and across countries Fulltext Access 44 Pages 2017
Identification of first-price auctions with non-equilibrium beliefs: A measurement error approach Fulltext Access 44 Pages 2017
Do locals know better? A comparison of the performance of local and foreign institutional investors Fulltext Access 44 Pages 2017
Dividend drop-off estimates of the value of dividend imputation tax credits Fulltext Access 44 Pages 2017
Determinants of asymmetric loss recognition timeliness in public and private firms in Brazil Fulltext Access 44 Pages 2017
Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills Fulltext Access 44 Pages 2017
How persistent is private equity performance? Evidence from deal-level data Fulltext Access 44 Pages 2017
Importers and exporters in exchange rate pass-through and currency invoicing Fulltext Access 44 Pages 2017
Tax avoidance in response to a decline in the funding status of defined benefit pension plans Fulltext Access 44 Pages 2017
Capital structure and firm performance: Empirical evidence from a small transition country Fulltext Access 45 Pages 2017
Bank credit risk and credit information sharing in Africa: Does credit information sharing institutions and context matter? Fulltext Access 45 Pages 2017
Governance and the effectiveness of public health subsidies: Evidence from Ghana, Kenya and Uganda Fulltext Access 45 Pages 2017
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis Fulltext Access 45 Pages 2017
Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach Fulltext Access 45 Pages 2017
Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier Fulltext Access 45 Pages 2017
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation Fulltext Access 45 Pages 2017
Assessing the effects of adding timberland and farmland into resource-based Sovereign Wealth Fund portfolios Fulltext Access 45 Pages 2017
Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why? Fulltext Access 45 Pages 2017
Return expectations and risk aversion heterogeneity in household portfolios Fulltext Access 45 Pages 2017
Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks Fulltext Access 45 Pages 2017
European equity market integration and joint relationship of conditional volatility and correlations Fulltext Access 45 Pages 2017
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis Fulltext Access 45 Pages 2017
The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation Fulltext Access 45 Pages 2017
Sovereign risk, public debt, dollarization, and the output effects of fiscal austerity Fulltext Access 45 Pages 2017
Stress tests and asset quality reviews of banks: A policy announcement tool Fulltext Access 45 Pages 2017
Economic stability under alternative banking systems: Theory and policy Fulltext Access 45 Pages 2017