no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
1 |
A dynamic Nelson-Siegel yield curve model with Markov switching
|
Levant, Jared |
|
2017 |
67 |
C |
p. 73-87 15 p. |
article |
2 |
A model for international capital markets closure in an economy with incomplete markets and short sales
|
Bellalah, Mondher |
|
2017 |
67 |
C |
p. 316-324 9 p. |
article |
3 |
Analyzing the effects of the Regional Comprehensive Economic Partnership on FDI in a CGE framework with firm heterogeneity
|
Li, Qiaomin |
|
2017 |
67 |
C |
p. 409-420 12 p. |
article |
4 |
An empirical investigation of herding in the U.S. stock market
|
Clements, Adam |
|
2017 |
67 |
C |
p. 184-192 9 p. |
article |
5 |
A small-scale DSGE-VAR model for the Romanian economy
|
Pop, Raluca-Elena |
|
2017 |
67 |
C |
p. 1-9 9 p. |
article |
6 |
Building a better trade model to determine local effects: A regional and intertemporal GTAP model
|
Van Ha, Pham |
|
2017 |
67 |
C |
p. 102-113 12 p. |
article |
7 |
Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model
|
Zhang, Heng-Guo |
|
2017 |
67 |
C |
p. 355-367 13 p. |
article |
8 |
Cyclical behavior of the financial stability of eurozone commercial banks
|
Ben Bouheni, Faten |
|
2017 |
67 |
C |
p. 392-408 17 p. |
article |
9 |
Dissecting models' forecasting performance
|
Siliverstovs, Boriss |
|
2017 |
67 |
C |
p. 294-299 6 p. |
article |
10 |
Economic growth cycles driven by investment delay
|
Krawiec, Adam |
|
2017 |
67 |
C |
p. 175-183 9 p. |
article |
11 |
Entrepreneurship, institutions and skills in low-income countries
|
Brixiova, Zuzana |
|
2017 |
67 |
C |
p. 381-391 11 p. |
article |
12 |
Financial contagion and volatility spillover: An exploration into Indian commodity derivative market
|
Roy, Rudra Prosad |
|
2017 |
67 |
C |
p. 368-380 13 p. |
article |
13 |
Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market
|
Banerjee, Piyali |
|
2017 |
67 |
C |
p. 114-124 11 p. |
article |
14 |
Generalized Method of Moment estimation of multivariate multifractal models
|
Liu, Ruipeng |
|
2017 |
67 |
C |
p. 136-148 13 p. |
article |
15 |
Gold and inflation(s) – A time-varying relationship
|
Lucey, Brian M. |
|
2017 |
67 |
C |
p. 88-101 14 p. |
article |
16 |
Growth effects of EU and EZ memberships: Empirical findings from the first 15 years of the Euro
|
Dreyer, Johannes Kabderian |
|
2017 |
67 |
C |
p. 45-54 10 p. |
article |
17 |
Investigating bank efficiency in transition economies: A window-based weight assurance region approach
|
Degl'Innocenti, Marta |
|
2017 |
67 |
C |
p. 23-33 11 p. |
article |
18 |
Lending conditions in EU: The role of credit demand and supply
|
Kapounek, Svatopluk |
|
2017 |
67 |
C |
p. 285-293 9 p. |
article |
19 |
Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds
|
Mkaouar, Farid |
|
2017 |
67 |
C |
p. 228-247 20 p. |
article |
20 |
Measuring systemic risk with regime switching in tails
|
Liu, Xiaochun |
|
2017 |
67 |
C |
p. 55-72 18 p. |
article |
21 |
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
|
Lin, Wensheng |
|
2017 |
67 |
C |
p. 346-354 9 p. |
article |
22 |
Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis
|
Jawadi, Fredj |
|
2017 |
67 |
C |
p. 300-306 7 p. |
article |
23 |
Moving beyond the iceberg model: The role of trade relations in endogenizing transportation costs in computable general equilibrium models
|
Sebestyén, Tamás |
|
2017 |
67 |
C |
p. 159-174 16 p. |
article |
24 |
Optimal adjustment paths in a monetary union
|
Belke, Ansgar |
|
2017 |
67 |
C |
p. 338-345 8 p. |
article |
25 |
Optimism bias in financial analysts' earnings forecasts: Do commissions sharing agreements reduce conflicts of interest?
|
Galanti, Sébastien |
|
2017 |
67 |
C |
p. 325-337 13 p. |
article |
26 |
Ratings based Inference and Credit Risk: Detecting likely-to-fail Banks with the PC-Mahalanobis Method
|
Pompella, Maurizio |
|
2017 |
67 |
C |
p. 34-44 11 p. |
article |
27 |
Reserve modelling and the aggregation of risks using time varying copula models
|
Araichi, Sawssen |
|
2017 |
67 |
C |
p. 149-158 10 p. |
article |
28 |
Sovereign debt and systemic risk in the eurozone
|
Popescu, Alexandra |
|
2017 |
67 |
C |
p. 275-284 10 p. |
article |
29 |
Testing the Gaussian and Student's t copulas in a risk management framework
|
Lourme, Alexandre |
|
2017 |
67 |
C |
p. 203-214 12 p. |
article |
30 |
The bank lending channel of monetary policy in EU countries during the global financial crisis
|
Heryán, Tomáš |
|
2017 |
67 |
C |
p. 10-22 13 p. |
article |
31 |
The impact of the French financial transaction tax on HFT activities and market quality
|
Veryzhenko, Iryna |
|
2017 |
67 |
C |
p. 307-315 9 p. |
article |
32 |
The impact of the liquidity coverage ratio on money creation: A stock-flow based dynamic approach
|
Li, Boyao |
|
2017 |
67 |
C |
p. 193-202 10 p. |
article |
33 |
The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania
|
Andrieș, Alin Marius |
|
2017 |
67 |
C |
p. 261-274 14 p. |
article |
34 |
Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?
|
Ftiti, Zied |
|
2017 |
67 |
C |
p. 215-227 13 p. |
article |
35 |
Understanding Chinese provincial real estate investment: A Global VAR perspective
|
Chen, Y. |
|
2017 |
67 |
C |
p. 248-260 13 p. |
article |
36 |
Wealth inequality and employment fluctuations
|
Shao, Enchuan |
|
2017 |
67 |
C |
p. 125-135 11 p. |
article |