| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
|
Bauwens, Luc
|
|
2014
|
29 |
C |
p. 207-229
23 p.
|
article
|
| 2 |
A dynamic intraday measure of the probability of informed trading and firm-specific return variation
|
Chang, Sanders S.
|
|
2014
|
29 |
C |
p. 80-94
15 p.
|
article
|
| 3 |
A framework for tracking changes in the intensity of investment funds' systemic risk
|
Jin, Xisong
|
|
2014
|
29 |
C |
p. 343-368
26 p.
|
article
|
| 4 |
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
|
Yamamoto, Ryuichi
|
|
2014
|
29 |
C |
p. 369-383
15 p.
|
article
|
| 5 |
An empirical Bayesian approach to stein-optimal covariance matrix estimation
|
Gillen, Benjamin J.
|
|
2014
|
29 |
C |
p. 402-420
19 p.
|
article
|
| 6 |
An empirical investigation of methods to reduce transaction costs
|
Moorman, Theodore
|
|
2014
|
29 |
C |
p. 230-246
17 p.
|
article
|
| 7 |
Bandwidth selection by cross-validation for forecasting long memory financial time series
|
Baillie, Richard T.
|
|
2014
|
29 |
C |
p. 129-143
15 p.
|
article
|
| 8 |
Banking sector contingent liabilities and sovereign risk
|
Arslanalp, Serkan
|
|
2014
|
29 |
C |
p. 316-330
15 p.
|
article
|
| 9 |
Counter-cyclical risk aversion
|
Kim, Kun Ho
|
|
2014
|
29 |
C |
p. 384-401
18 p.
|
article
|
| 10 |
Diagnosing the distribution of GARCH innovations
|
Sun, Pengfei
|
|
2014
|
29 |
C |
p. 287-303
17 p.
|
article
|
| 11 |
Editorial Board
|
|
|
2014
|
29 |
C |
p. IFC-
1 p.
|
article
|
| 12 |
Editor’s Introduction for the Special Issue of the Journal of Empirical Finance, on “Asset Pricing: Methods and Applications”
|
Conrad, Christian
|
|
2014
|
29 |
C |
p. 1-2
2 p.
|
article
|
| 13 |
Forecasting the intraday market price of money
|
Monticini, Andrea
|
|
2014
|
29 |
C |
p. 304-315
12 p.
|
article
|
| 14 |
High-order moments and extreme value approach for value-at-risk
|
Lin, Chu-Hsiung
|
|
2014
|
29 |
C |
p. 421-434
14 p.
|
article
|
| 15 |
House prices, expectations, and time-varying fundamentals
|
Gelain, Paolo
|
|
2014
|
29 |
C |
p. 3-25
23 p.
|
article
|
| 16 |
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns
|
Morana, Claudio
|
|
2014
|
29 |
C |
p. 64-79
16 p.
|
article
|
| 17 |
Level shifts in stock returns driven by large shocks
|
Dendramis, Yiannis
|
|
2014
|
29 |
C |
p. 41-51
11 p.
|
article
|
| 18 |
Long memory dynamics for multivariate dependence under heavy tails
|
Janus, Paweł
|
|
2014
|
29 |
C |
p. 187-206
20 p.
|
article
|
| 19 |
Modelling stock volatilities during financial crises: A time varying coefficient approach
|
Karanasos, Menelaos
|
|
2014
|
29 |
C |
p. 113-128
16 p.
|
article
|
| 20 |
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
|
Conrad, Christian
|
|
2014
|
29 |
C |
p. 26-40
15 p.
|
article
|
| 21 |
Persistence in the banking industry: Fractional integration and breaks in memory
|
Hassler, Uwe
|
|
2014
|
29 |
C |
p. 95-112
18 p.
|
article
|
| 22 |
Political uncertainty and bank loan contracting
|
Francis, Bill B.
|
|
2014
|
29 |
C |
p. 281-286
6 p.
|
article
|
| 23 |
Predicting volatility and correlations with Financial Conditions Indexes
|
Opschoor, Anne
|
|
2014
|
29 |
C |
p. 435-447
13 p.
|
article
|
| 24 |
Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives
|
Chen, Tsung-Kang
|
|
2014
|
29 |
C |
p. 266-280
15 p.
|
article
|
| 25 |
Robust tests for a linear trend with an application to equity indices
|
Astill, Sam
|
|
2014
|
29 |
C |
p. 168-185
18 p.
|
article
|
| 26 |
The dispersion effect in international stock returns
|
Leippold, Markus
|
|
2014
|
29 |
C |
p. 331-342
12 p.
|
article
|
| 27 |
The real effects of financial constraints: Evidence from a debt subsidization program targeted at strategic firms
|
Davydova, Yulia
|
|
2014
|
29 |
C |
p. 247-265
19 p.
|
article
|
| 28 |
Time variation in the standard forward premium regression: Some new models and tests
|
Baillie, Richard T.
|
|
2014
|
29 |
C |
p. 52-63
12 p.
|
article
|
| 29 |
Unit root vector autoregression with volatility induced stationarity
|
Nielsen, Heino Bohn
|
|
2014
|
29 |
C |
p. 144-167
24 p.
|
article
|
Journal description