| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Are low-frequency data really uninformative? A forecasting combination perspective
|
Ma, Feng
|
|
2018
|
44 |
C |
p. 92-108
|
artikel
|
| 2 |
Bank shareholding and corporate cash management: Evidence from China
|
Zhang, Huili
|
|
2018
|
44 |
C |
p. 235-253
|
artikel
|
| 3 |
Does the stock market really cause unemployment? A cross-country analysis
|
Pan, Wei-Fong
|
|
2018
|
44 |
C |
p. 34-43
|
artikel
|
| 4 |
Economic shock and share repurchases
|
Chen, Hsuan-Chi
|
|
2018
|
44 |
C |
p. 254-264
|
artikel
|
| 5 |
Editorial Board
|
|
|
2018
|
44 |
C |
p. ii
|
artikel
|
| 6 |
Estimation of spot volatility with superposed noisy data
|
Liu, Qiang
|
|
2018
|
44 |
C |
p. 62-79
|
artikel
|
| 7 |
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
|
Hui, Cho-Hoi
|
|
2018
|
44 |
C |
p. 109-128
|
artikel
|
| 8 |
How money illusions and heterogeneous beliefs affect asset prices
|
Ma, Chaoqun
|
|
2018
|
44 |
C |
p. 167-192
|
artikel
|
| 9 |
Inflation targeting and income velocity in developing economies: Some international evidence
|
Soe, Than Than
|
|
2018
|
44 |
C |
p. 44-61
|
artikel
|
| 10 |
International synchronization of the Mexican states business cycles: Explaining factors
|
Mejía-Reyes, Pablo
|
|
2018
|
44 |
C |
p. 278-288
|
artikel
|
| 11 |
London calling: Nonlinear mean reversion across national stock markets
|
Kim, Hyeongwoo
|
|
2018
|
44 |
C |
p. 265-277
|
artikel
|
| 12 |
Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach
|
Ning, Ye
|
|
2018
|
44 |
C |
p. 193-203
|
artikel
|
| 13 |
Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States
|
Bai, Shuming
|
|
2018
|
44 |
C |
p. 12-33
|
artikel
|
| 14 |
Predicting failure risk using financial ratios: Quantile hazard model approach
|
Dong, Manh Cuong
|
|
2018
|
44 |
C |
p. 204-220
|
artikel
|
| 15 |
Quantity of finance and financial crisis: A non-monotonic investigation☆
|
Zhang, Xun
|
|
2018
|
44 |
C |
p. 129-139
|
artikel
|
| 16 |
Switches in price discovery: Are U.S. traders more qualified in making valuations?
|
Qadan, Mahmoud
|
|
2018
|
44 |
C |
p. 221-234
|
artikel
|
| 17 |
The adjustment of bank ratings in the financial crisis: International evidence
|
Salvador, Carlos
|
|
2018
|
44 |
C |
p. 289-313
|
artikel
|
| 18 |
The impact of credit and fiscal policy under a liquidity trap
|
Yépez, Carlos A.
|
|
2018
|
44 |
C |
p. 1-11
|
artikel
|
| 19 |
The impact of funding liquidity on market quality
|
Chen, Wei-Peng
|
|
2018
|
44 |
C |
p. 153-166
|
artikel
|
| 20 |
The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations
|
Lange, Ronald Henry
|
|
2018
|
44 |
C |
p. 80-91
|
artikel
|
| 21 |
What determines the long-term correlation between oil prices and exchange rates?
|
Yang, Lu
|
|
2018
|
44 |
C |
p. 140-152
|
artikel
|
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