Finance

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2014-12
DiscussionPaper
Abderrazak Dhaoui and Naceur Khraief
Empirical Linkage between Oil Price and Stock Market Returns and Volatility: Evidence from International Developed Markets
March 20, 2014 | downloads: 1338 | JEL: G12, Q43 | discussible | 11 comments
2014-5
DiscussionPaper
Kun Su
The Inner Structure of Pyramid and Capital Structure: Evidence from China
January 30, 2014 | downloads: 483 | JEL: G32, G38, M48 | discussible | 7 comments
2013-41
JournalPaper
Dragan Gamberger and Tomislav Smuc
Good Governance Problems and Recent Financial Crises in Some EU Countries
November 12, 2013 | downloads: 1929 | JEL: C63, E01, H11, J00
2013-52
DiscussionPaper
Paulo Pereira da Silva, Paulo Tomaz Rebelo, and Cristina Afonso
Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
September 30, 2013 | downloads: 791 | JEL: G13, G14, G15 | discussible | 6 comments
2013-33
JournalPaper
Tobias Hagen
The Impact of National Financial Regulation on Macroeconomic and Fiscal Performance after the 2007 Financial Shock – Econometric Analyses Based on Cross-Country Data
July 30, 2013 | downloads: 3080 | JEL: E32, G18, C21
2013-8
JournalPaper
Christian Dreger and Konstantin A. Kholodilin
An Early Warning System to Predict Speculative House Price Bubbles
March 07, 2013 | downloads: 2003 | JEL: E37, E32, C33, C25
2013-3
JournalPaper
Bong Soo Lee and Doojin Ryu
Stock Returns and Implied Volatility: A New VAR Approach
February 04, 2013 | downloads: 2573 | JEL: G15, G10 | 3 citations (RePEc)
2012-41
JournalPaper
Eduard Gracia
Predicting the Unpredictable: Forecastable Bubbles and Business Cycles under Rational Expectations
November 12, 2012 | downloads: 1891 | JEL: G14, G12, E32, E22, E23 | 3 comments
2012-36
JournalPaper
Monira Aloud, Edward Tsang, Richard Olsen, and Alexandre Dupuis
A Directional-Change Event Approach for Studying Financial Time Series
September 17, 2012 | downloads: 2276 | JEL: G10
2012-24
JournalPaper
Björn-Christopher Witte
Fund Managers—Why the Best Might Be the Worst: On the Evolutionary Vigor of Risk-Seeking Behavior
June 25, 2012 | downloads: 1728 | JEL: G24, C73, G11, D81
2012-22
JournalPaper
Ioane Muni Toke and Fabrizio Pomponio
Modelling Trades-Through in a Limit Order Book Using Hawkes Processes
June 14, 2012 | downloads: 2635 | JEL: G14, C51, C32 | 1 citations (RePEc)
2012-14
DiscussionPaper
Enrico Scalas and Mauro Politi
A Parsimonious Model for Intraday European Option Pricing
February 15, 2012 | downloads: 637 | JEL: G13 | discussible | 4 comments
2011-10
JournalPaper
Massimiliano Caporin and Francesco Lisi
Comparing and Selecting Performance Measures Using Rank Correlations
August 02, 2011 | downloads: 1904 | JEL: C10, C40, G11 | 1 comment
2011-15
DiscussionPaper
Irfan Akbar Kazi, Khaled Guesmi, and Olfa Kaabia
Contagion Effect of Financial Crisis on OECD Stock Markets
June 06, 2011 | downloads: 3459 | JEL: F41, F36, E44, F15 | discussible | 6 comments
2010-19
DiscussionPaper
Zakaria Babutsidze
(S,s) Pricing: Does the Heterogeneity Wipe Out the Asymmetry on Micro Level?
July 15, 2010 | downloads: 642 | JEL: E37, E31 | discussible | 2 comments
2010-8
JournalPaper
Markus Demary
Transaction Taxes and Traders with Heterogeneous Investment Horizons in an Agent-Based Financial Market Model
February 23, 2010 | downloads: 2276 | JEL: G15, D84, C15, G18 | 2 citations (RePEc)
2009-40
JournalPaper
David Tuckett
Addressing the Psychology of Financial Markets
November 20, 2009 | downloads: 4001 | JEL: G28, G18 | 1 comment | 3 citations (RePEc)
2007-12
JournalPaper
Giorgio Canarella, Sunil K. Sapra, and Stephen K. Pollard
Asymmetry and Spillover Effects in the North American Equity Markets
October 05, 2007 | downloads: 2594 | JEL: F31, G15, C53, C32