Calvo-Garrido, Maria del Carmen; Pascucci, Andrea and Vázquez Cendón, Carlos (2012): Mathematical analysis and numerical methods for pricing pension plans allowing early retirement. Unpublished.
Igan, Deniz; Pinheiro, Marcelo and Smith, John (2012): Racial biases and market outcomes: "White men can't jump," but would you bet on it? Unpublished.
Halkos, George and Tzeremes, Nickolaos (2012): Ranking accounting, banking and finance journals: A note. Unpublished.
Fry, J. M. and Masood, Omar (2011): Testable implications of economic revolutions: An application to historic data on European wages. Unpublished.
Igan, Deniz; Pinheiro, Marcelo and Smith, John (2011): "White men can't jump," but would you bet on it? Unpublished.
Estrada, Fernando (2011): Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans. Published in: History of Economic Ideas / Fabrizio Serra Editore / Pisa - Roma , Vol. XIX, No. 1 (17. April 2011): pp. 1-13.
Estrada, Fernando (2011): Benoit Mandelbrot (1924 - 2010): A Greek among Romans. Forthcoming in: Journal History of Economic Ideas , Vol. XIX, (February 2011): pp. 1-6.
Tran Ngoc Huy, DInh (2011): The Summarized Evaluation of The US and Latin America Corporate Governance Standards After Financial Crisis, Corporate Scandals and Manipulation. Unpublished.
Petrushchak, Bohdan (2011): Календарні закономірності розподілу дохідності та волатильності на українському фондовому ринку. Published in: Матеріали ІХ Міжнародної науково-практичної конференції студентів, аспірантів та молодих вчених "Шевченківська весна 2011" , Vol. 1, No. 9 (April 2011): pp. 280-282.
Petrushchak, Bohdan (2011): Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика. Published in: Світ фінансів No. 2 (2011): pp. 30-40.
Petrushchak, Bohdan (2011): The calendar regularity of earnings and volatility distribution on the Ukrainian stock market. Published in: Proceedings of the 9th International Scientific Conference of Students and Young Scientists “Shevchenkivska Vesna 2011”. – 2011. – Kyiv: Taras Shevchenko National University of Kyiv. – Pages: 280–282. , Vol. 1, No. 9 (April 2011): pp. 280-282.
Simplice A., Asongu (2010): Post-crisis bank liquidity risk management disclosure. Forthcoming in:
Simplice A., Asongu (2010): Post-crisis bank liquidity risk management disclosure. Forthcoming in:
Lee, King Fuei (2010): Demographics, dividend clienteles and the dividend premium. Forthcoming in: Quarterly Review of Economics and Finance , Vol. 4, No. 51 (November 2011): pp. 368-375.
Gete, Pedro and Porchia, Paolo (2010): Fertility and consumption when having a child is a risky investment. Unpublished.
Tiwari, Aviral Kumar and Shahbaz, Muhammad (2010): Does financial development increase rural-urban income inequality? Cointegration analysis in the case of Indian economy. Published in:
Tatom, John (2010): Financial wellbeing and some problems in assessing its link to financial education. Published in: Networks Financial Institute Working Paper Series , Vol. Networks Financial Institute Working Paper Series, No. 2010-WP-03 (01. October 2010): pp. 1-14.
Sarath Chandran, B.P. and Manju, T.K. (2010): Financial Inclusion Strategies For Inclusive Growth In India. Unpublished.
Ege, Yazgan and Huseyin, Kaya (2010): Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ? Unpublished.
Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus. Unpublished.
Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus. Unpublished.
Siddiqi, Hammad (2010): The relevance of coarse thinking for investors' willingness to pay: An experimental study. Unpublished.
Mallick, Indrajit (2010): Reconstructing Corporate Business History using Accounting Data. Published in: Occasional Paper Centre for Studies in Social Sciences No. 177
Pillai, Rajasekharan; Carlo, Rozita and D’souza, Rachel (2010): Financial Prudence among Youth. Unpublished.
Costa Cabral, Nazare (2010): Breve guia temático e bibliográfico sobre o estudo da actual crise financeira e económica. Unpublished.
Sinha, Pankaj and Johar, Archit (2010): Hedging Greeks for a portfolio of options using linear and quadratic programming. Unpublished.
Shaikh, Salman (2009): Corporate finance in an interest free economy: An alternate approach to practiced Islamic Corporate Finance. Unpublished.
Cohen, Ruben D (2009): Constructing a GDP-based Index for Use as Benchmark. Forthcoming in: Wilmott Journal
Daskalakis, George; Symeonidis, Lazaros and Markellos, Raphael (2009): Does the weather affect stock market volatility? Published in: Finance Research Letters , Vol. 7, No. 4 (December 2010)
Basu, Parantap; Semenov, Andrei and Wada, Kenji (2009): Uninsurable Risk and Financial Market Puzzles. Unpublished.
Tianxi, Wang (2009): Risk, Leverage, and Regulation of Financial Intermediaries. Unpublished.
Sinha, Pankaj and Johar, Archit (2009): Algorithm for payoff calculation for option trading strategies using vector terminology. Unpublished.
Varadi, Vijay Kumar and Boppana, Nagarjuna (2009): Are stock exchanges integrated in the world? - A critical Analysis. Unpublished.
Laakkonen, Helinä and Lanne, Markku (2009): The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. Unpublished.
Ghiselli Ricci, Roberto and Magni, Carlo Alberto (2009): Axiomatization of residual income and generation of financial securities. Unpublished.
Dhaene, Jan; Tsanakas, Andreas; Emiliano, Valdez and Steven, Vanduffel (2009): Optimal capital allocation principles. Unpublished.
Abdul Azim, Islahi (2009): Book Review: Risk analysis for Islamic banks by Hennie Van Greuning and Zamir Iqbal. Published in: Journal of King Abdulaziz University - Islamic Economics , Vol. 22, No. 1 (2009): pp. 197-204.
Chandra, Abhijeet (2008): Decision Making in the Stock Market: Incorporating Psychology with Finance. Published in: Conference Proceedings: FFMI 2008 IIT Kharagpur (29. December 2008): pp. 461-483.
Michalski, Grzegorz (2008): Debt & equity costs determinants in small enterprise. JEREMIE fund influence on financial situation of SME. Published in: Proceeings of 4. mezinárodní konference Řízení a modelování finančních rizik (11. September 2008)
Stevans, Lonnie and Sessions, David (2008): Speculation, Futures Prices, and the U.S. Real Price of Crude Oil. Unpublished.
Papadamou, Stephanos and Siriopoulos, Costas (2008): Does the ECB Care about Shifts in Investors’ Risk Appetite? Unpublished.
Lenz, Rainer (2008): The Logic of Merger and Acquisition Pricing. Forthcoming in:
Skala, Dorota (2008): Overconfidence in Psychology and Finance – an Interdisciplinary Literature Review. Published in: Bank i Kredyt , Vol. April, No. 4 : pp. 33-50.
Lupia, Arthur; Grafstrom, Cassandra; Krupnikov, Yanna; Levine, Adam Seth; MacMillan, William and McGovern, Erin (2008): How “Point Blindness” Dilutes the Value of Stock Market Reports. Unpublished.
Shah, Deepak (2008): Banking Sector Reforms and Co-operative Credit Institutions in India. Unpublished.
Islahi, Abdul Azim (2008): Book Review on Islamic finance: law, economics and practice by Mahmoud A. El-Gamal. Published in: Journal of King Abdulaziz University - Islamic Economics , Vol. 21, No. 2 (2008): pp. 97-108.
Shah, Deepak (2008): Institutional Credit through Cooperatives in Maharashtra: A Region-wise Analysis. Unpublished.
Pandey, Adya Prasad and Shivesh, (2007): Indian SMEs and their uniqueness in the country. Unpublished.
Tharavanij, Piyapas (2007): Capital Market and Business Cycle Volatility. Unpublished.
Tharavanij, Piyapas (2007): Capital Market and Business Cycle Volatility. Unpublished.
Tharavanij, Piyapas (2007): Capital Market Development, Frequency of Recession, and Fraction of Time the Economy in Recession. Unpublished.
Tharavanij, Piyapas (2007): Capital Market, Frequency of Recession, and Fraction of Time the Economy in Recession. Unpublished.
Tharavanij, Piyapas (2007): Capital Market, Severity of Business Cycle, and Probability of an Economic Downturn. Unpublished.
Tharavanij, Piyapas (2007): Capital Market, Severity of Business Cycle, and Probability of Economic Downturn. Unpublished.
Mishra, SK (2007): The nearest correlation matrix problem: Solution by differential evolution method of global optimization. Unpublished.
Scalas, Enrico and Kim, Kyungsik (2006): The art of fitting financial time series with Levy stable distributions. Unpublished.
Sbordone, Argia M (2006): U.S. Wage and Price Dynamics: A Limited-Information Approach. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 155-191.
Roberts, John M (2006): Monetary Policy and Inflation Dynamics. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 193-230.
Fabiani, Silvia; Druant, Martine; Hernando, Ignacio; Kwapil, Claudia; Landau, Bettina; Loupias, Claire; Martins, Fernando; Matha, Thomas; Sabbatini, Roberto; Stahl, Harald and Stokman, Ad (2006): What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 3-47.
de Walque, Gregory; Smets, Frank and Wouters, Rafael (2006): Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 107-154.
Milani, Fabio (2006): A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous? Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 87-106.
Fuhrer, Jeffrey (2006): Intrinsic and Inherited Inflation Persistence. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (14. September 2006): pp. 49-86.
magni, Carlo Alberto (2006): Zelig and the Art of Measuring Excess Profit. Published in: Frontiers in Finance and Economics , Vol. 1, No. 3 (June 2006): pp. 103-129.
Jackwerth, Jens Carsten and Hodder, James E. (2006): Incentive Contracts and Hedge Fund Management. Published in: Journal of Financial and Quantitative Analysis , Vol. 42, No. 4 (2007): pp. 811-826.
Matheson, Troy D (2006): Factor Model Forecasts for New Zealand. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 169-237.
Jesus, Saurina and Gabriel, Jimenez (2006): Credit Cycles, Credit Risk, and Prudential Regulation. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 65-98.
Lelyveld, Iman van and Liedorp, Franka (2006): Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 2 (05. July 2006): pp. 99-133.
Erceg, Christopher; Guerriei, Luca and Gust, Christopher (2006): SIGMA: A New Open Economy Model for Policy Analysis. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 1-50.
Feng, Yuanhua; Beran, Jan and Yu, Keming (2006): Modelling financial time series with SEMIFAR-GARCH model. Unpublished.
Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model. Unpublished.
Aysan, Ahmet Faruk and Müslim, Nusret Ahmet (2006): The Failure of Competition in the Credit Card Market in Turkey: The New Empirical Evidence. Unpublished.
Gadea, Maria and Mayoral, Laura (2005): The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 51-104.
Gai, Prasanna and Vause, Nicholas (2005): Measuring Investors' Risk Appetite. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 167-188.
Preston, Bruce (2005): Learning about Monetary Policy Rules when Long-Horizon Expectations Matter. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 81-126.
Baba, Naohiko; Nakashima, Motoharu; Shigemi, Yosuke and Ueda, Kazuo (2005): The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 105-135.
Elsinger, Helmut; Lehar, Alfred and Summer, Martin (2005): Using Market Information for Banking System Risk Assessment. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 1 (08. March 2006): pp. 137-165.
Svensson, Lars O and Tetlow, Robert J (2005): Optimal Policy Projections. Published in: International Journal of Central Banking , Vol. Volume 2, No. Number 3 (01. December 2005): pp. 177-207.
Francis, Neville R; Owyang, Michael T and Theodorou, Athena T (2005): What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 33-71.
Gruen, David; Plumb, Michael and Stone, Andrew (2005): How Should Monetary Policy Respond to Asset-Price Bubbles? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 1-33.
Boivin, Jean and Ng, Serena (2005): Understanding and Comparing Factor-Based Forecasts. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 117-151.
Allington, Nigel FB; Kattuman, Paul A and Waldmann, Florian A (2005): One Market, One Money, One Price? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 73-115.
Rajan, Raghuram G. and Tokatlidis, Ioannis (2005): Dollar Shortages and Crises. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 177-220.
Evans, Martin D (2005): Where Are We Now? Real-Time Estimates of the Macroeconomy. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 127-175.
Repullo, Rafael (2005): Liquidity, Risk Taking, and the Lender of Last Resort. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 47-80.
Adalid, Ramon; Coenen, Gunter; McAdam, Peter and Siviero, Stefano (2005): The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 95-132.
Lombardelli, Clare; Proudman, James and Talbot, James (2005): Committees Versus Individuals: An Experimental Analysis of Monetary Policy Decision Making. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 181-205.
Gurkaynak, Refet S; Sack, Brian and Swanson, Eric T (2005): Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 55-93.
Woodford, Michael (2005): Firm-Specific Capital and the New Keynesian Phillips Curve. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 2 (01. September 2005): pp. 1-46.
Svensson, Lars O (2005): Monetary Policy with Judgment: Forecast Targeting. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 1-54.
Caballero, Ricardo and Krishnamurthy, Arvind (2005): Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 : pp. 207-245.
Nelson, Edward (2005): Monetary Policy Neglect and the Great Inflation in Canada, Australia, and New Zealand. Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 1 (13. June 2005): pp. 133-179.
Mallick, Indrajit (2005): Institutions and Capacity Building: The African Economic Development Potential Revisited. Unpublished.
Gencay, Ramazan; Selcuk, Faruk and Whitcher, Brandon (2004): Information flow between volatilities across time scales. Unpublished.
Vega, Marco and Winkelried, Diego (2004): Inflation Targeting and Inflation Behavior: A Successful Story? Published in: International Journal of Central Banking , Vol. Volume 1, No. Number 3 (01. December 2005): pp. 153-175.
Magni, Carlo Alberto (2003): Opportunity cost, excess profit and counterfactual conditionals. Forthcoming in: Frontiers in Finance and Economics
Charles, Lee and David, Ng (2002): Corruption and International Valuation: Does Virtue Pay? Unpublished.
Ghosh, Saibal (2001): Financial Stability and Public Policy: An Overview. Published in: Reserve Bank of India Occasional Papers No. 1 (January 2001): pp. 109-131.
Mallick, Indrajit (2000): A Development Banker from Bengal. Published in: Money and Credit in In Indian History: From Early Medieval Times (edited by Amiya Bagchi) published by Tulika Books , Vol. NA, No. NA (01. January 2004): pp. 203-218.
Hirshleifer, David and Luo, Guo Ying (2000): On the Survival of Overconfident Traders in a Competitive Securities Market. Published in: Journal of Financial Markets , Vol. 4, No. 1 (2001)
Mitra, MK; Roy, DC and Mishra, SK (1986): Rural indebtedness : concept, correlates and consequences: a study of four tribal villages in the North Lakhimpur subdivision, Assam. Published in: NEHU Journal of Social Sciences and Humanities , Vol. 4, No. IV (1986): pp. 37-43.
Sarkar, Prabirjit (2007): Capital Accumulation in Less Developed Countries: Does Stock Market Matter? Unpublished.
Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach. Unpublished.
Cotter, John and Dowd, Kevin (2007): Evaluating the Precision of Estimators of Quantile-Based Risk Measures. Unpublished.
Cotter, JOhn and Dowd, Kevin (2006): Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. Published in: Journal of Banking and Finance , Vol. 30, (2006): pp. 3469-3485.
McCauley, Joseph L.; Gunaratne, Gemunu H. and Bassler, Kevin E. (2006): Hurst exponents, Markov processes, and fractional Brownian motion. Forthcoming in: Physica A (2007)
Cotter, John (2000): Margin Exceedences for European Stock Index Futures using Extreme Value Theory. Published in: Journal of Banking and Finance , Vol. 25, No. 8 (2001): pp. 1475-1502.
Enrique, Navarrete (2006): Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods. Published in: Banca & Finanzas: Documentos de Trabajo , Vol. I, No. 1 (October 2006): pp. 1-12.
Augustynowicz, Paweł (2005): Stabilność gospodarcza Rosji w najbliższej przyszłości. Published in: Annales Universitatis Mariae Curie-Sklodowska , Vol. XL, No. Sectio H Oeconomia (2006): pp. 219-232.
Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey. Unpublished.
Kenning, Peter; Mohr, Peter; Erk, Susanne; Walter, Henrik and Plassmann, Hilke (2006): The role of fear in home-biased decision making: first insights from neuroeconomics. Unpublished.