No. 24-1, January 2019
Index
- A note on bank loan officers' expectations for credit standards: Evidence from the European bank lending survey
- A simple mathematical programming model for countries' credit ranking problem
- An investigation of the effects of income inequality on financial fragility: Evidence from Organization for Economic Co‐operation and Development countries
- Bank competition, stability, and intervention quality
- Common idiosyncratic volatility and returns: From an investment horizon perspective
- Currency risk premia: Perceptions of downside risk and deviations from benchmark values
- Does financial market growth improve income distribution? A comparison of developed and emerging market economies of the global sample
- Does size affect the relation between option compensation and managerial risk taking? Evidence from Canadian listed companies
- Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method
- Domestic lead arranger certification and the pricing of project finance loans
- Effect of determinants on financial leverage in Indian steel industry: A study on capital structure
- Effect of investor inattention on price drifts following analyst recommendation revisions
- Examining pecking order versus trade‐off theories of capital structure: New evidence from Japanese firms
- Exports, capital inflows, relative prices, and income growth in South Korea: An application of the balance of payments constraint growth model
- Financial development, sectoral effects, and international trade in Africa: An application of pooled mean group (PMG) estimation approach
- Financial firm bankruptcies, international stock markets, and investor sentiment
- Financial integration and the Great Leveraging
- Homeownership motivation, rationality, and housing prices: Evidence from gloom, boom, and bust‐and‐boom economies
- Industrial structure and the probability of crisis: Stability is not resilience*
- Interrelations of U.S. market fears and emerging markets returns: Global evidence
- Investor trading behaviour and stock price crash risk
- Issue Information
- Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
- Multiperiod stochastic programming portfolio optimization for diversified funds
- Nonfinancial sector debt and the U.S. Great Moderation: Evidence from flow‐of‐funds data
- Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?
- Of leaders and followers—An econometric analysis of equity analysts and stock market investors
- Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach
- Stock price effects of bank rating announcements: An application to European Union countries
- Stock return volatility and capital structure measures of nonfinancial firms in a dynamic panel model: Evidence from Pakistan
- Tail dependence networks of global stock markets
- The determinants of profitability of Indian commercial banks: A panel data approach
- The early‐warning system of stock market crises with investor sentiment: Evidence from China
- The efficacy of macroeconomic policies in resolving financial market disequilibria: A cross‐country analysis
- The finance–growth nexus: Does risk premium matter?
- The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method
- The simultaneous disclosure of shareholder and stakeholder corporate governance practices and their antecedents
- Topological applications of multilayer perceptrons and support vector machines in financial decision support systems
- U.S. monetary policy and China's exchange rate policy during the great recession
- Volatility spillovers between real exchange rate returns and real stock price returns in Malaysia
- What does unconventional monetary policy do to stock markets in the euro area?