| Title | Authors | Year | JEL Codes |
|---|
| Political markets as equity price factors | Auld, T. | [2022] | C38 C51 D72 G12 G14 G15 |
| Betting and financial markets are cointegrated on election night | Auld, T. | [2022] | C51 D72 G12 G14 G15 |
| A Structural Dynamic Factor Model for Daily Global Stock Market Returns | Linton, O. B., Tang, H., Wu, J. | [2022] | C55 C58 G15 |
| Financialisation as a (it’s-not-meant-to-make-sense) gigantic global joke | Palma, J. G. | [2022] | E22 D70 D81 E51 F02 F21 F32 F40 F63 G15 G20 G30 L51 N20 O16 |
| Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade | Corsetti, G., Lipinska, A. and Lombardo, G.
| [2021] | F15 F41 G15 |
| Finance as Perpetual Orgy How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” into “manias, panics and renewed manias” | Palma, J. G. | [2020] | E22 D70 D81,E24 E51 F02 F21 F32 F40 F44 F63 G15 G20 G28 G30 G38 L51 N20 O16 |
| Gravity in International Finance: Evidence From Fees on Equity Transactions | Milsom, L., Pazitka, V., Roland, I. and Wójcik, D. | [2020] | F14 F23 F65 G15 G24 |
| A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market | Corsetti, G. and Marin, E. A. | [2020] | F31 F41 G15 |
| A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model | Ge, S. | [2020] | C10 C58 F36 G12 G15 |
| Emerging Markets and the Conditional CAPM | Ahmed, M. F. and Satchell, S. | [2019] | C22 G11 G15 |
| Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement | Anagnostopoulos, A., Atesagaoglu, O., Faraglia, E., Giannitsarou, C. | [2019] | G15 F21 F23 G12 F44 |
| Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market | Corsetti, G., Lafarguette, R. and Mehl, A. | [2019] | F31 G14 G15 |
| Modeling the Interactions between Volatility and Returns | Harvey, A. C. and Lange, R.-J. | [2015] | C22 G15 |
| Uncertainty and Economic Activity: A Global Perspective | Pesaran, H., Cesa-Bianchi, A. and Rebucci, A. | [2014] | E44 F44 G15 |
| How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflows | Palma, J. G. | [2013] | D70 D81 F21 F32 F40 G15 G28 G38 H12 L51 N20 O16 O43 |
| How the full opening of the capital account to highly liquid financial markets led Latin America to two and a half cycles of ‘mania, panic and crash’ | Palma, J. G. | [2012] | D70 D81 F21 F32 F40 G15 G28 G38 H12 L51 N20 O16 O43 |
