Finance Journal Publications 2016

See articles published in 2015, 2014, 2013

AuthorsTitleJournalVolumePublication Date
Chemla, G., Hennessy, C.A.Government as borrower of first resortJournal Of Monetary EconomicsVolume 84, pp.1-16December 2016
Della Corte, P., Riddiough, S.J., Sarno, L.Currency Premia and Global ImbalancesReview Of Financial StudiesVolume 29, pp.2161-2193August 2016
Kan, R., Robotti, C.The Exact Distribution of the Hansen-Jagannathan BoundManagement ScienceVolume 62, pp.1915-1943July 2016
Allen, F., Demirguc-Kunt, A., Klapper, L., Peria, M.S.M.The foundations of financial inclusion: Understanding ownership and use of formal accountsJournal Of Financial IntermediationVolume 27, pp.1-30July 2016
Allen, F., Goldstein, I., Jagtiani, J., Lang, W.W.Enhancing Prudential Standards in Financial RegulationsJournal Of Financial Services ResearchVolume 49, pp.133-149June 2016
Biffis, E., Blake, D., Pitotti, L., Sun, A.The Cost of Counterparty Risk and Collateralization in Longevity SwapsJournal Of Risk And InsuranceVolume 83, pp.387-419June 2016
Joenvaara, J., Kosowski, R.Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge FundsSsrn Working Paper April 2016
Della Corte, P., Ramadorai, T., Sarno, L.Volatility risk premia and exchange rate predictabilityJournal Of Financial EconomicsVolume 120, pp.21-40April 2016
Joenvaara, J., Kosowski, R., Tolonen, P.Hedge Fund Performance: What Do We Know?Ssrn Working Paper March 2016
Kacperczyk, M., Van Nieuwerburgh, S., Veldkamp, L.A Rational Theory of Mutual Funds' Attention AllocationEconometricaVolume 84, pp.571-626March 2016
Ibragimov, R., Mueller, U.K.Inference with Few Heterogeneous ClustersReview Of Economics And StatisticsVolume 98, pp.83-96March 2016
Golinski, A., Zaffaroni, P.Long memory affine term structure modelsJournal Of EconometricsVolume 191, pp.33-56March 2016
Gospodinov, N., Kan, R., Robotti, C.On the properties of the constrained Hansen-Jagannathan distanceJournal Of Empirical FinanceVolume 36, pp.121-150March 2016
Bedendo, M., Cathcart, L., El-Jahel, L.Distressed Debt Restructuring in the Presence of Credit Default SwapsJournal Of Money Credit And BankingVolume 48, pp.165-201February 2016
Ghossoub, M.Cost-efficient contingent claims with market frictionsMathematics And Financial EconomicsVolume 10, pp.87-111January 2016
Badaoui, S., Cathcart, L., El-Jahel, L.Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreadsEuropean Journal Of FinanceVolume 22, pp.825-853January 2016