Finance research paper

The macroeconomics of climate change and the green bhatt hakhu, alessandro piergallini and pasquale _123 public capital expenditure and debt dynamics: evidence from the european _122 soas centenary lecture on international banking _121 the impossible trinity and krugman's balance of payments crisis jinjarak, paulo jose mutuc and ganeshan _120 does finance matter for the participation of smes in international trade? Story | video | presentation data microentrepreneurs and access to finance in menya, egypt: baseline survey data for impact evaluation deposit insurance global financial development database financial development and structure database global findex database more » report global financial development report 2015 | 2016: long-term finance research digest special issue on labor markets spring 2017 working papers information disclosure and demand elasticity of financial products: evidence from a multi-country study xavier giné, cristina martínez cuellar, and rafael keenan mazer policy research working paper 8210, october 2017 measuring the effectiveness of service delivery: delivery of government provided goods and services in india asli demirguc-kunt, leora klapper, and neeraj prasad policy research working paper 8207, september 2017 making it easier to apply for a bank account: a study of the indian market asli demirguc-kunt, leora klapper, saniya ansar, and aditya jagati policy research working paper 8205, september 2017 pension funds and the impact of switching regulation on long-term investment alvaro enrique pedraza morales, olga fuentes, pamela searle, and fiona stewart policy research working paper 8143, july 2017 the heterogeneous growth effects of the business environment: firm-level evidence for a global sample of cities josé-daniel reyes, mark roberts, and lixin colin xu policy research working paper 8114, june 2017 do individual investors ignore transaction costs?

Financial research papers

Deniz anginer, snow xue han, and celim yildizhan policy research working paper 8098, june 2017 status goods: experimental evidence from platinum credit cards leonardo bursztyn, bruno ferman, stefano fiorin, martin kanz, and gautam rao policy research working paper 8064, may 2017 financial inclusion and inclusive growth: a review of recent empirical evidence asli demirguc-kunt, leora klapper, and dorothe singer policy research working paper 8040, april 2017 how effective are active labor market policies in developing countries? I have also provided below a running list of interesting and potentially influential articles, mostly focused on academic research in the financial markets.

The paper finds that larger firms borrow more cheaply in many industries, and this size effect is often largest in nonfinancial industries. Paul glasserman and wanmo of risk paper investigates the design of risk weights used in setting minimum levels of regulatory capital for banks and presents a formula for regulators to set those weights by analyzing bank portfolios.

Tests of the model against actual bank failures before, during, and after the 2007-09 financial crisis suggest that the market has become more resilient to asset write-downs and liquidity shocks. This increase could make the financial system more vulnerable and pose risks to financial stability.

Real consequences of bank mortgage lending paper describes how mortgage lending standards, as measured by responses to the federal reserve's quarterly senior loan officer opinion survey, relate to changes in the availability of mortgage loans at banks from 1990 to 2013. I have tried to collect below a  list of sites that can be visited regularly to keep up to date on the latest leading research in finance, as well as more comprehensive lists of research-related and other interesting sites.

Richard agent-based models for analyzing threats to financial paper discusses the concepts and research related to agent-based models and explores how the dynamics of a flock of birds in flight, a group of drivers in a traffic jam, or a panicked crowd of stampeding people might inform our analysis of threats to financial stability. If this is not possible, authors are encouraged to make a statement explaining why research data cannot be shared.

These methods offer a potential framework for monitoring and predicting a systemwide collapse in market liquidity, which could signal a collapse of liquidity in the funding markets as experienced in the financial crisis. Results do not support the hypothesis that private equity contributed to the fragility of the economy during the recent financial government 'nudges' motivate good citizen ch by john beshears and colleagues finds that psychological nudges can be a cost-effective way for governments to get citizens to do the right for comment; comment(s) g paper relevance of broker networks for information diffusion in the stock marco di maggio, francesco franzoni, amir kermani, and carlo information is generated by market participants, shared, and incorporated into prices is one of the key questions for understanding how financial markets operate.

Eugene stanley, and shlomo cal macroprudential stress testing using network paper presents a dynamic bipartite network model for a stress test of a banking system's sensitivity to external shocks in individual asset classes. Rick bookstaber, mark paddrik, and brian agent-based model for financial paper develops an agent-based model that uses a map of funding and collateral flows to analyze the financial system's vulnerability to fire sales and runs.

Flood and phillip pf and hedge funds: risk-measurement precision for option paper examines the precision of form pf in measuring the risk hedge funds pose to the financial system. Search term(s):This series allows members of the ofr staff and their coauthors to disseminate preliminary research findings in a format intended to generate discussion and critical comments.

Dream of the red financial supermarket: the gradual emergence of integrated financial services provision in china in the 21st century. The paper finds that form pf's measurement tolerances are large enough to allow private funds with dissimilar risk profiles to report similar risk measurements to regulators.

Understanding this and other potential vulnerabilities requires knowing more about the state of emerging market corporate balance sheets, the drivers of debt accumulation, and the effects of both on the d business school working library | bloomberg : contact contact contact contact ive education l porter g knowledge ive education l porter g knowledge l porter ive education ive education ive education google ive education l porter ive education ive education ive education ght © president & fellows of harvard d business d business ss research for business leaders. 2015 - becker, reaching for yield in the bond market  february 2015 -  asness, size matters, if you control your junk february 2015 -  rinne, dash for cash: month-end liquidity needs and the predictability of stock returns  february 2015 - magness, challenging the empirical contribution of thomas piketty's capital in the 21st century february 2015 - johannsen, inflation experience and inflation expectations: dispersion and disagreement within demographic groups  september 2014 -  bansal, volatility, the macroeconomy, and asset prices  september 2014 - bekaertm, the global crisis and equity market contagionseptember 2014 - understanding the modern monetary system    september 2014 -  fact, fiction and momentum investing september 2014 - company valuation methods  march 2014 -  a quantitative approach to tactical asset allocation  march 2014 -  a brief introduction to the basics of game theory  march 2014 -  understanding the modern monetary system september 2013 - country size, currency unions, and international asset returns   september 2013 - do peer firms affect corporate financial policy?

The paper evaluates each approach separately and also discusses the importance of considering them as interrelated. Survey of systemic risk paper focuses on quantitative tools to assess threats to financial stability.

Capital losses and the pricing of corporate credit paper uses proprietary credit default swap (cds) data for 2010 to 2014 to show that capital fluctuations for sellers of cds protection are an important determinant of cds spread movements. Triparty repo market, a key source of short-term funding in the financial system, at quarter end and immediately returning to the market when a new quarter begins.

Papers are especially welcome that shed insight on the replicability or lack thereof of established results, that look at transnational applicability of previous findings, that challenge existing methodological approaches, or which demonstrate the methodological contingency of findings. Are now leaving the ofr’s will be redirected to:Please note that ofr does not own or endorse this website, and by visiting it you are subject to the destination site’s privacy and other policies when you follow the e research your login details below.

Based on repec, it indexes over 2,400,000 items of research, including over 2,200,000 that can be downloaded in full site is part of a large volunteer effort to enhance dissemination of research in economics, repec, which includes bibliographic metadata from over 1,900 participating archives, including all the major publishers and research outlets. Finance: determinants of firms' capital e and economic ial regulation, central banking and bank ment in china; management in japan; and management in the middle east and north output of the department's research is accessible from the list of discussion papers below.