List of Accepted Papers (updated in no particular order)
Predicting the Probabilities of Default for Privately Held Banks: The Case of Shinkin Banks in Japan
Watanabe Wako (Keio University, Japan)
Alternative Asset Class or Alternative Strategy? Taxonomy and Price Dynamics Issues
Faye Benoit (INSEEC Business School, France), Prat Stephanie (INSEEC Business School, France), Le Fur Eric (INSEEC Business School, France)
Multiple Performance Criteria For Government-Controlled Corporations
Wang Tracy (Australian National University, Australia), Shailer Greg (Australian National University, Australia)
Media Uncertainty and Firm Risk
Huang Jiexiang (University of Otago, New Zealand), Roberts Helen (University of Otago, New Zealand), Tan Eric (University of Queensland, Australia)
Quantitative Easing, Credit Standards, and Bank Risk: Evidence from Japan
Vu Anh (University of Sussex, United Kingdom)
Banking Relationship and Financial Distress: Evidence from China
He Yu (Chongqing Technology and Business University, China), Yang Minhua (Shanghai Maritime University, China)
Heterogeneous Ambiguity and Intermediary Asset Pricing
Han Jianyu (The University of Hong Kong, China), Luo Yulei (The University of Hong Kong, China)
Predicting Crypto-currencies using Sparse Non-Gaussian State Space Models
Zoerner Thomas O. (Masaryk University, Czech Republic), Hotz?behofsits Christian (Wirtschaftsuniversität Wien, Austria), Huber Florian (Wirtschaftsuniversität Wien, Austria)
The Optimal Bank Capital Requirement under Dynamic Default Decisions
Ogawa Toshiaki (Bank of Japan, Japan)
Are Women better Negotiators? Evidence from Credit Contracts in an Emerging Market
Danzer Alexander (KU Eichstätt-Ingolstadt, Germany), Hainz Christa (Ifo institute, Germany), Kleimeier Stefanie (Maastricht University, Netherlands), Qi Shusen (Xiamen University, China)
De-mystifying Cryptocurrencies - Is Pricing Rational?
Kaserer Christoph (Technical University of Munich, Germany), Van Endern Simon (Technical University of Munich, Germany)
Sex, Drugs, and Bitcoin: How much Illegal Activity is Financed through Cryptocurrencies?
Foley Sean (The University of Sydney Business School, Australia)
International Spillovers of the US Montetary Policy Normalisation
Mourougane Annabelle (IPAG Business School, France and OECD, France), Dlugosch Dennis (OECD, France), Botev Jarmila (OECD, France)
Capital Structure Determinants and Debt Maturity During the Crisis: Empirical Evidence from SMEs
D'amato Antonio (University of Salerno, Italy)
Rational Cost-inefficiency in Chinese Banks
Matthews Kent (Cardiff University, United Kingdom)
Financial Repression and Public Finance in a Calibrated General Equilibrium Model
Pekarski Sergey (National Research University Higher School of Economics, Russia), Isakov Kanat (National Research University Higher School of Economics, Russia)
An Early Warning Indicator for Liquidity Shortages in the Interbank Market
Eross Andrea (Heriot-Watt University, United Kingdom), Urquhart Andrew (University of Southampton, United Kingdom), Wolfe Simon (University of Southampton, United Kingdom)
Lender Moral Hazard in State-owned Banks: Evidence from an Emerging Economy
Gopalakrishnan Balagopal (Indian Institute of Management, India), Jacob Joshy (Indian Institute of Management, India), Pandey Ajay (Indian Institute of Management, India)
Developing a High Frequency Algorithmic Trading Strategy for Cryptocurrency Using Design Science Research
Yost-Bremm Chris (San Francisco State University, United States), Vo Au (San Francisco State University, United States)
Initial Coin Offerings
Momtaz Paul (UCLA Anderson School of Management, United States)
Bank Complexity, Information Asymmetry, and Opacity
Viet Dung Tran (Banking Academy, Vietnam)
(How) Do Depositors Respond to Bank's Discretionary Behaviors? Market Discipline, Deposit Insurance, Scale Effects and Crisis
Viet Dung Tran (Banking Academy, Vietnam)
The Non-monotonic Relationship between Financial Integration and Cost Efficiency: Evidence from Asian Commercial Banks
Dung Nguyen (University of Otago, New Zealand), Diaz-Rainey Ivan (University of Otago, New Zealand), Roberts Helen (University of Otago, New Zealand), Minh Le (Queensland University of Technology, Australia)
Subsidy or Tax? Corporate Credit Misallocation Induced by the Nexus of State-Owned Enterprises and State-Owned Banks
Cheng Yuan (Fudan University, China), Epetia Ma. Christina F. (University of the Philippines, Philippines), Han Xuehui (Asian Infrastructure Investment Bank)
Systemic Risk among European Largest Banks: A Cross-Quantilogram Analysis
Shahzad Syed Jawad Hussain (Montpellier Business School, France), Thi Hong Van Hoang (Montpellier Business School, France), Arreola-Hernandez Jose (Rennes School of Business, France), Bekiros Stelios (Athens University of Economics and Business, Greece; European University Institute, Italy; and IPAG Finance Lab, France)
Leverage--A Retrospective of the Past Decade
Singh Manmohan (International Monetary Fund, United States)
Constructing Factors with Microcaps and Multiple Characteristics
Li Yuming (California State University, United States)
Beating the Black Box of Risk-Weighted Capital: Is a Leverage Ratio Justified?
Schäfer Alexander (German Council of Economic Experts, Germany)
Does a Key Currency Disorganizes the World and Creates an Unfair Privilege?
Sousa Teresa (the Universidade de Evora, Portugal)
Improving Quantile Forecast Accuracy: An Application to Oil Market
Tran Manh Ha (Banking Academy of Vietnam, Vietnam), Gilder Dudley (Aston University, United Kingdom), Joseph Nathan (Aston University, United Kingdom)
Government Financial Institutions and Capital Allocation Efficiency in Japan
Imai Masami (Wesleyan University, United States)
Corporate Social Responsibility and Leverage Speed of Adjustment
Do Trung (National Central University, Taiwan)
Risks and Financial Vulnerability of Foreign Bank Ownership in CEECs: Evidence from Exchange Rate Depreciation after the Financial Crisis
Jarko Fidrmuc (Mendel University in Brno, Czech Republic), Svatopluk Kapounek (Mendel University in Brno, Czech Republic)
On the Network of Global Currencies: Does Lead - Lag Connectedness Matter?
Tan T.M. Le (Université de Rennes 1, France and Hue University, Vietnam), Franck Martin (Université de Rennes 1, France), Duc K. Nguyen (IPAG Business School, France)
In Search of a Better Leading Indicator: Evidence from an Optimising Approach
Brian Lucey (Trinity College Dublin, Ireland), Maurice Peat (University of Sydney, Australia) Samuel Vigne (Queen's University of Belfast, United Kingdom)
Integrated Dynamic Models for Hedging International Portfolio Risks
Nikolas Topaloglou (IPAG, France and AUEB, Greece), Hercules Vladimirou (University of Cyprus, Cyprus) Stavros A. Zenios (University of Cyprus, Cyprus)
Credit Migration and Covered Interest Rate
Gordon Y. Liao (Federal Reserve Board, United States)
Predictive Ability of Financial Variables in Changing Economic
Petri Kuosmanen (University of Vaasa, Finland), Jaana Rahko (University of Vaasa, Finland), Juuso Vataja (University of Vaasa, Finland)
Variable Selection with Neural Networks: An Application to Bankruptcy Prediction
Ilyes Abid (ISC Paris Business School, France), Rim Ayadi (COACTIS, University of Lyon 2, France), Farid Mkaouar (LIRSA, CNAM, France), Khaled Guesmi (IPAG Business School, France)
Economic Model of Blockchain Based Cryptocurrencies
Engin Iyidogan (Imperial College Business School, United Kingdom)
Optimal Asset Allocation and Consumption under Market Liquidity Risk
Hamza El Khalloufi (Université Panthéon-Sorbonne, France), Constantin Mellios (Université Panthéon-Sorbonne, France)
Heterogeneity of Balance Sheet of Banks under Multiple Regulations may Lessen Money Supply
Mingsong Wang (Beijing Normal University, China), Xiaoyun Xing (Beijing Normal University, China), Yougui Wang (Beijing Normal University, China and Boston University, United States), H. Eugene Stanley (Boston University, United States)
Capital Structure of Family Firms: Empirical Evidence from East Asia
Hong Nhung Le (University of Strasbourg, France)
Alternative Decomposition of Aggregate Demand: What Underlies the Secular Stagnation?
Xiaoyun Xing (Beijing Normal University, China), Wanting Xiong (Beijing Normal University, China), Yougui Wang (Beijing Normal University, China and Boston University, United States), H. Eugene Stanley (Boston University, United States)
A Closer Look at Credit Rating Processes: Uncovering the Impact of Analyst Rotation
Kilian R. Dinkelaker (University of St.Gallen - Institute of Management in Asia (Singapore) and University of St.Gallen, Switzerland), Andreas-Walter Mattig (University of St.Gallen, Switzerland), Stefan Morkoetter (University of St.Gallen - Institute of Management in Asia (Singapore) and University of St.Gallen, Switzerland)
Executive Compensation in Corporate Lobbying Firms
Monomita Nandy (Brunel University, United Kingdom), Suman Lodh (Middlesex University, United Kingdom), Jin Wang (Brunel University, United Kingdom)
Search Intensity, Liquidity and Returns in a Transitional Market of Vietnam
Cuong Nguyen (Lincoln University, New Zealand & IPAG Business School, France), Lai Hoang (National Economics University, Vietnam), Jungwook Shim (Kyoto Sangyo University, Japan), Phuong Truong (Victoria University of Wellington, New Zealand)
Nice to Be on the A-List
Yasushi Hamao (Columbia Business School and Schwarzman College and Tsinghua University, United States), Joe Peek (Federal Reserve Bank of Boston, United States)
A Meta-analysis of Systemic Risk Measures for Gauging Financial Stability
Massimiliano Caporin (University of Padova, Italy), Michele Costola (Goethe-University Frankfurt am Main, Germany), Jean-Charles Garibal (Laboratoire d'économie d'Orleans, France), Bertrand Maillet (EMLYON Business School, France)
Financial Contagion through Financial Firms: Evidence from South Asia
Md Akhtaruzzaman (Australian Catholic University and Australian Catholic University, Australia), Shamima Ahmed (The University of Newcastle, Australia), Syed Shams (The University of Southern Queensland, Australia), Waleed Abdel-Qader (Australian Catholic University, Australia)
Does Banks' Systemic Importance affect their Capital Structure and Balance Sheet Adjustment Processes?
Yassine Bakkar (Université de Limoges, LAPE, France), Olivier De Jonghe (National Bank of Belgium, Belgium), Amine Tarazi (Université de Limoges, LAPE, France)
Does Investors' Sentiment affect the Bitcoin Premium in Korea?
Bae Kyounghun (Hanyang University, South Korea), Chae Joon (Seoul National University, South Korea), Kang Hyoung (Hanyang University, South Korea), Koo Bonha (Seoul National University, South Korea)
Linguistic Complexity and Cost of Equity Capital
Aaron Gilbert (Auckland University of Technology, New Zealand), Alexandre Garel (Auckland University of Technology, New Zealand), Ayesha Scott (Auckland University of Technology, New Zealand)
Disciplining Mining MNEs' Corporate Social Responsibility Programs through Monitoring by Institutional Investors
Travis Selmier (Indiana University Bloomington, United States)
Effects of Single Stock Circuit Breakers on Prices, Volatility, and Liquidity: Canadian Evidence
Lorne N. Switzer (Concordia University, Canada and John Molson School of Business, Canada), Cagdas Tahaoglu (John Molson School of Business, Canada)
Measuring Network Systemic Risk Contributions: A Leave-one-out
Yannick Lucotte (Laboratoire d'Economie d'Orléans (LEO) & PSB Paris School of Business, France), Sessi Tokpavi (Laboratoire d'Economie d'Orleans, France), Sullivan Hué (Laboratoire d'Economie d'Orleans, France)
The Connection between Corporate Governance, Corporate Risk, and Performance in Taiwan Listed Companies
Jo-Yu Wang (National Formosa University, Taiwan), Juo-Lien Wang (Chaoyang University of Technology, Taiwan), Hui-Yu Liao (Feng Chia University, Taiwan)
Risk Budgeting in Financial Firms and The Value of an Expert Opinion
Diego Vega San Martín (Southern Methodist University, United States)
Constructing a Powerful Profitability Factor: International Evidence
Matthias X. Hanauer (Technical University of Munich, Germany), Daniel Huber (Technical University of Munich, Germany)
The Value of Independent Directors: Evidence from China
Yihan Wua (Southeast University, China), Bin Dong (Southeast University, China)
No Job, No Money, No Refi: Frictions to Refinancing in a Recession
Anthony A. DeFusco (Northwestern University, United States), John Mondragon (Northwestern University, United States)
Physical Investment of Japanese Firms during QE and non-QE Periods: Did the Transmission Mechanism Work?
Saang Joon Baak (Waseda University, Japan), Jaehyun Yoon (Waseda University, Japan)
Monetary Rules and Policy Targets under Managed Exchange Rates and Capital Controls: An Application to China
Paul McNelis (Fordham University, United States), Hongyi Chen (Hong Kong Monetary Authority, Hong Kong SAR China)
CSR, Financial Ressources and Stakeholder Pressure.
Sahut Jean-Michel (IDRAC Business School, France), Hikkerova Lubica (Ipag Business School, France), Braune Eric (INSEEC U, France)
Bank as a Venture Capitalist
Rishabh Kumar (University of Basel, Switzerland).
Debt Holder Monitoring and Implicit Guarantees: Did The BRRD Improve Market Discipline?
Cutura Jannic (Goethe-University Frankfurt am Main, Germany).
Does Co-option Affect Merger and Acquisition Outcomes for Bidding Firms?
Ghannam Samir (University of Technology Sydney, Australia and University of Technology, Australia), Bugeja Martin (University of Technology, Australia), Jeganathan Davina (University of Technology Sydney, Australia and University of Technology, Australia).
Monetary Policy Transmission and Spillovers in an Open Economy During Normal and Negative Interest Rate Periods
Laseen Stefan (Sveriges Riksbank, Sweden).
The Price of Going Green: The Role of Greenness in Green Bond Markets
Park Donghyun (Asian Development Bank, Philippines), Tian Shu (Asian Development Bank, Philippines), Hyun Suk (Yonsei University, South Korea).
Borrowing Constraints and Export Decision: The Case of Vietnamese Exporters
Duong An Thi Thuy (Utrecht University, Netherlands and Banking University of Ho Chi Minh City, Vietnam), Kool Clemens (Utrecht University, Netherlands), Roelfsema Hein (Utrecht University, Netherlands).
Dynamic Limit Order Placement Strategies: Survival Analysis with a Multiple-Spell Duration
Le Anh Tu (UNSW Business School, Australia), Le Thai-Ha (IPAG Business School, France and RMIT University ,Vietnam), Waiman Liu (ANU College of Business and Economics, Australia), Fong Kingsley (UNSW Business School, Australia).
Unguarded Inflation & Inflation Expectations at the Zero Lower Bound: Implications for the Inflation Targeting
Nasir Muhammad Ali (Leeds Becket University, United Kingdom)
Sovereign Wealth Funds and Equity Pricing: Evidence from Implied Cost of Equity of Publicly Traded Targets
Boubaker Sabri (South Champagne Business School, France and Institut de Recherche en Gestion, France), Boubakri Narjess (American University of Sharjah, United Arab Emirates), Grira Jocelyn (UAE University, United Arab Emirates), Guizani Asma (Monastir University, Tunisia)
Credit Rating Migration Risk and Interconnectedness in a Corporate Lending Network
Kanno Masayasu (Nihon University)
Payment-System Development and the Real Economy: Implications from India's Demonetization
Gao Xiaodan (National University of Singapore, Singapore), Wang Mingzhi (University of International Business and Economics, China), Zhang Na (Fudan university, China)
Foreign Institutional Ownership and the Choice between Public and Private Debt
Hu Jinshuai (Xiamen University, China), Mensah Albert (City University of Hong Kong, China), Tsang Albert (York University, Canada)
Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas
Zevelev Albert (Baruch College, United States)
Why do Firms Choose Negative Net Debt Policy?
Shimizu Katsutoshi (Nagoya University, Japan), Ly Kim Cuong (Swansea University, United Kingdom), Wei Cui (Nagoya University, Japan)
Regulation and Information Environment -Evidence from the Volcker Rule
Wen Yuan (SUNY New Paltz, United States)
Banks' Timely Loan Loss Recognition and Uninsured Large Time Deposits
Nguyen Ngan (Boston University, United States)
Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect
Nartea Gilbert (University of Canterbury, New Zealand), Cheema Muhammad (University of Waikato, New Zealand)
Interest Rate Policy and Interbank Market Breakdowns
Nueckles Marc (Universität Duisburg-Essen, Germany)
The Finance-Growth Nexus Revisited: The Role of Banks
Laiz Marcela (Universidade Catolica de Brasilia, Brazil), Tabak Benjamin (Universidade Católica de Brasília, Brazil), Silva Thiago (Universidade Católica de Brasília, Brazil)
Monetary Policy and Bank Equity Values in a Time of Low Interest Rates
Ampudia Miguel (European Central Bank, Germany), Van Den Heuvel Skander (Federal Reserve Board, United States)
CO2 Emissions and the Cross Section of Stock Returns
Park Haehean (SWUFE, China), Choi Jongmoo (Temple University, United States), Jo Hoje (Santa Clara University, United States).
Changes in the Basel Capital Adequacy Regulations and its Implication on Profitability of Banks: Evidence from India
Seth Gaurav (Indian Institute of Technology, India), Phani B.V. (Indian Institute of Technology, India)
Monetary Policy Pass-through under Internet-Only Banks: The Case of Mexico
Lamadrid Arturo (Banco de Mexico, Mexico)
Collateral and the Disruption of Firms as Non-financial Intermediaries: Evidence from Chinese Property Law
Xu Bing (Bank of Spain, Spain)
The “15 days” Debate: Evidence from 10-K Submissions
Alsabah Khaled (University of Colorado at Boulder, United States)
Global Liquidity, Market Sentiment and Financial Stability Indices
Osina Nataliia (Manchester Business School, United Kingdom)
The Role of Institutions in Mitigating The Risk of Push and Pull Factors on Economic Growth
Rafiqa Murdipi (International Islamic University Malaysia, University Putra Malaysia), Ahamd Zubaidi Baharumshah( Universiti Putra Malaysia)
The Dynamics of Finance-Growth-Inequality Nexus: Theory and Evidence for India
Pranab Kumar Das (Centre for Studies in Social Sciences, Calcutta), Bhaswati Ganguli (Department of Ststistics, University of Calcutta), Sugata Marjit (Centre for Studies in Social Sciences, Calcutta), Sugata Sen Roy (Department of Statistics, University of Calcutta)
Cross-Sectional Seasonalities in International Government Bond Returns
Adam Zaremba (Poznan University of Economics and Business, Poland and University of Dubai, UAE)
Forecasting Inflection Points: Hybrid Methods with Machine Learning Algorithms
Julien Chevallier (Université Paris 8, Vincennes-Saint-Denis, France); Zhang Lyuyuan (Huaqiao University, China), Bangzhu Zhu (Jinan University, China)
Assessing the Price and Output Effects of Monetary Policy in Vietnam: Evidence from a VAR Analysis
Thi Mai Lan Nguyen (Erasmus University Rotterdam, Holland and Bank for Investment and Development of Vietnam, Vietnam), Elissaios Papyrakis (Erasmus University Rotterdam, Holland and University of East Anglia, England), Peter A.g Van Bergeijk (Erasmus University Rotterdam, Holland)
Effective Board Composition: Does Independence Matter?
Sureyya Avci (University of Notre Dame, USA), Cindy Schipani (University of Michigan, USA), Nejat Seyhun (University of Michigan, USA)
Changes in the Differences in Assets Preferences of the Public and the Private Banks in the Course of the Global Financial Crisis: Evidence from an Emerging Market
Sureyya Avci (University of Notre Dame, USA), Arhan Ertan (Kadir Has University, Turkey)
Bank Profitability and Risk-Taking in a Low Interest Rate Environment: The Case of Thailand
Lathaporn Ratanavararak (Puey Ungphakorn Institute for Economic Research, Thailand), Nasha Ananchotikul (Puey Ungphakorn Institute for Economic Research, Thailand)
Effects of Serial Position on Stock Liquidity: Evidence from Japanese REIT Markets
Ming Yan William Cheung (Waseda University, Japan), Lewen Guo (Waseda University, Japan), Yuichiro Kawaguchi (Waseda University, Japan), Stephan Unger (Saint Anselm College, USA)
Containing the Cost of Banking Crises: Does the Policy Framework Matter?
Florian Pradines (Université d'Orléans, France and Paris School of Business, France), Yannick Lucotte (Université d'Orléans, France)and Paris School of Business, France), Grégory Levieuge (Université d'Orléans, France)
Do Small-Cap Fund Managers Are Really Familiar with Small Stock? The Explanation from Coskewness Timing Ability
Woraphon Wattanatorn (Mahidol University International College, Thailand)
Incorporating Creditors' Seniority into Contingent Claim Models: Application to Peripheral Euro Area Countries
Manish Singh (Indira Gandhi Institute of Development Research, India and University of Barcelona, Spain), Marta Gomez-Puig (University of Barcelona, Spain), Simon Sosvilla-Rivero (Universidad Complutense de Madrid, Spain)
Price Range and the Cross-Section of Expected Country and Industry Returns
Adam Zaremba (Poznan University of Economics and Business, Poland and University of Dubai, UAE)
Monetary Policy and Macroeconomic Stability in a Small Open Economy with Trend Inflation: the Case of Australia
Bo Zhang (Southwestern University of Finance and Economics, China), Wei Dai (Southwestern University of Finance and Economics, China)
The Determinants of the Convertible Bonds Call Policy of the Western European Companies
Olivier Adoukonou (Université d'Angers, France), Jean-Laurent Viviani (Universite de Rennes 1, France)
Measuring Financial Literacy as a Key Driver of Financial Wellbeing: A case-study among Greek University Students
Christis Hassapis (University of Cyprus, Cyprus)
Earnings Profiles and Mental Health Based Discrimination: Evidence from the UK Financial Sector
Damien Cassells (Dublin Institute of Technology, Ireland), Jim Hanly (Dublin Institute of Technology, Ireland), Klavs Ciprikis (Dublin Institute of Technology, Ireland), Jenny Berrill (Trinity College Dublin, Ireland)
The Impact of Uncertainty on the Macro-Financial Linkage with International Financial Exposure
Maria Teresa Punzi (Webster University Vienna, Austria)
Firm efficiency effect on average stock returns – The role of arbitrage costs
Thu A.t. Pham (University of Economics Ho Chi Minh City, Vietnam)
Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
Hirokuni Iiboshi (Tokyo Metropolitan University, Japan), Mototsugu Shintani (University of Tokyo, Japan), Kozo Ueda (Waseda University, Japan and Centre for Applied Macroeconomic Analysis, Australia)
Strengthened State Capitalism: Nationalized Firms in China
Anders Johansson (Stockholm School of Economics, Sweden), Xunan Feng (Shanghai University of Finance and Economics, China), Ying Wang (Peking University, China)
Firm-Specific Information and Stock Returns
Ha Nguyen (The University of Western Australia, Australia)
Heterogeneous Perceptions of Political Uncertainty: Evidence from Stock Market Reactions to a Presidential Term Limit Repeal
Zigan Wang (The University of Hong Kong, China), Youan Wang (The University of Hong Kong, China), Junyan Jiang (Chinese University of Hong Kong, China)
CEO-Subsidiary Relationships and Banks' Risk-taking Behaviour
Kim Cuong Ly (Swansea University, UK), Linh Tran (Swansea University, UK), Oleksandr Talavera (Swansea University ,UK)
Pricing Implications of Covariances and Spreads in Currency Markets
Thomas Maurer (Washington University in St. Louis ,USA), Thuy Duong To (University of New South Wales ,Australia), Ngoc Khanh Tran (Washington University in St. Louis, USA)
Competition and Risk in South Asian Banking Industry
Ahmed Imran Hunjra (The University of Waikato, New Zealand) and University of Arid Agriculture Rawalpindi, Pakistan), Stuart M. Locke (The University of Waikato, New Zealand), Nirosha Wellalage (The University of Waikato, New Zealand)
Carry Trade Returns and Commodity Prices under Capital and Interest Rate Controls: Theory and Evidence from China
Lei Pan (Monash University, Australia), Svetlana Maslyuk-Escobedo (Australian Catholic University, Australia), Vinod Mishra (Monash University, Australia)
No-Arbitrage Determinants of Credit Spread Curves under the Unconventional Monetary Policy Regime in Japan
Tatsuyoshi Okimoto (Australian National University, Australia), Sumiko Takaoka (Seikei University, Japan)
Stress Test Precision, Bank Stability, and Welfare
Diego Moreno (Universidad Carlos III de Madrid, Spain), Takalo Tuomas (Bank of Finland, Finland and VATT Institute for Economic Research, Finland)
Does Foreign Exchange Risk Matter to Equity Research Analysts? Evidence from US Firms
Tuan Ho (University of Bristol, UK), Tri Vo (IPAG Business School, France and University of Economics Ho Chi Minh City, Vietnam), Yen Nguyen (St Francis Xavier University, Canada)
Threshold Effect of Economic Integration on Bank Risk-Taking: Evidence from Emerging Markets
Duy-Tung Bui (University of Economics Ho Chi Minh City, Vietnam), Thi-Mai-Hoai Bui (University of Economics Ho Chi Minh City, Vietnam)
A General Model of Managerial Incentives and Risk-Taking
Jonathan Fluharty-Jaidee (West Virginia University, USA and Clarkson University, USA)
ASEAN Banking Integration: Measures and Determinants
Dao Ha (Banking University of Ho Chi Minh City, Vietnam), Philippe Gillet (Université Paris Sud - Paris XI, France), Phuong Le (Banking University of Ho Chi Minh City, Vietnam and Université Paris Sud - Paris XI, France), Tri Vo (IPAG Busness School, France and University of Economics Ho Chi Minh City, Vietnam)
The Bright Side of Diversification: Evidence from Economic Policy Uncertainty
Bill Francis (Rensselaer Polytechnic Institute, USA); Brian Clark (Rensselaer Polytechnic Institute, USA); Gilna Samuel (Rensselaer Polytechnic Institute, USA)
Proposal for a Globally Consistent Stress Testing Approach
Colin Ellis (University of Birmingham, UK)
Microfinance Organisations: A taxonomy
Hien Hoang Thi Thu (Banking Academy of Vietnam, Vietnam)
Higher-Order Comoments and Asset Returns: Evidence From Emerging Equity Markets
Xuan Vinh Vo (University of Economics, Ho Chi Minh City, Vietnam), Thi Tuan Anh Tran (University of Economics, Ho Chi Minh City, Vietnam)
Does Conditional Capital Asset Pricing Model Explain Stock Returns in Emerging Markets ?
Xuan Vinh Vo (University of Economics, Ho Chi Minh City, Vietnam), Dong Phong Nguyen (University of Economics, Ho Chi Minh City, Vietnam), Tu Thi Kim Thoa (University of Economics, Ho Chi Minh City, Vietnam), Thi Tuan Anh Tran (University of Economics, Ho Chi Minh City, Vietnam)
Causality in Variance Tests: Finite Sample Properties and New Powerful Modifications
Christina Christou (Open University of Cyprus, Cyprus)
Noise Trader Risk: Evidence From Vietnam Stock Market
Khoa Cuong Phan (University of Economics - Hue University, Vietnam), Thi Bich Ngoc Tran (University of Economics - Hue University, Vietnam), Thanh Cong Bui (University of Economics - Hue University, Vietnam)
Is Vietnam's Exchange Rate Regime Optimal?
Anthony J Makin (Griffith University, Australia), Hung Bui (Banking Academy of Vietnam, Vietnam)
Efficient Willow Tree Method for Variable Annuities Valuation and Risk Management
Bing Dong (Tongji University, China), Wei Xu (Tongji University, China), Aleksandar Sevic (University of Dublin, Ireland), Zeljko Sevic (Universiti Utara Malaysia, Malaysia)
Bond Market and Macroeconomic Stability in East Asia: A Nonlinear Causality Analysis
Jamel Boukhatem (Umm al-Qura University, Saudi Arabia & University of Tunis el Manar, Tunisia), Zied Ftiti (EDC Paris Business School, France & University of Tunis, Tunisia), Jean-Michel Sahut (IDRAC Business School, France)
Stock Price Synchronicity, Stock Liquidity and Country's Institutional Environment: International Evidence
Tung Lam Dang (University of Economics- University of Danang, Vietnam), Thu Phuong Pham (University of Adelaide, Australia)
Does Financial Globalization Spur Growth in Developing Countries? Considering Nominal Exchange Rate Volatility’s Effects
Brahim Gaies (IPAG Business School, Paris, France), Khaled Guesmi (IPAG Business School, Paris, France), Stéphane Goutte (Paris Business School, France)
Reassessing the Relationship Between Sovereign and Corporate Ratings: New Evidence from Nonlinear Panel Data Techniques
Younes Ben Zaied (Institut supérieur des Sciences, Techniques et Economie Commerciales (ISTEC), France), Ben Cheikh Nidhaleddine (Groupe ESSCA, Université Catholique de l'Ouest, France), Ben Hmiden Oussama (Groupe ESSCA, Université Catholique de l'Ouest, France)
Ownership Concentration and Firm Valuation: A Segmented Analysis
Nam Tran (University of Economics Ho Chi Minh City, Vietnam), Chi Le (University of Economics Ho Chi Minh City, Vietnam)
Beliefs, Portfolio Constraints, Speculation and Asset Pricing: a General Equilibrium Analysis
Nam Dau (Ho Chi Minh National Academy of Political Science (HCMA), Vietnam)
Corporate Social Performance and Financial Performance in the Airline Industry: New Research Strategies
Béchir Ben Lahouel (Ipag Business School Paris, France), Brahim Gaies (Ipag Business School Paris, France), Maria Giuseppina BRUNA (Ipag Business School Paris, France)
