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Jun 02 2020 Bodo Herzog
  Modelling the Interaction of Liquidity to Price Dynamics
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May 09 2020 Jessica Paule-Vianez , Raúl Gómez-Martínez and Camilo Prado-Román
  Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity
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Nov 12 2019 Edoardo Gaffeo , Lucio Gobbi and Massimo Molinari
  Liquidity contagion with a “first-in/first-out” seniority of claims
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Sep 30 2019 John Nana Francois and Ryan S Mattson
  Divisia Monetary Aggregates for Developing Economies: Some Theory
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Aug 27 2019 Kore Marc Guei
  Does financial structure matter for economic growth: evidence from South Africa
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Jun 23 2019 Christophe Schalck
  Investigating shifts in public debt management behaviour in France
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May 31 2019 Matteo Foglia and Eliana Angelini
  An explorative analysis of Italy banking financial stability
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Mar 28 2019 Luz A. Flórez and Catalina Granda
  Retirement choice in a frictionless labor market
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Jan 24 2018 Yasuyuki Sawada , Hiroyuki Nakata , Kunio Sekiguchi and Yoko Okuyama
  Land and Real Estate Price Sensitivity to a Disaster: Evidence from the 2011 Thai Floods
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Jan 21 2018 Wahyoe Soedarmono
  Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 19 2017 Stefano Alderighi
  A note on how to enhance liquidity in emerging markets by levering on trading participants
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Oct 26 2017 Arzé Karam
  The effects of intraday news flow on market liquidity, price volatility and trading activity
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Jul 29 2017 Paolo Vitale
  Ambiguity-aversion in a Single Auction Market
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Apr 22 2017 Antonio Ribba
  What Drives US Inflation and Unemployment in the Long Run?
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Apr 09 2017 Abdul Rashid and Hira Mehmood
  Liquidity and Capital Structure: The Case of Pakistani Non-Financial Firms
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Apr 14 2016 Yoshiko Suzuki
  European banks' funding realignment during the European debt crisis: impact of counterparty risk and funding liquidity on FX swap pricing
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Mar 17 2016 Juan Gabriel Brida and María Nela Seijas
  The impact of funded pension schemes in domestic capital markets: evaluating global reforms
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Mar 17 2016 Andrew G. Meyer
  Explaining the fixed cost component of discounting: the importance of students' liquidity constraints
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Jun 09 2015 Alexander C. Jung
  Does liquidity matter for money demand in euro area countries?
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Nov 05 2014 Alexandru Todea and Andrei Rusu
  Liquidity, information and market efficiency: an intraday approach on a frontier stock market
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Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta
  Decomposing the bid-ask spread in the Brazilian market: an intraday framework
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Aug 06 2014 Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai
  Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours
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May 25 2014 Eisei Ohtaki
  Asymmetric liquidity shocks and optimal monetary policy
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Apr 23 2014 Mathias Kifmann , Kerstin Roeder and Clarissa Schumacher
  A note on quasi-hyperbolic discounting, risk aversion, and the demand for insurance
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Apr 03 2014 Jean-michel Sahut and Medhi Mili
  Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 30 2014 Carl Chiarella and Corrado Di Guilmi
  Financial instability and debt deflation dynamics in a bottom-up approach
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Jan 20 2014 Makram El-shagi and Logan J Kelly
  Liquidity in the liquidity crisis: evidence from Divisia monetary aggregates in Germany and the European crisis countries
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Dec 23 2013 Bruno Milani and Paulo Sergio Ceretta
  Do Brazilian REITs depend on Real Estate sector companies or Overall Market?
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Jul 13 2013 Edward W. Sun and Timm Kruse
  Economic Modeling for Optimal Trading of Financial Asset in Volatile Market
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Nov 19 2012 Kenichi Tamegawa
  Closed Form of Fiscal Multipliers in a DSGE model with Liquidity-Constrained households
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Oct 21 2011 JaeJoon Han
  Adequate Liquid Provision for a Run Preventing Contract
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May 12 2011 Nikolay Nenovsky , Amine Lahiani and Petar Chobanov
  Empirical Investigation of Systemic Risk in the New EU States
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Apr 20 2011 George Milunovich
  Measuring the Impact of the GFC on European Equity Markets
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Oct 21 2010 Riccardo Lo Conte
  Debt and interest rates: lessons from european monetary union
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 16 2010 Dean Fantazzini
  Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
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May 25 2010 Damien Échevin
  Ricardian or Spender Consumers? Evidence from a Taxpayer Survey Questionnaire
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Mar 10 2010 Raphaël Giraud
  On the interpretation of the WTP/WTA gap as imprecise utility: an axiomatic analysis
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Jun 28 2009 Noritaka Kudoh
  A global analysis of liquidity effects, interest rate rules, and deflationary traps
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Mar 11 2008 C. Emre Alper and Orhan Torul
  Oil Prices, aggregate economic activity and global liquidity conditions: evidence from Turkey
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Feb 14 2008 Travaglini Giuseppe
  An exact consumption rule with liquidity constraints and stochastic income
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Aug 02 2007 Antonio Doblas-Madrid
  Implications of within-period timing in models of speculative attack
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Mar 09 2006 Vahe Lskavyan
  Multiple Shareholder Control as a Signaling Mechanism
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Aug 25 2004 Frank Westerhoff and Sebastiano Manzan
  Does liquidity in the FX market depend on volatility?
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Sep 23 2003 Roberto Ricciuti and Davide Di Laurea
  An experimental analysis of two departures from Ricardian equivalence
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Oct 16 2002 Hillel Rapoport
  Migration, credit constraints and self-employment: A simple model of occupational choice, inequality and growth
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Mar 29 2002 Patrick Fève , Fabrice Collard and Stéphane Auray
  Habit Persistence and Beliefs Based Liquidity Effect
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Oct 23 2001 João Amaro de Matos and Paula Antão
  Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
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