GLOBAL AND REGIONAL FINANCIAL STABILITY

WE ARE WORKING TO PROMOTE ISSUES RELATED TO GLOBAL AND REGIONAL FINANCIAL STABILITY.

Research Output related to systemic risk and related issues (refereed articles) of the IGF Associates.

The effectiveness of position limits: Evidence from the foreign exchange futures markets (2013)
Journal of Banking and Finance, 37 (11), 4501-4509 Chang, Y. (National Chengchi University), Chen, Y. (Chung Yuan Christian University), Chou, R. (National Chengchi University) and Y. Gau (National Central University)
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news (2013)
Journal of Banking and Finance, 37 (11), 4488-4500 Akhtar, S. (Australian National University), Faff, R. (University of Queensland), Oliver, B. (Australian National University) and A. Subrahmanyam (UCLA)
The financial cycle and macroeconomics: What have we learnt? (2013)
Borio, C. (Bank for International Settlements), Journal of Banking and Finance, forthcoming
The spillover effects of unremunerated reserve requirements: Evidence from Thailand (2013)
Tongurai, J. (University of Otago) and C. Vithessonthi (Miyazaki International College), Journal of Banking and Finance, forthcoming
Does Banking Competition Affect Innovation? (2013)
Cornaggia, J., Mao, Y., Tian, X. and B. Wolfe, Journal of Financial Economics, forthcoming.
The Dark Side of Analyst Coverage: The Case of Innovation (2013)
He, J. and X. Tian, Journal of Financial Economics, Vol. 109 (3), 856-878
Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy (2012)
Journal of Banking and Finance, 36(12), 3125-3132 Bruce Arnolda, Claudio Boriob, Luci Ellisc, Fariborz Moshirian
Liquidity crisis, financial integration and global financial stability (2012)
Journal of Banking and Finance, 36(10), 2673-2674 Moshirian, F.
Global financial crisis, international financial architecture and regulation (2011)
Journal of Banking and Finance, 35(3), 499-501 Moshirian, F.
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)
American Economic Review, 102(3): 59-64. Acharya, V., Engle, R. and M. Richardson.

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