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2. Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles?. (2022). Wang, Xichen ; Yan, Cheng.
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3. Financial market resilience and financial development: A global perspective. (2022). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun.
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4. Market co-movement between credit default swap curves and option volatility surfaces. (2022). Shi, Yukun ; Xu, Yaofei ; Yan, Cheng ; Stasinakis, Charalampos.
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5. Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Wang, Xichen ; Yan, JI ; Gozgor, Giray.
   In: Journal of International Financial Markets, Institutions and Money.
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6. Listed zombie firms and top executive gender: Evidence from an emerging market. (2020). Lau, Chi Keung ; Gözgör, Giray ; Wu, Wanshan ; Fang, Jianchun ; Gozgor, Giray ; Yan, Cheng.
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7. Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Zhang, Jinhua ; Wang, Guipu ; Yan, Cheng.
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8. Hot money flows and production uncertainty: Evidence from China. (2019). Zhang, Yihao ; Huang, Jian ; Chen, Fang ; Shenoy, Catherine.
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9. Hot money in disaggregated capital flows. (2018). Yan, Cheng.
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10. Analysis of foreign direct investment as a comparison of macroeconomic factors in seven countries Asean 5, China and Japan during period 1996-2015. (2018). Aribowo, Wira Ganet.
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11. The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Wang, Xichen ; Yan, Cheng.
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12. On cross-border bank credit and the U.S. financial crisis transmission to equity markets. (2016). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng.
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13. The Role of Push and Pull Factors in Driving Global Capital Flows. (2016). Marfatia, Hardik.
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1. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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2. International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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3. Bank Systemic Risk and Corporate Investment. (2016). Adachi-Sato, Meg.
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4. When do creditors with heterogeneous beliefs agree to run?. (2015). Wissel, Johannes ; Krishenik, Andrey ; Minca, Andreea.
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5. AIG in Hindsight. (2015). Paulson, Anna ; McDonald, Robert L..
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6. Financing Entrepreneurial Experimentation. (2015). Nanda, Ramana ; Rhodes-Kropf, Matthew.
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7. The role of the Federal Reserve as an international lender of last resort during the 2007–2008 financial crisis. (2015). Seghezza, Elena ; Morelli, Pierluigi ; Pittaluga, Giovanni .
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8. TAF Effect on Liquidity Risk Exposure. (2015). Puddu, Stefano ; Waelchli, Andreas .
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9. Access policy and money market segmentation. (2015). Nellen, Thomas ; Kraenzlin, Sébastien.
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10. FX market liquidity, funding constraints and capital flows. (2015). Phylaktis, Kate ; Banti, Chiara.
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11. Information quality and crises in regime-change games. (2015). Iachan, Felipe ; Nenov, Plamen T..
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12. Contagion in the interbank market: Funding versus regulatory constraints. (2015). Georgescu, Oana-Maria.
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13. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
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14. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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15. A network analysis of the evolution of the German interbank market. (2014). Georg, Co-Pierre ; battiston, stefano ; Roukny, Tarik.
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16. Systemic Risk and Bank Size. (2014). Varotto, Simone ; Zhao, Lei.
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17. Complex Financial Networks and Systemic Risk: A Review. (2014). Kirman, Alan ; Bougheas, Spiros.
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18. Maturity Rationing and Collective Short-Termism. (2014). Oehmke, Martin ; Milbradt, Konstantin.
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19. AIG in Hindsight. (2014). Paulson, Anna ; McDonald, Robert.
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21. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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22. Funding Liquidity Risk From a Regulatory Perspective. (2014). Heam, Jean-Cyprien ; Gourieroux, Christian.
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23. Shall We Keep Early Diers Alive?. (2014). Pinna, Andrea.
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24. Complex Financial Networks and Systemic Risk: A Review. (2014). Kirman, Alan ; Bougheas, Spiros.
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25. Indirect Contagion in an Originate-to-Distribute Banking Model. (2014). Pinna, Andrea.
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26. Granularity of corporate debt. (2013). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jaewon.
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27. Balance sheet strength and bank lending during the global financial crisis. (2013). Minoiu, Camelia ; Kapan, Tumer.
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28. The Fragility of Short-Term Secured Funding Markets. (2013). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine.
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29. Financial Markets, Institutions and Liquidity. (2013). Allen, Franklin ; Carletti, Elena.
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30. Can tax policy co-cause the crisis?. (2013). Szarowská, Irena.
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31. The fragility of short-term secured funding markets. (2013). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine.
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32. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie J. ; Covitz, Daniel .
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33. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie ; Covitz, Daniel .
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34. Leverage and preemptive selling of financial institutions. (2013). welch, ivo ; Bernardo, Antonio E..
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35. The effects of the structure of banking market and funding strategy on risk and return. (2013). Amidu, Mohammed.
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36. Asset Commonality, Debt Maturity and Systemic Risk. (2013). Carletti, Elena ; Babus, Ana ; Allen, Franklin.
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37. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Mignon, Valerie ; Briere, Marie ; Oosterlinck, Kim ; Drut, Bastien ; Szafarz, Ariane.
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38. Funding Liquidity Risk from A Regulatory Perspective. (2013). Héam, Jean-Cyprien ; gourieroux, christian ; Heam, Jean-Cyprien .
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39. Wholesale Funding, Coordination, and Credit Risk. (2013). Zhang, Lin ; Zheng, Yong.
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40. Capital regulation, liquidity requirements and taxation in a dynamic model of banking. (2012). Lucchetta, Marcella ; Gamba, Andrea ; Luccetta, Marcella ; de Nicolo, Gianni.
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41. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky.. (2012). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie.
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42. Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros.
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43. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
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44. Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking. (2012). Gamba, Andrea ; Lucchetta, Marcella ; de Nicolo, Gianni.
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45. Rollover risk, network structure and systemic financial crises. (2012). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo.
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47. Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros.
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48. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
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49. Asset Commonality, Debt Maturity and Systemic Risk. (2011). Carletti, Elena ; Babus, Ana ; Allen, Franklin.
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50. Strategic Complementarity, Fragility, and Regulation. (2011). Vives, Xavier.
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