Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2021

• Martínez-Martín, Jaime & Rusticelli, Elena, 2021, "Keeping track of global trade in real time," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 224-236, DOI: 10.1016/j.ijforecast.2020.04.005.
• Cipollini, Fabrizio & Gallo, Giampiero M. & Otranto, Edoardo, 2021, "Realized volatility forecasting: Robustness to measurement errors," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 44-57, DOI: 10.1016/j.ijforecast.2020.02.009.
• Costantini, Mauro & Kunst, Robert M., 2021, "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 445-460, DOI: 10.1016/j.ijforecast.2020.06.010.
• Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021, "Forecasting macroeconomic risks," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1173-1191, DOI: 10.1016/j.ijforecast.2021.01.003.
• Baumeister, Christiane & Guérin, Pierre, 2021, "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1276-1295, DOI: 10.1016/j.ijforecast.2021.02.008.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021, "Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1509-1519, DOI: 10.1016/j.ijforecast.2020.10.006.
• Sucarrat, Genaro, 2021, "Identification of volatility proxies as expectations of squared financial returns," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1677-1690, DOI: 10.1016/j.ijforecast.2021.03.008.
• Li, Hong & Shi, Yanlin, 2021, "A new unique information share measure with applications on cross-listed Chinese banks," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106141.
• Clements, Adam & Preve, Daniel P.A., 2021, "A Practical Guide to harnessing the HAR volatility model," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106285.
• Diebolt, Claude & Mishra, Tapas & Perrin, Faustine, 2021, "Gender empowerment as an enforcer of individuals’ choice between education and fertility: Evidence from 19th century France," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 408-438, DOI: 10.1016/j.jebo.2021.05.011.
• Kukacka, Jiri & Kristoufek, Ladislav, 2021, "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 324-356, DOI: 10.1016/j.jebo.2021.10.007.
• Athari, Seyed Alireza & Kondoz, Mehmet & Kirikkaleli, Dervis, 2021, "Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries," Journal of Economics and Business, Elsevier, volume 116, issue C, DOI: 10.1016/j.jeconbus.2021.105984.
• Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea, 2021, "Spectral factor models," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 214-238, DOI: 10.1016/j.jfineco.2021.04.024.
• Lucas, Sterenn & Soler, Louis-Georges & Revoredo-Giha, Cesar, 2021, "Trend analysis of sustainability claims: The European fisheries and aquaculture markets case," Food Policy, Elsevier, volume 104, issue C, DOI: 10.1016/j.foodpol.2021.102141.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2021, "Assessing cross-border interconnectedness between shadow banking systems," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102278.
• Duygun, Meryem & Tunaru, Radu & Vioto, Davide, 2021, "Herding by corporates in the US and the Eurozone through different market conditions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102311.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021, "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102355.
• Chipeniuk, Karsten O. & Walker, Todd B., 2021, "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103348.
• Nonejad, Nima, 2021, "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100167.
• Winkelried, Diego, 2021, "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100168.
• Carpantier, Jean-François, 2021, "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100170.
• Al Refai, Hisham & Eissa, Mohamad Abdelaziz & Zeitun, Rami, 2021, "The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00200.
• Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021, "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00203.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Bhutto, Niaz Ahmed, 2021, "Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101946.
• Zakaria, Muhammad & Khiam, Shahzeb & Mahmood, Hamid, 2021, "Influence of oil prices on inflation in South Asia: Some new evidence," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2021.102014.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Monge, Manuel & Gil-Alana, Luis A., 2021, "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102040.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Olayinka, Hammed A., 2021, "Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102045.
• Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102147.
• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Klein, Tony & Todorova, Neda, 2021, "Night trading with futures in China: The case of Aluminum and Copper," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102205.
• Kumar, Satish & Khalfaoui, Rabeh & Tiwari, Aviral Kumar, 2021, "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102253.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
• Jareño, Francisco & González, María de la O. & López, Raquel & Ramos, Ana Rosa, 2021, "Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102281.
• Monge, Manuel & Cristóbal, Enrique, 2021, "Terrorism and the behavior of oil production and prices in OPEC," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102321.
• Badeeb, Ramez Abubakr & Szulczyk, Kenneth R. & Lean, Hooi Hooi, 2021, "Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102326.
• Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021, "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102334.
• Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021, "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102340.
• Moussa, Wajdi & Mgadmi, Nidhal & Béjaoui, Azza & Regaieg, Rym, 2021, "Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102416.
• Brownlees, Christian & Souza, André B.M., 2021, "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 312-330, DOI: 10.1016/j.jmoneco.2020.11.003.
• Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
• Xu, Yingying, 2021, "Risk spillover from energy market uncertainties to the Chinese carbon market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101561.
• Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
• Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021, "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101586.
• Khraief, Naceur & Shahbaz, Muhammad & Mahalik, Mantu Kumar & Bhattacharya, Mita, 2021, "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 563, issue C, DOI: 10.1016/j.physa.2020.125423.
• Zhang, Xingmin & Zhang, Shuai, 2021, "Optimal time-varying tail risk network with a rolling window approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 580, issue C, DOI: 10.1016/j.physa.2021.126127.
• Cour-Thimann, Philippine & Jung, Alexander, 2021, "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.ejpoleco.2021.102039.
• Tsionas, Mike G., 2021, "Bayesian forecasting with the structural damped trend model," International Journal of Production Economics, Elsevier, volume 234, issue C, DOI: 10.1016/j.ijpe.2021.108046.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021, "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 151-160, DOI: 10.1016/j.qref.2020.05.016.
• Kondoz, Mehmet & Kirikkaleli, Dervis & Athari, Seyed Alireza, 2021, "Time-frequency dependencies of financial and economic risks in South American countries," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 170-181, DOI: 10.1016/j.qref.2020.05.014.
• Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021, "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 290-302, DOI: 10.1016/j.qref.2020.07.005.
• Haffar, Adlane & Le Fur, Eric, 2021, "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 170-178, DOI: 10.1016/j.qref.2021.02.010.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021, "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 272-286, DOI: 10.1016/j.qref.2021.02.005.
• McMillan, David G., 2021, "When and why do stock and bond markets predict US economic growth?," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 331-343, DOI: 10.1016/j.qref.2021.03.004.
• Mokni, Khaled, 2021, "When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 65-73, DOI: 10.1016/j.qref.2021.01.017.
• Kumah, Seyram Pearl & Odei-Mensah, Jones, 2021, "Are Cryptocurrencies and African stock markets integrated?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 330-341, DOI: 10.1016/j.qref.2021.06.022.
• Azad, Nahiyan Faisal & Serletis, Apostolos & Xu, Libo, 2021, "Covid-19 and monetary–fiscal policy interactions in Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 376-384, DOI: 10.1016/j.qref.2021.06.009.
• Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021, "Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 200-206, DOI: 10.1016/j.qref.2021.09.004.
• Hemrit, Wael & Nakhli, Mohamed Sahbi, 2021, "Insurance and geopolitical risk: Fresh empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 320-334, DOI: 10.1016/j.qref.2021.10.001.
• Rahman, Mohammad Mafizur & Alam, Khosrul, 2021, "Clean energy, population density, urbanization and environmental pollution nexus: Evidence from Bangladesh," Renewable Energy, Elsevier, volume 172, issue C, pages 1063-1072, DOI: 10.1016/j.renene.2021.03.103.
• Timilsina, Govinda & Steinbuks, Jevgenijs, 2021, "Economic costs of electricity load shedding in Nepal," Renewable and Sustainable Energy Reviews, Elsevier, volume 146, issue C, DOI: 10.1016/j.rser.2021.111112.
• Magazzino, Cosimo & Giolli, Lorenzo, 2021, "The relationship among railway networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101126.
• Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021, "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 127-142, DOI: 10.1016/j.iref.2020.09.006.
• Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
• Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021, "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
• Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021, "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 175-190, DOI: 10.1016/j.iref.2020.12.008.
• Li, Xiao-Lin & Si, Deng-Kui & Ge, Xinyu, 2021, "China’s interest rate pass-through after the interest rate liberalization: Evidence from a nonlinear autoregressive distributed lag model," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 257-274, DOI: 10.1016/j.iref.2020.12.031.
• Luo, Shikong & Yan, Xinyan & Yang, Haoyi, 2021, "Let’s take a smooth break: Stock return predictability revisited," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 300-314, DOI: 10.1016/j.iref.2021.04.020.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021, "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 330-365, DOI: 10.1016/j.iref.2021.04.001.
• Lin, Sihan & Chen, Shoudong, 2021, "Dynamic connectedness of major financial markets in China and America," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 646-656, DOI: 10.1016/j.iref.2021.04.033.
• Lo Cascio, Iolanda, 2021, "A wavelet analysis of the ripple effect in UK regional housing markets," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1093-1105, DOI: 10.1016/j.iref.2021.08.001.
• Su, Fei, 2021, "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101312.
• Atukeren, Erdal & Çevik, Emrah İsmail & Korkmaz, Turhan, 2021, "Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101385.
• Li, Rong & Li, Sufang & Yuan, Di & Zhu, Huiming, 2021, "Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101389.
• Ozkan, Oktay, 2021, "Impact of COVID-19 on stock market efficiency: Evidence from developed countries," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101445.
• del Rio, Marta & Infante, Juan & Gil-Alana, Luis A., 2021, "Gender Diversity Index. Measuring persistence," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101474.
• Wu, Wanshan & Tiwari, Aviral Kumar & Gozgor, Giray & Leping, Huang, 2021, "Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101478.
• Le, Thai-Ha & Le, Anh Tu & Le, Ha-Chi, 2021, "The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101489.
• Liu, Tie-Ying & Su, Chi-Wei, 2021, "Is transportation improving urbanization in China?," Socio-Economic Planning Sciences, Elsevier, volume 77, issue C, DOI: 10.1016/j.seps.2021.101034.
• Kordalska, Aleksandra & Olczyk, Magdalena, 2021, "Linkages between services and manufacturing as a new channel for GVC development: Evidence from CEE countries," Structural Change and Economic Dynamics, Elsevier, volume 58, issue C, pages 125-137, DOI: 10.1016/j.strueco.2021.05.003.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Le, TN-Lan & Leyva-de la Hiz, Dante I., 2021, "Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 163, issue C, DOI: 10.1016/j.techfore.2020.120434.
• Franses, Philip Hans, 2021, "Modeling box office revenues of motion pictures✰," Technological Forecasting and Social Change, Elsevier, volume 169, issue C, DOI: 10.1016/j.techfore.2021.120812.
• Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021, "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, volume 170, issue C, DOI: 10.1016/j.techfore.2021.120884.
• Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021, "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, volume 172, issue C, DOI: 10.1016/j.techfore.2021.121025.
• Younes Gholizadeh, 2021, "Causality Relationship between Energy Consumption and Economic Growth in the European Union Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 2, pages 64-85.
• Maurice Bailey & John Kendall, 2021, "Difference-in-Differences with Staggered Treatment Timing," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 3, pages 69-102.
• Barend Abeln & Jan P.A.M. Jacobs, 2021, "COVID-19 and seasonal adjustment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-23, Feb.
• Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021, "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-35, Mar.
• Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2021, "Multivariate decompositions and seasonal gender employment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-72, Aug.
• Karadima, Maria & Louri, Helen, 2021, "Determinants of non-performing loans in Greece: the intricate role of fiscal expansion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110741, Jun.
• R Bhuyan & I Tarannum & N Hassan, 2021, "Date stamping on the explosiveness of public debt: Evidence from the USA," Economic Issues Journal Articles, Economic Issues, volume 26, issue 2, pages 57-71, September.
• Andreia Gonçalves & Ricardo Barradas, 2021, "Financialisation and the Portuguese private consumption: two contradictory effects?," Brazilian Journal of Political Economy, Center of Political Economy, volume 41, issue 1, pages 79-99.
• Kayo Cícero Quirino de Souza & Guilherme Jonas C. da Silva, 2021, "Real exchange rate and Brazilian industry productivity in the long run: theory, model and evidence for the recent period," Brazilian Journal of Political Economy, Center of Political Economy, volume 41, issue 4, pages 657-678.
• Saban Nazlioglu & Mehmet Altuntas & Emre Kilic & Ilhan Kucukkkaplan, 2021, "Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity," Applied Economic Analysis, Emerald Group Publishing Limited, volume 30, issue 90, pages 176-195, October, DOI: 10.1108/AEA-10-2020-0146.
• Udoma Johnson Afangideh & Tuwe Soro Garbobiya & Farida Bello Umar & Nuruddeen Usman & Victor Unekwu Ocheni & Sanusi Muhammad Yakubu, 2021, "Asymmetric effects of exchange rate on money demand in Nigeria: evidence from the new broad money aggregate (M3)," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 12, issue 3, pages 470-485, July, DOI: 10.1108/AJEMS-02-2021-0080.
• M. Ozan Yildirim, 2021, "Financial Development and House Prices in Turkey," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Social Science", DOI: 10.1108/S1569-375920210000106013.
• Manisha Chakrabarty & Partha Ray, 2021, "Changes of base-year and Indian GDP growth: an agnostic look," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 14, issue 3, pages 281-301, June, DOI: 10.1108/IGDR-08-2020-0124.
• Philip Inyeob Ji & Seema Bogati Bhandari, 2021, "The price-rent dynamics and linkage of urban housing: evidence from Singapore," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 15, issue 3, pages 504-520, August, DOI: 10.1108/IJHMA-02-2021-0023.
• Mustafa Ozan Yıldırım & Cagin Karul, 2021, "Does tourism affect house prices in Turkey? Evidence from smooth structural break tests," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 15, issue 5, pages 1033-1052, August, DOI: 10.1108/IJHMA-03-2021-0035.
• Zheng-Zheng Li & Chi Wei Su & Ran Tao, 2021, "Does gender matter for the unemployment hysteresis effect among Asian countries?," International Journal of Manpower, Emerald Group Publishing Limited, volume 42, issue 8, pages 1527-1544, September, DOI: 10.1108/IJM-05-2019-0233.
• Michał Mackiewicz, 2021, "The sustainability of fiscal policy in southern African countries–a comparative empirical perspective," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 337-350, April, DOI: 10.1108/IJOEM-06-2020-0696.
• Manogna RL & Aswini Kumar Mishra, 2021, "Financialization of Indian agricultural commodities: the case of index investments," International Journal of Social Economics, Emerald Group Publishing Limited, volume 49, issue 1, pages 73-96, September, DOI: 10.1108/IJSE-05-2021-0254.
• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021, "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 179-202, August, DOI: 10.1108/IMEFM-01-2020-0007.
• Slah Bahloul & Mourad Mroua & Nader Naifar & nader naifar, 2021, "Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 2, pages 372-385, September, DOI: 10.1108/IMEFM-06-2020-0295.
• Saakshi Jha, 2021, "The dynamics of survey-based household inflation expectations in India," IIM Ranchi Journal of Management Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 38-54, December, DOI: 10.1108/IRJMS-08-2021-0109.
• Surachai Chancharat & Julaluk Butda, 2021, "Return and Volatility Linkages between Bitcoin, Gold Price, and Oil Price: Evidence from Diagonal BEKK–GARCH Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A019.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani, 2021, "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A020.
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• Saffet Akdag & Hakan Yildirim & Andrew Adewale Alola, 2021, "The USA–China trade policy uncertainty and inference for the major global south indexes," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 1, pages 60-77, May, DOI: 10.1108/JEAS-05-2020-0077.
• Abdul Farooq & Ahsan Anwar & Muhammad Ahad & Ghulam Shabbir & Zulfiqar Ali Imran, 2021, "A validity of environmental Kuznets curve under the role of urbanization, financial development index and foreign direct investment in Pakistan," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 40, issue 2, pages 288-307, December, DOI: 10.1108/JEAS-10-2021-0219.
• Luis Gil-Alana & Cecilia Font & Águeda Gil-López, 2021, "GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 379-393, March, DOI: 10.1108/JES-06-2020-0307.
• Anupam Das & Adian McFarlane, 2021, "Remittances, electricity consumption and electric power losses in Jamaica," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 3, pages 558-575, April, DOI: 10.1108/JES-09-2020-0466.
• R. Scott Hacker & Abdulnasser Hatemi-J, 2021, "Model selection in time series analysis: using information criteria as an alternative to hypothesis testing," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 1055-1075, September, DOI: 10.1108/JES-09-2020-0469.
• Jinan Liu & Apostolos Serletis, 2021, "The complex relationship between inflation and equity returns," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 1, pages 159-184, January, DOI: 10.1108/JES-10-2020-0526.
• Puneet Vatsa & Hem Basnet & Frank Mixon, 2021, "Stock market co-movement in Latin America and the US: evidence from a new approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 162-171, May, DOI: 10.1108/JFEP-02-2021-0047.
• Dervis Kirikkaleli, 2021, "Analyses of wavelet coherence: financial risk and economic risk in China," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 5, pages 587-599, February, DOI: 10.1108/JFEP-08-2019-0174.
• Ángel León & Trino-Manuel Ñíguez, 2021, "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 332-344, September, DOI: 10.1108/JRF-10-2020-0222.
• Abdullah Alqahtani & Shawkat Hammoudeh & Refk Selmi, 2021, "Relationship between different sources of geopolitical risks and stock markets in the GCC region: a dynamic correlation analysis," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 296-316, January, DOI: 10.1108/RBF-07-2019-0099.
• Emna Mnif & Anis Jarboui, 2021, "COVID-19, bitcoin market efficiency, herd behaviour," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 69-84, March, DOI: 10.1108/RBF-09-2020-0233.
• Rasha Qutb, 2021, "Migrants’ remittances and economic growth in Egypt: an empirical analysis from 1980 to 2017," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 7, issue 3, pages 154-176, March, DOI: 10.1108/REPS-10-2018-0011.
• Mohammed Mohammed Elgammal & Fatma Ehab Ahmed & David Gordon McMillan, 2021, "The predictive ability of stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 111-124, October, DOI: 10.1108/SEF-01-2021-0010.
• Ali Yavuz Polat & Ahmet Faruk Aysan & Hasan Tekin & Ahmet Semih Tunali, 2021, "Bitcoin-specific fear sentiment matters in the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 98-110, September, DOI: 10.1108/SEF-02-2021-0080.
• Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021, "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 63-78, August, DOI: 10.1108/SEF-04-2021-0128.
• Mariia Blikhar & Mariana Golynska & Bogdana Shandra & Oksana Matviienko & Viktoriia Svyshcho, 2021, "Rule of Low as Factor of Investments in Ukraine," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 199-210.
• Maryam Ishaq & Yasir Islam & Ghulam Ghouse, 2021, "Tobin’s Q as an Indicator of Firm Performance: Empirical Evidence from Manufacturing Sector Firms of Pakistan," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 425-441.
• Khalil Ahmad & Safdar Ali & Ayesha Haider & Muhammad Shahid & Muhammad Mudassar Naushahi, 2021, "Fiscal Implications for Rural-Urban Income Inequality: The Case of Pakistan," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 246-259.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021, "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 11, issue 1, pages 3-14.
• Piotr Jaworski & Kamil Liberadzki & Marcin Liberadzki, 2021, "On Write-Down/ Write-Up Loss Absorbing Instruments," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 1204-1219.
• Zenon Wisniewski, 2021, "Long-Term Relationship Between Prices and Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-86.
• Ilona Urych, 2021, "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 830-840.
• Malgorzata Grzywinska-Rapca, 2021, "Economic Welfare and Subjective Assessments of Financial Situation of European Households," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 948-968.
• Joanna Kowalik, 2021, "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1055-1068.
• Tomasz Lukaszewski, 2021, "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1081-1093.
• Dorota Zebrowska-Suchodolska & Andrzej Karpio & Krzysztof Kompa, 2021, "COVID-19 Pandemic: Stock Markets Situation in European Ex-Communist Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 1106-1128.
• Michal Gostkowski & Tomasz Rokicki, 2021, "Forecasting the Unemployment Rate: Application of Selected Prediction Methods," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 985-1000.
• Joanna Holub-Iwan, 2021, "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 623-643.
• Katarzyna Puszko, 2021, "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 644-663.
• Katarzyna Puszko, 2021, "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 664-676.
• Tadeusz Kufel, 2021, "Covid-19 Pandemic Lockdown vs. Business Cycle Clock Registration of New Passenger Cars in European Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 875-890.
• Agnieszka Surowiec & Tomasz Warowny, 2021, "Covid-19 Death Risk Estimation Using VaR Method," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 368-379.
• Lukasz Zieba, 2021, "Some Selected Determinants of Stock Exchange Development: Evidence from Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 260-268.
• Violaine Faubert, 2021, "Is the Irish Phillips Curve broken?," The Economic and Social Review, Economic and Social Studies, volume 52, issue 4, pages 397-437.
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• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2022, "Extensions to IVX Methods of Inference for Return Predictability," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29779, Feb.
• Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2021, "Simple Tests for Stock Return Predictability with Good Size and Power Properties," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29814, Feb.
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• Ibrahim A. Adekunle & Isiaq O. Oseni, 2021, "Fuel subsidies and Carbon Emission: Evidence from asymmetric modelling," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/001, Jan.
• Emmanuel Uche & Lionel Effiom, 2021, "Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2021, issue 1, pages 59-79.
• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021, "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 178-200, October.
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• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-27, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-29, April.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-29, May.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-28, June.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-27, July.