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

2025

• Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025, "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 202534, Sep.
• Moise Kabwe wa Kabwe & Rangan Gupta & Yunhan Zhang & Samrat Goswami, 2025, "Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China," Working Papers, University of Pretoria, Department of Economics, number 202535, Sep.
• Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025, "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202539, Oct.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
• Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Corporate Earnings Announcements and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202543, Nov.
• Onur Polat & Rangan Gupta & Mariem Brahim & Elie Bouri, 2025, "Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks," Working Papers, University of Pretoria, Department of Economics, number 202545, Dec.
• Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Oil Price Shocks and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202546, Dec.
• Margaret Rutendo Magwedere & Godfrey Marozva, 2025, "Policy uncertainty, inflation, and income inequality nexus: Does financial development matter?," Prague Economic Papers, Prague University of Economics and Business, volume 2025, issue 2, pages 250-277, DOI: 10.18267/j.pep.890.
• Tuğba Güz & Coşkun Parim & Erhan Çene, 2025, "Examining the Impacts of GDP, Trade Openness, Freedom Index and the Internet on FDI: Comparison of Countries with Panel ARDL," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 1, pages 88-124, DOI: 10.18267/j.polek.1445.
• Veli Yilanci & Onder Ozgur, 2025, "Testing Real Interest Rate Parity for EU5 Countries: 200 Years of Data, Non-normality, Non-linearity and Breaks," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 3, pages 528-565, DOI: 10.18267/j.polek.1448.
• Caner Demir & Raif Cergibozan, 2025, "Energy Security Risk Across the European Union: Converging or Diverging?," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 3, pages 418-446, DOI: 10.18267/j.polek.1454.
• Hicham Ayad & Amina Bendahmane & Mohamed Driouche Dahmani, 2025, "Interactive Impacts of Remittance Inflows on Economic Growth in Algeria: Is the N-shaped Hypothesis Valid?," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 4, pages 584-614, DOI: 10.18267/j.polek.1464.
• Tomiwa Sunday Adebayo, 2025, "Policies Towards Energy Poverty Reduction Goal: Role of Female Political Participation and Financial Globalization," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 4, pages 715-742, DOI: 10.18267/j.polek.1466.
• Sidi Mohammed Chekouri & Abderrahim Chibi & Mohamed Benbouziane, 2025, "Inflation Persistence in Selected MENA Countries: What Has Changed Since the Advent of the Arab Spring?," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 6, pages 986-1014, DOI: 10.18267/j.polek.1469.
• Peng Zhang & Yasir Habib & Minhaj Ali & Kishwar Ali, 2025, "Political Institutions and Environmental Sustainability: Asymmetric Effect of Institutional Quality Indicators on Ecological Degradation," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue Spec.issu, pages 275-296, DOI: 10.18267/j.polek.1458.
• Paulo M.M. Rodrigues & Vivien Less & Philipp Sibbertsen, 2025, "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Working Papers, Banco de Portugal, Economics and Research Department, number w202503.
• Mario Gomez & Zaira Zyanya Ramírez & Jose Carlos Rodriguez, 2025, "The financial Kuznets curve for Mexico: an econometric analysis for the period 1995–2022," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 22, issue 2, pages 37-53, July-Dece.
• Elias Alvarado Lagunas, 2025, "Firm size and innovation: a meta-analysis applied to OECD countries and partner economies," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 22, issue 2, pages 55-80, July-Dece.
• Giovani Hasael Chavez Pina & Irvin Mikhail Soto Zazueta, 2025, "Evaluation of the effectiveness of the interest rate and the exchange rate in defining monetary conditions in Mexico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 22, issue 2, pages 81-99, July-Dece.
• Michelle Majid & Akeem Rahaman & Scott Marc Romeo Mahadeo, 2025, "Dollars and Departures: Foreign Exchange Crises and Migration," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2025-04, Nov.
• Gevorg Minasyan & Stefan Schipper & Lusya Khachatryan & Seda Movsisyan & Pamela Lapitan, 2025, "From Noise to Turning Points: A New Framework for Seasonal Adjustment in Armenia," ADB Economics Working Paper Series, Asian Development Bank, number 786, Jun.
• Sebastian Fossati & Xiao Li, 2025, "Exchange Rate Predictability and Financial Conditions," Working Papers, University of Alberta, Department of Economics, number 2025-06, Sep.
• Deepti Singh, 2025, "Resolving the Dilemma of Unemployment Rate Hysteresis Versus the Natural Rate Hypothesis in India," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 32, issue 2, pages 123-137, August.
• Supapong Tunsuparp, 2025, "Can Non-Monetary Sanctions Improve Road Safety? A Policy Impact Assessment of Thailand’s Demerit Point System," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 32, issue 2, pages 138-150, August.
• Andrey Polbin & Andrei Shumilov, 2025, "Nowcasting and forecasting Russian GDP and its components using quantile models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 79, pages 5-26.
• Rogneda Vasilyeva & Anton Skrobotov & Aleksei Tsarev, 2025, "Structural breaks in panel data: COVID-19 pandemic in Russian regions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 80, pages 117-142.
• Viktoriia Bannikova & Sofya Kolesnik, 2025, "Assessing the predictability of market interest rate changes on Central Bank of Russia press release days," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 25-45.
• Yassine Slaoui, 2025, "Dynamique de l'offre de crédits et activité économique au Maroc," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2024-1, Mar.
• Samir Saissi-Hassani, 2025, "Précisions importantes sur le backtesting comparatif de la VaR
  [Important facts on comparative backtesting of Value at Risk]," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-06, Oct.
• Abdulnasser Hatemi-J, 2025, "An Asymmetric Capital Asset Pricing Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 78, issue 4, pages 675-686, October, DOI: 10.65644/EIIE.078.04.0675.
• Osama Sweidan, 2025, "Does Crude Oil Production Affect China's Historical Geopolitical Risk?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 78, issue 3, pages 391-418, March, DOI: 10.65644/EIIE.078.03.0391.
• Gabriel Marcos Arcanjo & Fernando Salgueiro Perobelli & Vinicius Vale & Douglas Silveira, 2025, "Building Weaknesses and Revealing Structural Constraints: Systemic Characterization of Brazilian Regional Resilience," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 09-2025.
• Zahra Farajzade & Ahmad Jafari Samimi & Shahryar Zaroki & Mani Motameni, 2025, "Sustainability of the Fiscal Imbalance and Public Debt Under Fiscal Policy Asymmetries in Opec," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 12, issue 1, pages 1-24, DOI: 10.22034/ecoj.2024.61800.3315.
• Amirhossein Hakimipour & Asgar Khademvatani, 2025, "Comparative Analysis of the Impact of Oil Market Developments on European and Asian Natural Gas Markets in Light of the Russia-Ukraine War," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 12, issue 1, pages 145-184.
• AbdolMohammad Kashian & Mahnaz khorasani & Seyed Kazem Ebrahimi, 2025, "Examining the Asymmetric Effects of Economic Policy Uncertainty on the Efficiency of Iran’s Financial System: An NARDL Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 12, issue 3, pages 129-164, DOI: 10.22034/ecoj.2025.67512.3435.
• Seyed Kamal Sadeghi & Haidar Hamid Rashid Aj Aj, 2025, "Analyzing the Asymmetric Effect of Income per Capita, Capital Inflow, and Oil Price on CO2 Emission in IRAN: NARDL Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 4, pages 203-230.
• Iago Gomes Gonçalves, 2025, "Previsão do consumo de energia elétrica na região Sudeste: aplicação de modelos ARIMA e LSTM
  [Forecasting electricity consumption in the southeast region: Application of ARIMA and LSTM models]," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 19, issue 3, pages 310-340, August, DOI: 10.54766/rberu.v19i3.1158.
• Mauricio Mora Barrenechea, 2025, "Forecasting Inflation in Times of Stability and Crisis: A Machine Learning Approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), volume 23, issue 44, pages 65-107, DOI: 10.35319/lajed.202544578.
• Angel Mauricio Reyes Terrón & Gonzalo Valdés Hernández, 2025, "Criminalidad y políticas de seguridad en el Estado de México 1997-2023," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 43, pages 43-84.
• Amine TAMMAR, 2025, "Foreign Direct Investment and Environmental Degradation in Algeria: An ARDL Approach," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 2, pages 352-364, June.
• Tommaso Proietti & Alessandro Giovannelli, 2025, "On the Estimation of Climate Normals and Anomalies," CEIS Research Paper, Tor Vergata University, CEIS, number 602, Jun, revised 04 Jun 2025.
• Pratibha S. & Krishna Muniyoor, 2025, "India’s Debt Dilemma: Investigating Threshold, Primary Surplus, and Institutional Quality," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 24, issue 4, pages 439-460, December, DOI: 10.1177/09726527251345112.
• Jaemin Son & Doojin Ryu, 2025, "Energy price shocks and stock market volatility in an energy-importing country," Energy & Environment, , volume 36, issue 8, pages 3737-3769, December, DOI: 10.1177/0958305X241228514.
• Md. Monirul Islam & Kazi Sohag, 2025, "Trading in Turbulent Times: Unravelling the Interplay between Trade Policy Uncertainty and Geopolitics in Russian Mineral Resource Supply," Foreign Trade Review, , volume 60, issue 3, pages 267-290, August, DOI: 10.1177/00157325241276252.
• Albert Wijeweera & Dimitrios Reppas, 2025, "An Empirical Analysis of Sectoral Export Demand Elasticities and Trade Policies: The Case of India," Foreign Trade Review, , volume 60, issue 3, pages 347-361, August, DOI: 10.1177/00157325241266030.
• Tomás N. Rotta, 2025, "Intellectual Monopoly and Income Inequality in the United States, 1948–2021: A Long-Run Analysis," Review of Radical Political Economics, Union for Radical Political Economics, volume 57, issue 4, pages 826-849, December, DOI: 10.1177/04866134241279944.
• Francisco Jareño & María-Isabel Martínez-Serna & Pablo Sánchez, 2025, "Study of Risk Factors in Global Stock Markets During the COVID-19 Pandemic Under Different Market Conditions," SAGE Open, , volume 15, issue 1, pages 21582440251, January, DOI: 10.1177/21582440251315586.
• Osama D. Sweidan, 2025, "The Effect of Information Technology on the Unemployment Rate: Evidence From the United States Economy," SAGE Open, , volume 15, issue 4, pages 21582440251, October, DOI: 10.1177/21582440251379221.
• B. R. Neeraj & Ivan D. Trofimov, 2025, "India’s Service Trade and Asymmetry in J-curve: The Evidence from Linear and Nonlinear Models," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 26, issue 1, pages 32-53, March, DOI: 10.1177/13915614251333583.
• Vyshnavi Bandlamudi & Haroon Rasool, 2025, "Monetary Policy and Modelling Inflation in a Non-linear Framework in an Open Economy: Fresh Evidence from India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 26, issue 2, pages 190-214, September, DOI: 10.1177/13915614251394912.
• Stefano Fasani & Giuseppe Pagano Giorgianni & Valeria Patella & Lorenza Rossi, 2025, "Belief distortions and Disagreement about Inflation," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 256, Feb.
• Rabin K. Jana & Indranil Ghosh & Fredj Jawadi & Gazi Salah Uddin & Ricardo M. Sousa, 2025, "COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens," Annals of Operations Research, Springer, volume 345, issue 2, pages 575-596, February, DOI: 10.1007/s10479-022-04744-x.
• Md. Bokhtiar Hasan & Md. Naiem Hossain & Juha Junttila & Gazi Salah Uddin & Mustafa Raza Rabbani, 2025, "Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?," Annals of Operations Research, Springer, volume 345, issue 2, pages 1387-1420, February, DOI: 10.1007/s10479-022-04876-0.
• Sabri Boubaker & Zhenya Liu & Yifan Zhang, 2025, "Forecasting oil commodity spot price in a data-rich environment," Annals of Operations Research, Springer, volume 345, issue 2, pages 685-702, February, DOI: 10.1007/s10479-022-05004-8.
• Richard A. Ashley & Faezeh Najafi, 2025, "The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited," Annals of Operations Research, Springer, volume 346, issue 1, pages 567-584, March, DOI: 10.1007/s10479-024-06355-0.
• Konstantinos N. Konstantakis & Panayotis G. Michaelides & Panos Xidonas & Stavroula Yfanti, 2025, "Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model," Annals of Operations Research, Springer, volume 347, issue 1, pages 217-239, April, DOI: 10.1007/s10479-023-05184-x.
• Bo Yu & Dayong Zhang & Qiang Ji, 2025, "Forecasting portfolio variance: a new decomposition approach," Annals of Operations Research, Springer, volume 348, issue 1, pages 543-578, May, DOI: 10.1007/s10479-023-05546-5.
• Xiafei Li & Chao Liang & Feng Ma, 2025, "Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model," Annals of Operations Research, Springer, volume 352, issue 3, pages 613-652, September, DOI: 10.1007/s10479-022-04716-1.
• Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025, "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, volume 352, issue 3, pages 363-387, September, DOI: 10.1007/s10479-022-04786-1.
• Hans Amman & William A. Barnett & Fredj Jawadi & Marco Tucci, 2025, "Complexity, nonlinearity and high frequency financial data modeling: lessons from computational approaches," Annals of Operations Research, Springer, volume 352, issue 3, pages 353-358, September, DOI: 10.1007/s10479-025-06809-z.
• Fredj Jawadi & Abdoul karim Idi Cheffou & Nabila Jawadi, 2025, "Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis," Annals of Operations Research, Springer, volume 353, issue 1, pages 401-417, October, DOI: 10.1007/s10479-023-05503-2.
• Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Constantin Zopounidis, 2025, "Solar events and the US energy sector: a novel sectoral spillover GVAR approach introducing indirect GIRFs (IGIRF)," Annals of Operations Research, Springer, volume 355, issue 1, pages 693-719, December, DOI: 10.1007/s10479-023-05471-7.
• Sören Christensen & Ernesto Mordecki & Facundo Oliú, 2025, "Two sided ergodic singular control and mean-field game for diffusions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 241-267, June, DOI: 10.1007/s10203-024-00464-y.
• Zhang, Yaojie & He, Mengxi & Wang, Yudong & Wen, Danyan, 2025, "Model specification for volatility forecasting benchmark," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103850.
• Chen, Juan & Xiao, Zuoping, 2025, "Is the business cycle getting hit by climate policy uncertainty in China?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106344.
• Davtyan, Karen, 2025, "Dynamics of the natural rate of interest and monetary policy," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106475.
• Blazsek, Szabolcs & Kong, Dejun & Shadoff, Samantha R., 2025, "Within-regime volatility dynamics for observable- and Markov-switching score-driven models," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106631.
• Neto, David, 2025, "Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106662.
• Choudhury, Tonmoy, 2025, "US sectors and geopolitical risk: The investor's perspective," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106690.
• Li, Sitong & Chen, Huangen & Chen, Gengxuan, 2025, "The US-China tension and fossil fuel energy price volatility relationship," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106707.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2025, "Do AI incidents and hazards matter for AI-themed cryptocurrency returns?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106777.
• Chiu, Ya-Ling & Gao, Xuechen & Liu, Hung-Chun & Zhai, Qiong, 2025, "Financial literacy of ChatGPT: Evidence through financial news," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107088.
• Kruse-Becher, Robinson, 2025, "Let’s switch again! Testing for speculative oil price bubbles based on rotated market expectations," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107116.
• Gong, Xue & Ji, Shidong & Zhang, Yaojie, 2025, "Attention to climate events and carbon price volatility," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107253.
• Wu, Bangzheng, 2025, "Sino-American relations and gold market volatility," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107379.
• Tutiven-Desintonio, Cindy Gianella, 2025, "Business cycles in Chile (2000–2023): analysing GDP and the components of aggregate demand," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107731.
• Dettoni, Robinson & Gil-Alana, Luis A. & Bahamondes, Cliff, 2025, "Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107759.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Yi, Xiaofang & Shen, Yijuan & Cai, Yifei, 2025, "Cryptocurrency meets U.S. trade policy uncertainty in the Trump era: A quantile Granger causality test," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107999.
• Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025, "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108168.
• Bonaparte, Yosef, 2025, "From innovation to valuation: The role of quantum technologies in asset pricing," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108281.
• Nie, Chun-Xiao, 2025, "Trump tariff policies shock information flows across major global equity markets," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108319.
• Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025, "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108931.
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025, "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101369.
• Cañizares Martínez, Carlos, 2025, "Dating housing booms fueled by credit: A Markov switching approach," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101412.
• Rendón, Juan F. & Cortés, Lina M. & Perote, Javier, 2025, "Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101421.
• Rees, Daniel M., 2025, "Commodity prices and the US dollar," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104114.
• Irani, Farid & Isayev, Mugabil, 2025, "Exploring the asymmetric effects of cryptocurrency uncertainties on green and ESG markets: A temporal and quantile-based examination," Innovation and Green Development, Elsevier, volume 4, issue 6, DOI: 10.1016/j.igd.2025.100313.
• Ha, Le Thanh, 2025, "Measuring the contemporal and lead connectedness level between investor sentiment and exchange rate dynamics in Vietnam: Novel findings from TVP-VAR-SV technique," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2025.100578.
• Thanh Ha, Le, 2025, "Gauging the level of dynamic between climate policy and foreign aid in Vietnam," International Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.inteco.2025.100589.
• Bilgin, Nuriye Melisa, 2025, "Inflation diffusion through supply chains," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100627.
• Padha, Vimarsh & Chaubal, Aditi, 2025, "Multiscale foreign exchange dynamics in India: A wavelet approach," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100652.
• M’bakob, Gilles Brice & Mandeng ma Ntamack, Jules & Mfouapon, Georges Kriyoss, 2025, "Anticipated psychological spreads: Cryptocurrencies’ hidden short-term monitors and implications for price forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102224.
• Li, Shuyue & Yarovaya, Larisa & Mishra, Tapas, 2025, "Machine learning, memory and efficiency in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102210.
• Palazzi, Rafael Baptista & Schich, Sebastian & de Genaro, Alan, 2025, "Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102108.
• Sokol, Andrej, 2025, "Fan charts 2.0: Flexible forecast distributions with expert judgement," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 1148-1164, DOI: 10.1016/j.ijforecast.2024.11.009.
• Sbrana, Giacomo & Silvestrini, Andrea, 2025, "The structural Theta method and its predictive performance in the M4-Competition," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 940-952, DOI: 10.1016/j.ijforecast.2024.08.003.
• Degiannakis, Stavros & Kafousaki, Eleftheria, 2025, "Disaggregating VIX," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1559-1588, DOI: 10.1016/j.ijforecast.2025.01.007.
• Dumitru, Ana Maria H. & Hizmeri, Rodrigo & Izzeldin, Marwan, 2025, "Forecasting the realized variance in the presence of intraday periodicity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107342.
• Fragkiskos, Apollon & Krasotkina, Olga & Spilker, Harold D. & Wermers, Russ, 2025, "Private Equity Fund Performance: A Time-Series Approach," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107470.
• Honig, Igor & Kircher, Felix, 2025, "Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107505.
• Lien, Donald & Roseman, Brian & Shi, Yanlin, 2025, "A new leadership share measure for price discovery," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107527.
• Banasaz, Mohammadmahdi & Bose, Niloy & Sedaghatkish, Nazanin, 2025, "Identification of loan effects on personal finance: A case for small U.S. entrepreneurs," Journal of Economic Behavior & Organization, Elsevier, volume 234, issue C, DOI: 10.1016/j.jebo.2025.106982.
• Encinosa, William & Dor, Avi, 2025, "Does physician-hospital vertical integration signal care-coordination? Evidence from mover-stayer analysis of commercially insured enrollees," Journal of Health Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.jhealeco.2025.102997.
• Bernardini, Marco & De Nicola, Annalisa, 2025, "The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2024.103257.
• Chȩć, Katarzyna & Uniejewski, Bartosz & Weron, Rafał, 2025, "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2024.100449.
• Bentour, El Mostafa, 2025, "Assessing government expenditures multipliers under oil price swings," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100477.
• Naifar, Nader, 2025, "Decomposed and partial connectedness between oil shocks and sovereign credit risk in emerging economies: Insights from the Russia-Ukraine war," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100492.
• Li, Shuaibing & Ma, Yong, 2025, "News-based equity market uncertainty aligned: An informative predictor for gold market volatility," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100522.
• Oldani, Chiara & Bruno, Giovanni S.F. & Signorelli, Marcello, 2025, "Collapsing bubbles in the prices of cryptocurrencies," The Journal of Economic Asymmetries, Elsevier, volume 31, issue C, DOI: 10.1016/j.jeca.2025.e00420.
• Chaudhry, Muhammad Imran & Irfan, Ghina & Al-Titi, Omar, 2025, "Asymmetric transmission of crude oil prices into fuel prices - Evidence from Pakistan," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00436.
• Kumari, Minu & Sharma, Anil Kumar, 2025, "Unveiling the asymmetry through NARDL approach: Do geopolitical risks impact green bonds?," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00443.
• Cheilas, Panagiotis & Christou, Tryfonas & Karkalakos, Sotiris & Kottaridi, Constantina & Michaelides, Panayotis G., 2025, "Rare earth elements and the US renewable economy: A causality exploration between critical materials and clean energy," Resources Policy, Elsevier, volume 101, issue C, DOI: 10.1016/j.resourpol.2025.105491.
• Li, Jinguo & Kim, Youngmi, 2025, "Responsibility of the private sector to fossil fuels transition through ESG awareness," Resources Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.resourpol.2025.105492.
• Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025, "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105527.
• Montant, Gil, 2025, "The effectiveness of OPEC and OPEC+ from 2009 to 2024: An empirical appraisal," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105529.
• McMillan, David G. & Ziadat, Salem Adel, 2025, "The predictive power of the oil variance risk premium," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105550.
• Akadiri, Seyi Saint & Ozkan, Oktay & Alola, Andrew Adewale, 2025, "Investigating the determinants of load capacity factor in Nigeria: An asymmetric quantile approach on urbanization, economic growth, FDI, and resource dependency," Resources Policy, Elsevier, volume 104, issue C, DOI: 10.1016/j.resourpol.2025.105586.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2025, "On the dynamic interdependence between risk factors and clean energy stock prices," Resources Policy, Elsevier, volume 105, issue C, DOI: 10.1016/j.resourpol.2025.105595.
• Nondo, Chali & Saungweme, Talknice & Odhiambo, Nicholas M., 2025, "Does governance matter in mediating the resource curse? Evidence from Zambia," Resources Policy, Elsevier, volume 106, issue C, DOI: 10.1016/j.resourpol.2025.105603.
• Awijen, Haithem & Ben Zaied, Younes & Ben Jabeur, Sami, 2025, "Mobilizing FDI in natural resources in the post-COP28 era: Spatial drivers, natural capital, and sustainability dynamics," Resources Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.resourpol.2025.105638.
• Hsu, Ching-Chi & Tsai, Wei-Che, 2025, "Exploring the role of crude oil futures in portfolio diversification," Journal of Multinational Financial Management, Elsevier, volume 79, issue C, DOI: 10.1016/j.mulfin.2025.100917.
• Cheng, Hang & Shi, Yongdong & Zhang, Tong, 2025, "Unlocking the true price impact: Intraday liquidity and expected return in China’s stock market," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102939.
• Vogl, Markus & Kojić, Milena & Sharma, Abhishek & Stanisic, Nikola, 2025, "Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 666, issue C, DOI: 10.1016/j.physa.2025.130542.
• Neto, David, 2025, "Buy when there’s blood in the streets: How geopolitical adverse events can push defense stock returns to the extreme," European Journal of Political Economy, Elsevier, volume 90, issue PB, DOI: 10.1016/j.ejpoleco.2025.102771.
• Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
• Aslam, Adnan & Newaz, Mohammad Khaleq, 2025, "Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102032.
• Martins, Igor & Freitas Lopes, Hedibert, 2025, "What events matter for exchange rate volatility?," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102073.
• Djedaiet, Aissa & Ayad, Hicham & Abdelkader, Salim Bourchid, 2025, "Bridging the divide: Exposing the intriguing link between international reserves and environmental status through the inverted U-shaped relationship," Research in Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.rie.2025.101041.
• Mallick, Lingaraj, 2025, "Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis," Research in Economics, Elsevier, volume 79, issue 2, DOI: 10.1016/j.rie.2025.101039.
• Neto, David, 2025, "Does geopolitical distress tip the European financial stock markets into a great uncertainty regime?," Research in Economics, Elsevier, volume 79, issue 3, DOI: 10.1016/j.rie.2025.101052.
• Solarin, Sakiru & Gil-Alana, Luis A. & Goenechea, Maria & Martín-Valmayor, Miguel A., 2025, "Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration," Renewable and Sustainable Energy Reviews, Elsevier, volume 212, issue C, DOI: 10.1016/j.rser.2024.115327.
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2025, "Forecasting realised volatility using regime-switching models," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104171.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025, "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104183.
• Patra, Saswat & Singh, Abhay Kumar, 2025, "The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104212.
• Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025, "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104427.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
• Nazlıoğlu, Elif Hilal & Kök, Dündar & Soytaş, Uğur, 2025, "Energy prices and stock markets: Does energy supply security matter?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104542.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
• Grobys, Klaus, 2025, "Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102727.
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Short-run and long-run volatility spillovers from China to countries of the Belt and Road Initiative," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103106.
• Chen, Xiaohong & Yi, Yanping, 2025, "Information bounds for Gaussian copula parameter in stationary semiparametric Markov models," Statistics & Probability Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.spl.2024.110254.
• Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025, "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.spl.2024.110344.
• Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025, "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, volume 72, issue C, pages 67-77, DOI: 10.1016/j.strueco.2024.10.001.
• ANANI, Edem Thierry Géraud., 2025, "Impacts of Chinese demand and long term American interest rate on the dynamics of commodity prices," Structural Change and Economic Dynamics, Elsevier, volume 73, issue C, pages 368-375, DOI: 10.1016/j.strueco.2025.02.001.
• Angelone, Paolo & Canale, Rosaria Rita, 2025, "Italian labour productivity: a wage-led decline," Structural Change and Economic Dynamics, Elsevier, volume 74, issue C, pages 493-503, DOI: 10.1016/j.strueco.2025.05.011.
• Mutlugün, Betül, 2025, "A post-Keynesian-structuralist empirical approach to inflationary pressures in Türkiye," Structural Change and Economic Dynamics, Elsevier, volume 75, issue C, pages 744-766, DOI: 10.1016/j.strueco.2025.10.004.
• Akadiri, Seyi Saint & Ozkan, Oktay & Kirikkaleli, Dervis, 2025, "Synergistic impact of renewable energy technology, governance, digitalisation, and human capital on sustainable development and load capacity factor in Germany's energy landscape," Technology in Society, Elsevier, volume 83, issue C, DOI: 10.1016/j.techsoc.2025.103002.
• Solarin, Sakiru Adebola & Kazak, Hasan & Shahbaz, Muhammad & Akcan, Ahmet Tayfur & Selcuk, Hamide, 2025, "Convergence of environmental innovation in Europe with or without United Kingdom: Technological implications for the environment," Technology in Society, Elsevier, volume 83, issue C, DOI: 10.1016/j.techsoc.2025.103047.
• Cai, Yifei & Fu, Xiaowen & Zhang, Yahua, 2025, "Geopolitical risks and airlines stock return — Implications to the financial stability of European airlines," Transport Policy, Elsevier, volume 170, issue C, pages 51-57, DOI: 10.1016/j.tranpol.2025.05.001.
• James Morley & Jieying Zhang, 2025, "Is Inflation Driven by Aggregate or Sectoral Output Gaps?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-58, Nov, revised Apr 2026.
• Young, Alwyn, 2025, "Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130036, Dec.
• Thanh Ngo & Hanjun Wu & Kan Tsui & Graham Squires & Xueqi Wang, 2025, "House prices during the COVID-19 pandemic: the impact of “panic” returnees migrants to New Zealand," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 18, issue 7, pages 24-45, May, DOI: 10.1108/IJHMA-03-2025-0055.
• Karnikaa Bhattacharyya & Kaveri Deb, 2025, "An overshooting model of exchange rate determination and forecasting: a threshold regression approach," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 32, issue 2, pages 106-117, April, DOI: 10.1108/JABES-11-2024-0502.
• Luis Alberiko Gil-Alana & Robert Mudida & Caroline Wanjiru Kariuki, 2025, "Stock market price dynamics in Africa: evidence from 14 countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 9, pages 146-160, July, DOI: 10.1108/JES-04-2022-0238.
• Amera Mohammed Ahmed Amer & Awadh Ahmed Mohammed Gamal & Norasibah Abdul Jalil & Gan Pei-Tha & Zainzam Zakariya & Mohammed Umar, 2025, "Re-evaluating the Malaysian shadow economy: evidence from public expenditure patterns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 32, issue 4, pages 950-969, May, DOI: 10.1108/JFC-08-2024-0246.
• Mariyah El Dada, 2025, "Volatility Spillovers among Major U.S. Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1072-1091.
• Lukasz Zieba, 2025, "Stock Exchange Development and Economic Growth: The Case of Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1946-1963.
• Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2025, "Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 37486, Apr.
• Frédérique Bec & François Courtoy & Philipp Mohl & Frederic Opitz, 2025, "The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 226, Sep.
• Sheereen Fauzel, 2025, "The impact of digitalisation on energy consumption: The case of a small island economy," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2025, issue 1, pages 107-124.
• Viktor Ivanovich Blanutsa, 2025, "Creating the First Autonomous Systems of Internet in Siberia as a Spatial Diffusion of Innovations," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 7-32, DOI: https://dx.doi.org/10.14530/se.2025.
• Marta Garcia-Rodriguez & Roman Horvath & Clemente Pinilla-Torremocha, 2025, "Temperature and the U.S. Economy: From Demand to Supply-Side Effects?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/21, Oct, revised Oct 2025.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Working Papers, Fondazione Eni Enrico Mattei, number 2025.04, Jan.
• Monica Bonacina & Romolo Consigna Tokong, 2025, "Is Italy on Track? A Data-Driven Forecast for Road Transport Decarbonisation by 2030," Working Papers, Fondazione Eni Enrico Mattei, number 2025.19, Sep.
• Enrique Martínez García & Efthymios Pavlidis, 2025, "Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance," Working Papers, Federal Reserve Bank of Dallas, number 2521, May, DOI: 10.24149/wp2521.
• Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
• Dobrislav Dobrev & Pawel J. Szerszen, 2025, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-001, Jan, DOI: 10.17016/FEDS.2025.001.
• Hie Joo Ahn & Yunjong Eo, 2025, "Hysteresis and the Role of Downward Nominal Wage Rigidity: Evidence from U.S. States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-062r1, Aug, revised 16 Dec 2025, DOI: 10.17016/FEDS.2025.062r1.
• Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
• Daniel A. Dias & Sophia C. Scott, 2025, "Monetary Policy and Bank Funding Costs: Patterns and Predictability in the Transmission of the Policy Rate to U.S. Banks’ Funding Costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-083, Sep, DOI: 10.17016/FEDS.2025.083.
• Tassos Magdalinos & Katerina Petrova, 2025, "Uniform Inference with General Autoregressive Processes," Staff Reports, Federal Reserve Bank of New York, number 1151, Apr, DOI: 10.59576/sr.1151.
• Elizaveta P. Dobronravova, 2025, "The Impact of Monetary Policy on Loan and Deposit Rates in the Context of Limited Capital Mobility in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 108-125, June, DOI: 10.31107/2075-1990-2025-3-108-125.
• Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
• Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
• Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," Mathematics, MDPI, volume 13, issue 18, pages 1-21, September.
• Shakhzod Abdullaevich Makhmudov, 2025, "Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2025, Feb, revised 17 Feb 2025.
• Dimitris Korobilis & Leif Anders Thorsrud, 2025, "Evaluating Monetary Policy using Deviation Errors," Working Papers, Business School - Economics, University of Glasgow, number 2025_08, May.
• İbrahim Halil Uçar & Erkan Alsu, 2025, "The Impact Of Covid 19 Pandemic On The Tourism And Transportation Sectors: Evidence From Borsa Istanbul," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 1, pages 91-111, June, DOI: 10.46737/emid.1560605.
• Ayşe Eryer, 2025, "Testing The Validity Of Financial Convergence: Empirical Evidence From Nic Countries," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 1, pages 112-124, June, DOI: 10.46737/emid.1686503.
• İbrahim Aytekin, 2025, "An Analysis Of Youth Unemployment Hysteresis In Türki̇ye Using A Structural Break Root Test Method," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 2, pages 138-151, December, DOI: 10.46737/emid.1826920.
• Zheng Shuyue, 2025, "A Systematic Literature Review of Employee's State Optimism Mediating Role towards Digital Maturity's Effect on Creative Performance and Dynamic Capabilities," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jber265, Dec, DOI: https://doi.org/10.35609/jber.2025..

2024

• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024, "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102549.
• Trifonov, Juri & Potanin, Bogdan, 2024, "GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102941.
• Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024, "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102952.
• Ardekani, Aref Mahdavi & Bertz, Julie & Bryce, Cormac & Dowling, Michael & Long, Suwan(Cheng), 2024, "FinSentGPT: A universal financial sentiment engine?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103291.
• Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024, "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103319.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024, "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103339.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024, "Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103424.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Loizos, Konstantinos & Panagopoulos, Yannis, 2024, "Testing how banks generate credit in the USA under the Basel III framework," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103590.
• Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024, "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103607.
• Gong, Xue & Xu, Weijun & Li, Xiaodan & Gong, Xue, 2024, "Presidential economic approval rating and global foreign exchange market volatility," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103584.
• Gunay, Samet & Sraieb, Mohamed M. & Muhammed, Shahnawaz, 2024, "Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103714.
• Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104763.