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

2024

• Nathaniel T. Wilcox, 2024, "Conditional Independence in a Binary Choice Experiment," Working Papers, Department of Economics, Appalachian State University, number 24-15.
• Osama D. Sweidan, 2024, "The geopolitics of technology: Evidence from the interaction between the United States and China," Russian Journal of Economics, ARPHA Platform, volume 10, issue 2, pages 130-150, July, DOI: 10.32609/j.ruje.10.118505.
• Inna S. Lola & Dmitry G. Asoskov, 2024, "Potential of business uncertainty indicators in forecasting economic activity: The case of Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 4, pages 351-364, December, DOI: 10.32609/j.ruje.10.113578.
• Ramil Hasanov, 2024, "Solar Energy Production in Azerbaijan: Forecast Analysis Using ARIMA Model," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 1, pages 11-20, June, DOI: 10.62433/josdi.v2i1.18.
• Fuzuli Aliyev & Neman Eylasov & Nijat Gasim & AyÅŸe Nur Åžahinler, 2024, "Impact of Nuclear Energy Consumption on CO2 Emissions in South Korea: Evidence from Fourier Bootstrap ARDL Bound Test," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 1, pages 51-66, June, DOI: 10.62433/josdi.v2i1.24.
• Zuleykha Javanshirova, 2024, "The Impact of Carbon Emissions on Infant Mortality Rate in Azerbaijan," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 2, pages 104-114, December, DOI: 10.62433/josdi.v2i2.34.
• Zuleykha Javanshirova, 2024, "The Effect of Carbon Emissions on Life Expectancy: Evidence from Azerbaijan," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 2, pages 67-75, December, DOI: 10.62433/josdi.v2i2.29.
• Jozef Barunik & Lukas Vacha, 2024, "Predicting the volatility of major energy commodity prices: the dynamic persistence model," Papers, arXiv.org, number 2402.01354, Feb, revised Jul 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Alexander Mayer & Dominik Wied & Victor Troster, 2024, "Quantile Granger Causality in the Presence of Instability," Papers, arXiv.org, number 2402.09744, Feb, revised Dec 2024.
• Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers, arXiv.org, number 2404.02270, Apr, revised Oct 2024.
• Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Papers, arXiv.org, number 2405.02087, May.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," Papers, arXiv.org, number 2405.09509, May, revised Jan 2026.
• Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2024, "Random Subspace Local Projections," Papers, arXiv.org, number 2406.01002, Jun.
• Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange, 2024, "Expected Kullback-Leibler-based characterizations of score-driven updates," Papers, arXiv.org, number 2408.02391, Aug, revised Mar 2026.
• Ilze Kalnina & Kokouvi Tewou, 2024, "Cross-sectional Dependence in Idiosyncratic Volatility," Papers, arXiv.org, number 2408.13437, Aug, revised May 2025.
• Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
• Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024, "LASSO Inference for High Dimensional Predictive Regressions," Papers, arXiv.org, number 2409.10030, Sep, revised Apr 2026.
• Nanna Fukushima & Stephanie von Hinke & Emil N. S{o}rensen, 2024, "The long-term human capital and health impacts of a pollution reduction programme," Papers, arXiv.org, number 2409.11839, Sep.
• Jo~ao Nicolau & Paulo M. M. Rodrigues, 2024, "A simple but powerful tail index regression," Papers, arXiv.org, number 2409.13531, Sep.
• Igor Martins & Hedibert Freitas Lopes, 2024, "What events matter for exchange rate volatility ?," Papers, arXiv.org, number 2411.16244, Nov.
• Hashim JUSOH & AbdelKader Ouatik EL ALAOUI & Amina DCHIECHE & Ahmad Faizol ISMAIL & Rosalan ALI, 2024, "Relationship Between Bitcoin and Islamic Stock Indices During the COVID-19 Pandemic and the Russia-Ukraine Crisis," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-8, DOI: 2024/07/01.
• Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alaña, 2024, "Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-6, DOI: 2024/07/09.
• Inzamam Ul Haq, 2024, "Cryptocurrency Environmental Attention, Green Financial Assets, and Information Transmission - Evidence From the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
• OlaOluwa Yaya, 2024, "Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Kemal Erkisi & Melike Cetin, 2024, "Dynamics of Economic Complexity in Canada: A Multifaceted Long-Term Analysis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 3-20.
• Giovanni Paiela, 2024, "On the Average Rate of Profit in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 501-516.
• Minhas Akbar & Ammar Hussain & Marina Nazir & Petra Poulova & Minhas Akbar, 2024, "Information and communication technology diffusion, supply chain performance, health care and human development: A case of the South Asian region," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 15-35, September, DOI: 10.15240/tul/001/2024-5-016.
• Olena Kostyshyna & Tolga Özden & Yang Zhang, 2024, "Endogenous Credibility and Wage-Price Spirals," Staff Working Papers, Bank of Canada, number 24-14, May, DOI: 10.34989/swp-2024-14.
• Pablo de la Vega & Guido Zack & Jimena Calvo & Emiliano Libman, 2024, "Determinants of Inflation in Argentina, 2004-2022," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 83, pages 70-96, May.
• Ana Gómez Loscos & Miguel Ángel González Simón & Matías José Pacce, 2024, "Modelo para la previsión del PIB de la economía española a corto plazo en tiempo real (Spain-STING): nueva especificación y reevaluación de su capacidad predictiva," Occasional Papers, Banco de España, number 2406, Mar, DOI: https://doi.org/10.53479/36136.
• Simone di Paolo & Danilo Liberati, 2024, "Seasonal adjustment of credit time series in the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 835, Mar.
• Fabrizio Ferriani & Marcello Pericoli, 2024, "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024, "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1446, Mar.
• Giacomo Sbrana & Andrea Silvestrini, 2024, "The structural Theta method and its predictive performance in the M4-Competition," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1457, Jun.
• Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024, "Univariate Measures of Persistence: A Comparative Analysis," Working Papers, Banco de México, number 2024-11, Sep.
• Miguel A. Mascarúa Lara, 2024, "Heterogeneous recessions and expansions in Mexican regions and sectors," Working Papers, Banco de México, number 2024-13, Sep.
• Fredy Gamboa-Estrada & José Vicente Romero, 2024, "Geopolitical Risk and Emerging Markets Sovereign Risk Premia," Borradores de Economia, Banco de la Republica de Colombia, number 1282, Sep, DOI: 10.32468/be.1282.
• Héctor M. Zárate-Solano & Norberto Rodríguez-Niño, 2024, "Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation," Borradores de Economia, Banco de la Republica de Colombia, number 1289, Dec, DOI: 10.32468/be.1289.
• Nicholas M Odhiambo & Talknice Saungweme, 2024, "Economic Growth And Income Inequality In Sub-Saharan African Countries: A Test Of Kuznets’ Hypothesis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 69, issue 240, pages 7-30, January –.
• Julien Andre & Marie Bessec, 2024, "A Mixed-Frequency Factor Model for Nowcasting French GDP," Working papers, Banque de France, number 975.
• Sacit SARI, 2024, "Do Changes in Demographic Factors Affect Public Health Expenditures? The Case of Turkiye," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 145-160, June, DOI: https://doi.org/10.33399/biibfad.14.
• Ömer Faruk KÖMÜRCÜOĞLU, 2024, "Finansal Teknolojik (FinTek) Gelişmeler Türkiye’de Enflasyonu Etkiliyor mu?," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 35-55, December, DOI: 10.33399/biibfad.1463920.
• Luca Alfieri & Diana Gabrielyan, 2024, "The communication reaction function of the European Central Bank. An analysis using topic modelling," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 24, issue 1, pages 58-87.
• Tatjana Dahlhaus & Angelika Welte, 2024, "Payment habits during Covid-19: Evidence from high-frequency transaction data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024, "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 5, pages 1089-1121, October, DOI: 10.1111/obes.12601.
• PARTACHI Ion & MIJA Simion, 2024, "Moldova Gdp Forecasting Using Bayesian Multivariate Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 1, pages 85-93, March, DOI: 10.56043/reveco-2024-0008.
• PARTACHI Ion & MIJA Simion & HERTELIU Claudiu, 2024, "Analysis Of The Impact Of Covid-19 On Key Demographic Indicators In Romania And Moldova Using Econometric Modeling," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 4, pages 132-139, December, DOI: 10.56043/reveco-2024-0038.
• Yijie Fei & Yiu Lim Lui & Jun Yu, 2024, "Testing Predictability in the Presence of Persistent Errors," Working Papers, University of Macau, Faculty of Business Administration, number 202401, Jun.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Working Papers, University of Macau, Faculty of Business Administration, number 202402, Jun.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Shuping Shi & Jun Yu & Chen Zhang, 2024, "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers, University of Macau, Faculty of Business Administration, number 202416, Aug.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.
• Tihana Škrinjarić, 2024, "Growth-at-risk for macroprudential policy stance assessment: a survey," Bank of England Staff Working Paper series, Bank of England, number 1075, Aug.
• Simon Lloyd & Ed Manuel, 2024, "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England Staff Working Paper series, Bank of England, number 1079, Aug.
• Mehrabani Ali & Parsaeian Shahnaz & Ullah Aman, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability," Journal of Econometric Methods, De Gruyter, volume 13, issue 2, pages 251-279, DOI: 10.1515/jem-2023-0036.
• Tsitouras Antonis & Tsounis Nicholas, 2024, "Military Outlays and Economic Growth: A Nonlinear Disaggregated Analysis for a Developed Economy," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 30, issue 3, pages 341-391, DOI: 10.1515/peps-2024-0010.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024, "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 3, pages 299-329, DOI: 10.1515/rmeef-2024-0018.
• Hwu Shih-Tang & Kim Chang-Jin, 2024, "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 177-199, April, DOI: 10.1515/snde-2022-0055.
• Fourrier-Nicolaï Edwin & Lubrano Michel, 2024, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 319-336, April, DOI: 10.1515/snde-2022-0109.
• Yamada Hiroshi, 2024, "HPX filter: a hybrid of Hodrick–Prescott filter and multiple regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 661-671, DOI: 10.1515/snde-2023-0004.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024, "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 785-805, DOI: 10.1515/snde-2022-0085.
• Saungweme Talknice & Maluleke Glenda & Odhiambo Nicholas M., 2024, "Asymmetric Impact of Financial Development on Economic Growth in Mauritius," Statistics, Politics and Policy, De Gruyter, volume 15, issue 2, pages 221-243, DOI: 10.1515/spp-2023-0019.
• Laura - Filofteia PANOIU & Remus GRIGORESCU & Sorin Daniel MANOLE, 2024, "Identifying The Relationship Between Mathematical Pisa Score And Financial Knowledge," Contemporary Economy Journal, Constantin Brancoveanu University, volume 9, issue 2, pages 126-138.
• Ashby, M. & Harvey, A. & Kattuman, P. & Thamotheram, C., 2024, "Forecasting epidemic trajectories: Time Series Growth Curves package tsgc," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2407, Feb.
• Bhattacharjee, A. & Ditzen, J. & Holly, S., 2024, "Engle-Granger Representation in Spatial and Spatio-Temporal Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2447, Aug.
• Harvey, A. & Simons, J., 2024, "Hidden Threshold Models with applications to asymmetric cycles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2448, Aug.
• Yadav, Anil & McHale, John & Harold, Jason & O'Neill, Stephen, 2024, "Estimating effects of staggered intervention with count and binary outcomes: a simulation study," Research Technical Papers, Central Bank of Ireland, number 4/RT/24, Jul.
• Bilgehan Tekin, 2024, "Structural Breaks and Co-Movements of Bitcoin and Ethereum: Evidence from the COVID-19 Pandemic Period," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 2, pages 41-70.
• Bianchi, Francesco & Callegari, Giovanni & Hitaj, Ermal & Theodoridis, Konstantinos, 2024, "Fiscal Sustainability and Policy Interactions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/13, Jun.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
• Marc Gronwald & Sania Wadud & Kingsley Dogah, 2024, "Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence," CESifo Working Paper Series, CESifo, number 10995.
• Marc Gronwald & Sania Wadud & Kingsley Dogah, 2024, "Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth," CESifo Working Paper Series, CESifo, number 11017.
• Marc Gronwald & Sania Wadud, 2024, "“My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets," CESifo Working Paper Series, CESifo, number 11029.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2024, "Polar Amplification: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11073.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024, "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series, CESifo, number 11207.
• Guglielmo Maria Caporale & Maria Fatima Romero-Rojo & Luis Alberiko Gil-Alana, 2024, "Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11475.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024, "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series, CESifo, number 11486.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Karen Roxana Quinatoa Narváez, 2024, "Remittances in Latin America: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11505.
• Pilar Rey del Castillo, 2024, "Understanding Unworked Time in Spain," CESifo Working Paper Series, CESifo, number 11604.
• Jonas Hennrich & Klaus Wohlrabe, 2024, "Gibt es einen Wochentageffekt in der ifo Konjunkturumfrage?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 77, issue 07, pages 37-40, July.
• Wolfgang Nierhaus & Klaus Abberger, 2024, "Vorjahrespreisbasis, Aggregation und Quoten," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 77, issue 12, pages 52-57, December.
• Simon Lloyd & Ed Manuel, 2024, "Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics," Discussion Papers, Centre for Macroeconomics (CFM), number 2422, Apr.
• Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024, "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-49, Sep.
• Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024, "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-79, Jan.
• Martín Almuzara & Víctor Sancibrián, 2024, "Micro responses to macro shocks," Working Papers, CEMFI, number wp2024_2412, Aug.
• José Libardo Mejía Ciro & Jacobo Campo Robledo, 2024, "Acumulación regulatoria y crecimiento económico: una aproximación empírica para Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 98, issue 6, pages 141-162.
• Alejandro Pinilla Barrera & Álvaro Hurtado Rendón & Hermilson Velásquez Ceballos, 2024, "Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 2, Apr.
• Omar Castillo Nuñez, 2024, "Incidencia de las lluvias y del precio en la oferta de leche cruda en los departamentos de Córdoba y Sucre, Colombia," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 21226, Sep.
• Eickmeier, Sandra & Quast, Josefine & Schüler, Yves, 2024, "Macroeconomic and Financial Effects of Natural Disasters," CEPR Discussion Papers, Centre for Economic Policy Research, number 18940, Mar.
• Inoue, Atsushi & Kilian, Lutz, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19227, Jul.
• Jordà , Oscar & Taylor, Alan M., 2024, "Local projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19378, Aug.
• Inoue, Atsushi & Jordà , Oscar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19379, Aug.
• Nicole Branger & Mark Trede & Bernd Wilfling, 2024, "Extracting stock-market bubbles from dividend futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10724, Aug.
• Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.
• De Oliveira Amado, Cristina Alexandra & Garrón Vedia, Ignacio & Veiga, Helena, 2024, "On the relationship of country geopolitical risk on energy inflation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 45113, Nov.
• Pedro V. Piffaut & Damià Rey Miró, 2024, "El papel de los bancos centrales en la transformación de los mercados financieros," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 4, pages 27-44, Abril.
• Daniel Casado Ginard, 2024, "Econometric analysis of the share premium evolution of Oil and Natural Gas Corporation Limited," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 4, pages 61-78, Abril.
• 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.
• Cuestas, Juan Carlos & Monfort, Mercedes & Ordóñez, Javier, 2024, "Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104840.
• Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024, "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104870.
• Zhang, Xiaoyun & Guo, Qiang, 2024, "How useful are energy-related uncertainty for oil price volatility forecasting?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104953.
• Naifar, Nader, 2024, "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104935.
• Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024, "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104950.
• Li, Wei & Zhang, Junchao & Cao, Xiangye & Han, Wei, 2024, "Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105269.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
• Grobys, Klaus, 2024, "No reward—no effort: Will Bitcoin collapse near to the year 2140?," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105294.
• Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
• Li, Xiaodan & Gong, Xue & Xing, Lu, 2024, "The impact of presidential economic approval rating on stock volatility: An industrial perspective," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105326.
• Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024, "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105379.
• Naifar, Nader, 2024, "Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105543.
• Cheng, Shi & Huang, Shan, 2024, "ESG combined score effects on stock performance of S&P 500-listed firms," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105686.
• Aibai, Abuduwali & Julaiti, Jiansuer & Gou, Shangde, 2024, "The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105750.
• Chen, Zhenlong & Liu, Junjie & Hao, Xiaozhen, 2024, "Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105757.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
• Wu, Yimin, 2024, "Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105923.
• Wang, Qi & Zhang, Li, 2024, "Are natural resource volatility curses or blessings for economic performance? Stories of resource-rich regions," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106240.
• Zhang, Li & Wang, Lu & Nguyen, Thong Trung & Ren, Ruiyi, 2024, "Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106286.
• Liu, Jinan & Valcarcel, Victor J., 2024, "Hedging inflation expectations in the cryptocurrency futures market," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101205.
• Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024, "Temporal networks and financial contagion," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101224.
• Diewert, W. Erwin, 2024, "A generalization of the Symmetric Translog functional form," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2023.103821.
• Dunlop, Emily & Bekkouche, Yasmine, 2024, "It’s our turn (not) to learn: The pitfalls of education reform during post-war institutional transformation in Burundi," International Journal of Educational Development, Elsevier, volume 104, issue C, DOI: 10.1016/j.ijedudev.2023.102966.
• Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024, "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2023.100462.
• Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024, "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100507.
• Oyebola Etudaiye-Muhtar, Fatima & Johan, Sofia & Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Fintech, human development and energy poverty in sub-Saharan Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101931.
• Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
• Alexandridis, Antonios K. & Panopoulou, Ekaterini & Souropanis, Ioannis, 2024, "Forecasting exchange rate volatility: An amalgamation approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102067.
• Berrisch, Jonathan & Ziel, Florian, 2024, "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1568-1586, DOI: 10.1016/j.ijforecast.2024.01.005.
• Palandri, Alessandro, 2024, "Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107113.
• Zhang, Li & Liang, Chao & Huynh, Luu Duc Toan & Wang, Lu & Damette, Olivier, 2024, "Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies," Journal of Economic Behavior & Organization, Elsevier, volume 223, issue C, pages 168-184, DOI: 10.1016/j.jebo.2024.05.005.
• Rendón, Juan F. & Cortés, Lina M. & Perote, Javier, 2024, "Basel III countercyclical bank capital buffer estimation and its relation to monetary policy," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106173.
• Hecq, Alain & Issler, João Victor & Voisin, Elisa, 2024, "A short term credibility index for central banks under inflation targeting: An application to Brazil," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103057.
• Bei, Zeyun & Lin, Juan & Zhou, Yinggang, 2024, "No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103069.
• Ong, Kian, 2024, "Adjusting toward long-run purchasing power parity," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103204.
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024, "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100378.
• Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail, 2024, "Commodity market downturn: Systemic risk and spillovers during left tail events," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100445.
• Nusair, Salah A. & Olson, Dennis & Al-Khasawneh, Jamal A., 2024, "Asymmetric effects of economic policy uncertainty on demand for money in developed countries," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00350.
• Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2024, "Unbounded heteroscedasticity in autoregressive models," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00351.
• Oyadeyi, Olajide O. & Agboola, Olayode W. & Okunade, Solomon O. & Osinubi, Tolulope T., 2024, "The debt-growth nexus and debt sustainability in Nigeria: Are there reasons to be concerned?," Journal of Policy Modeling, Elsevier, volume 46, issue 1, pages 129-152, DOI: 10.1016/j.jpolmod.2023.11.004.
• Ndou, Eliphas & Gumata, Nombulelo, 2024, "Should the South African Reserve Bank lower the inflation target band? Insights from the GDP-inflation nexus," Journal of Policy Modeling, Elsevier, volume 46, issue 3, pages 638-654, DOI: 10.1016/j.jpolmod.2024.02.004.
• Mo, Bin & Zeng, Haiyu & Meng, Juan & Ding, Shaokai, 2024, "The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104398.
• Gil-Alana, Luis Alberiko & Poza, Carlos, 2024, "Volatility persistence in metal prices," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104487.
• Chen, Xiaoyu & Wang, Yujing & Li, Tongxin, 2024, "Examining the resource curse phenomenon, digital finance integration, and their impacts on economic growth: Empirical insights from South Korea," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104508.
• Baek, Jungho, 2024, "Oil shocks and unemployment dynamics in Alaska: The source of shocks matters," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104524.
• Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024, "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104808.
• Islam, Md. Saiful & Islam, Md. Monirul & Rehman, Anis Ur & Alam, Md. Fakhre & Tarique, Md., 2024, "Mineral production amidst the economy of uncertainty: Response of metallic and non-metallic minerals to geopolitical turmoil in Saudi Arabia," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104824.
• Lahiri, Kajal & Yin, Yimeng, 2024, "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.labeco.2024.102510.
• Bolivar, Osmar, 2024, "GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 3, DOI: 10.1016/j.latcb.2024.100126.
• Wright, Jonathan H., 2024, "Comment on “The long and variable lags of monetary policy: Evidence from disaggregated price indices” by S. Borağan Aruoba and Thomas Drechsel," Journal of Monetary Economics, Elsevier, volume 148, issue S, DOI: 10.1016/j.jmoneco.2024.103653.
• Tong, Bin & Diao, Xundi & Li, Xiaoping, 2024, "Forecasting VaRs via hybrid EVT with normal and non-normal filters: A comparative analysis from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102271.
• Chuang, Ming-Che & Tsai, Jeffrey Tzuhao, 2024, "Determining bid-ask prices for options with stochastic illiquidity and applications to index options," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102314.
• Vogl, Markus & Kojić, Milena & Mitić, Petar, 2024, "Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 633, issue C, DOI: 10.1016/j.physa.2023.129397.
• Vogl, Markus & Kojić, Milena, 2024, "Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 653, issue C, DOI: 10.1016/j.physa.2024.130085.
• Wysocki, Maciej & Wojcik, Cezary & Freytag, Andreas, 2024, "Populists and fiscal policy: The case of Poland," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102556.
• Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024, "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102602.
• Simran, & Sharma, Anil Kumar, 2024, "Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 91-101, DOI: 10.1016/j.qref.2023.11.006.
• Zhang, Hanyu & Dufour, Alfonso, 2024, "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 241-251, DOI: 10.1016/j.qref.2024.02.002.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Hacks and the price synchronicity of bitcoin and ether," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 294-299, DOI: 10.1016/j.qref.2024.04.008.
• Aslanidis, Nektarios & Koursaros, Demetris & Otto, Glenn, 2024, "Asymmetry in inflation persistence under inflation targeting," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101922.
• Wang, Lu & Wang, Xing & Liang, Chao, 2024, "Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101927.
• Bertsatos, Georgios & Tsounis, Nicholas & Agiomirgianakis, George, 2024, "Handling asymmetries in the trade balance," Research in Economics, Elsevier, volume 78, issue 1, pages 1-13, DOI: 10.1016/j.rie.2023.11.001.
• Chavas, Jean-Paul, 2024, "Economic resilience:Measurement and assessment across time and space," Research in Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.rie.2024.100953.
• Monge, Manuel & Lazcano, Ana & Infante, Juan, 2024, "Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis," Research in Economics, Elsevier, volume 78, issue 3, DOI: 10.1016/j.rie.2024.100981.
• Charles, Sébastien, 2024, "Does the Eurozone live in a Minskyan world?," Research in Economics, Elsevier, volume 78, issue 4, DOI: 10.1016/j.rie.2024.100984.
• Uche, Emmanuel & Das, Narasingha & Ngepah, Nicholas, 2024, "Green environments reimagined through the lens of green finance, green innovations, green taxation, and green energies. Wavelet quantile correlation and rolling window-based quantile causality perspective," Renewable Energy, Elsevier, volume 228, issue C, DOI: 10.1016/j.renene.2024.120650.
• Li, Hemei & Liu, Zhenya & Xiao, Zhijie, 2024, "Sequential monitoring of stock market price changes," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 156-172, DOI: 10.1016/j.iref.2023.07.105.
• Cuestas, Juan Carlos & Monfort, Mercedes & Ordóñez, Javier, 2024, "Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 618-628, DOI: 10.1016/j.iref.2023.07.072.
• Cervera, Ignacio & Figuerola-Ferretti, Isabel, 2024, "Credit risk and bubble behavior of credit default swaps in the corporate energy sector," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 702-731, DOI: 10.1016/j.iref.2023.07.033.
• Luo, Tao & Sun, Huaping & Zhang, Lixia & Bai, Jiancheng, 2024, "Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 597-611, DOI: 10.1016/j.iref.2023.09.012.
• Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh, 2024, "Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 699-719, DOI: 10.1016/j.iref.2024.01.068.
• Lin, Xiang & Bali Swain, Ranjula, 2024, "Performance of negatively screened sustainable investments during crisis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1226-1247, DOI: 10.1016/j.iref.2024.04.001.
• Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024, "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 469-484, DOI: 10.1016/j.iref.2024.03.045.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2024, "Forecasting the effect of extreme sea-level rise on financial market risk," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 1-27, DOI: 10.1016/j.iref.2024.03.079.
• Peng, Lijuan & Liang, Chao & Yang, Baoying & Wang, Lu, 2024, "Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103413.
• He, Mengxi & Wen, Danyan & Xing, Lu & Zhang, Yaojie, 2024, "Industry volatility concentration and the predictability of aggregate stock market volatility," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103488.
• Zhu, Huiming & Xia, Xiling & Hau, Liya & Zeng, Tian & Deng, Xi, 2024, "Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103580.
• Liu, Yike & Xu, Zihan & Xing, Xiaoyun & Zhu, Yuxuan, 2024, "Can Chinese investors manage climate risk domestically and globally?," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103664.
• Zhang, Xincheng & Wu, Shaojiang, 2024, "Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103665.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2024, "Forecasting crude oil prices: Does global financial uncertainty matter?," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103723.
• Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024, "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102087.
• Keddad, Benjamin & Obiang, Jean Robert Obiang, 2024, "Determinants of deposits volatility: The case of the microfinance sector in gabon," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102108.
• Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024, "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102147.
• Zhang, Pengcheng & Kong, Deli & Xu, Kunpeng & Qi, Jiayin, 2024, "Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102165.
• Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024, "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102194.