Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2024

• Han, SeungOh, 2024, "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105502.
• Liu, Bingqi & Pang, Tianxiao & Cheng, Siang, 2024, "Estimation for generalized linear cointegration regression models through composite quantile regression approach," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105567.
• Shen, Shulin & Sultan, Syed Galib & Zivot, Eric, 2024, "Price discovery share: An order invariant measure of price discovery," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105734.
• 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.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024, "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105894.
• 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.
• Hou, Yang (Greg) & Xu, Danyang & Oxley, Les & Goodell, John W., 2024, "Price discovery of climate risk and green bonds: A dynamic information leadership share approach," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106098.
• Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
• Galán, Jorge E., 2024, "The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100831.
• Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024, "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100839.
• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024, "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100955.
• Castro, César & Jiménez-Rodríguez, Rebeca, 2024, "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100967.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024, "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100972.
• Chen, Zhang-Hangjian & Chu, Wei-Wei & Gao, Xiang & Koedijk, Kees G. & Xu, Yaping, 2024, "Extreme weather, climate risk, and the lead–lag role of carbon," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100974.
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024, "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100989.
• Narayan, Shivani & Kumar, Dilip, 2024, "Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101018.
• Çağlayan-Gümüş, Ayşe & Karahan, Cenk C., 2024, "Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101020.
• Carvalho, Alexandre & Valle e Azevedo, João & Pires Ribeiro, Pedro, 2024, "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Journal of International Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.jinteco.2023.103871.
• Ascari, Guido & Fosso, Luca, 2024, "The international dimension of trend inflation," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103896.
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024, "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jinteco.2024.103919.
• Günther, Sascha & Hieber, Peter, 2024, "Analyzing the interest rate risk of equity-indexed annuities via scenario matrices," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 15-28, DOI: 10.1016/j.insmatheco.2023.10.003.
• Corsaro, Stefania & Marino, Zelda & Scognamiglio, Salvatore, 2024, "Quantile mortality modelling of multiple populations via neural networks," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 114-133, DOI: 10.1016/j.insmatheco.2024.02.007.
• Gangopadhyay, Partha & Pradhan, Rudra P. & Das, Narasingha, 2024, "Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach," International Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.inteco.2024.100533.
• Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo, 2024, "Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101942.
• Abid, Ilyes & Benkraiem, Ramzi & Mzoughi, Hela & Urom, Christian, 2024, "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101948.
• Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024, "Spillover effects of US monetary policy on emerging markets amidst uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101956.
• 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.
• van Os, Bram & van Dijk, Dick, 2024, "Accelerating peak dating in a dynamic factor Markov-switching model," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 313-323, DOI: 10.1016/j.ijforecast.2023.03.005.
• Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024, "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 626-640, DOI: 10.1016/j.ijforecast.2022.04.002.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024, "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1166-1178, DOI: 10.1016/j.ijforecast.2023.10.005.
• Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024, "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1521-1538, DOI: 10.1016/j.ijforecast.2024.01.001.
• Han, Fei, 2024, "The impact of demographic change on the natural rate of interest in Japan," Japan and the World Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.japwor.2023.101237.
• Mody, Ashoka & Nedeljkovic, Milan, 2024, "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107033.
• Cheng, Hang & Guo, Hui & Shi, Yongdong, 2024, "Multifactor conditional equity premium model: Evidence from China's stock market," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107117.
• Lof, Matthijs & Nyberg, Henri, 2024, "Discount rates and cash flows: A local projection approach," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107127.
• Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024, "Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107131.
• Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024, "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 91-111, DOI: 10.1016/j.jebo.2023.11.004.
• Martinoli, Mario & Moneta, Alessio & Pallante, Gianluca, 2024, "Calibration and validation of macroeconomic simulation models by statistical causal search," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106786.
• Hutahean, Timbul Parasian & Hermawan, Wawan & Kharisma, Bayu & Hasanah, Alfiah, 2024, "Debt and debt tax benefit: Evidence from Indonesia debt-to-equity cap reform," Journal of Economics and Business, Elsevier, volume 132, issue C, DOI: 10.1016/j.jeconbus.2024.106217.
• Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024, "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103023.
• Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2024, "Metal and energy price uncertainties and the global economy," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103044.
• Liao, Wenting & Ma, Jun & Zhang, Chengsi, 2024, "Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103056.
• Gerba, Eddie & Leiva-León, Danilo & Rubio, Margarita, 2024, "Inspecting cross-border macro-financial mechanisms," Journal of International Money and Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jimonfin.2024.103094.
• Garcia, Márcio & Guillen, Diogo & Ribeiro, Bernardo & Velloso, João, 2024, "International macroeconomic vulnerability," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103105.
• Milas, Costas & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024, "UK Foreign Direct Investment in uncertain economic times," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103132.
• Moreno-Pérez, Carlos & Minozzo, Marco, 2024, "‘Making text talk’: The minutes of the Central Bank of Brazil and the real economy," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103133.
• Manopimoke, Pym & Nookhwun, Nuwat & Pattararangrong, Jettawat, 2024, "Exchange rate in emerging markets: Shock absorber or source of shock?," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103148.
• 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.
• Rujin, Svetlana, 2024, "Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins," Journal of Macroeconomics, Elsevier, volume 79, issue C, DOI: 10.1016/j.jmacro.2023.103571.
• Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024, "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100369.
• 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.
• Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024, "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100379.
• Bunek, Gabriel D. & Janzen, Joseph P., 2024, "Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100382.
• Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing, 2024, "Carbon volatility connectedness and the role of external uncertainties: Evidence from China," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100383.
• Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024, "On the estimation of Value-at-Risk and Expected Shortfall at extreme levels," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100391.
• Zhu, Yanli & Yang, Xian & Zhang, Chuanhai & Liu, Sihan & Li, Jiayi, 2024, "Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100443.
• Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2024, "Forecasting crude oil returns with oil-related industry ESG indices," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100444.
• Kakran, Shubham & Kumari, Vineeta & Bajaj, Parminder Kaur & Sidhu, Arpit, 2024, "Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00342.
• Cavicchioli, Maddalena, 2024, "A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00349.
• Armah, Mohammed & Amewu, Godfred, 2024, "Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2024.e00352.
• Afonso, António & Morão, Hugo, 2024, "Commonalities and heterogeneity in the Iberian business cycle," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00375.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Asymmetric effects of monetary policy shocks on financial stability," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00380.
• Alves, Renan Santos & Palma, Andreza A., 2024, "The effectiveness of fiscal policy in Brazil through the MIDAS Lens," Journal of Policy Modeling, Elsevier, volume 46, issue 1, pages 113-128, DOI: 10.1016/j.jpolmod.2023.10.004.
• Ben Mimoun, Mohamed & Boukhatem, Jamel & Raies, Asma, 2024, "Aggregate demand and inflation response to monetary policy shocks in Tunisia," Journal of Policy Modeling, Elsevier, volume 46, issue 3, pages 592-612, DOI: 10.1016/j.jpolmod.2024.01.009.
• Bilgili, Faik & Kassouri, Yacouba & Kuşkaya, Sevda & Majok Garang, Aweng Peter, 2024, "The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104449.
• Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104594.
• Carrillo-Maldonado, Paul & Arias, Karla & Zanoni, Wladimir & Cruz, Zoe, 2024, "Local socioeconomic impacts of large-scale mining projects in Ecuador: The case of Fruta del Norte," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104625.
• Potts, Todd B. & Yerger, David B., 2024, "The macroeconomic impact of energy price shocks: Threshold effects and the fracking boom," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104772.
• Luqman, Muhammad, 2024, "Transition towards natural resource rents and green technology to achieve China's COP26 success: A novel insights in the case of trade openness and environmental pollution," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.105021.
• Priya, Pragati & Pal, Debdatta, 2024, "Does crude oil price volatility respond asymmetrically to financial shocks?," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.105029.
• Aray, Henry & Vera, David, 2024, "A tale of oil production collapse," Resources Policy, Elsevier, volume 93, issue C, DOI: 10.1016/j.resourpol.2024.105044.
• Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2024, "Tail risks of energy transition metal prices for commodity prices," Resources Policy, Elsevier, volume 93, issue C, DOI: 10.1016/j.resourpol.2024.105057.
• Reboredo, Juan C. & Ugolini, Andrea, 2024, "The impact of uncertainty shocks on energy transition metal prices," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105161.
• Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024, "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105201.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105238.
• Roy, Arup, 2024, "Impacts of economic development, globalization, and gross capital formation on natural resources rents: Evidence from India," Resources Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.resourpol.2024.105259.
• Zhou, Gang & Bahn, Gwonsoo & Lao, Jian & Zhang, Yuan, 2024, "COP28 targets for mobilizing private investment in fossil fuels extraction industry to cope with the climate change," Resources Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.resourpol.2024.105285.
• Li, Jie & Zou, Xu, 2024, "Investment in the mining industry: Sustainable education and green literacy concepts," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105293.
• Nie, Peng & Zhong, Juncheng & Ren, Zhengliang & Huang, Jinglei, 2024, "Sustainable financing solutions for the growth of resource-driven economies in the digital economy age," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105350.
• Mao, Qian & Li, Yilong, 2024, "Blockchain evolution, artificial intelligence and ferrous metal trade," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105369.
• Bai, Mo & Wang, Weixuan & Li, Zhigang, 2024, "Private enterprises solution for fossil fuels transition: Role of ESG and carbon reporting," Resources Policy, Elsevier, volume 99, issue C, DOI: 10.1016/j.resourpol.2024.105407.
• Zhang, Ming & Guo, Manfeng, 2024, "Attracting Private Investment to Renewable Energy Projects in India," Utilities Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.jup.2024.101816.
• Oliveira, Eleonora de & Palma, Andreza A. & Portugal, Marcelo S., 2024, "A Markov-Switching DSGE model for measuring the output gap in Brazil," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 1, DOI: 10.1016/j.latcb.2024.100121.
• Garcia, Juan Angel & Gimeno, Ricardo, 2024, "Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 4, DOI: 10.1016/j.latcb.2024.100133.
• Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024, "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.jmoneco.2023.12.005.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024, "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103571.
• Brianti, Marco & Cormun, Vito, 2024, "Expectation-driven boom-bust cycles," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103575.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2024, "Blended identification in structural VARs," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103581.
• Wang, Hu & Liu, Xin, 2024, "Volatility spillover features in financial industries and identification of systemically important financial institutions: A new perspective," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102241.
• Wu, Xinyu & Qian, Jia & Zhao, Xiaohan, 2024, "Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102245.
• Wang, Yifan & You, Xiqi & Zhang, Yanhang & Yang, Hanfang, 2024, "Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102272.
• Lu, Yao & Zhao, Zhihui & Tian, Yuan & Zhan, Minghua, 2024, "How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102325.
• Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024, "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102392.
• Tang, Wenjin & Bu, Hui & Ji, Yuqiong & Li, Zhongfei, 2024, "Market uncertainty and information content in complex seasonality of prices," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102430.
• Wu, Xinyu & Zhao, An & Wang, Yuyao & Han, Yang, 2024, "Forecasting Chinese stock market volatility with high-frequency intraday and current return information," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102458.
• Narayan, Paresh Kumar & Garg, Bhavesh & Gunadi, Iman & Rishanty, Arnita, 2024, "How are green stocks and monetary policy related?," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102516.
• Pernagallo, Giuseppe, 2024, "Crypto network," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 654, issue C, DOI: 10.1016/j.physa.2024.130128.
• Gabriel, Ricardo Duque & Pessoa, Ana Sofia, 2024, "Adopting the euro: A synthetic control approach," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102537.
• Tzika, Paraskevi & Pantelidis, Theologos, 2024, "Economic policy uncertainty as an indicator of abrupt movements in the US stock market," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 93-103, DOI: 10.1016/j.qref.2024.01.002.
• Seiler, Volker, 2024, "The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 160-179, DOI: 10.1016/j.qref.2024.03.007.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
• Tzomakas, Christos, 2024, "Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101895.
• Zhou, Bin & Shi, Huai-Long, 2024, "Quantile volatility connectedness among themes and sectors: Novel evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101937.
• 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.
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1385-1403, DOI: 10.1016/j.iref.2023.08.021.
• Kapar, Burcu & Billah, Syed Mabruk & Rana, Faisal & Balli, Faruk, 2024, "An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1442-1467, DOI: 10.1016/j.iref.2023.09.004.
• Kumari, Pooja & Mamidala, Vasanthi & Chavali, Kavita & Behl, Abhishek, 2024, "The changing dynamics of crypto mining and environmental impact," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 940-953, DOI: 10.1016/j.iref.2023.08.004.
• Beckmann, Joscha & Breitenlechner, Max & Scharler, Johann, 2024, "Is the exchange rate a shock absorber? The shocks matter," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 114-130, DOI: 10.1016/j.iref.2023.08.005.
• Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024, "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 316-333, DOI: 10.1016/j.iref.2023.10.031.
• Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
• Guo, Yanfeng & Zhao, Huanyu, 2024, "Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 446-457, DOI: 10.1016/j.iref.2023.10.004.
• Baek, Ingul & Liu, Jia & Noh, Sanha, 2024, "Real estate uncertainty and financial conditions over the business cycle," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 656-675, DOI: 10.1016/j.iref.2023.10.033.
• Xu, Yingying & Lien, Donald, 2024, "Together in bad times? The effect of COVID-19 on inflation spillovers in China," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 316-331, DOI: 10.1016/j.iref.2024.01.015.
• Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024, "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 348-363, DOI: 10.1016/j.iref.2024.01.034.
• Feng, Jingyu & Yuan, Ying & Jiang, Mingxuan, 2024, "Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 275-301, DOI: 10.1016/j.iref.2024.02.014.
• Chen, Zhang-HangJian & Zhao, Shou-Yu & Song, Huai-Bing & Yang, Ming-Yuan & Li, Sai-Ping, 2024, "Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 626-645, DOI: 10.1016/j.iref.2024.02.005.
• Man, Yuanyuan & Zhang, Sunpei & He, Yongda, 2024, "Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1397-1416, DOI: 10.1016/j.iref.2024.03.066.
• Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024, "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 350-371, DOI: 10.1016/j.iref.2024.03.011.
• Morita, Hiroshi & Ono, Taiki, 2024, "COVID-19 uncertainty index in Japan: Newspaper-based measures and economic activities," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 390-403, DOI: 10.1016/j.iref.2024.03.041.
• Noori, Mohammad, 2024, "Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 529-551, DOI: 10.1016/j.iref.2024.03.047.
• Asafo-Adjei, Emmanuel & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2024, "Risk synchronization in Australia stock market: A sector analysis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 582-610, DOI: 10.1016/j.iref.2024.03.042.
• Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024, "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 789-810, DOI: 10.1016/j.iref.2024.03.054.
• Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2024, "Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 1176-1197, DOI: 10.1016/j.iref.2024.05.021.
• Jana, Rabin K., 2024, "Are metaverse coins more prone to geopolitical risk than traditional crypto assets?," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 436-447, DOI: 10.1016/j.iref.2024.05.001.
• Deng, Jing & Liu, Yejiao & Zhuang, Zhitao & Gu, Xuesong & Xing, Xiaoyun, 2024, "Do China and USA differ in the interrelationship between green bond and ESG markets?," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 919-934, DOI: 10.1016/j.iref.2024.03.035.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie & Wee, Jung Bum, 2024, "ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103375.
• Chen, Xiangyu & Tongurai, Jittima, 2024, "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103579.
• Fang, Yi & Wang, Yanru & Yuan, Yan & Zhang, Moyan, 2024, "Urban air pollution and systemic risk of the real estate market in China," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103626.
• Erfanian, Azadeh & Ariff, Mohamed & Bhatti, M. Ishaq, 2024, "Market tempo: Decoding information speed across global stock markets," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103635.
• Shi, Chunpei & Wei, Yu & Zheng, Yihe & Wang, Zhuo & Wang, Qian, 2024, "Is ESG investment rewarded or just doing good? Evidence from China," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103712.
• Hong, Hui & Jiang, Lijun & Zhang, Cheng & Yue, Zhonggang, 2024, "Do conventional and new energy stock markets herd differently? Evidence from China," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102120.
• Hong, Yun & Jiang, Yanhui & Su, Xiaojian & Deng, Chao, 2024, "Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102143.
• Costa, Filipe & Fortuna, Natércia & Lobão, Júlio, 2024, "Herding states and stock market returns," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102163.
• Ha, Le Thanh & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024, "Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102278.
• Mandas, Marco & Lahmar, Oumaima & Piras, Luca & De Lisa, Riccardo, 2024, "ESG reputational risk and market valuation: Evidence from the European banking industry," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102286.
• Gangopadhyay, Partha & Das, Narasingha & Kumar, Satish & Tanin, Tauhidul Islam, 2024, "Information warfare: Analyzing COVID-19 news and its economic fallout in the US," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102343.
• Chen, Xiangyu & Tongurai, Jittima, 2024, "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102391.
• Kashyap, Ravi, 2024, "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102487.
• Montero, José-María & Naimy, Viviane & Farraj, Nermeen Abi & El Khoury, Rim, 2024, "Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link," Socio-Economic Planning Sciences, Elsevier, volume 91, issue C, DOI: 10.1016/j.seps.2023.101791.
• Sánchez García, Javier & Galdeano Gómez, Emilio & Cruz Rambaud, Salvador, 2024, "Drivers of inflationary shocks and spillovers between Europe and the United States," Socio-Economic Planning Sciences, Elsevier, volume 95, issue C, DOI: 10.1016/j.seps.2024.101977.
• Pan, Changchun & Huang, Yuzhe & Lee, Chien-Chiang, 2024, "The dynamic effects of oil supply shock on China: Evidence from the TVP-Proxy-VAR approach," Socio-Economic Planning Sciences, Elsevier, volume 95, issue C, DOI: 10.1016/j.seps.2024.102026.
• Ferrentino, Rosa & Vota, Luca, 2024, "The development planning of the Italian Mezzogiorno: A statistical-mathematical analysis by a Real Business Cycle model," Socio-Economic Planning Sciences, Elsevier, volume 96, issue C, DOI: 10.1016/j.seps.2024.102022.
• Pérez Rojo, Flavio & Rodríguez, Gabriel, 2024, "Impact of monetary policy shocks in the Peruvian economy over time," Structural Change and Economic Dynamics, Elsevier, volume 71, issue C, pages 270-288, DOI: 10.1016/j.strueco.2024.08.003.
• Pata, Ugur Korkut & Kartal, Mustafa Tevfik & Mukhtarov, Shahriyar, 2024, "Technological changes and carbon neutrality targets in European countries: A sustainability approach with Fourier approximations," Technological Forecasting and Social Change, Elsevier, volume 198, issue C, DOI: 10.1016/j.techfore.2023.122994.
• Ghosh, Indranil & Jana, Rabin K., 2024, "Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI," Technological Forecasting and Social Change, Elsevier, volume 200, issue C, DOI: 10.1016/j.techfore.2023.123148.
• Qin, Meng & Zhu, Yujie & Xie, Xin & Shao, Xuefeng & Lobonţ, Oana-Ramona, 2024, "The impact of climate risk on technological progress under the fourth industrial era," Technological Forecasting and Social Change, Elsevier, volume 202, issue C, DOI: 10.1016/j.techfore.2024.123325.
• Shen, Lihua & Zhou, Jianan, 2024, "The role of biodiversity and energy transition in shaping the next techno-economic era," Technological Forecasting and Social Change, Elsevier, volume 208, issue C, DOI: 10.1016/j.techfore.2024.123700.
• Matthew O'Donnell & Aleksandar Vasilev, 2024, "How do interest rates effect consumption in the UK?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 67, issue 3, pages 1-41.
• Matthew O'Donnell & Aleksandar Vasilev, 2024, "How do interest rates effect consumption in the UK?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2024/01, Apr.
• Daniele Colombo & Laurent Ferrara, 2024, "Weather Shocks and Sectoral Dynamics in European Economies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-07, Jan, revised Aug 2024.
• Corrado Di Guilmi & Georgia K. Rylah, 2024, "Behind the Curve: Econometric Estimation and Sectoral Decomposition of the Japanese Beveridge Curve's Evolution Around the COVID-19 Pandemic," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-20, Mar.
• Enrico Campos de Mira & Wilfredo Fernado Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-29, May.
• Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2024, "Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-51, Aug.
• Knut Are Aastveit & Hilde C. Bjornland & Jamie L. Cross & Helene Olsen Kalstad, 2024, "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-68, Nov.
• Leo Krippner, 2024, "Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-71, Dec.
• Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken, 2024, "Fiscal Impacts of Climate Anomalies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-74, Dec.
• Livieri, Giulia & Radi, Davide & Smaniotto, Elia, 2024, "Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123650, Apr.
• Guglielmo Maria Caporale & Stavroula Yfanti & Menelaos Karanasos & Jiaying Wu, 2024, "Financial integration and European tourism stocks," Chapters, Edward Elgar Publishing, chapter 21, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
• Guglielmo Maria Caporale & Nicola Spagnolo, 2024, "US municipal green bonds and financial integration," Chapters, Edward Elgar Publishing, chapter 8, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
• Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, Edward Elgar Publishing, chapter 5, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
• Francesco Furno & Domenico Giannone, 2024, "Nowcasting recession risk," Chapters, Edward Elgar Publishing, chapter 7, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
• Bruce E. Hansen & Jeffrey S. Racine, 2024, "Bootstrap Model Averaging Unit Root Inference," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046005.
• Ziwen Gao & Steven F. Lehrer & Tian Xie & Xinyu Zhang, 2024, "Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046006.
• Surachai Chancharat & Suthasinee Suwannapak, 2024, "The dynamic relationship between ASEAN+6 exchange rates and stock markets: application of the ARDL model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 31, issue 5, pages 365-377, October, DOI: 10.1108/JABES-01-2024-0026.
• Sunil Kumar & Mohinder Singh, 2024, "Risk factors-adjusted performance and persistence during the post-subprime crisis period: evidence from Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 22, issue 2, pages 301-322, October, DOI: 10.1108/JAMR-07-2022-0138.
• Haydory Akbar Ahmed & Hedieh Shadmani, 2024, "Income inequality, unemployment, and government transfer: what do their dynamics tell us," Journal of Economics and Development, Emerald Group Publishing Limited, volume 26, issue 4, pages 274-289, September, DOI: 10.1108/JED-10-2023-0195.
• Armando Urdaneta Montiel & Emmanuel Vitorio Borgucci Garcia & Segundo Camino-Mogro, 2024, "Short-term effects of productive credit, savings and money demand on Ecuador’s economic growth, 2006–2020," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 29, issue 58, pages 309-325, April, DOI: 10.1108/JEFAS-03-2023-0081.
• Brahim Gaies, 2024, "Exploring the time-varying predictability of global financial instability over the last two decades: the influence of climate change news," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 5, pages 904-918, August, DOI: 10.1108/JES-01-2024-0031.
• Wajdi Moussa & Rym Regaïeg & Nidhal Mgadmi, 2024, "Assessing the impact of the COVID-19 pandemic and the Russian–Ukrainian war on cryptocurrency volatility," Journal of Financial Crime, Emerald Group Publishing Limited, volume 32, issue 1, pages 221-244, November, DOI: 10.1108/JFC-02-2024-0068.
• Inder Sekhar Yadav & Phanindra Goyari, 2024, "The effects of financial development on crop productivity: ARDL evidence from Indian agriculture," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 17, issue 4, pages 530-558, October, DOI: 10.1108/JFEP-05-2023-0126.
• Mohamad H. Shahrour & Ryan Lemand & Mathis Mourey, 2024, "Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect," Journal of Risk Finance, Emerald Group Publishing Limited, volume 26, issue 1, pages 1-21, December, DOI: 10.1108/JRF-07-2024-0185.
• Prince Kumar Maurya & Rohit Bansal & Anand Kumar Mishra, 2024, "Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1119-1140, April, DOI: 10.1108/SEF-01-2024-0029.
• Donia Aloui & Abderrazek Ben Maatoug, 2024, "How is the ECB’s quantitative easing transmitted to the financial markets?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 268-285, March, DOI: 10.1108/SEF-02-2022-0108.
• Andrés Oviedo-Gómez & Sandra Milena Londoño-Hernández & Diego Fernando Manotas-Duque, 2024, "Directional connectedness between the electricity prices and natural gas prices: evidence from Alberta’s electricity market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 1, pages 115-134, July, DOI: 10.1108/SEF-04-2024-0203.
• Hojjat Ansari & Moslem Peymany, 2024, "Herding behaviour in the cryptocurrency market: the role of uncertainty and return of classical financial markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 2, pages 274-288, September, DOI: 10.1108/SEF-06-2024-0373.
• Václav Brož, 2024, "Regulation by enforcement: the impact of Securities and Exchange Commission enforcement actions on crypto valuation," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 3, pages 489-509, November, DOI: 10.1108/SEF-07-2024-0429.
• Opeoluwa Adeniyi Adeosun & Suhaib Anagreh & Mosab I. Tabash & Xuan Vinh Vo, 2024, "Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1057-1084, January, DOI: 10.1108/SEF-10-2023-0586.
• Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey & Wu, Ping, 2024, "Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2024-11, Sep.
• Chryso Aristidou & George Thucydides, 2024, "Historical decomposition of the Cyprus Residential Property Prices," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 18, issue 1, pages 53-70, July.
• Dhoha Mellouli & Imen Zoglami, 2024, "The Dynamics of Connectivity between Traditional Cryptocurrencies and NFTs: Validation of the Connectivity Model by Quantiles and Frequencies," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 131-154.
• Chali Nondo & Nicholas Odhiambo & Nyakundi Michieka & Richard Gearhart III, 2024, "The environmental tale of two countries: Determinants of CO2 emissions in South Africa and Australia," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2024, issue 1, pages 193-217.
• Georgiana Plesa, 2024, "Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 1, pages 105-140, March.
• Jaromir Baxa & Tomas Sestorad, 2024, "How Different are the Alternative Economic Policy Uncertainty Indices? The Case of European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/3, Jan, revised Jan 2024.
• Jaromir Baxa & Tomas Sestorad, 2024, "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/34, Sep, revised Sep 2024.
• Tomas Sestorad & Natalie Dvorakova, 2024, "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/36, Oct, revised Oct 2024.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers, Fondazione Eni Enrico Mattei, number 2024.02, Feb.
• Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024, "Macroeconomic Spillovers of Weather Shocks across U.S. States," Working Papers, Fondazione Eni Enrico Mattei, number 2024.09, Jun.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Working Papers, Fondazione Eni Enrico Mattei, number 2024.15, Jun.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
• Atsushi Inoue & Lutz Kilian, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers, Federal Reserve Bank of Dallas, number 2404, Jul, DOI: 10.24149/wp2404.
• Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2024, "Nonparametric Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2414, Nov, DOI: 10.24149/wp2414.
• Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024, "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-04, Aug, DOI: 10.24148/wp2024-04.
• Jens H. E. Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-08, Mar, DOI: 10.24148/wp2024-08.
• Jens H. E. Christensen & Mark M. Spiegel, 2024, "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-12, Jul, DOI: 10.24148/wp2024-12.
• Jens H. E. Christensen & Xin Zhang, 2025, "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-13, Aug, DOI: 10.24148/wp2024-13.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-24, Aug, DOI: 10.24148/wp2024-24.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.