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

2023

• Jeyhun I. Mikayilov & Abeer Al Ghamdi, 2023, "Regional Electricity Demand Impacts in Saudi Arabia: A Study on the Government Sector," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 1, issue 1, pages 63-74, December, DOI: 10.62433/josdi.v1i1.14.
• Maria Dolores Gadea & Jesus Gonzalo, 2023, "Climate change heterogeneity: A new quantitative approach," Papers, arXiv.org, number 2301.02648, Jan.
• Jia Chen & Degui Li & Yuning Li & Oliver Linton, 2023, "Estimating Time-Varying Networks for High-Dimensional Time Series," Papers, arXiv.org, number 2302.02476, Feb.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2023, "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers, arXiv.org, number 2302.02866, Feb, revised Oct 2023.
• Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023, "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers, arXiv.org, number 2302.03172, Feb.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers, arXiv.org, number 2303.10117, Mar, revised Mar 2024.
• Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou, 2023, "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Papers, arXiv.org, number 2303.11030, Mar.
• Wei Tian & Seojeong Lee & Valentyn Panchenko, 2023, "Synthetic Controls with Multiple Outcomes," Papers, arXiv.org, number 2304.02272, Apr, revised Jul 2024.
• Dimitris Korobilis & Maximilian Schroder, 2023, "Monitoring multicountry macroeconomic risk," Papers, arXiv.org, number 2305.09563, May.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers, arXiv.org, number 2305.16827, May.
• Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers, arXiv.org, number 2305.17829, May.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023, "Inference for Local Projections," Papers, arXiv.org, number 2306.03073, Jun, revised Aug 2024.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized neural networks for agent-based model forecasting," Papers, arXiv.org, number 2308.05753, Aug.
• Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023, "Closed-form approximations of moments and densities of continuous-time Markov models," Papers, arXiv.org, number 2308.09009, Aug.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023, "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers, arXiv.org, number 2308.13346, Aug, revised Sep 2024.
• Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023, "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Papers, arXiv.org, number 2310.16850, Oct.
• Andrea Nocera & M. Hashem Pesaran, 2023, "Causal effects of the Fed's large-scale asset purchases on firms' capital structure," Papers, arXiv.org, number 2310.18638, Oct.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers, arXiv.org, number 2311.12671, Nov.
• Maria Dolores Gadea & Jesus Gonzalo & Andrey Ramos, 2023, "Trends in Temperature Data: Micro-foundations of Their Nature," Papers, arXiv.org, number 2312.06379, Dec.
• Jinyong Hahn & Zhipeng Liao & Nan Liu & Shuyang Sheng, 2023, "Some Finite-Sample Results on the Hausman Test," Papers, arXiv.org, number 2312.10558, Dec.
• Tavassoli, Solaleh & Khiabani, Nasser, 2023, "Spatio-Temporal Diffusion of Housing Prices in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 3, pages 3-42, December.
• Zdravko Sergo & Jasmina Grzinic & Tatiana Zanini Gavranic, 2023, "Does The House Slave Effect Depress International Tourism Travelling?," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 32, issue 2, pages 473-494, december, DOI: 10.17818/EMIP/2023/2.9.
• Miaomiao Tao & Lim Thye Goh, 2023, "The Road to Improve Energy Efficiency vs. the Role of Corruption - A Dynamic Quantile Exploration," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-5, DOI: 2023/03/09.
• Isiaka Akande Raifu, 2023, "Examining the Time-Varying Causality Between Oil Returns and Stock Returns in Norway," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-9, DOI: 2023/03/14.
• Jamiu Badmus & Sodiq Bisiriyu & Oluwadamilola Alawode, 2023, "Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-5, DOI: 2023/06/13.
• Tommaso Tornese, 2023, "A Euro Area Term Structure Model with Time Varying Exposures," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23199.
• Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023, "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23200.
• Ibrahim L. Awad, 2023, "A Comparative Study of Seigniorage: Egypt and Qatar," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 172-190.
• Cristina BALINT & Alexandra DERECICHEI, 2023, "The Effects Of The Macroeconomic Factors On The Bucharest Stock Exchange During The Covid-19 Pandemic," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Chinara Azizova & Bruno Feunou & James Kyeong, 2023, "Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency," Discussion Papers, Bank of Canada, number 2023-19, Sep, DOI: 10.34989/sdp-2023-19.
• Marc-André Gosselin & Sharon Kozicki, 2023, "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers, Bank of Canada, number 2023-29, Dec, DOI: 10.34989/sdp-2023-29.
• Serdar Kabaca & Kerem Tuzcuoglu, 2023, "Supply Drivers of US Inflation Since the COVID-19 Pandemic," Staff Working Papers, Bank of Canada, number 23-19, Mar, DOI: 10.34989/swp-2023-19.
• Temel Taskin & Franz Ulrich Ruch, 2023, "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers, Bank of Canada, number 23-37, Jun, DOI: 10.34989/swp-2023-37.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers, Bank of Canada, number 23-61, Dec, DOI: 10.34989/swp-2023-61.
• Bruno Feunou & James Kyeong, 2023, "Finding the balance—measuring risks to inflation and to GDP growth," Staff Analytical Notes, Bank of Canada, number 2023-18, Dec, DOI: 10.34989/san-2023-18.
• Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers Series, Central Bank of Brazil, Research Department, number 581, May.
• Patrick Fève & Alban Moura, 2023, "Frictionless house-price momentum," BCL working papers, Central Bank of Luxembourg, number 177, Nov.
• Javier García-Cicco & Lorena Garegnani & Maximiliano Gómez Aguirre & Ariel David Krysa & Luis Libonatti, 2023, "Empirical Regularities of Inflation in Latin America," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 81, pages 5-54, May.
• Tomás Marinozzi, 2023, "Forecasting Inflation in Argentina: A Probabilistic Approach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 81, pages 81-110, May.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023, "De la energía al resto de los componentes: la generalización del fenómeno inflacionista," Boletín Económico, Banco de España, issue 2023/T1, DOI: https://doi.org/10.53479/24995.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023, "La evolución reciente de la inversión en España desde una perspectiva macroeconómica," Boletín Económico, Banco de España, issue 2023/T3, DOI: https://doi.org/10.53479/30649.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023, "The spread of inflation from energy to other components," Economic Bulletin, Banco de España, issue 2023/Q1, DOI: https://doi.org/10.53479/25119.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023, "Recent changes in investment in Spain from a macroeconomic perspective," Economic Bulletin, Banco de España, issue 2023/Q3, DOI: https://doi.org/10.53479/30733.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2023, "How to measure inFLAtion volatility. A note," Working Papers, Banco de España, number 2314, Jun, DOI: https://doi.org/10.53479/30092.
• Christian Hoynck & Luca Rossi, 2023, "The drivers of market-based inflation expectations in the euro area and in the US," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 779, Jun.
• Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023, "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 792, Jul.
• Margherita Bottero & Antonio M. Conti, 2023, "In the thick of it: an interim assessment of monetary policy transmission to credit conditions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 810, Oct.
• Simone Letta & Pasquale Mirante, 2023, "Investigating the determinants of corporate bond credit spreads in the euro area," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 36, Jun.
• Filippo Natoli, 2023, "The macroeconomic effects of temperature surprise shocks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1407, Mar.
• Fabrizio Ferriani & Andrea Gazzani & Filippo Natoli, 2023, "Flight to climatic safety: local natural disasters and global portfolio flows," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1420, Jul.
• Luigi Infante & Francesca Lilla & Francesco Vercelli, 2023, "The effects of the pandemic on households' financial savings: a Bayesian structural VAR analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1421, Oct.
• Piergiorgio Alessandri & Fabrizio Venditti & Oscar JordÃ, 2023, "Decomposing the monetary policy multiplier," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1422, Oct.
• Marco Bernardini & Antonio M. Conti, 2023, "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1435, Dec.
• Alba Carlos & Cuadra Gabriel & Ibarra Raúl, 2023, "Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions," Working Papers, Banco de México, number 2023-03, Mar.
• Luis Fernando Melo-Velandia & Hernán Rincón-Castro & Jorge Hernán Toro-Córdoba, 2023, "Flujos brutos de capital de portafolio de no residentes y residentes y el rol de la política monetaria," Borradores de Economia, Banco de la Republica de Colombia, number 1224, Mar, DOI: 10.32468/be.1224.
• Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023, "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia, Banco de la Republica de Colombia, number 1225, Mar, DOI: 10.32468/be.1225.
• Suleyman Kasal, 2023, "Analysing The Armey Curve Based On The Fourier Cointegration Approach For Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 68, issue 236, pages 139-158, January –.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu, 2023, "Asymmetric Reactions Of Stock Prices And Industrial Output To Exchange Rate Shocks: Multiple Threshold Nonlinear Autoregressive Distributed Lag Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 68, issue 237, pages 165-191, April – J.
• Jelena Rašković, 2023, "Ricardian Equivalence Or Twin Deficits Hypothesis? Evidence From Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 68, issue 238, pages 87-113, July – Se.
• Justine Guillochon & Julien Le Roux, 2023, "Unobserved Components Model(s): Output Gaps and Financial Cycles," Working papers, Banque de France, number 926.
• Sanvi Avouyi-Dovi & Lorraine Chouteau & Lucas Devigne & Emmanuelle Politronacci, 2023, "Shadow Economy: What Factors Matter in the French Case?," Working papers, Banque de France, number 930.
• Mario Forni & Luca Sala & Luca Gambetti & Davide Debortoli, 2023, "Nonlinear Monetary Policy Tradeoffs," Working Papers, Barcelona School of Economics, number 1404, Sep.
• Geert Mesters & Régis Barnichon, 2023, "Evaluating Policy Institutions -150 Years of US Monetary Policy-," Working Papers, Barcelona School of Economics, number 1410, Oct.
• Emre BULUT & Ahmed İhsan ŞİMŞEK, 2023, "The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 Index," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 121-135, June, DOI: https://doi.org/10.33399/biibfad.12.
• Ercüment DOĞRU, 2023, "Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 63-83, December, DOI: https://doi.org/10.33399/biibfad.13.
• Nguyễn Lê Hoàng Thụy Tố Quyên & Trần Phạm Khánh Toàn, 2023, "Tác động của chất lượng thể chế đến quy mô kinh tế phi chính thức tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 18, issue 4, pages 33-47, DOI: 10.46223/HCMCOUJS.econ.vi.18.4.2233.
• Trương Ngọc Hảo & Lê Công Trứ & Trần Thanh Trúc, 2023, "Tác động của đa dạng hóa xuất khẩu đến tăng trưởng xuất khẩu: Trường hợp ngành tôm Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 18, issue 4, pages 48-62, DOI: 10.46223/HCMCOUJS.econ.vi.18.4.2283.
• Karen Tumanyants & Sergey Arzhenovskiy & Olga Arkova & Maksim Monastyryov & Irina Pichulina, 2023, "Inequality and Economic Growth in Russia: Econometric Analysis," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 2, pages 52-77, June.
• Henry Penikas, 2023, "Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 3, pages 3-34, September.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series, Bank of Russia, number wps115, Jul.
• Isabella Moder, 2023, "The transmission of euro area monetary policy to financially euroized countries," Economics and Politics, Wiley Blackwell, volume 35, issue 3, pages 718-751, November, DOI: 10.1111/ecpo.12242.
• Matthew Read, 2023, "Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions," The Economic Record, The Economic Society of Australia, volume 99, issue 326, pages 329-358, September, DOI: 10.1111/1475-4932.12749.
• James McNeil & Gregor W. Smith, 2023, "The All‐Gap Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 2, pages 269-282, April, DOI: 10.1111/obes.12528.
• Sune Karlsson & Pär Österholm, 2023, "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, volume 125, issue 1, pages 287-314, January, DOI: 10.1111/sjoe.12508.
• Valeria Jemio Hurtado & Laura Rubín de Celis & Liliana Villamil Velasco, 2023, "Determinantes y usos del flujo de remesas familiares recibidas: El caso de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 38, issue 1, pages 84-110, Junuary -.
• Juan Pablo Rowert Mariscal, 2023, "Relación entre la liquidez del sistema financiero y el mercado monetario en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 39, issue 2, pages 38-79, July - De.
• Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2023, "The impact of financial shocks on the forecast distribution of output and inflation," Working Paper, Norges Bank, number 2023/3, Mar.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Paper, Norges Bank, number 2023/9, Jun.
• Felix Kapfhammer, 2023, "The Economic Consequences of Effective Carbon Taxes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2023, Jan.
• Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2023, Feb.
• Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023, "Oil and the Stock Market Revisited: A mixed functional VAR approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2023, Mar.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Probabilistic Quantile Factor Analysis," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2023, Aug.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2023, Aug.
• Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023, "A Bayesian DSGE Approach to Modelling Cryptocurrency," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2023, Sep.
• Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023, "Monetary policy shocks and exchange rate dynamics in small open economies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2023, Jun.
• David Kohns & Galina Potjagailo, 2023, "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers, Bank of England, number 1025, Jun.
• Stavros Degiannakis & Eleftheria Kafousaki, 2023, "Forecasting VIX: The illusion of forecast evaluation criteria," Working Papers, Bank of Greece, number 322, Jun, DOI: 10.52903/wp2022322.
• Akitaka Tsuchiya & Kenichi Sakura, 2023, "Recent Characteristics of Long-Term Interest Rates and Stock Prices in the United States and Europe: with a Focus on the Effects of Increased Attention to Inflation Indicators," Bank of Japan Review Series, Bank of Japan, number 23-E-6, Sep.
• Yui Kishaba & Tatsushi Okuda, 2023, "The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-8, May.
• Stephanie Ettmeier, 2023, "No Taxation Without Reallocation: The Distributional Effects of Tax Changes," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2023_436, Jun.
• Guinea Laurentiu & Puch Luis A. & Ruiz Jesús, 2023, "News-Driven Housing Booms: Spain Versus Germany," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 95-150, January, DOI: 10.1515/bejm-2021-0116.
• Asai Manabu & So Mike K. P., 2023, "Realized BEKK-CAW Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 49-77, January, DOI: 10.1515/jtse-2022-0009.
• Kawakatsu Hiroyuki, 2023, "Simple Factor Realized Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 79-110, January, DOI: 10.1515/jtse-2021-0049.
• Hudecova Kristina & Rajcaniova Miroslava, 2023, "Geopolitical Risk and Energy Market," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 29, issue 2, pages 171-187, May, DOI: 10.1515/peps-2022-0033.
• Wang Yu & Liu Yun, 2023, "Does Geopolitical Risk Influence China’s Defence Sector Returns?," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 29, issue 3, pages 279-287, September, DOI: 10.1515/peps-2023-0027.
• Blazsek Szabolcs & Blazsek Virag & Kobor Adam, 2023, "Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 2, pages 237-264, April, DOI: 10.1515/snde-2021-0066.
• Pan Jiazhu & He Yali, 2023, "Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 3, pages 377-395, June, DOI: 10.1515/snde-2020-0071.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2023, "Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 5, pages 705-731, December, DOI: 10.1515/snde-2022-0107.
• Donia Aloui & Abderrazek Ben Maatoug, 2023, "Comment l'incertitude à l'égard de la politique économique peut-elle affecter le marché boursier français dans un environnement riche en données ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 275-288.
• Duffy, J. & Simons, J., 2023, "Cointegration without Unit Roots," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2332, Apr.
• Tomas Micko & Alexander Karsay & Zuzana Mucka & Lucia Sramkova, 2023, "Closer to Finding Yeti," Working Papers, Council for Budget Responsibility, number Working Paper No. 1/2023, Aug.
• Arigoni, Filippo & Lenarcic, Crt, 2023, "Foreign economic policy uncertainty shocks and real activity in the Euro area," Research Technical Papers, Central Bank of Ireland, number 7/RT/23, Aug.
• Byoung Hark Yoo, 2023, "Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08," Working Papers, Congressional Budget Office, number 59629, Nov.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2023, "Indirect Inference and Small Sample Bias - Some Recent Results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/15, May.
• Bauwens, Luc & Xu, Yongdeng, 2023, "The contribution of realized covariance models to the economic value of volatility timing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/20, Jul.
• Hale, Galina & Lopez, Jose A, 2023, "Monitoring Banking System Connectedness with Big Data," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt17h5v7rj, Oct.
• Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023, "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," CESifo Working Paper Series, CESifo, number 10219.
• Kai Carstensen & Felix Kießner & Thies Rossian, 2023, "Estimation of the TFP Gap for the Largest Five EMU Countries," CESifo Working Paper Series, CESifo, number 10245.
• Guglielmo Maria Caporale & Stavroula Yfanti & Menelaos Karanasos & Jiaying Wu, 2023, "Financial Integration and European Tourism Stocks," CESifo Working Paper Series, CESifo, number 10269.
• Robert Lehmann & Ida Wikman, 2023, "Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics," CESifo Working Paper Series, CESifo, number 10280.
• Robert Lehmann, 2023, "READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting," CESifo Working Paper Series, CESifo, number 10315.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2023, "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series, CESifo, number 10323.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2023, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," CESifo Working Paper Series, CESifo, number 10366.
• António Afonso & José Alves & Serena Ionta, 2023, "The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area," CESifo Working Paper Series, CESifo, number 10558.
• António Afonso & Eduardo de Sá Fortes Leitão Rodrigues, 2023, "Consumption Patterns of Indebted Households: Unravelling the Relevance of Fiscal Policy," CESifo Working Paper Series, CESifo, number 10565.
• António Afonso & José Alves & Serena Ionta, 2023, "Monetary Policy Surprise Shocks under Different Fiscal Regimes: A Panel Analysis of the Euro Area," CESifo Working Paper Series, CESifo, number 10627.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects," CESifo Working Paper Series, CESifo, number 10656.
• Matthew Greenwood-Nimmo & Evžen Kocenda & Viet Hoang Nguyen & Evžen Kočenda, 2023, "Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis," CESifo Working Paper Series, CESifo, number 10668.
• Felix Haase & Matthias Neuenkirch, 2023, "Macroeconomic Expectations and State-Dependent Factor Returns," CESifo Working Paper Series, CESifo, number 10720.
• Friederike Fourné & Robert Lehmann, 2023, "From Shopping to Statistics: Tracking and Nowcasting Private Consumption Expenditures in Real-Time," CESifo Working Paper Series, CESifo, number 10764.
• Markus Leippold & Hanlin Yang, 2023, "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-39, Mar, revised Jun 2023.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2023, "Highly Irregular Serial Correlation Tests," Working Papers, CEMFI, number wp2023_2302, May.
• Michal Andrle & Jan Bruha, 2023, "A Sparse Kalman Filter: A Non-Recursive Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/13, Nov.
• Michal Franta, 2023, "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/2, Mar.
• Monika Junicke & Jakub Mateju & Haroon Mumtaz & Angeliki Theophilopoulou, 2023, "Distributional Effects of Monetary Policy Shocks on Wage and Hours Worked: Evidence from the Czech Labor Market," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/4, Dec.
• Miguel Sebastiano Chalup Calmotti & Luis Fernando Escobar Caba, 2023, "Efectos macroeconómicos de la política fiscal durante la crisis del Covid-19: evidencia de Bolivia a nivel regional," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 1, pages 1-39.
• Bauwens, Luc & Xu, Yongdeng, 2023, "The contribution of realized covariance models to the economic value of volatility timing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023018, Jul.
• Bauwens, Luc & Otranto, Edoardo, 2023, "Realized Covariance Models with Time-varying Parameters and Spillover Effects," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023019, Jul.
• Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2023, "We modeled long memory with just one lag!," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3234, Apr, DOI: https://doi.org/10.1016/j.jeconom.2.
• Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2023, "Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17800, Jan.
• Faccini, Renato & Melosi, Leonardo, 2023, "Job-to-Job Mobility and Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17829, Jan.
• Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2023, "External Instrument SVAR Analysis for Noninvertible Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17886, Feb.
• Forni, Mario & Gambetti, Luca & Granese, Antonio & Sala, Luca & Soccorsi, Stefano, 2023, "An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18070, Apr.
• Alessandri, Piergiorgio & Jordà , Ã’scar & Venditti, Fabrizio, 2023, "Decomposing the monetary policy multiplier," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18166, May.
• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2023, "Jointly Estimating Macroeconomic News and Surprise Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18201, Jun.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023, "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18244, Jun.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18271, Jul.
• de Groot, Oliver & Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Nikalexi, Katerina, 2023, "Monetary Policy and Regional Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18319, Jul.
• Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2023, "Time-varying volatility, financial intermediation and monetary policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18388, Aug.
• Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2023, "The macroeconomic effects of bank capital regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18404, Aug.
• Acharya, Sushant & Chen, William & Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Goyal, Shlok & Matlin, Ethan & Lee, Donggyu & Sarfati, Reca & Sengupta, Sikata, 2023, "Estimating HANK for Central Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18407, Aug.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023, "Labour at risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18432, Sep.
• Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2023, "Effects of Bank Capital Requirement Tightenings on Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18433, Sep.
• Debortoli, Davide & Forni, Mario & Gambetti, Luca & Sala, Luca, 2023, "Asymmetric Monetary Policy Tradeoffs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18438, Sep.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023, "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18549, Oct.
• Drechsel, Thomas, 2023, "Estimating the Effects of Political Pressure on the Fed: A Narrative Approach with New Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18612, Nov.
• Forni, Mario & Franconi, Alessandro & Gambetti, Luca & Sala, Luca, 2023, "Asymmetric Transmission of Oil Supply News," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18704, Dec.
• Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers, Center for Research in Economics and Statistics, number 2023-04, Feb.
• Russell Davidson & Andrea Monticini, 2023, "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def130, Nov.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2023, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 36916, Mar.
• Gadea Rivas, María Dolores & Gonzalo, Jesús & Ramos, Andrey, 2023, "Trends in temperature data: micro-foundations of their nature," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39045, Dec.
• Zhang, Wenbei & Luckert, Marty & Qiu, Feng, 2023, "Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets," Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.energy.2023.128425.
• Gritli, Mohamed Ilyes & Charfi, Fatma Marrakchi, 2023, "The determinants of oil consumption in Tunisia: Fresh evidence from NARDL approach and asymmetric causality test," Energy, Elsevier, volume 284, issue C, DOI: 10.1016/j.energy.2023.128632.
• Chatoro, Marian & Mitra, Sovan & Pantelous, Athanasios A. & Shao, Jia, 2023, "Catastrophe bond pricing in the primary market: The issuer effect and pricing factors," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102431.
• Zhang, Chuanhai & Ma, Huan & Arkorful, Gideon Bruce & Peng, Zhe, 2023, "The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102497.
• Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023, "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102507.
• Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023, "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102518.
• Chuliá, Helena & Mosquera-López, Stephania & Uribe, Jorge M., 2023, "Nonlinear market liquidity: An empirical examination," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102532.
• Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023, "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102602.
• Tian, Ping & Zhou, Hang & Zhou, Duotai, 2023, "Analysis about the Black-Scholes asset price under the regime-switching framework," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102693.
• Feng, Huiqun & Zhang, Jun & Guo, Na, 2023, "Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102714.
• Cooray, Arusha & Gangopadhyay, Partha & Das, Narasingha, 2023, "Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102792.
• Procasky, William J. & Yin, Anwen, 2023, "The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102926.
• Costola, Michele & Iacopini, Matteo, 2023, "Measuring sovereign bond fragmentation in the Eurozone," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103354.
• Shen, Lihua & Hong, Yanran, 2023, "Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103420.
• Qiao, Xingzhi & Zhu, Huiming & Tang, Yiding & Peng, Cheng, 2023, "Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103489.
• Okubo, Masakatsu, 2023, "The moment restrictions for the durable consumption model with recursive utility revisited," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103453.
• Berrisch, Jonathan & Pappert, Sven & Ziel, Florian & Arsova, Antonia, 2023, "Modeling volatility and dependence of European carbon and energy prices," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103503.
• Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2023, "The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103400.
• Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023, "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103636.
• Xing, Xiaoyun & Xu, Zihan & Chen, Ying & Ouyang, WenPei & Deng, Jing & Pan, Huanxue, 2023, "The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103645.
• Yang, Yang & Tang, Yanling & Cheng, Kai, 2023, "Spillback effects of US unconventional monetary policy," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103682.
• Feng, Yun & Yang, Jie & Huang, Qian, 2023, "Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103691.
• Ugolini, Andrea & Reboredo, Juan C. & Mensi, Walid, 2023, "Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103692.
• Liu, Jiatong, 2023, "Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103690.
• Liu, Ying Lin & Zhang, Jing Jie & Fang, Yan, 2023, "The driving factors of China's carbon prices: Evidence from using ICEEMDAN-HC method and quantile regression," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103756.
• Nie, Chun-Xiao, 2023, "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103771.
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2023, "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103878.
• Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023, "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103913.
• Zhu, Bo & Hu, Xin & Deng, Yuanyue & Zhang, Bokai & Li, Xiru, 2023, "The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103962.
• Deng, Jing & Zheng, Huike & Xing, Xiaoyun, 2023, "Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103990.
• Yang, Yang & Tang, Yanling & Zhang, Ren & Wu, Li, 2023, "Investigating the impact of technology and noise shocks on capital flows," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104051.
• Man, Yuanyuan & Zhang, Sunpei & Liu, Jianing, 2023, "Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104083.
• Wu, Xinyu & Zhao, An & Cheng, Tengfei, 2023, "A Real-Time GARCH-MIDAS model," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104103.
• Hartkopf, Jan Patrick & Reh, Laura, 2023, "Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104129.
• Hafner, Christian M. & Herwartz, Helmut, 2023, "Correlation impulse response functions," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104176.
• Xing, Xiaoyun & Chen, Ying & Wang, Xiuya & Li, Boyao & Deng, Jing, 2023, "The impact of national carbon market establishment on risk transmission among carbon and energy markets in China: A systemic importance analysis," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104219.
• Lai, Yu-Sheng, 2023, "Economic evaluation of dynamic hedging strategies using high-frequency data," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104230.
• Chancharat, Surachai & Sinlapates, Parichat, 2023, "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104249.
• Hong, Yun & Qu, Bo & Yang, Zhuohang & Jiang, Yanhui, 2023, "The contagion of fake news concern and extreme stock market risks during the COVID-19 period," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104258.
• Cai, Yifei & Chang, Hao-Wen & Xiang, Feiyun & Chang, Tsangyao, 2023, "Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104327.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104371.
• Joo, Young C. & Park, Sung Y., 2023, "Quantile connectedness between cryptocurrency and commodity futures," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104472.
• Ghorbali, Bassem & Kaabia, Olfa & Naoui, Kamel & Urom, Christian & Slimane, Ikrame Ben, 2023, "Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104534.
• André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023, "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104564.
• Wang, Qian & Zhou, Chunyan & Wang, Lei & Wei, Yu, 2023, "End-word tones of stock names and stock price anomalies: Empirical evidence from China's IPO markets," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104572.
• Yang, Jie & Feng, Yun, 2023, "Market inefficiency spillover network across different regimes," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104577.