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

• Lee, Chien-Chiang & Lee, Hsiang-Tai, 2023, "Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100808.
• Feng, Qianqian & Wang, Yijing & Sun, Xiaolei & Li, Jianping & Guo, Kun & Chen, Jianming, 2023, "What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100773.
• Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023, "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100855.
• Ren, Boru & Lucey, Brian & Luo, Qirui, 2023, "An examination of green bonds as a hedge and safe haven for international equity markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100894.
• Aslam, Faheem & Memon, Bilal Ahmed & Hunjra, Ahmed Imran & Bouri, Elie, 2023, "The dynamics of market efficiency of major cryptocurrencies," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100899.
• Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023, "Global impacts of US monetary policy uncertainty shocks," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103830.
• Li, Han & Liu, Haibo & Tang, Qihe & Yuan, Zhongyi, 2023, "Pricing extreme mortality risk in the wake of the COVID-19 pandemic," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 84-106, DOI: 10.1016/j.insmatheco.2022.11.002.
• Ouerk, Salima, 2023, "ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies," International Economics, Elsevier, volume 173, issue C, pages 175-211, DOI: 10.1016/j.inteco.2022.11.008.
• Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023, "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101656.
• Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023, "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101730.
• Santi, Caterina & Zwinkels, Remco C.J., 2023, "Exploring style herding by mutual funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101762.
• Apergis, Nicholas, 2023, "Realized higher-order moments spillovers across cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101763.
• Elsayed, Ahmed H. & Ahmed, Habib & Husam Helmi, Mohamad, 2023, "Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101784.
• Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023, "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101820.
• Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023, "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101837.
• Zhou, Dong-hai & Liu, Xiao-xing, 2023, "Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101843.
• Algaba, Andres & Borms, Samuel & Boudt, Kris & Verbeken, Brecht, 2023, "Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 266-278, DOI: 10.1016/j.ijforecast.2021.11.005.
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2023, "Forecasting expected shortfall: Should we use a multivariate model for stock market factors?," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 314-331, DOI: 10.1016/j.ijforecast.2021.11.010.
• Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023, "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 791-808, DOI: 10.1016/j.ijforecast.2022.02.006.
• Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 884-900, DOI: 10.1016/j.ijforecast.2022.03.001.
• Bauwens, Luc & Xu, Yongdeng, 2023, "DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 938-955, DOI: 10.1016/j.ijforecast.2022.03.005.
• Grajzl, Peter & Murrell, Peter, 2023, "A macrohistory of legal evolution and coevolution: Property, procedure, and contract in early-modern English caselaw," International Review of Law and Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.irle.2022.106113.
• Perdichizzi, Salvatore & Duqi, Andi & Molyneux, Philip & Tamimi, Hussein Al, 2023, "Does unconventional monetary policy boost local economic development? The case of TLTROs and Italy," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106736.
• Kuck, Konstantin & Schweikert, Karsten, 2023, "Price discovery in equity markets: A state-dependent analysis of spot and futures markets," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106808.
• Choi, Ahjin & Kang, Kyu Ho, 2023, "Modeling the time-varying dynamic term structure of interest rates," Journal of Banking & Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jbankfin.2023.106908.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023, "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106929.
• Dimpfl, Thomas & Schweikert, Karsten, 2023, "Information shares for markets with partially overlapping trading hours," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106970.
• Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023, "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jbankfin.2023.107022.
• Bechlioulis, Alexandros & Economidou, Claire & Karamanis, Dimitrios & Konstantios, Dimitrios, 2023, "How important are capital controls in shaping innovation activity?," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102768.
• Christensen, Jens H.E. & Spiegel, Mark M., 2023, "Central bank credibility during COVID-19: Evidence from Japan," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102788.
• Potjagailo, Galina & Wolters, Maik H., 2023, "Global financial cycles since 1880," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2023.102801.
• Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023, "Macro-financial spillovers," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102824.
• Chang, Kuang-Liang, 2023, "The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102839.
• Yuan, Ying & Wang, Haiying & Wang, Tianyang, 2023, "Investigating the dynamics of crisis transmission channels: A comparative analysis," Journal of International Money and Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jimonfin.2023.102857.
• Dainauskas, Justas, 2023, "Time-varying exchange rate pass-through into terms of trade," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102905.
• Jalloul, Maya & Miescu, Mirela, 2023, "Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102910.
• Evgenidis, Anastasios & Malliaris, Anastasios, 2023, "House Bubbles, global imbalances and monetary policy in the US," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102919.
• Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023, "The currency that came in from the cold: Capital controls and the information content of order flow," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102945.
• Harrison, Andre & Reed, Robert R., 2023, "Gross capital inflows, the U.S. economy, and the response of the Federal Reserve," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102943.
• Serletis, Apostolos & Xu, Libo, 2023, "Consumer preferences, the demand for Divisia money, and the welfare costs of inflation," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103490.
• Biolsi, Christopher, 2023, "Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103496.
• Demirel, Ufuk Devrim & Otterson, James, 2023, "Quantifying the uncertainty of long-term macroeconomic projections," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2023.103501.
• Barros, Fernando & Couto, Gabriel T. & Gomes, Fábio A.R., 2023, "On the welfare costs of business cycles: Beyond nondurable goods," Journal of Macroeconomics, Elsevier, volume 78, issue C, DOI: 10.1016/j.jmacro.2023.103560.
• Bodart, Vincent & Carpantier, Jean-François, 2023, "Currency crises in emerging countries: The commodity factor," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100287.
• Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia, 2023, "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2023.100327.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2023, "Exploring volatility of crude oil intraday return curves: A functional GARCH-X model," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100361.
• Yang, Ming-Yuan & Chen, Zhanghangjian & Liang, Zongzheng & Li, Sai-Ping, 2023, "Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100366.
• Corrêa, Wilson Luiz Rotatori & Lopes, Luckas Sabioni, 2023, "Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2022.e00285.
• Mundra, Sruti & Bicchal, Motilal, 2023, "Asymmetric effects of monetary policy and financial accelerator: Evidence from India," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00296.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2023, "Dying together: A convergence analysis of fatalities during COVID-19," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00315.
• Amountzias, Chrysovalantis, 2023, "Do petrol prices rise faster than they fall? Evidence from the UK retail and wholesale petrol sectors," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00326.
• Neaime, Simon & Badra, Nasser & Gaysset, Isabelle, 2023, "Fiscal asymmetries and debt crises: Evidence from Lebanon using a sign restricted structural VAR model," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00334.
• Goh, Soo Khoon & Wong, Koi Nyen & McNown, Robert & Chen, Li-Ju, 2023, "Long-run macroeconomic consequences of Taiwan's aging labor force: an analysis of policy options," Journal of Policy Modeling, Elsevier, volume 45, issue 1, pages 121-138, DOI: 10.1016/j.jpolmod.2023.01.006.
• Rajaguru, Gulasekaran & Srivastava, Sadhana & Sen, Rahul & Mukhopadhaya, Pundarik, 2023, "Does globalization drive long-run inequality within OECD countries? A guide to policy making," Journal of Policy Modeling, Elsevier, volume 45, issue 3, pages 469-493, DOI: 10.1016/j.jpolmod.2023.04.004.
• Das, Subhasish & Biswas, Amit K., 2023, "Can authorities curtail falsified trade & investment data that hide capital movements? Evidence from flows between BRICS and the USA," Journal of Policy Modeling, Elsevier, volume 45, issue 5, pages 957-974, DOI: 10.1016/j.jpolmod.2023.09.001.
• Bhanja, Niyati & Shah, Adil Ahmad & Dar, Arif Billah, 2023, "Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103145.
• Zhang, Zhikai & Wang, Yudong & Xiao, Jihong & Zhang, Yaojie, 2023, "Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103238.
• Baek, Jungho, 2023, "Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103306.
• Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023, "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103310.
• Fasanya, Ismail O. & Oyewole, Oluwatomisin J., 2023, "On the connection between international REITs and oil markets: The role of economic policy uncertainty," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103335.
• Zhao, Jing, 2023, "Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103467.
• Mishra, Aswini Kumar & Arunachalam, Vairam & Olson, Dennis & Patnaik, Debasis, 2023, "Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103490.
• Zhao, Weiping & Sun, Xiaomei & Jiang, Dayang, 2023, "Role of financial inclusion and green resources for alleviating energy poverty in the Republic of Korea," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103505.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103515.
• Bhatia, Madhur, 2023, "On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103574.
• Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2023, "Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103575.
• Lau, Chi Keung & Soliman, Alaa M. & Albasu, Joseph & Gozgor, Giray, 2023, "Dependence structures among geopolitical risks, energy prices, and carbon emissions prices," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103603.
• Zhang, Zhikai & Wang, Yudong & Li, Bin, 2023, "Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103701.
• Roy, Arup, 2023, "Nexus between economic growth, external debt, oil price, and remittances in India: New insight from novel DARDL simulations," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103742.
• Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan, 2023, "Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach," Resources Policy, Elsevier, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103729.
• Vieira, Duarte Saldanha & Carvalho, Paulo Viegas de & Curto, José Dias & Laureano, Luís, 2023, "Gold's hedging and safe haven properties for European stock and bond markets," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103817.
• Su, Chi-Wei & Yang, Shengjie & Qin, Meng & Lobonţ, Oana-Ramona, 2023, "Gold vs bitcoin: Who can resist panic in the U.S.?," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103880.
• Szafranek, Karol & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2023, "How immune is the connectedness of European natural gas markets to exceptional shocks?," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103917.
• Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
• Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023, "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103909.
• Li, Jingwen & Wang, Yue & Song, Yubing & Su, Chi Wei, 2023, "How resistant is gold to stress? New evidence from global supply chain," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103960.
• Wang, Kai-Hua & Wen, Cui-Ping & Liu, Hong-Wen & Liu, Lu, 2023, "Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103966.
• Saadaoui, Zied & BOUFATEH, Talel & JIAO, Zhilun, 2023, "On the transmission of oil supply and demand shocks to CO2 emissions in the US by considering uncertainty: A time-varying perspective," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.104031.
• Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco, 2023, "Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.104056.
• Cagli, Efe Caglar, 2023, "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104144.
• Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara, 2023, "Energy transition metals and global sentiment: Evidence from extreme quantiles," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104170.
• Fu, Qiang & Liu, Lianlian & Wang, Huizong, 2023, "Role of fossil fuels resources on high-quality economic development: Evidence from China," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104126.
• Restrepo, Natalia & Ceballos, Juan Camilo & Uribe, Jorge M., 2023, "Risk spillovers of critical metals firms," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104135.
• Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023, "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104142.
• Ohikhuare, Obaika M., 2023, "How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104282.
• Andres–Escayola, Erik & Berganza, Juan Carlos & Campos, Rodolfo G. & Molina, Luis, 2023, "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 1, DOI: 10.1016/j.latcb.2022.100079.
• Alfaro, Rodrigo & Piña, Marco, 2023, "Estimates of the US Shadow-Rate," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 1, DOI: 10.1016/j.latcb.2022.100080.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023, "Identification with External Instruments in Structural VARs," Journal of Monetary Economics, Elsevier, volume 135, issue C, pages 1-19, DOI: 10.1016/j.jmoneco.2023.01.006.
• Zhang, Chuanhai & Ma, Huan & Liao, Xiaosai, 2023, "Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101950.
• Al-Nassar, Nassar S. & Yousaf, Imran & Makram, Beljid, 2023, "Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102009.
• Yeh, Jin-Huei & Yun, Mu-Shu, 2023, "Assessing jump and cojumps in financial asset returns with applications in futures markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102157.
• Urom, Christian & Guesmi, Khaled & Abid, Ilyes & Dagher, Leila, 2023, "Dynamic integration and transmission channels among interest rates and oil price shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 296-317, DOI: 10.1016/j.qref.2021.04.008.
• Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia, 2023, "Financial stability and monetary policy reaction: Evidence from the GCC countries," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 396-405, DOI: 10.1016/j.qref.2022.03.003.
• Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023, "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 303-314, DOI: 10.1016/j.qref.2023.02.004.
• Cendejas Bueno, José Luis, 2023, "Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 8-20, DOI: 10.1016/j.qref.2022.12.007.
• Apergis, Nicholas & Mustafa, Ghulam & Malik, Shafaq, 2023, "The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 27-35, DOI: 10.1016/j.qref.2023.03.004.
• Al-Nassar, Nassar S. & Boubaker, Sabri & Chaibi, Anis & Makram, Beljid, 2023, "In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 318-332, DOI: 10.1016/j.qref.2022.10.010.
• Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023, "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 56-67, DOI: 10.1016/j.qref.2023.07.006.
• Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 1-13, DOI: 10.1016/j.qref.2023.07.008.
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• Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023, "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 369-381, DOI: 10.1016/j.iref.2022.11.030.
• Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023, "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 553-567, DOI: 10.1016/j.iref.2022.11.013.
• Brum-Civelli, Conrado & Garcia-Hiernaux, Alfredo, 2023, "An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 206-219, DOI: 10.1016/j.iref.2023.01.004.
• Qin, Meng & Su, Chi-Wei & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023, "Blockchain: A carbon-neutral facilitator or an environmental destroyer?," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 604-615, DOI: 10.1016/j.iref.2023.04.004.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic & Wong, Wing-Keung, 2023, "Are Islamic stocks immune from financial crises? Evidence from contagion tests," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 919-948, DOI: 10.1016/j.iref.2020.08.004.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023, "Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 218-243, DOI: 10.1016/j.iref.2023.04.028.
• Zhu, Huiming & Xing, Zhanming & Ren, Yinghua & Chen, Yiwen & Hau, Liya, 2023, "Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 1035-1051, DOI: 10.1016/j.iref.2023.07.038.
• Fleissig, Adrian R. & Swofford, James L., 2023, "The impact of Brexit on U.K. habits for expenditure on imports and consumption," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 196-203, DOI: 10.1016/j.iref.2023.06.024.
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2023, "Forecasting crude oil prices: A reduced-rank approach," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 698-711, DOI: 10.1016/j.iref.2023.07.001.
• Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023, "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101821.
• Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2023, "Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101824.
• Li, Bo & Liu, Zhenya & Teka, Hanen & Wang, Shixuan, 2023, "The evolvement of momentum effects in China: Evidence from functional data analysis," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101833.
• Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023, "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101853.
• Li, Xiafei & Guo, Qiang & Liang, Chao & Umar, Muhammad, 2023, "Forecasting gold volatility with geopolitical risk indices," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101857.
• Plakandaras, Vasilios & Gupta, Rangan & Karmakar, Sayar & Wohar, Mark E., 2023, "Are real interest rates a monetary phenomenon? Evidence from 700 years of data," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102010.
• Polyzos, Efstathios, 2023, "Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102044.
• Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald, 2023, "Global geopolitical risk and inflation spillovers across European and North American economies," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102048.
• Carrera, Jorge & Montes-Rojas, Gabriel & Toledo, Fernando, 2023, "Global financial cycle, commodity terms of trade and financial spreads in emerging markets and developing economies," Structural Change and Economic Dynamics, Elsevier, volume 64, issue C, pages 179-190, DOI: 10.1016/j.strueco.2022.12.006.
• Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel, 2023, "Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models," Structural Change and Economic Dynamics, Elsevier, volume 64, issue C, pages 314-332, DOI: 10.1016/j.strueco.2023.01.005.
• Barbieri Góes, Maria Cristina, 2023, "A tale of three prices: Monetary policy and autonomous consumption in the US," Structural Change and Economic Dynamics, Elsevier, volume 67, issue C, pages 115-127, DOI: 10.1016/j.strueco.2023.07.003.
• Barišić, Patrik & Kovač, Tibor & Arčabić, Vladimir, 2023, "More than just supply and demand: Macroeconomic shock decomposition in Croatia during and after the transition period," Structural Change and Economic Dynamics, Elsevier, volume 67, issue C, pages 420-438, DOI: 10.1016/j.strueco.2023.09.006.
• Hung, Ngo Thai, 2023, "Green investment, financial development, digitalization and economic sustainability in Vietnam: Evidence from a quantile-on-quantile regression and wavelet coherence," Technological Forecasting and Social Change, Elsevier, volume 186, issue PB, DOI: 10.1016/j.techfore.2022.122185.
• Wallimann, Hannes & Blättler, Kevin & von Arx, Widar, 2023, "Do price reductions attract customers in urban public transport? A synthetic control approach," Transportation Research Part A: Policy and Practice, Elsevier, volume 173, issue C, DOI: 10.1016/j.tra.2023.103700.
• Alessia Paccagnini & Fabio Parla, 2023, "Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-10, Feb.
• Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-14, Feb.
• Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023, "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-18, Mar.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-37, Aug.
• Miguel Herculano & Punnoose Jacob, 2023, "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-42, Aug.
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• Osmar Bolivar & Christian Huanto & Roberto Terán, 2023, "Inflation Expectations: Dynamics and Effects for South America," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 1, pages 3-24, June.
• Osmar Bolivar & Christian Huanto & Roberto Terán, 2023, "Expectativas de inflacion: Dinámica y efectos para América del Sur," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 1, pages 7-50, Junio.
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2023, "An autocovariance-based learning framework for high-dimensional functional time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117910, Feb.
• Dainauskas, Justas, 2023, "Time-varying exchange rate pass-through into terms of trade," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120000, Oct.
• Miguel Jerez & Alejandra Montealegre-Luna & Alfredo Garcia-Hiernaux, 2023, "A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment," Applied Economic Analysis, Emerald Group Publishing Limited, volume 31, issue 92, pages 109-125, April, DOI: 10.1108/AEA-04-2022-0131.
• Yixiao Sun, 2023, "Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A011.
• Ying Zhou & Hsein Kew & Jiti Gao, 2023, "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A012.
• Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2023, "Aggregate Output Measurements: A Common Trend Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B001.
• Yoonseok Lee & Donggyu Sul, 2023, "Depth-weighted Forecast Combination: Application to COVID-19 Cases," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B011.
• Yahuza Abdul Rahman & Anthony Kofi Osei-Fosu & Daniel Sakyi, 2023, "Correlations of structural shocks, dynamic responses of output and inflation to commodities price shocks and monetary union in WAMZ," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 15, issue 3, pages 419-439, December, DOI: 10.1108/AJEMS-04-2023-0129.
• Laurent Oloukoi, 2023, "Can national productions replace imports in West African countries? Estimation of the Marshall–Lerner–Robinson condition (MLRC)," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 14, issue 4, pages 757-775, August, DOI: 10.1108/AJEMS-05-2022-0205.
• Olufemi Gbenga Onatunji & Oluwayemisi Kadijat Adeleke & Akintoye Victor Adejumo, 2023, "Non-linearity in the Phillips curve: evidence from Nigeria," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 132-144, September, DOI: 10.1108/AJEMS-10-2022-0418.
• Antonio Focacci, 2023, "Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 2, pages 157-182, January, DOI: 10.1108/CFRI-07-2022-0110.
• Soumya Bhadury & Satadru Das & Saurabh Ghosh & Pawan Gopalakrishnan, 2023, "Impact of crude prices shock on GDP growth: using a linear, nonlinear and extreme value framework," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 16, issue 1, pages 91-103, March, DOI: 10.1108/IGDR-05-2022-0065.
• Z. Göknur Büyükkara & İsmail Cem Özgüler & Ali Hepsen, 2023, "Relationship between housing, oil, gold and stock markets: evidence from UK and Norway," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 18, issue 2, pages 518-545, December, DOI: 10.1108/IJHMA-09-2023-0125.
• Michael O'Neill & Gulasekaran Rajaguru, 2023, "Causality of price movements in VIX exchange-traded products and VIX futures contracts," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 46, issue 2, pages 153-169, April, DOI: 10.1108/JAL-12-2022-0126.
• Salvatore Capasso & Oreste Napolitano & Ana Laura Viveros Jiménez, 2023, "The Financial Conditions Index as an additional tool for policy-makers in developing countries: the Mexican case," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 8, pages 1647-1671, March, DOI: 10.1108/JES-04-2022-0216.
• Süleyman Değirmen & Cengiz Tunç & Ömür Saltık & Wasim ul Rehman, 2023, "Do oil price shocks differently matter for oil exporter and importer developing countries?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 8, pages 1775-1788, April, DOI: 10.1108/JES-10-2022-0543.
• Emna Trabelsi & Asma Ben Khaled, 2023, "Monetary policy and inflation targeting under global uncertainty: a SVAR approach for Tunisia," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 4/5, pages 368-395, June, DOI: 10.1108/JFEP-02-2023-0035.
• Onyinye Imelda Anthony-Orji & Ikenna Paulinus Nwodo & Anthony Orji & Jonathan E. Ogbuabor, 2023, "Analysis of output and output volatility connectedness of Nigeria, USA, China and India: new empirical insights from the global financial crisis versus 2016 Nigerian recession," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 16, issue 1, pages 34-59, November, DOI: 10.1108/JFEP-04-2023-0090.
• Kingstone Nyakurukwa & Yudhvir Seetharam, 2023, "Cross-country categorical economic policy uncertainty spillovers: evidence from a conditional connectedness TVP-VAR framework," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 2, pages 164-181, February, DOI: 10.1108/JFEP-10-2022-0256.
• Mohammad Alsharif, 2023, "Interest rate, foreign exchange and stock performance in a dual banking industry: evidence from Saudi Arabia," Journal of Money and Business, Emerald Group Publishing Limited, volume 3, issue 1, pages 60-73, February, DOI: 10.1108/JMB-10-2022-0052.
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• Mondher Bouattour & Anthony Miloudi, 2023, "Another look at the asymmetric relationship between stock returns and trading volume: evidence from the Markov-switching model," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 256-279, December, DOI: 10.1108/RAF-02-2023-0045.
• Zhaoying Lu & Hisashi Tanizaki, 2023, "The response of gold to the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 859-877, October, DOI: 10.1108/SEF-05-2023-0258.
• Svetlana Victorovna Doroshenko & Irina Sergeevna Shorokhova, 2023, "Institutional Effects and Innovative Development of Russian Regions," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 113-135, DOI: https://dx.doi.org/10.14530/se.2023.
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• Makram El-Shagi & Steven Yamarik, 2023, "Growth Effects of EU Expansion: A Penalized Synthetic Control Method," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2023/4, Sep.
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• Francesco Ravazzolo & Luca Rossini, 2023, "Is the Price Cap for Gas Useful? Evidence from European Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2023.23, Oct.
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• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 23-05, Jan, DOI: 10.26509/frbc-wp-202305.
• Randal J. Verbrugge & Saeed Zaman, 2023, "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers, Federal Reserve Bank of Cleveland, number 23-06R, Jan, revised 20 Jun 2023, DOI: 10.26509/frbc-wp-202306r.
• Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023, "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers, Federal Reserve Bank of Cleveland, number 23-09, May, DOI: 10.26509/frbc-wp-202309.
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• Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2023, "Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-01, Dec, DOI: 10.24148/wp2024-01.
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• Manuel Gonzalez-Astudillo & Rakeen Tanvir, 2023, "Hawkish or Dovish Fed? Estimating a Time-Varying Reaction Function of the Federal Open Market Committee's Median Participant," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-070, Nov, DOI: 10.17016/FEDS.2023.070.
• Francesco Bianchi & Giovanni Nicolo & Dongho Song, 2023, "Inflation and Real Activity over the Business Cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-038, Mar, DOI: 10.17016/FEDS.2023.038.
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