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

• Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2023, "Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?," Empirical Economics, Springer, volume 64, issue 2, pages 539-565, February, DOI: 10.1007/s00181-022-02265-x.
• Oscar Claveria & Petar Sorić, 2023, "Labour market uncertainty after the irruption of COVID-19," Empirical Economics, Springer, volume 64, issue 4, pages 1897-1945, April, DOI: 10.1007/s00181-022-02304-7.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023, "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, volume 64, issue 5, pages 2183-2213, May, DOI: 10.1007/s00181-022-02309-2.
• Emmanuel C. Mamatzakis & Steven Ongena & Mike G. Tsionas, 2023, "The response of household debt to COVID-19 using a neural networks VAR in OECD," Empirical Economics, Springer, volume 65, issue 1, pages 65-91, July, DOI: 10.1007/s00181-022-02325-2.
• Alexandra M. Espinosa & Ignacio Díaz-Emparanza, 2023, "Assessing the Spanish immigration policy with frequency-wise causality in Hosoya’s sense," Empirical Economics, Springer, volume 65, issue 1, pages 111-147, July, DOI: 10.1007/s00181-022-02328-z.
• Zeina Alsalman, 2023, "Oil price shocks and US unemployment: evidence from disentangling the duration of unemployment spells in the labor market," Empirical Economics, Springer, volume 65, issue 1, pages 479-511, July, DOI: 10.1007/s00181-022-02351-0.
• Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023, "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, volume 65, issue 2, pages 587-605, August, DOI: 10.1007/s00181-022-02347-w.
• Alfan Mansur, 2023, "Simultaneous identification of fiscal and monetary policy shocks," Empirical Economics, Springer, volume 65, issue 2, pages 697-728, August, DOI: 10.1007/s00181-022-02352-z.
• Bogdan Muraraşu & Cristina Anghelescu & Robert Adrian Grecu, 2023, "Assessing fiscal multipliers in times of crisis: evidence from selected CEE countries," Empirical Economics, Springer, volume 65, issue 4, pages 1627-1654, October, DOI: 10.1007/s00181-023-02407-9.
• Peng Li & Yaofu Ouyang, 2023, "Oil price shocks and China’s consumer and entrepreneur sentiment: a Bayesian structural VAR approach," Empirical Economics, Springer, volume 65, issue 5, pages 2241-2271, November, DOI: 10.1007/s00181-023-02413-x.
• Florian Eckert & Nina Mühlebach, 2023, "Global and local components of output gaps," Empirical Economics, Springer, volume 65, issue 5, pages 2301-2331, November, DOI: 10.1007/s00181-023-02419-5.
• Lena Dräger & Theoplasti Kolaiti & Philipp Sibbertsen, 2023, "Measuring macroeconomic convergence and divergence within EMU using long memory," Empirical Economics, Springer, volume 65, issue 5, pages 2333-2356, November, DOI: 10.1007/s00181-023-02426-6.
• Apostolos Serletis & Libo Xu, 2023, "The oil price-macroeconomy dependence," Empirical Economics, Springer, volume 65, issue 6, pages 2501-2520, December, DOI: 10.1007/s00181-023-02432-8.
• Pedro Clavijo-Cortes, 2023, "Is unemployment hysteretic or structural? A Bayesian model selection approach," Empirical Economics, Springer, volume 65, issue 6, pages 2837-2866, December, DOI: 10.1007/s00181-023-02433-7.
• Josh Beverly & Shamar L. Stewart & Clinton L. Neill, 2023, "The dynamics of labor force participation: Is all quiet on the Appalachian front?," Empirical Economics, Springer, volume 65, issue 6, pages 2867-2898, December, DOI: 10.1007/s00181-023-02447-1.
• Bruno Bosco, 2023, "Trade, equilibrium prices and rents in European auctions for emission allowances," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 25, issue 1, pages 87-113, January, DOI: 10.1007/s10018-022-00344-y.
• Anna Sznajderska & Alfred A. Haug, 2023, "Bayesian VARs of the U.S. economy before and during the pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 2, pages 211-236, June, DOI: 10.1007/s40822-023-00229-9.
• Ahmed Bossman & Mariya Gubareva & Tamara Teplova, 2023, "Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 3, pages 321-372, December, DOI: 10.1007/s40822-023-00234-y.
• Mustafa Tevfik Kartal & Özer Depren, 2023, "Asymmetric relationship between global and national factors and domestic food prices: evidence from Turkey with novel nonlinear approaches," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-24, December, DOI: 10.1186/s40854-022-00407-9.
• Yu Song & Bo Chen & Xin-Yi Wang, 2023, "Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-20, December, DOI: 10.1186/s40854-022-00445-3.
• Roman Mestre, 2023, "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-29, December, DOI: 10.1186/s40854-023-00457-7.
• Damir Filipović, 2023, "Discount models," Finance and Stochastics, Springer, volume 27, issue 4, pages 933-946, October, DOI: 10.1007/s00780-023-00514-0.
• Umit Bulut, 2023, "Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks," International Journal of Economic Policy Studies, Springer, volume 17, issue 1, pages 117-132, February, DOI: 10.1007/s42495-022-00095-4.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2023, "Uncovering time variation in public expenditure multipliers: new evidence," Indian Economic Review, Springer, volume 58, issue 2, pages 445-483, September, DOI: 10.1007/s41775-023-00175-y.
• Swapnil Suryavanshi, 2023, "A study of Fisher Effect in India," Indian Economic Review, Springer, volume 58, issue 2, pages 485-503, September, DOI: 10.1007/s41775-023-00180-1.
• Ranjan Kumar Mohanty & N. R. Bhanumurthy, 2023, "Does Financial Frictions Matter for Monetary Policy Transmission in India?," India Studies in Business and Economics, Springer, chapter 0, in: D. K. Srivastava & K. R. Shanmugam, "India’s Contemporary Macroeconomic Themes", DOI: 10.1007/978-981-99-5728-6_15.
• Omar Chafik, 2023, "Monetary Policy in Oil Exporting Countries with Fixed Exchange Rate and Open Capital Account: Expectations Matter," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 1, pages 1-22, March, DOI: 10.1007/s41549-022-00073-x.
• Bryce Kanago, 2023, "The Comovement Between Forecast Errors for Real GDP and Its Deflator in Six OECD Countries: Did Supply Shocks Become Less Dominant During the Great Moderation?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 2, pages 149-169, September, DOI: 10.1007/s41549-023-00086-0.
• Apostolos Serletis & Libo Xu, 2023, "Oil price uncertainty and climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 323-332, June, DOI: 10.1007/s12197-022-09611-w.
• Christian Calmès & Raymond Théoret, 2023, "Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 472-516, June, DOI: 10.1007/s12197-023-09618-x.
• Ozan Eksi, 2023, "Traces of the past in income inequality," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 4, pages 815-834, December, DOI: 10.1007/s10888-023-09573-x.
• Ioannis Malandrakis & Konstantinos Drakos, 2023, "Green Versus Non-green Banks: A Differences-In-Differences CAMEL-Based Approach," Lecture Notes in Operations Research, Springer, in: Constantin Zopounidis & Angeliki Liadaki & Marianna Eskantar, "Operational Research Methods in Business, Finance and Economics", DOI: 10.1007/978-3-031-31241-0_3.
• Huthaifa Sameeh Alqaralleh, 2023, "The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach," Letters in Spatial and Resource Sciences, Springer, volume 16, issue 1, pages 1-17, December, DOI: 10.1007/s12076-023-00352-w.
• Thomas F. P. Wiesen & Todd Gabe & Lakshya Bharadwaj, 2023, "Econometric connectedness as a measure of urban influence: evidence from Maine," Letters in Spatial and Resource Sciences, Springer, volume 16, issue 1, pages 1-16, December, DOI: 10.1007/s12076-023-00353-9.
• Antonis Tsitouras & Harry Papapanagos, 2023, "Income Inequality, Economic Freedom, and Economic Growth in Greece: A Multivariate Analysis," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Empirical Economic Research", DOI: 10.1007/978-3-031-22749-3_30.
• Zhuo Chen & Bo Yan & Hanwen Kang & Liyu Liu, 2023, "Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities," Review of Economic Design, Springer;Society for Economic Design, volume 27, issue 1, pages 139-162, February, DOI: 10.1007/s10058-021-00276-1.
• K. P. Gluschenko, 2023, "Regional Inequality in Russia: Anatomy of Convergence," Regional Research of Russia, Springer, volume 13, issue 1, pages 1-12, December, DOI: 10.1134/S207997052360004X.
• Corinna Ghirelli & Danilo Leiva-León & Alberto Urtasun, 2023, "Housing prices in Spain: convergence or decoupling?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 14, issue 2, pages 165-187, June, DOI: 10.1007/s13209-023-00275-1.
• Sylvia Kaufmann, 2023, "Covid-19 outbreak and beyond: a retrospect on the information content of short-time workers for GDP now- and forecasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 159, issue 1, pages 1-10, December, DOI: 10.1186/s41937-023-00106-x.
• Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña, 2023, "The unemployment hysteresis by territory, gender, and age groups in Iran," SN Business & Economics, Springer, volume 3, issue 2, pages 1-18, February, DOI: 10.1007/s43546-023-00424-5.
• Rima Aloulou & Maha Kalai & Kamel Helali, 2023, "The symmetric and asymmetric impacts of external debt on economic growth in Tunisia: evidence from linear and nonlinear ARDL models," SN Business & Economics, Springer, volume 3, issue 7, pages 1-28, July, DOI: 10.1007/s43546-023-00482-9.
• Pami Dua & Divya Tuteja, 2023, "Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_12.
• Pami Dua & Anshumaan Tuteja, 2023, "Monetary Transmission in the Indian Economy," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_5.
• Pami Dua & Rajiv Ranjan & Deepika Goel, 2023, "Forecasting the INR/USD Exchange Rate: A BVAR Framework," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_8.
• Pami Dua & Deepika Goel, 2023, "Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_9.
• Mayar Bakeer & Hebatallah Ghoneim, 2023, "The South Korean Export Benchmark: Validity of the Export-Led Growth Hypothesis," Springer Books, Springer, in: Evan Lau & Rayenda Khresna Brahmana & Lee Ming Tan, "Economics and Finance Readings", DOI: 10.1007/978-981-99-1979-6_10.
• Susobhan Maiti & Tanushree Gupta, 2023, "Impact of Foreign Trade and COVID-19 Pandemic on Sri Lankan and Indian Economy: A Comparative Study," Springer Books, Springer, chapter 0, in: Rajib Bhattacharyya & Ramesh Chandra Das & Achintya Ray, "COVID-19 Pandemic and Global Inequality", DOI: 10.1007/978-981-99-4405-7_9.
• Maddalena Cavicchioli, 2023, "Trend and cycle decomposition of Markov switching (co)integrated time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 32, issue 5, pages 1381-1406, December, DOI: 10.1007/s10260-023-00710-4.
• Paulo Chávez & Gabriel Rodríguez, 2023, "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 2, pages 505-544, May, DOI: 10.1007/s10290-022-00474-1.
• Marco Hernandez-Vega, 2023, "How relevant are capital flows for house prices in emerging economies?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 4, pages 965-986, November, DOI: 10.1007/s10290-022-00487-w.
• Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023, "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/07, Jan.
• Matteo Coronese & Federico Crippa & Francesco Lamperti & Francesca Chiaromonte & Andrea Roventini, 2023, "Raided by the storm: how three decades of thunderstorms shaped U.S. incomes and wages," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/40, Nov.
• Olena Rayevnyeva & Volodymyr Ponomarenko & Silvia Matúšová & Olha Brovko & Ľubica Filipová, 2023, "The transformation of the country's higher education system under the influence of migration processes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 2, pages 259-281, December, DOI: 10.9770/jesi.2023.11.2(18).
• Szabolcs Deak & Paul Levine & Afrasiab Mirza & Son Pham, 2023, "Negotiating the Wilderness of Bounded Rationality through Robust Policy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0223, Mar.
• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023, "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1223, Oct.
• Patrik Kupkovic, 2023, "Credit Supply or Demand? The Changing Role of Structural Market Forces in Bank Lending," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2023, Jun.
• Wei Tian & Seojeong Lee & Valentyn Panchenko, 2023, "Synthetic Controls with Multiple Outcomes: Estimating the Effects of Non-Pharmaceutical Interventions in the COVID-19 Pandemic," Discussion Papers, School of Economics, The University of New South Wales, number 2023-05, Mar.
• Jeanne Terblanche & Dawie van Lill & Hylton Hollander, 2023, "Fiscal policy and dimensions of inequality in South Africa: A time-varying coefficient approach," Working Papers, Stellenbosch University, Department of Economics, number 05/2023.
• Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023, "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 269-274, February, DOI: 10.1080/13504851.2021.1983134.
• Robert C. M. Beyer & Lazar Milivojevic, 2023, "Dynamics and synchronization of global equilibrium interest rates," Applied Economics, Taylor & Francis Journals, volume 55, issue 28, pages 3195-3214, June, DOI: 10.1080/00036846.2022.2109582.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023, "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 523-537, April, DOI: 10.1080/07350015.2022.2039159.
• Komain Jiranyakul, 2023, "Is the Thai government revenue-spending nexus asymmetric?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 28, issue 2, pages 404-419, April, DOI: 10.1080/13547860.2022.2046935.
• Chihiro Shimizu & Erwin Diewert, 2023, "Scanner Data, Product Churn and Quality Adjustment," Working Papers, Tokyo Center for Economic Research, number e185, Jun.
• F. Blasques & P. Gorgi & S. J. Koopman & J. Sampi, 2023, "Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-007/IVI, Feb.
• Daan Opschoor & Dick van Dijk, 2023, "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-018/III, Apr.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman, 2023, "A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-021/III, Apr.
• Eric A. Beutner & Yicong Lin & Andre Lucas, 2023, "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-051/III, Aug.
• Mirko Armillotta & Paolo Gorgi, 2023, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-054/III, Oct.
• Danilo Leiva-Leon & Luis Uzeda, 2023, "Endogenous Time Variation in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, volume 105, issue 1, pages 125-142, January, DOI: 10.1162/rest_a_01038.
• Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2023, "Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis," The Review of Economics and Statistics, MIT Press, volume 105, issue 5, pages 1314-1324, September, DOI: 10.1162/rest_a_01120.
• Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023, "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2023-01.
• Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023, "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2023-02.
• Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023, "(Almost) Recursive Shock Identification with Economic Parameter Restrictions," Research Papers in Economics, University of Trier, Department of Economics, number 2023-01.
• Felix Haase & Matthias Neuenkirch, 2023, "Macroeconomic Expectations and State-Dependent Factor Returns," Research Papers in Economics, University of Trier, Department of Economics, number 2023-09.
• Fève, Patrick & Moura, Alban, 2023, "Frictionless house-price momentum," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1488, Nov.
• Jacques Minlend, 2023, "European Low-Carbon Policy: Impact on fossil energy markets," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2023-04, Feb.
• Luca Benati & Thomas A. Lubik, 2023, "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2306, Jun.
• Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023, "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers, University of California at Riverside, Department of Economics, number 202314, Nov.
• Gloria Gonzalez-Rivera & Yun Luo, 2023, "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 202315, Jul.
• Martin Bruns & Helmut Luetkepohl, 2023, "Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-03, Apr.
• Martin Bruns & Sascha A. Keweloh, 2023, "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-07, Dec.
• Jonathan J Adams & Philip Barrett, 2023, "Identifying News Shocks from Forecasts," Working Papers, University of Florida, Department of Economics, number 001010, Jun.
• Olga Bondarenko, 2023, "Agricultural Commodity Price Dynamics: Evidence from BVAR Models," Working Papers, National Bank of Ukraine, number 03/2023, Aug.
• Valérie Mignon & Jamel Saadaoui, 2023, "How Political Tensions and Geopolitical Risks Impact Oil Prices?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2023-15.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2023, "Political Relations and Trade: New Evidence from Australia, China and the United States," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2023-24.
• Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023, "The Unintended Consequences of ECB’s Asset Purchases. How Excess Reserves Shape Bank Lending," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2023-34.
• William A. Brock & J. Isaac Miller, 2023, "Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing," Working Papers, Department of Economics, University of Missouri, number 2304, May.
• Kadie Clark & J. Isaac Miller, 2023, "Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado," Working Papers, Department of Economics, University of Missouri, number 2309, Jun.
• Régis Barnichon & Geert Mesters, 2023, "Evaluating policy institutions -150 years of US monetary policy-," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1873, Oct.
• Bowen Fu, Ivan Mendieta-Muñoz, 2023, "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2023_04.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2023, "Are Input-Output Coefficients Really Fixed?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 23-06.
• Antonio Paradiso, 2023, "A reconstruction of the time series of global technology from 5500 BC to the 2000s," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023:12.
• HYSAJ, Albina, 2023, "The Macroeconomic Determinants Of Credit Risk In The Albanian Banking Sector," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 11, issue 1, pages 161-167, October.
• Aysegul Kırkpınar & Pınar Evrim Mandacı, 2023, "A Volatility Spillover Analysis Between Bond and Commodity Markets as an Indicator for Global Liquidity Risk," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 70, issue 1, pages 71-100.
• Masuhr Andreas & Trede Mark, 2023, "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, volume 11, issue 1, pages 1-15, DOI: 10.1515/demo-2022-0155.
• Szczepocki Piotr, 2023, "Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 27, issue 4, pages 44-58, December, DOI: 10.15611/eada.2023.4.04.
• Kaczmarek Tomasz & Grobelny Przemysław, 2023, "How to fly to safety without overpaying for the ticket," Economics and Business Review, Paradigm, volume 9, issue 2, pages 160-183, April, DOI: 10.18559/ebr.2023.2.738.
• Nazir Noman & Bashir Zahid & Izhar Syed Usman & Jamshed Yasir, 2023, "Sources of uncertainty and their impact on stock prices evidence from emerging economies," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 19, issue 2, pages 49-67, June, DOI: 10.2478/fiqf-2023-0012.
• Chenini Moussa & Ayad Hicham & Attouchi Manel & Dahmani Mohamed Driouche, 2023, "Testing the Validity of Okun’s Law in Algeria: Is there a difference between Maki’s Cointegration and Quantile’s Regression Results?," Folia Oeconomica Stetinensia, Paradigm, volume 23, issue 1, pages 42-63, June, DOI: 10.2478/foli-2023-0003.
• Ghilous Azeddine & Ziat Adel, 2023, "Balance of Payments as a Monetary Phenomenon: An ARDL Bounds Test Method for Algeria," Folia Oeconomica Stetinensia, Paradigm, volume 23, issue 1, pages 64-86, June, DOI: 10.2478/foli-2023-0004.
• Dekkiche Djamal, 2023, "Tourism Demand in Tunisia: A VECM Approach," Naše gospodarstvo/Our economy, Paradigm, volume 69, issue 2, pages 50-59, June, DOI: 10.2478/ngoe-2023-0011.
• Miteski Mite & Petrovska Magdalena & Sulejmani Artan, 2023, "Measuring the Natural Interest Rate for the Macedonian Economy: A Multi-Model Approach," South East European Journal of Economics and Business, Paradigm, volume 18, issue 1, pages 176-193, June, DOI: 10.2478/jeb-2023-0012.
• Havolli Berat, 2023, "Economic Consequences of the Cost of Government Borrowing in European Transition Economies," South East European Journal of Economics and Business, Paradigm, volume 18, issue 1, pages 194-210, June, DOI: 10.2478/jeb-2023-0013.
• Spahiu Muhamet J. & Durguti Esat A., 2023, "Impact of Financial Liberalization on Export: Evidence from Kosovo," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 33, issue 2, pages 95-111, June, DOI: 10.2478/sues-2023-0010.
• Hutter Christian & Weber Enzo, 2023, "Woher kam der deutsche Arbeitsmarktaufschwung? – Und wie kann es weitergehen?," Wirtschaftsdienst, Paradigm, volume 103, issue 9, pages 607-612, September, DOI: 10.2478/wd-2023-0171.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2023, "Oil and US stock market shocks: Implications for Canadian equities," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 56, issue 1, pages 247-287, February, DOI: 10.1111/caje.12641.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023, "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 3, pages 979-1022, August, DOI: 10.1111/iere.12619.
• Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
• Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023, "Oil price volatility and stock returns: Evidence from three oil‐price wars," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3162-3182, July, DOI: 10.1002/ijfe.2588.
• Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023, "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4194-4219, October, DOI: 10.1002/ijfe.2642.
• Pär Österholm & Aubrey Poon, 2023, "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4707-4716, October, DOI: 10.1002/ijfe.2672.
• Aaron J. Amburgey & Michael W. McCracken, 2023, "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 2, pages 137-163, March, DOI: 10.1002/jae.2943.
• Katarzyna Budnik & Gerhard Rünstler, 2023, "Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 2, pages 186-201, March, DOI: 10.1002/jae.2945.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023, "The multifaceted impact of US trade policy on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 3, pages 388-406, April, DOI: 10.1002/jae.2952.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023, "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 5, pages 751-766, August, DOI: 10.1002/jae.2975.
• Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023, "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 6, pages 820-839, September, DOI: 10.1002/jae.2978.
• William A. Barnett & Sohee Park, 2023, "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 331-346, March, DOI: 10.1002/for.2910.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023, "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 347-368, March, DOI: 10.1002/for.2911.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023, "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 543-565, April, DOI: 10.1002/for.2946.
• Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
• Firmin Doko Tchatoka & Qazi Haque, 2023, "On bootstrapping tests of equal forecast accuracy for nested models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1844-1864, November, DOI: 10.1002/for.2987.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
• Hafedh Bouakez & Laurent Kemoe, 2023, "News Shocks, Business Cycles, and the Disinflation Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 2115-2151, December, DOI: 10.1111/jmcb.12939.
• Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2023, "Monetary policy, external instruments, and heteroskedasticity," Quantitative Economics, Econometric Society, volume 14, issue 1, pages 161-200, January, DOI: 10.3982/QE1511.
• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023, "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, volume 14, issue 2, pages 511-569, May, DOI: 10.3982/QE1626.
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• Rachana Jaiswal, 2023, "From Humble Beginnings to a Global Economic Powerhouse: A Comprehensive Study of India’s Economic Development Through the Lens of Selected Macroeconomic Indicators (1990–2020)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-42, September, DOI: 10.1142/S2010495223500033.
• Yuping Song & Yankun Sun & Yue Ma, 2023, "The impact of Sino–US trade war on the co-movement between China’s stock market and global stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-24, June, DOI: 10.1142/S2424786322500360.
• To Trung Thanh & Le Thanh Ha & Nguyen Thi Thanh Huyen & Tran Anh Ngoc, 2023, "An Application of a TVP-VAR Extended Joint Connected Approach to Investigate Dynamic Spillover Interrelations of Cryptocurrency and Stock Market in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-20, February, DOI: 10.1142/S179399332250017X.
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• Benedict Foo & Deng Yao Koh & Juan Pang Tan & Wenjie Wang, 2023, "FORECASTING SINGAPORE’s ECONOMY USING STATISTICAL LEARNING AND FACTOR MODELS," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 02, pages 319-353, DOI: 10.1142/S0217590822500655.
• Dejan ŽIvkov & Marko Peä†Anac & Dajana Ercegovac, 2023, "Interdependence Between Stocks And Exchange Rate In East Asiaâ €” A Wavelet-Based Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 917-939, June, DOI: 10.1142/S0217590819500450.
• Muhammad Zakaria & Wen Jun & Arooj Khan, 2023, "Effects Of Capital Inflows On Fiscal Balance In An Emerging Economy: Evidence From Pakistan," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1585-1598, September, DOI: 10.1142/S0217590819500474.
• Tie-Ying Liu & Zi-Chen Gu, 2023, "Does The Causal Relationship Between The Twin Deficits Vary Over Time? Evidence From A Bootstrap Rolling Window Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1613-1635, September, DOI: 10.1142/S0217590820500435.
• Myeong Hyeon Kim & Doo Won Bang & Hyuck Shin Kwon, 2023, "An Analysis Of The Initial Presale Rate In Housing Projects Using A Regime-Switching Model," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2105-2126, December, DOI: 10.1142/S0217590823500078.
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• von Schweinitz, Gregor, 2023, "The importance of credit demand for business cycle dynamics," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2023.
• Kim, Jung-Wook & Kim, Jinkyeong, 2023, "Regulatory Sentiment and Economic Performance," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 45, issue 1, pages 69-86, DOI: 10.23895/kdijep.2023.45.1.69.
• Di Serio, Mario & Fragetta, Matteo & Gasteiger, Emanuel & Melina, Giovanni, 2023, "The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions?," ECON WPS - Working Papers in Economic Theory and Policy, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 02/2023.
• Grimme, Christian & Henzel, Steffen, 2023, "Uncertainty Shocks in Times of Low and High Uncertainty," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277629.
• Steshkova, Alina & Böck, Maximilian & Zörner, Thomas, 2023, "The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277634.
• 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.
• 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.