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

2020

• Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
• Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
• Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
• Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020, "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series, The World Bank, number 9489, Dec.
• Stefan Schiman-Vukan, 2020, "Labor Supply Shocks and the Beveridge Curve. Empirical Evidence from EU Enlargement," WIFO Working Papers, WIFO, number 606, Aug.
• Stefan Schiman-Vukan & Harald Badinger, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," WIFO Working Papers, WIFO, number 608, Sep.
• Harald Badinger & Stefan Schiman, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp300, Jul.
• Maximilian Böck & Martin Feldkircher, 2020, "The impact of monetary policy on expectations along the yield curve," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp306, Dec.
• Badinger, Harald & Schiman, Stefan, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 300, Jul.
• Böck, Maximilian & Feldkircher, Martin, 2020, "The impact of monetary policy on expectations along the yield curve," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 306, Dec.
• Scott H. Irwin & Kristen McCormack & James H. Stock, 2020, "The Price of Biodiesel RINs and Economic Fundamentals," American Journal of Agricultural Economics, John Wiley & Sons, volume 102, issue 3, pages 734-752, May, DOI: 10.1002/ajae.12014.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020, "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, volume 28, issue 4, pages 581-620, October, DOI: 10.1111/ecot.12251.
• Xiaoqing Zhou, 2020, "Refining the workhorse oil market model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 130-140, January, DOI: 10.1002/jae.2743.
• Christian Gross & Pierre L. Siklos, 2020, "Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 61-81, January, DOI: 10.1002/jae.2726.
• Jonas Dovern & Hans Manner, 2020, "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 440-456, June, DOI: 10.1002/jae.2755.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020, "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 692-711, September, DOI: 10.1002/jae.2793.
• Benedikt Maas, 2020, "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 394-411, April, DOI: 10.1002/for.2630.
• Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang, 2020, "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 1, pages 205-228, February, DOI: 10.1111/jmcb.12590.
• Francesco Corsello & Valerio Nispi Landi, 2020, "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 4, pages 777-801, June, DOI: 10.1111/jmcb.12638.
• Thorsten Drautzburg, 2020, "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, volume 11, issue 2, pages 801-837, May, DOI: 10.3982/QE1083.
• Elmar Mertens & James M. Nason, 2020, "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1485-1520, November, DOI: 10.3982/QE980.
• Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020, "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/16, Aug.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2020, "Makroekonomski učinci diskrecijskih izmjena u sustavu poreza na dodanu vrijednost (PDV) u Hrvatskoj: narativni pristup," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2002, Feb.
• Andrea Lučić, 2020, "Utjecaj perciprianog pritiska interesno-utjecajnih skupina na elemente održive marketinške orijentacije hrvatskih poduzeća," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2004, Jun.
• Funke, Michael & Loermann, Julius & Tsang, Andrew, 2020, "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2020.
• Kortela, Tomi & Nelimarkka, Jaakko, 2020, "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2020.
• Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020, "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2020.
• Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar, 2020, "Indeterminacy and imperfect information," Discussion Papers, Deutsche Bundesbank, number 01/2020.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020, "Financial variables as predictors of real growth vulnerability," Discussion Papers, Deutsche Bundesbank, number 05/2020.
• Schüler, Yves S., 2020, "The impact of uncertainty and certainty shocks," Discussion Papers, Deutsche Bundesbank, number 14/2020.
• Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann, 2020, "Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus," Discussion Papers, Deutsche Bundesbank, number 19/2020.
• Mandler, Martin & Scharnagl, Michael, 2020, "Estimating the effects of the Eurosystem's asset purchase programme at the country level," Discussion Papers, Deutsche Bundesbank, number 29/2020.
• Hartwig, Benny, 2020, "Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model," Discussion Papers, Deutsche Bundesbank, number 34/2020.
• Gareis, Johannes & Mayer, Eric, 2020, "Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area," Discussion Papers, Deutsche Bundesbank, number 39/2020.
• Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020, "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 404.
• Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2020, "The credit composition of global liquidity," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 409.
• Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
• Jianu, Ionut, 2020, "Examining the drivers of business cycle divergence between Euro Area and Romania," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 27, issue 2, pages 19-32.
• Gießler, Stefan & Heinisch, Katja & Holtemöller, Oliver, 2020, "(Since When) Are East and West German Business Cycles Synchronised?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Ahead of , pages 1-28, DOI: 10.1515/jbnst-2019-0026.
• Heinrich, Markus, 2020, "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219312.
• Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2020, "Measuring liquidity in agricultural land markets," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 25 (2020), DOI: 10.18452/22244.
• Winkelmann, Lars & Yao, Wenying, 2020, "Cojump anchoring," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/17, DOI: 10.17169/refubium-28418.
• Martínez-Hernández, Catalina, 2020, "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/18, DOI: 10.17169/refubium-28493.
• Diegel, Max & Nautz, Dieter, 2020, "The role of long-term inflation expectations for the transmission of monetary policy shocks," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/19, DOI: 10.17169/refubium-28578.
• Milani, Fabio, 2020, "COVID-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies," GLO Discussion Paper Series, Global Labor Organization (GLO), number 626.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-5.
• Poncela, Pilar & Ruiz, Esther, 2020, "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-7.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-14, DOI: 10.5018/economics-ejournal.ja.2020-.
• Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2020, "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-29, DOI: 10.5018/economics-ejournal.ja.2020-.
• de Jesús Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel, 2020, "Public investment and economic activity in Mexico, 1925-1981," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2020-.
• Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020, "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-024.
• Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2023, "Financial technologies and the effectiveness of monetary policy transmission," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 26/2020, revised 2023.
• Gießler, Stefan, 2020, "The evolution of monetary policy in Latin American economies: Responsiveness to inflation under different degrees of credibility," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2020.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Quaas, Georg, 2020, "The reproduction number in the classical epidemiological model," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 167.
• Prüser, Jan & Schmidt, Torsten, 2020, "Regional composition of national house price cycles in the US," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 853, DOI: 10.4419/86788989.
• Fuest, Angela & Schmidt, Torsten, 2020, "Inflation expectation uncertainty in a New Keynesian framework," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 867, DOI: 10.4419/96973004.
• Di Serio, Mario & Fragetta, Matteo & Gasteiger, Emanuel, 2020, "The government spending multiplier at the zero lower bound: Evidence from the United States," ECON WPS - Working Papers in Economic Theory and Policy, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 04/2020.
• Hartwig, Benny, 2020, "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224528.
• Otto, Sven & Breitung, Jörg, 2020, "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224533.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020, "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224546.
• Gavard, Claire & Kirat, Djamel, 2020, "Short-term impacts of carbon offsetting on emissions trading schemes: Empirical insights from the EU experience," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-058.
• Hinderks, W.J. & Wagner, A., 2020, "Factor models in the German electricity market: Stylized facts, seasonality, and calibration," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.03.024.
• Barbaglia, Luca & Croux, Christophe & Wilms, Ines, 2020, "Volatility spillovers in commodity markets: A large t-vector autoregressive approach," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104555.
• Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020, "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104567.
• Urom, Christian & Chevallier, Julien & Zhu, Bangzhu, 2020, "A dynamic conditional regime-switching GARCH CAPM for energy and financial markets," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104577.
• Branger, Nicole & Flacke, René Marian & Gräber, Nikolai, 2020, "Monopoly power in the oil market and the macroeconomy," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104597.
• Kocaarslan, Baris & Soytas, Mehmet Ali & Soytas, Ugur, 2020, "The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104625.
• Raghavan, Mala, 2020, "An analysis of the global oil market using SVARMA models," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104633.
• Chen, Jinyu & Zhu, Xuehong & Li, Hailing, 2020, "The pass-through effects of oil price shocks on China's inflation: A time-varying analysis," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104695.
• Abdel-Latif, Hany & El-Gamal, Mahmoud, 2020, "Financial liquidity, geopolitics, and oil prices," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2019.104482.
• Rubaszek, Michał & Uddin, Gazi Salah, 2020, "The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104713.
• Durmaz, Tunç & Pommeret, Aude & Tastan, Hüseyin, 2020, "Estimation of residential electricity demand in Hong Kong under electricity charge subsidies," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104742.
• Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2020, "Oil and pump prices: Testing their asymmetric relationship in a robust way," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104755.
• Marchese, Malvina & Kyriakou, Ioannis & Tamvakis, Michael & Di Iorio, Francesca, 2020, "Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104757.
• Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020, "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104779.
• Baba, Amina & Creti, Anna & Massol, Olivier, 2020, "What can be learned from the free destination option in the LNG imbroglio?," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104764.
• Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104799.
• Han, Lin & Kordzakhia, Nino & Trück, Stefan, 2020, "Volatility spillovers in Australian electricity markets," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104782.
• Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Dependence structure in the Australian electricity markets: New evidence from regular vine copulae," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104834.
• Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020, "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104762.
• Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020, "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104884.
• Koirala, Niraj Prasad & Ma, Xiaohan, 2020, "Oil price uncertainty and U.S. employment growth," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104910.
• Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020, "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104985.
• Su, Chi-Wei & Qin, Meng & Tao, Ran & Moldovan, Nicoleta-Claudia & Lobonţ, Oana-Ramona, 2020, "Factors driving oil price —— from the perspective of United States," Energy, Elsevier, volume 197, issue C, DOI: 10.1016/j.energy.2020.117219.
• Su, Chi-Wei & Qin, Meng & Tao, Ran & Umar, Muhammad, 2020, "Does oil price really matter for the wage arrears in Russia?," Energy, Elsevier, volume 208, issue C, DOI: 10.1016/j.energy.2020.118350.
• Escobari, Diego & Sharma, Shahil, 2020, "Explaining the nonlinear response of stock markets to oil price shocks," Energy, Elsevier, volume 213, issue C, DOI: 10.1016/j.energy.2020.118778.
• Iwatsubo, Kentaro & Watkins, Clinton, 2020, "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101404.
• Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
• Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2020, "Uncovering the time-varying relationship between commonality in liquidity and volatility," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101466.
• de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina, 2020, "On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101505.
• Lv, Fei & Yang, Chen & Fang, Libing, 2020, "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101537.
• Li, Jianping & Li, Jingyu & Zhu, Xiaoqian & Yao, Yinhong & Casu, Barbara, 2020, "Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101544.
• Maghyereh, Aktham & Abdoh, Hussein, 2020, "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101545.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101557.
• Gkillas, Konstantinos & Boako, Gideon & Vortelinos, Dimitrios & Vasiliadis, Lavrentios, 2020, "Non-parametric quantile dependencies between volatility discontinuities and political risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.022.
• Chen, Liming & Du, Ziqing & Hu, Zhihao, 2020, "Impact of economic policy uncertainty on exchange rate volatility of China," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.08.014.
• Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020, "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.003.
• Shi, Guangping & Liu, Xiaoxing, 2020, "Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.021.
• Kannadhasan, M. & Das, Debojyoti, 2020, "Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.024.
• He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020, "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.011.
• Wu, Xinyu & Wang, Xiaona, 2020, "Forecasting volatility using realized stochastic volatility model with time-varying leverage effect," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.019.
• Hong, Yun & Li, Yi, 2020, "Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.015.
• Kim, Jae H. & Shamsuddin, Abul, 2020, "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.004.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020, "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100723.
• Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Helmi, Mohamad Husam & Menla Ali, Faek & Tajik, Mohammad, 2020, "The bank lending channel in the Malaysian Islamic and conventional banking system," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100478.
• Kamber, Güneş & Wong, Benjamin, 2020, "Global factors and trend inflation," Journal of International Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jinteco.2019.103265.
• Jarner, Søren F. & Jallbjørn, Snorre, 2020, "Pitfalls and merits of cointegration-based mortality models," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 80-93, DOI: 10.1016/j.insmatheco.2019.10.005.
• de Jong, Piet & Tickle, Leonie & Xu, Jianhui, 2020, "A more meaningful parameterization of the Lee–Carter model," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 1-8, DOI: 10.1016/j.insmatheco.2020.05.009.
• Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020, "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, volume 161, issue C, pages 199-218, DOI: 10.1016/j.inteco.2019.12.001.
• Chuffart, Thomas & Dell'Eva, Cyril, 2020, "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, Elsevier, volume 161, issue C, pages 30-40, DOI: 10.1016/j.inteco.2019.11.001.
• Maghyereh, Aktham I. & Sweidan, Osama D., 2020, "Do structural shocks in the crude oil market affect biofuel prices?," International Economics, Elsevier, volume 164, issue C, pages 183-193, DOI: 10.1016/j.inteco.2020.09.002.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020, "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101245.
• Tallman, Ellis W. & Zaman, Saeed, 2020, "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 373-398, DOI: 10.1016/j.ijforecast.2019.04.024.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020, "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 570-587, DOI: 10.1016/j.ijforecast.2019.07.008.
• Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
• Lee, Dong Jin & Hahm, Joon-Ho & Park, Hail & Park, Ki Young, 2020, "Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea," Japan and the World Economy, Elsevier, volume 54, issue C, DOI: 10.1016/j.japwor.2020.101009.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105727.
• Dungey, Mardi & Flavin, Thomas J. & Lagoa-Varela, Dolores, 2020, "Are banking shocks contagious? Evidence from the eurozone," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.07.010.
• Bostanci, Gorkem & Yilmaz, Kamil, 2020, "How connected is the global sovereign credit risk network?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105761.
• Das, Prashant & Füss, Roland & Hanle, Benjamin & Russ, Isabel Nina, 2020, "The cross-over effect of irrational sentiments in housing, commercial property, and stock markets," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105799.
• Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020, "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105875.
• Lloyd, Simon P., 2020, "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105915.
• Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020, "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105949.
• Škare, Marinko & Porada-Rochoń, Małgorzata, 2020, "Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018," Journal of Business Research, Elsevier, volume 112, issue C, pages 567-575, DOI: 10.1016/j.jbusres.2019.10.047.
• Frijns, Bart & Zwinkels, Remco C.J., 2020, "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 245-265, DOI: 10.1016/j.jebo.2019.11.017.
• Belke, Ansgar & Frenzel Baudisch, Coletta & Göcke, Matthias, 2020, "Interest rate bands of inaction and play-hysteresis in domestic investment – Evidence for the Euro Area," Journal of Economic Behavior & Organization, Elsevier, volume 175, issue C, pages 19-39, DOI: 10.1016/j.jebo.2020.03.030.
• Chatterjee, Pratiti & Milani, Fabio, 2020, "Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle," Journal of Economic Behavior & Organization, Elsevier, volume 179, issue C, pages 342-360, DOI: 10.1016/j.jebo.2020.09.007.
• Cipollini, Andrea & Parla, Fabio, 2020, "Housing market shocks in italy: A GVAR approach," Journal of Housing Economics, Elsevier, volume 50, issue C, DOI: 10.1016/j.jhe.2020.101707.
• Zorzi, Michele Ca’ & Rubaszek, Michał, 2020, "Exchange rate forecasting on a napkin," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102168.
• Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020, "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102148.
• Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020, "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102222.
• Papell, David H. & Prodan, Ruxandra, 2020, "Long-run purchasing power parity redux," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102260.
• Maehashi, Kohei & Shintani, Mototsugu, 2020, "Macroeconomic forecasting using factor models and machine learning: an application to Japan," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101104.
• Caraiani, Petre & Gupta, Rangan, 2020, "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103187.
• Kwon, Dohyoung, 2020, "Risk Shocks and Credit Spreads," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2020.103208.
• Ouerk, Salima & Boucher, Christophe & Lubochinsky, Catherine, 2020, "Unconventional monetary policy in the Euro Area: Shadow rate and light effets," Journal of Macroeconomics, Elsevier, volume 65, issue C, DOI: 10.1016/j.jmacro.2020.103219.
• Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa, 2020, "Spillovers, integration and causality in LME non-ferrous metal markets," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2018.10.001.
• Cifarelli, Giulio & Paladino, Giovanna, 2020, "A non-linear analysis of the sovereign bank nexus in the EU," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00135.
• Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020, "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00138.
• Klose, Jens, 2020, "Equilibrium real interest rates for the BRICS countries," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00155.
• Elder, John, 2020, "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00159.
• Hossain, A. K. M. Nurul & Serletis, Apostolos, 2020, "Biofuel substitution in the U.S. transportation sector," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00161.
• Malkidis, Stavros & Fountas, Stilianos, 2020, "Liquid fuel price adjustment in Greece: A two-stage, threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00171.
• Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020, "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00182.
• Benecká, Soňa & Fadejeva, Ludmila & Feldkircher, Martin, 2020, "The impact of euro Area monetary policy on Central and Eastern Europe," Journal of Policy Modeling, Elsevier, volume 42, issue 6, pages 1310-1333, DOI: 10.1016/j.jpolmod.2020.05.004.
• Jiang, Yong & Ren, Yi-Shuai & Ma, Chao-Qun & Liu, Jiang-Long & Sharp, Basil, 2020, "Does the price of strategic commodities respond to U.S. partisan conflict?," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101617.
• Reboredo, Juan C. & Ugolini, Andrea, 2020, "Price spillovers between rare earth stocks and financial markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101647.
• Qin, Meng & Su, Chi-Wei & Tao, Ran & Umar, Muhammad, 2020, "Is factionalism a push for gold price?," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101679.
• Nguyen, Quynh Nga & Bedoui, Rihab & Majdoub, Najemeddine & Guesmi, Khaled & Chevallier, Julien, 2020, "Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101766.
• Junior, Peterson Owusu & Tiwari, Aviral Kumar & Padhan, Hemachandra & Alagidede, Imhotep, 2020, "Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101731.
• Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.
• Maghyereh, Aktham & Abdoh, Hussein, 2020, "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101789.
• Vatsa, Puneet & Basnet, Hem C., 2020, "The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101791.
• Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020, "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 249-264, DOI: 10.1016/j.jmoneco.2019.06.007.
• Wen, Tiange & Wang, Gang-Jin, 2020, "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100617.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020, "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101255.
• Indriawan, Ivan, 2020, "Market quality around macroeconomic news announcements: Evidence from the Australian stock market," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2018.09.007.
• Nath, Harmindar B. & Brooks, Robert D., 2020, "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101383.
• Yin, Kedong & Liu, Zhe & Jin, Xue, 2020, "Interindustry volatility spillover effects in China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 539, issue C, DOI: 10.1016/j.physa.2019.122936.
• Dai, Zhifeng & Zhu, Huan & Dong, Xiaodi, 2020, "Forecasting Chinese industry return volatilities with RMB/USD exchange rate," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 539, issue C, DOI: 10.1016/j.physa.2019.122994.
• Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin, 2020, "Graph theory-based network analysis of regional uncertainties of the US Economy," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123064.
• Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020, "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 549, issue C, DOI: 10.1016/j.physa.2020.124331.
• Ouattara, B. & Standaert, S., 2020, "Property rights revisited," European Journal of Political Economy, Elsevier, volume 64, issue C, DOI: 10.1016/j.ejpoleco.2020.101895.
• Nguyen, Trang & Chaiechi, Taha & Eagle, Lynne & Low, David, 2020, "Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 308-324, DOI: 10.1016/j.qref.2019.02.004.
• Le Fur, Eric, 2020, "Dynamics of the global fine art market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 167-180, DOI: 10.1016/j.qref.2019.05.014.
• Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020, "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 198-206, DOI: 10.1016/j.qref.2019.06.003.
• Yunus, Nafeesa, 2020, "Time-varying linkages among gold, stocks, bonds and real estate," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 165-185, DOI: 10.1016/j.qref.2020.01.015.
• Zargar, Faisal Nazir & Kumar, Dilip, 2020, "Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 271-285, DOI: 10.1016/j.qref.2019.09.015.
• Bhuiyan, Erfan M. & Chowdhury, Murshed, 2020, "Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 62-74, DOI: 10.1016/j.qref.2019.10.005.
• Levenko, Natalia, 2020, "Rounding bias in forecast uncertainty," Research in Economics, Elsevier, volume 74, issue 4, pages 277-291, DOI: 10.1016/j.rie.2020.08.001.
• Predelus, Wilner & Amine, Samir, 2020, "How employment insurance recipients make decision about insolvency?," Research in Economics, Elsevier, volume 74, issue 4, pages 344-348, DOI: 10.1016/j.rie.2020.10.004.
• Usman, Ojonugwa & Alola, Andrew Adewale & Sarkodie, Samuel Asumadu, 2020, "Assessment of the role of renewable energy consumption and trade policy on environmental degradation using innovation accounting: Evidence from the US," Renewable Energy, Elsevier, volume 150, issue C, pages 266-277, DOI: 10.1016/j.renene.2019.12.151.
• Arvanitopoulos, T. & Agnolucci, P., 2020, "The long-term effect of renewable electricity on employment in the United Kingdom," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110322.
• Porath, Keiko & Galilea, Patricia, 2020, "Temporal analysis of fare evasion in Transantiago: A socio-political view," Research in Transportation Economics, Elsevier, volume 83, issue C, DOI: 10.1016/j.retrec.2020.100958.
• Warshaw, Evan, 2020, "Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 1-14, DOI: 10.1016/j.iref.2020.03.001.
• Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020, "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 105-130, DOI: 10.1016/j.iref.2020.03.014.
• Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
• Khan, Salman & Azmat, Saad, 2020, "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 152-177, DOI: 10.1016/j.iref.2020.05.004.
• Chang, Kuang-Liang & Lee, Chingnun, 2020, "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 374-388, DOI: 10.1016/j.iref.2020.06.028.
• Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020, "125 ​Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 303-320, DOI: 10.1016/j.iref.2020.07.011.
• Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020, "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 89-101, DOI: 10.1016/j.iref.2020.07.009.
• Shanaev, Savva & Sharma, Satish & Ghimire, Binam & Shuraeva, Arina, 2020, "Taming the blockchain beast? Regulatory implications for the cryptocurrency Market," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101080.
• Kassouri, Yacouba & Altıntaş, Halil, 2020, "Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101097.
• Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "The impact of business and political news on the GCC stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101102.
• Stolbov, Mikhail & Shchepeleva, Maria, 2020, "Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101172.
• Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020, "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101116.
• González-Sánchez, Mariano & Nave, Juan & Rubio, Gonzalo, 2020, "Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101236.
• de Jesus, Diego Pitta & Lenin Souza Bezerra, Bruno Felipe & da Nóbrega Besarria, Cássio, 2020, "The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101229.
• Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020, "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101277.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
• Gabauer, David & Gupta, Rangan, 2020, "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 167-173, DOI: 10.1016/j.strueco.2019.09.009.
• Klinger, Sabine & Weber, Enzo, 2020, "GDP-employment decoupling in Germany," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 82-98, DOI: 10.1016/j.strueco.2019.10.003.
• Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020, "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, volume 53, issue C, pages 127-136, DOI: 10.1016/j.strueco.2020.02.001.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
• Waheed, Rida & Sarwar, Suleman & Dignah, Ashwaq, 2020, "The role of non-oil exports, tourism and renewable energy to achieve sustainable economic growth: What we learn from the experience of Saudi Arabia," Structural Change and Economic Dynamics, Elsevier, volume 55, issue C, pages 49-58, DOI: 10.1016/j.strueco.2020.06.005.