Research classified by Journal of Economic Literature (JEL) codes

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

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

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

2024

• Simon Lloyd & Ed Manuel, 2024, "Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics," Discussion Papers, Centre for Macroeconomics (CFM), number 2422, Apr.
• Markus Leippold & Michal Svaton, 2024, "Scheduling Processes and Inference of Scheduled Events From Price Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-12, Jan.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024, "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-47, Sep.
• Matthias R. Fengler & Jeannine Polivka, 2024, "Proxy-identification of a structural MGARCH model for asset returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-55, Oct.
• Matthias R. Fengler & Jeannine Polivka, 2024, "Structural Volatility Impulse Response Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-63, Nov.
• Cécile Couharde & Carl Grekou & Valérie Mignon & Florian Morvillier, 2024, "Reconciling Contrasting Views on the Growth Effect of Currency Undervaluations," Working Papers, CEPII research center, number 2024-06, May.
• Martín Almuzara & Víctor Sancibrián, 2024, "Micro responses to macro shocks," Working Papers, CEMFI, number wp2024_2412, Aug.
• Michal Franta & Jan Vlcek, 2024, "Wage-Price Spirals: A Risk-Based Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/1, Feb.
• Frantisek Brazdik & Tatiana Keseliova & Karel Musil & Radek Snobl & Jan Solc & Stanislav Tvrz & Jan Zacek, 2024, "Understanding Inflation Expectations: Data, Drivers and Policy Implications," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/3, Apr.
• Natalie Dvorakova & Tomas Sestorad, 2024, "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/5, Sep.
• Jaromir Baxa & Tomas Sestorad, 2024, "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/9, Aug.
• V. Candila & O. Cepni & G. M. Gallo & R. Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
• G.M. Gallo & C.Ongari & S. Borgioli, 2024, "Financial Returns, Sentiment and Market Volatility: a Dynamic Assessment," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202415.
• Juan Camilo Forero Buitrago, 2024, "Fondo de Estabilizaci√≥n de Precios de los Combustibles: impacto macroecon√≥mico e incidencia sobre el consumo de recursos energ√©ticos," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21141, May.
• Alejandro Pinilla Barrera & Álvaro Hurtado Rendón & Hermilson Velásquez Ceballos, 2024, "Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 2, Apr.
• Álvaro Hernando Chaves Castro & María Constanza Torres Tamayo & Alvaro Andrés Perdomo Strauch, 2024, "El índice Big Mac y su relación con la paridad del poder de compra en el caso colombiano," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 43, issue 77, pages 73-102, DOI: 10.19053/uptc.01203053.v43.n77.2024.
• Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Gundam, Pranay & Lee, Donggyu & Nallamotu, Ramya, 2024, "The NY Fed DSGE Model: A Post-Covid Assessment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18742, Jan.
• Arias, Jonas & Rubio-Ramírez, Juan Francisco & Waggoner, Daniel, 2024, "Uniform Priors for Impulse Responses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18836, Feb.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024, "Has the Phillips Curve Flattened?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18846, Feb.
• Assenza, Tiziana & Collard, Fabrice & Feve, Patrick & Huber, Stefanie, 2024, "From Buzz to Bust: How Fake News Shapes the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18912, Mar.
• Ascari, Guido & Bonomolo, Paolo & Celani, Alessandro, 2024, "The Macroeconomic Effects of Inflation Expectations: The Distribution Matters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18937, Mar.
• Marcellino, Massimiliano & Pfarrhofer, Michael, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18970, Apr.
• Canova, Fabio & Kociecki, Andrzej & Piffer, Michele, 2024, "Flexible prior beliefs on impulse responses in Bayesian vector autoregressive models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18992, Apr.
• Briggs, Joseph & Caplin, Andrew & Leth-Petersen, Søren & Tonetti, Christopher, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18995, Apr.
• Bergholt, Drago & Canova, Fabio & Furlanetto, Francesco & Maffei-Faccioli, Nicolò & Ulvedal, PÃ¥l, 2024, "What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19005, Apr.
• Ascari, Guido & Bonomolo, Paolo & Haque, Qazi, 2024, "The Long-Run Phillips Curve is ... a Curve," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19069, May.
• Collard, Fabrice & Feve, Patrick & Guay, Alain, 2024, "Believe it or not, it’s all about Beliefs!," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19103, May.
• Baumeister, Christiane & Huber, Florian & Marcellino, Massimiliano, 2024, "Risky Oil: It's All in the Tails," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19129, Jun.
• Dahlhaus, Tatjana & Sekhposyan, Tatevik, 2024, "Survey-based Monetary Policy Uncertainty and its Asymmetric Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19131, Jun.
• Inoue, Atsushi & Kilian, Lutz, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19227, Jul.
• Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024, "Filtering with Limited Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19270, Jul.
• Jordà , Ã’scar & Taylor, Alan M., 2024, "Local projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19378, Aug.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19379, Aug.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39546, Jan.
• Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 44712, Oct.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2024, "Regional heterogeneity and warming dominance in the United States," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45017, Nov.
• Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024, "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, volume 293, issue C, DOI: 10.1016/j.energy.2024.130672.
• Yildirim, Zekeriya & Guloglu, Hasan, 2024, "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132297.
• Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2024, "Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132345.
• Cao, Fangzhi & Su, Chi-Wei & Qin, Meng & Moldovan, Nicoleta-Claudia, 2024, "The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132651.
• Zhang, Xu & Xu, Wenting & Rauf, Abdul & Ozturk, Ilhan, 2024, "Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132655.
• Zhang, Jun & Chen, Donghui, 2024, "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133545.
• Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024, "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102949.
• Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024, "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102991.
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024, "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103045.
• Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024, "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103102.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
• Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Zhao, Mingguo & Park, Hail, 2024, "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103198.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Zabavnik, Darja & Verbič, Miroslav, 2024, "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103283.
• Ren, Xiaohang & Fu, Chenjia & Jin, Chenglu & Li, Yuyi, 2024, "Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103377.
• Marçal, Emerson Fernandes, 2024, "Testing rational expectations in a cointegrated VAR with structural change," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103435.
• Gong, Jue & Wang, Gang-Jin & Xie, Chi & Uddin, Gazi Salah, 2024, "How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103440.
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024, "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103454.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103513.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103578.
• Liu, Peng & Yuan, Ying, 2024, "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103663.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2024, "Systemic risk effects of climate transition on financial stability," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103722.
• Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024, "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103735.
• Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024, "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104765.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2024, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104938.
• Gao, Ting & Wang, Huaiming & Du, Dongying, 2024, "The interdependence structure of cryptocurrencies and Chinese financial assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105086.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024, "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105114.
• Chen, Jinyan & Nie, Chun-Xiao, 2024, "Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105187.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
• Lang, Chunlin & Hu, Yang & Goodell, John W. & Hou, Yang (Greg), 2024, "Connectedness and co-movement between dirty energy, clean energy and global COVOL," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105304.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.
• Han, SeungOh, 2024, "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105502.
• Liu, Bingqi & Pang, Tianxiao & Cheng, Siang, 2024, "Estimation for generalized linear cointegration regression models through composite quantile regression approach," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105567.
• Shen, Shulin & Sultan, Syed Galib & Zivot, Eric, 2024, "Price discovery share: An order invariant measure of price discovery," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105734.
• Chen, Zhenlong & Liu, Junjie & Hao, Xiaozhen, 2024, "Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105757.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024, "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105894.
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
• Hou, Yang (Greg) & Xu, Danyang & Oxley, Les & Goodell, John W., 2024, "Price discovery of climate risk and green bonds: A dynamic information leadership share approach," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106098.
• Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
• Galán, Jorge E., 2024, "The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100831.
• Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024, "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2020.100839.
• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024, "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100955.
• Castro, César & Jiménez-Rodríguez, Rebeca, 2024, "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100967.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024, "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100972.
• Chen, Zhang-Hangjian & Chu, Wei-Wei & Gao, Xiang & Koedijk, Kees G. & Xu, Yaping, 2024, "Extreme weather, climate risk, and the lead–lag role of carbon," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100974.
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024, "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100989.
• Narayan, Shivani & Kumar, Dilip, 2024, "Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101018.
• Çağlayan-Gümüş, Ayşe & Karahan, Cenk C., 2024, "Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101020.
• Carvalho, Alexandre & Valle e Azevedo, João & Pires Ribeiro, Pedro, 2024, "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Journal of International Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.jinteco.2023.103871.
• Ascari, Guido & Fosso, Luca, 2024, "The international dimension of trend inflation," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103896.
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024, "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jinteco.2024.103919.
• Günther, Sascha & Hieber, Peter, 2024, "Analyzing the interest rate risk of equity-indexed annuities via scenario matrices," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 15-28, DOI: 10.1016/j.insmatheco.2023.10.003.
• Corsaro, Stefania & Marino, Zelda & Scognamiglio, Salvatore, 2024, "Quantile mortality modelling of multiple populations via neural networks," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 114-133, DOI: 10.1016/j.insmatheco.2024.02.007.
• Gangopadhyay, Partha & Pradhan, Rudra P. & Das, Narasingha, 2024, "Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach," International Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.inteco.2024.100533.
• Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo, 2024, "Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101942.
• Abid, Ilyes & Benkraiem, Ramzi & Mzoughi, Hela & Urom, Christian, 2024, "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101948.
• Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024, "Spillover effects of US monetary policy on emerging markets amidst uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101956.
• Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
• van Os, Bram & van Dijk, Dick, 2024, "Accelerating peak dating in a dynamic factor Markov-switching model," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 313-323, DOI: 10.1016/j.ijforecast.2023.03.005.
• Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2024, "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," International Journal of Forecasting, Elsevier, volume 40, issue 2, pages 626-640, DOI: 10.1016/j.ijforecast.2022.04.002.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024, "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1166-1178, DOI: 10.1016/j.ijforecast.2023.10.005.
• Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024, "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1521-1538, DOI: 10.1016/j.ijforecast.2024.01.001.
• Han, Fei, 2024, "The impact of demographic change on the natural rate of interest in Japan," Japan and the World Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.japwor.2023.101237.
• Mody, Ashoka & Nedeljkovic, Milan, 2024, "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107033.
• Cheng, Hang & Guo, Hui & Shi, Yongdong, 2024, "Multifactor conditional equity premium model: Evidence from China's stock market," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107117.
• Lof, Matthijs & Nyberg, Henri, 2024, "Discount rates and cash flows: A local projection approach," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107127.
• Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024, "Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107131.
• Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024, "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 91-111, DOI: 10.1016/j.jebo.2023.11.004.
• Martinoli, Mario & Moneta, Alessio & Pallante, Gianluca, 2024, "Calibration and validation of macroeconomic simulation models by statistical causal search," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106786.
• Hutahean, Timbul Parasian & Hermawan, Wawan & Kharisma, Bayu & Hasanah, Alfiah, 2024, "Debt and debt tax benefit: Evidence from Indonesia debt-to-equity cap reform," Journal of Economics and Business, Elsevier, volume 132, issue C, DOI: 10.1016/j.jeconbus.2024.106217.
• Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024, "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103023.
• Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2024, "Metal and energy price uncertainties and the global economy," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103044.
• Liao, Wenting & Ma, Jun & Zhang, Chengsi, 2024, "Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103056.
• Gerba, Eddie & Leiva-León, Danilo & Rubio, Margarita, 2024, "Inspecting cross-border macro-financial mechanisms," Journal of International Money and Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jimonfin.2024.103094.
• Garcia, Márcio & Guillen, Diogo & Ribeiro, Bernardo & Velloso, João, 2024, "International macroeconomic vulnerability," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103105.
• Milas, Costas & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024, "UK Foreign Direct Investment in uncertain economic times," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103132.
• Moreno-Pérez, Carlos & Minozzo, Marco, 2024, "‘Making text talk’: The minutes of the Central Bank of Brazil and the real economy," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103133.
• Manopimoke, Pym & Nookhwun, Nuwat & Pattararangrong, Jettawat, 2024, "Exchange rate in emerging markets: Shock absorber or source of shock?," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103148.
• Ong, Kian, 2024, "Adjusting toward long-run purchasing power parity," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103204.
• Rujin, Svetlana, 2024, "Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins," Journal of Macroeconomics, Elsevier, volume 79, issue C, DOI: 10.1016/j.jmacro.2023.103571.
• Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024, "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100369.
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024, "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100378.
• Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024, "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100379.
• Bunek, Gabriel D. & Janzen, Joseph P., 2024, "Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100382.
• Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing, 2024, "Carbon volatility connectedness and the role of external uncertainties: Evidence from China," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100383.
• Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024, "On the estimation of Value-at-Risk and Expected Shortfall at extreme levels," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100391.
• Zhu, Yanli & Yang, Xian & Zhang, Chuanhai & Liu, Sihan & Li, Jiayi, 2024, "Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100443.
• Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2024, "Forecasting crude oil returns with oil-related industry ESG indices," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100444.
• Kakran, Shubham & Kumari, Vineeta & Bajaj, Parminder Kaur & Sidhu, Arpit, 2024, "Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00342.
• Cavicchioli, Maddalena, 2024, "A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00349.
• Armah, Mohammed & Amewu, Godfred, 2024, "Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2024.e00352.
• Afonso, António & Morão, Hugo, 2024, "Commonalities and heterogeneity in the Iberian business cycle," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00375.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Asymmetric effects of monetary policy shocks on financial stability," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00380.
• Alves, Renan Santos & Palma, Andreza A., 2024, "The effectiveness of fiscal policy in Brazil through the MIDAS Lens," Journal of Policy Modeling, Elsevier, volume 46, issue 1, pages 113-128, DOI: 10.1016/j.jpolmod.2023.10.004.
• Ben Mimoun, Mohamed & Boukhatem, Jamel & Raies, Asma, 2024, "Aggregate demand and inflation response to monetary policy shocks in Tunisia," Journal of Policy Modeling, Elsevier, volume 46, issue 3, pages 592-612, DOI: 10.1016/j.jpolmod.2024.01.009.
• Bilgili, Faik & Kassouri, Yacouba & Kuşkaya, Sevda & Majok Garang, Aweng Peter, 2024, "The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104449.
• Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104594.
• Carrillo-Maldonado, Paul & Arias, Karla & Zanoni, Wladimir & Cruz, Zoe, 2024, "Local socioeconomic impacts of large-scale mining projects in Ecuador: The case of Fruta del Norte," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104625.
• Potts, Todd B. & Yerger, David B., 2024, "The macroeconomic impact of energy price shocks: Threshold effects and the fracking boom," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104772.
• Luqman, Muhammad, 2024, "Transition towards natural resource rents and green technology to achieve China's COP26 success: A novel insights in the case of trade openness and environmental pollution," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.105021.
• Priya, Pragati & Pal, Debdatta, 2024, "Does crude oil price volatility respond asymmetrically to financial shocks?," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.105029.
• Aray, Henry & Vera, David, 2024, "A tale of oil production collapse," Resources Policy, Elsevier, volume 93, issue C, DOI: 10.1016/j.resourpol.2024.105044.
• Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2024, "Tail risks of energy transition metal prices for commodity prices," Resources Policy, Elsevier, volume 93, issue C, DOI: 10.1016/j.resourpol.2024.105057.
• Reboredo, Juan C. & Ugolini, Andrea, 2024, "The impact of uncertainty shocks on energy transition metal prices," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105161.
• Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024, "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105201.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105238.
• Roy, Arup, 2024, "Impacts of economic development, globalization, and gross capital formation on natural resources rents: Evidence from India," Resources Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.resourpol.2024.105259.
• Zhou, Gang & Bahn, Gwonsoo & Lao, Jian & Zhang, Yuan, 2024, "COP28 targets for mobilizing private investment in fossil fuels extraction industry to cope with the climate change," Resources Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.resourpol.2024.105285.
• Li, Jie & Zou, Xu, 2024, "Investment in the mining industry: Sustainable education and green literacy concepts," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105293.
• Nie, Peng & Zhong, Juncheng & Ren, Zhengliang & Huang, Jinglei, 2024, "Sustainable financing solutions for the growth of resource-driven economies in the digital economy age," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105350.
• Mao, Qian & Li, Yilong, 2024, "Blockchain evolution, artificial intelligence and ferrous metal trade," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105369.
• Bai, Mo & Wang, Weixuan & Li, Zhigang, 2024, "Private enterprises solution for fossil fuels transition: Role of ESG and carbon reporting," Resources Policy, Elsevier, volume 99, issue C, DOI: 10.1016/j.resourpol.2024.105407.
• Zhang, Ming & Guo, Manfeng, 2024, "Attracting Private Investment to Renewable Energy Projects in India," Utilities Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.jup.2024.101816.
• Oliveira, Eleonora de & Palma, Andreza A. & Portugal, Marcelo S., 2024, "A Markov-Switching DSGE model for measuring the output gap in Brazil," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 1, DOI: 10.1016/j.latcb.2024.100121.
• Garcia, Juan Angel & Gimeno, Ricardo, 2024, "Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 4, DOI: 10.1016/j.latcb.2024.100133.
• Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024, "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.jmoneco.2023.12.005.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024, "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103571.
• Brianti, Marco & Cormun, Vito, 2024, "Expectation-driven boom-bust cycles," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103575.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2024, "Blended identification in structural VARs," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103581.
• Wang, Hu & Liu, Xin, 2024, "Volatility spillover features in financial industries and identification of systemically important financial institutions: A new perspective," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102241.
• Wu, Xinyu & Qian, Jia & Zhao, Xiaohan, 2024, "Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102245.
• Wang, Yifan & You, Xiqi & Zhang, Yanhang & Yang, Hanfang, 2024, "Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102272.
• Lu, Yao & Zhao, Zhihui & Tian, Yuan & Zhan, Minghua, 2024, "How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102325.
• Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024, "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102392.
• Tang, Wenjin & Bu, Hui & Ji, Yuqiong & Li, Zhongfei, 2024, "Market uncertainty and information content in complex seasonality of prices," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102430.
• Wu, Xinyu & Zhao, An & Wang, Yuyao & Han, Yang, 2024, "Forecasting Chinese stock market volatility with high-frequency intraday and current return information," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102458.
• Narayan, Paresh Kumar & Garg, Bhavesh & Gunadi, Iman & Rishanty, Arnita, 2024, "How are green stocks and monetary policy related?," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102516.
• Pernagallo, Giuseppe, 2024, "Crypto network," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 654, issue C, DOI: 10.1016/j.physa.2024.130128.
• Gabriel, Ricardo Duque & Pessoa, Ana Sofia, 2024, "Adopting the euro: A synthetic control approach," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102537.
• Tzika, Paraskevi & Pantelidis, Theologos, 2024, "Economic policy uncertainty as an indicator of abrupt movements in the US stock market," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 93-103, DOI: 10.1016/j.qref.2024.01.002.
• Seiler, Volker, 2024, "The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 160-179, DOI: 10.1016/j.qref.2024.03.007.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
• Tzomakas, Christos, 2024, "Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101895.
• Zhou, Bin & Shi, Huai-Long, 2024, "Quantile volatility connectedness among themes and sectors: Novel evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101937.
• Monge, Manuel & Lazcano, Ana & Infante, Juan, 2024, "Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis," Research in Economics, Elsevier, volume 78, issue 3, DOI: 10.1016/j.rie.2024.100981.
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1385-1403, DOI: 10.1016/j.iref.2023.08.021.
• Kapar, Burcu & Billah, Syed Mabruk & Rana, Faisal & Balli, Faruk, 2024, "An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1442-1467, DOI: 10.1016/j.iref.2023.09.004.
• Kumari, Pooja & Mamidala, Vasanthi & Chavali, Kavita & Behl, Abhishek, 2024, "The changing dynamics of crypto mining and environmental impact," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 940-953, DOI: 10.1016/j.iref.2023.08.004.
• Beckmann, Joscha & Breitenlechner, Max & Scharler, Johann, 2024, "Is the exchange rate a shock absorber? The shocks matter," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 114-130, DOI: 10.1016/j.iref.2023.08.005.
• Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024, "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 316-333, DOI: 10.1016/j.iref.2023.10.031.
• Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
• Guo, Yanfeng & Zhao, Huanyu, 2024, "Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 446-457, DOI: 10.1016/j.iref.2023.10.004.
• Baek, Ingul & Liu, Jia & Noh, Sanha, 2024, "Real estate uncertainty and financial conditions over the business cycle," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 656-675, DOI: 10.1016/j.iref.2023.10.033.
• Xu, Yingying & Lien, Donald, 2024, "Together in bad times? The effect of COVID-19 on inflation spillovers in China," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 316-331, DOI: 10.1016/j.iref.2024.01.015.
• Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024, "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 348-363, DOI: 10.1016/j.iref.2024.01.034.
• Feng, Jingyu & Yuan, Ying & Jiang, Mingxuan, 2024, "Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 275-301, DOI: 10.1016/j.iref.2024.02.014.
• Chen, Zhang-HangJian & Zhao, Shou-Yu & Song, Huai-Bing & Yang, Ming-Yuan & Li, Sai-Ping, 2024, "Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 626-645, DOI: 10.1016/j.iref.2024.02.005.
• Man, Yuanyuan & Zhang, Sunpei & He, Yongda, 2024, "Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1397-1416, DOI: 10.1016/j.iref.2024.03.066.
• Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024, "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 350-371, DOI: 10.1016/j.iref.2024.03.011.
• Morita, Hiroshi & Ono, Taiki, 2024, "COVID-19 uncertainty index in Japan: Newspaper-based measures and economic activities," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 390-403, DOI: 10.1016/j.iref.2024.03.041.
• Noori, Mohammad, 2024, "Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 529-551, DOI: 10.1016/j.iref.2024.03.047.
• Asafo-Adjei, Emmanuel & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2024, "Risk synchronization in Australia stock market: A sector analysis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 582-610, DOI: 10.1016/j.iref.2024.03.042.
• Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024, "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 789-810, DOI: 10.1016/j.iref.2024.03.054.
• Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2024, "Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 1176-1197, DOI: 10.1016/j.iref.2024.05.021.
• Jana, Rabin K., 2024, "Are metaverse coins more prone to geopolitical risk than traditional crypto assets?," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 436-447, DOI: 10.1016/j.iref.2024.05.001.
• Deng, Jing & Liu, Yejiao & Zhuang, Zhitao & Gu, Xuesong & Xing, Xiaoyun, 2024, "Do China and USA differ in the interrelationship between green bond and ESG markets?," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 919-934, DOI: 10.1016/j.iref.2024.03.035.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie & Wee, Jung Bum, 2024, "ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103375.
• Chen, Xiangyu & Tongurai, Jittima, 2024, "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103579.