Research classified by Journal of Economic Literature (JEL) codes

2022

• Zhang, Shaojun, 2022, "Dissecting currency momentum," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 154-173, DOI: 10.1016/j.jfineco.2021.05.035.
• Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022, "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102545.
• Moreno Badia, Marialuz & Medas, Paulo & Gupta, Pranav & Xiang, Yuan, 2022, "Debt is not free," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102654.
• Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
• Dai, Peng-Fei & Xiong, Xiong & Duc Huynh, Toan Luu & Wang, Jiqiang, 2022, "The impact of economic policy uncertainties on the volatility of European carbon market," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100208.
• Chang, Ming-Jen & Matsuki, Takashi, 2022, "Exchange rate forecasting with real-time data: Evidence from Western offshoots," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101538.
• Yin, Libo & Su, Zhi & Lu, Man, 2022, "Is oil risk important for commodity-related currency returns?," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101604.
• Aloui, Riadh & Ben Jabeur, Sami & Mefteh-Wali, Salma, 2022, "Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101709.
• Carvajal-Patiño, Daniel & Ramos-Pollán, Raul, 2022, "Synthetic data generation with deep generative models to enhance predictive tasks in trading strategies," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101747.
• Esteve, Vicente & Prats, María A., 2023, "External sustainability in Spanish economy: bubbles and crises, 1970–2020," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114887, Feb.
• Nigmatulina, Dzhamilya, 2022, "Sanctions and misallocation. How sanctioned firms won and Russia lost," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118037, Nov.
• Serdar Simonyan & Sema Bayraktar, 2022, "Asymmetric dynamics in sovereign credit default swaps pricing: evidence from emerging countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 12, pages 5607-5629, March, DOI: 10.1108/IJOEM-03-2021-0469.
• Menggen Chen & Yuanren Zhou, 2022, "The dynamic interdependence structure and risk spillover effect between Sino-US stock markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 10, pages 2734-2777, November, DOI: 10.1108/IJOEM-04-2022-0654.
• Mohsin Ali & Mudeer Ahmed Khattak & Shabeer Khan & Noureen Khan, 2022, "COVID-19 and the ASEAN stock market: a wavelet analysis of conventional and Islamic equity indices," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 4, pages 687-707, October, DOI: 10.1108/SEF-10-2021-0457.
• Anton V. Navoy, 2022, "The Transformation of Russia’s Role in the Global Financial Architecture in the Context of Geopolitical Challenges," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 111-123, December, DOI: 10.31107/2075-1990-2022-6-111-123.
• Belev Sergey & Tischenko Tatiana & Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Lyashok Victor & Agranovich Mark & Ermachkova Julia & Livenets Marina, 2022, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 11, pages 1-21, October.
• Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Zubov Sergey & Lyashok Viktor & Shagaida Natalia & Ternovskiy Dmitry, 2022, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 8, pages 1-18, July.
• Belev Sergey & Tischenko Tatiana & Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Lyashok Victor & Agranovich Mark & Ermachkova Julia & Livenets Marina, 2022, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 1-19, October.
• Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Zubov Sergey & Lyashok Viktor & Shagaida Natalia & Ternovskiy Dmitry, 2022, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 1-17, July.
• Syed Aun R. Rizvi & Mohsin Ali, 2022, "Do Islamic Cryptocurrencies Provide Diversification Opportunities To Indonesian Islamic Investors?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 3, pages 441-454, August, DOI: https://doi.org/10.21098/jimf.v8i3..
• Azwar Aulia Rasyad & Bayu Arie Fianto & Rogier Busser, 2022, "Determinants Of Ipo Oversubscription On Islamic Stocks: Evidence From Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 3, pages 485-500, August, DOI: https://doi.org/10.21098/jimf.v8i3..
• Michele Ca' Zorzi & Adam Cap & Andrej Mijakovic & Michal Rubaszek, 2022, "The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 3, pages 229-280, September.
• Andrew Filardo & Mr. Gaston Gelos & Thomas McGregor, 2022, "Exchange-Rate Swings and Foreign Currency Intervention," IMF Working Papers, International Monetary Fund, number 2022/158, Jul.
• Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022, "Estimación bayesiana del modelo de difusión con saltos de Merton," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 2, pages 1-32, Abril - J.
• Tran Huynh & Silke Uebelmesser, 2022, "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2022-007, Jun.
• Giuliano Toshiro Yajima & Lorenzo Nalin, 2022, "Financial Barriers to Structural Change in Developing Economies: A Theoretical Framework," Economics Working Paper Archive, Levy Economics Institute, number wp_1004, Mar.
• Makram El-Shagi & Yizhuang Zheng, 2022, "Money Demand in China: A Meta Study," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 1, pages 145-163, January, DOI: 10.1080/1540496X.2019.1643317.
• Gabor Szigel, 2022, "Carbon Intensity of Banks' Loan Portfolio - A Good Basis for Comparison in Case of Low-Income Countries?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 83-102.
• Thomas Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2022, "Pricing Implications of Covariances and Spreads in Currency Markets
  [Optimal and naive diversification in currency markets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 336-388.
• Cristian Dogar, 2022, "Assessing European Social Fund efficiency in Romania, A Linear Regression Model," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 224-229, September.
• Pablo Pincheira Brown, 2022, "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 150-183.
• Olkhov, Victor, 2022, "Introduction of the Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 112003, Jan.
• Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.
• Olkhov, Victor, 2022, "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 112255, Mar.
• Olkhov, Victor, 2022, "Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 120288, Jan, revised 26 Feb 2024.
• Obregon, Carlos, 2022, "The Economics of Global Peace," MPRA Paper, University Library of Munich, Germany, number 122462, May.
• Jiří Pour & Vít Illichmann, 2022, "Modelování rovnovážných odchylek měnových kurzů od parity kupní síly na datech pro 34 zemí v letech 2000-2020
  [Modelling Equilibrium Deviations of Exchange Rates from Purchasing Power Parity]," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 5, pages 531-551, DOI: 10.18267/j.polek.1371.
• Joscha Beckmann & Robert L. Czudaj, 2022, "Exchange rate expectation, abnormal returns, and the COVID-19 pandemic," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 054, Jan, revised Jan 2022.
• Joscha Beckmann & Robert L. Czudaj, 2022, "Fundamental determinants of exchange rate expectations," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 056, Mar, revised Mar 2022.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022, "Exchange Rate Reconnect," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 845-855, October, DOI: 10.1162/rest_a_00978.
• Yan Liu & Ramon Marimon & Adrien Wicht, 2022, "Making sovereign debt safe with a financial stability fund," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1829, Mar.
• Öner Selma, 2022, "The effects of global risk indicators on the MSCI emerging markets index," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 3, pages 1-10, September, DOI: 10.2478/fiqf-2022-0015.
• Amat Adarov, 2022, "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 3, pages 3163-3201, July, DOI: 10.1002/ijfe.2316.
• Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022, "The Term Structure of Currency Futures' Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 1, pages 5-38, February, DOI: 10.1111/jmcb.12872.
• Shoaib Ali & Muhammad Naveed & Aisha Saleem & Muhammad Wajahat Nasir, 2022, "Time-Frequency Co-Movement Between Covid-19 And Pakistan’S Stock Market: Empirical Evidence From Wavelet Coherence Analysis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-17, December, DOI: 10.1142/S2010495222500269.
• Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022, "The Term Structure of Currency Futures' Risk Premia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 54, issue 1, pages 5-38, DOI: 10.1111/jmcb.12872.

2021

• Ibrahim A. Adekunle & Sheriffdeen A. Tella, 2021, "Remittances and the Future of African Economies," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/053, Jan.
• Barbara Rossi, 2021, "Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them," Journal of Economic Literature, American Economic Association, volume 59, issue 4, pages 1135-1190, December, DOI: 10.1257/jel.20201479.
• Ibrahim A. Adekunle & Sheriffdeen A. Tella, 2021, "Remittances and the Future of African Economies," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/053, Jan.
• Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021, "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2138, Jul.
• Andrii ROSKLADKA & Roman BAIEV, 2021, "Digitalization of data analysis tools as the key for success in the online trading markets," Access Journal, Access Press Publishing House, volume 2, issue 3, pages 222-233, September, DOI: 10.46656/access.2021.2.3(2).
• Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021, "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021015, Jan.
• Asena Deniz & Fatih Kilic, 2021, "The Covid-19’s Impact on Stock Prices among Different Sectors - An Event Study Based on the Istanbul Stock Exchange Market," Economics Literature, WERI-World Economic Research Institute, volume 3, issue 1, pages 22-31, June, DOI: 10.22440/elit.3.1.3.
• Esteban Méndez-Chacón, 2021, "The Adequate and Optimal Level of Foreign Reserves for Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 2102, Feb.
• Pavlo Dziuba & Olena Pryiatelchuk & Denys Rusak, 2021, "Equity Markets Risks And Returns: Implications For Global Portfolio Capital Flows During Pandemic And Crisis Periods," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 7, issue 3, DOI: 10.30525/2256-0742/2021-7-3-97-108.
• Fredy Gamboa-Estrada & Jose Vicente Romero, 2021, "Common and idiosyncratic movements in Latin-American Exchange Rates," Borradores de Economia, Banco de la Republica de Colombia, number 1158, Apr, DOI: https://doi.org/10.32468/be.1158.
• Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021, "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-5, May.
• Daniel Fried, 2021, "CBO’s Model and Projections of U.S. International Investment Holdings and Income Flows: Working Paper 2021-10," Working Papers, Congressional Budget Office, number 57326, Aug.
• Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021, "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_016, May.
• Mohsen Bahmani-Oskooee & Ridha Nouira & Sami Saafi, 2021, "Whose Policy Uncertainty Matters in the Trade between Germany and the United States: An Asymmetric Analysis," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 4, pages 287-309, DOI: 10.3790/aeq.67.4.287.
• Ca' Zorzi, Michele & Anaya Longaric, Pablo & Rubaszek, Michał, 2021, "The predictive power of equilibrium exchange rate models," Economic Bulletin Articles, European Central Bank, volume 7.
• Zaroug Osman Bilal & Shariq Mohammed & Yassir Yaqoub Ali, 2021, "Oil Price Fluctuation and Firm Performance in Developing Economy: Evidence from Oman," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 381-387.
• Izabela Pruchnicka-Grabias, 2021, "The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 276-282.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2021, "Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2112, Oct.
• Peng, Qing & Li, Jie & Zhao, Yu & Wu, Han, 2021, "The informational content of implied volatility: Application to the USD/JPY exchange rates," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101363.
• Vukovic, Darko B. & Lapshina, Kseniya A. & Maiti, Moinak, 2021, "Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101457.
• Xu, Yongan & Wang, Jianqiong & Chen, Zhonglu & Liang, Chao, 2021, "Economic policy uncertainty and stock market returns: New evidence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101525.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Ben Khelifa, Soumaya & Guesmi, Khaled & Urom, Christian, 2021, "Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101777.
• Goodell, John W. & Goutte, Stephane, 2021, "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101781.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021, "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101868.
• Goodell, John W. & Goutte, Stephane, 2021, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101625.
• Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021, "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101999.
• Tsiakas, Ilias & Zhang, Haibin, 2021, "Economic fundamentals and the long-run correlation between exchange rates and commodities," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100649.
• Breen, John David & Hu, Liang, 2021, "The predictive content of oil price and volatility: New evidence on exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101454.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Silvers, Roger, 2021, "Does regulatory cooperation help integrate equity markets?," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1275-1300, DOI: 10.1016/j.jfineco.2021.05.040.
• Pincheira, Pablo & Hardy, Nicolás, 2021, "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102066.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021, "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102217.
• Chang, Meng-Shiuh & Kung, Chih-Chun & Chen, Meng-Wei & Tian, Yuan, 2021, "Volatility regime, inverted asymmetry, contagion, and flights in the gold market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101522.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 96-113, DOI: 10.1016/j.iref.2021.05.009.
• Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021, "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101493.
• Leandro Vieira Araújo Lima & Fábio Henrique Bittes Terra, 2021, "Expectations and exchange rates in a Keynes–Harvey model: an analysis of the Brazilian case from 2002 to 2017," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 2, pages 270-288, April.
• Diego Silveira Pacheco de Oliveira & Gabriel Caldas Montes, 2021, "Forecasting sovereign risk perception of Brazilian bonds: an evaluation of machine learning prediction accuracy," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3414-3436, October, DOI: 10.1108/IJOEM-01-2021-0106.
• Onur Polat & Eylül Kabakçı Günay, 2021, "Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 946-963, May, DOI: 10.1108/SEF-01-2021-0011.
• Ibrahim A. Adekunle & Sheriffdeen A. Tella, 2021, "Remittances and the Future of African Economies," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/053, Jan.
• Don H. Kim & Marcelo Ochoa, 2021, "International Yield Spillovers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-001, Jan, DOI: 10.17016/FEDS.2021.001.
• Ponomarev Yuri & Radchenko Daria & Makarov Andrey & Borzhyh K. & Bozhechkova Alexandra & Knobel Alexander & Trunin Pavel & Kaukin Andrey & Miller Evgenia & Tsukhlo Sergey, 2021, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-21, January.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Tsukhlo Sergey & Kaukin Andrey & Ponomarev Yuri & Miller Evgenia & Makarov Andrey & Radchenko Daria & Borzhyh K., 2021, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-17, January.
• Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021, "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," Working Papers, HAL, number halshs-03297198, Jul.
• Hunter M. Brooks & Xiaoxiao Song, 2021, "Analysts’ Ifrs Knowledge, Forecast Error, And Sec’S Elimination Of The 20-F Reconciliation," Accounting & Taxation, The Institute for Business and Finance Research, volume 13, issue 1, pages 1-14.
• Mohsin Ali & Urooj Anwar & Muhammad Haseeb, 2021, "The Impact Of Covid-19 On Islamic And Conventional Stocks In Indonesia: A Wavelet-Based Study," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue Special I, pages 15-32, January, DOI: https://doi.org/10.21098/bemp.v24i0.
• Mr. Yan Carriere-Swallow & José Marzluf, 2021, "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Working Papers, International Monetary Fund, number 2021/275, Nov.
• Heri Oscar Landa Díaz & Verónica Cerezo García, 2021, "La pandemia Covid-19, la crisis financiera y la dinámica (Overshooting) del tipo de cambio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-22, Julio - S.
• Adrián F. Rossignolo, 2021, "The New Standardised Approach as a Credible Fallback," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-27, Septiembr.
• Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2021, ""Vulnerable Funding in the Global Economy"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202106, Mar, revised Mar 2021.
• James R. Martin Jr., 2021, "The Influence of Democratic Electoral Processes on Inflows of Foreign Direct Investment," Journal of Economic Insight, Missouri Valley Economic Association, volume 47, issue 2, pages 1-26.
• Charles Engel & Steve Pak Yeung Wu, 2021, "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 28447, Feb.
• Mihai BERINDE & Dana Maria PETRICA & Liana-Eugenia MESTER, 2021, "Icsid Cases In 2020, Affected Or Not By Covid 19," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 30, issue 2, pages 418-426, December.
• Hussam Musa & Zdenka Musova & Viacheslav Natorin & George Lazaroiu & Martin Boda, 2021, "Comparison of factors influencing liquidity of European Islamic and conventional banks," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 2, pages 375-398, June, DOI: 10.24136/oc.2021.013.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
• Naib ALAKBAROV & Yılmaz BAYAR, 2021, "International Financial Market Integration and The Feldstein–Horioka Puzzle: Evidence from Emerging Market Economies," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 143-165, December.
• Khamis Hamed Al-Yahyaee & Walid Mensi & Hee-Un Ko & Massimiliano Caporin & Sang Hoon Kang, 2021, "Is the Korean housing market following Gangnam style?," Empirical Economics, Springer, volume 61, issue 4, pages 2041-2072, October, DOI: 10.1007/s00181-020-01931-2.
• Ahmet Akca & Ethem Çanakoğlu, 2021, "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 48, issue 3, pages 463-504, September, DOI: 10.1007/s40812-021-00184-z.
• Fan Zhang & Paresh Kumar Narayan & Neluka Devpura, 2021, "Has COVID-19 changed the stock return-oil price predictability pattern?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-10, December, DOI: 10.1186/s40854-021-00277-7.
• Ki-Hong Choi & Ron P. McIver & Salvatore Ferraro & Lei Xu & Sang Hoon Kang, 2021, "Dynamic volatility spillover and network connectedness across ASX sector markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 677-691, October, DOI: 10.1007/s12197-021-09544-w.
• Judith J. Castro Pérez & José E. Medina Reyes & Agustín I. Cabrera Llanos, 2021, "Forecasting the Effects of the COVID-19 Crisis on Economic Growth and the Microfinance Sector in Latin America: An Approach with Fuzzy Neural Networks," Springer Books, Springer, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves, "The Future of Companies in the Face of a New Reality", DOI: 10.1007/978-981-16-2613-5_5.
• Li-Jen Yeh & Jia-Ying Hu & Zongyi Chen, 2021, "The Internationalization-Performance Relationship of Small-and-Medium-sized Enterprises: The Case of Taiwan’s ESCO Industry," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 1, pages 1-3.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 16, pages 1626-1644, November, DOI: 10.1080/1351847X.2021.1906728.
• Dąbrowska-Gruszczyńska Katarzyna & Gruszczyński Marcin, 2021, "Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 293-316, May, DOI: 10.22367/jem.2021.43.14.
• Reinhard Ellwanger, Stephen Snudden, 2021, "Predictability of Aggregated Time Series," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0127.

2020

• Ibrahim A. Adekunle & Sheriffdeen A. Tella & Kolawole Subair & Soliu B. Adegboyega, 2020, "Remittances and Financial Development in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 20/081, Jan.
• Ibrahim A. Adekunle & Sheriffdeen A. Tella & Kolawole Subair & Soliu B. Adegboyega, 2020, "Remittances and Financial Development in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/081, Jan.
• Jean-Armand Gnagne & Kevin Moran, 2020, "Forecasting Bank Failures in a Data-Rich Environment," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-13, Jun.
• Hernández Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers, Banco de México, number 2020-02, Mar.
• Mile Bošnjak & Vlatka Bilas & Gordana Kordić, 2020, "Determinants Of Foreign Exchange Reserves In Serbia And North Macedonia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 226, pages 103-120, July – Se.
• Funke Michael & Loermann Julius & Moessner Richhild, 2020, "The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 63-79, June, DOI: 10.1515/snde-2019-0078.
• Constantin Bürgi & Dorine Boumans, 2020, "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series, CESifo, number 8266.
• José Mauricio Gil León & Andr�s Felipe Su�rez Cante, 2020, "Implicaciones de los choques de prima de riesgo en una economía pequena y abierta," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 133-172.
• P.B. Dixon & J.A. Giesecke & J. Nassios & M.T. Rimmer, 2020, "The Effects of Financial Decoupling of the U.S. and China: Simulations with a Global Financial CGE Model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-309, Oct.
• Umba, Gilles Bertrand, 2020, "Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo," Dynare Working Papers, CEPREMAP, number 57, Feb.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15305, Sep.
• Dashan Huang & Jiangyuan Li & Liyao Wang & Guofu Zhou, 2020, "Time series momentum: Is it there?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 717.
• Darvas, Zsolt & Schepp, Zoltán, 2020, "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2020/01, Mar.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020, "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1866.
• Mijakovic, Andrej & Rubaszek, Michał & Ca' Zorzi, Michele & Cap, Adam, 2020, "The predictive power of equilibrium exchange rate models," Working Paper Series, European Central Bank, number 2358, Jan.
• Zekai SENOL & Mesut POLATGIL, 2020, "Borsalar Arasi Iliskilerin Ozduzenleyici Haritalarla Kumelendirilmesi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 8, issue 1, pages 1-13.
• Narayan, Paresh Kumar & Devpura, Neluka & Wang, Hua, 2020, "Japanese currency and stock market—What happened during the COVID-19 pandemic?," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 191-198, DOI: 10.1016/j.eap.2020.09.014.
• Benchimol, Jonathan & El-Shagi, Makram, 2020, "Forecast performance in times of terrorism," Economic Modelling, Elsevier, volume 91, issue C, pages 386-402, DOI: 10.1016/j.econmod.2020.05.018.
• Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020, "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, volume 93, issue C, pages 187-204, DOI: 10.1016/j.econmod.2020.07.022.
• Urom, Christian & Abid, Ilyes & Guesmi, Khaled & Chevallier, Julien, 2020, "Quantile spillovers and dependence between Bitcoin, equities and strategic commodities," Economic Modelling, Elsevier, volume 93, issue C, pages 230-258, DOI: 10.1016/j.econmod.2020.07.012.
• Miah, Fazlul & Altiti, Omar, 2020, "Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.005.
• Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020, "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101064.
• Zhang, Yaojie & Lei, Likun & Wei, Yu, 2020, "Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101145.
• Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris, 2020, "Predictability in international stock returns using currency fluctuations and forward rate forecasts," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101108.
• Kanno, Masayasu, 2020, "Interconnectedness and systemic risk in the US CDS market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.08.020.
• Baltuttis, Dennik & Töppel, Jannick & Tränkler, Timm & Wiethe, Christian, 2020, "Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.01.007.
• Fang, Tong & Su, Zhi & Yin, Libo, 2020, "Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101566.
• 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.
• Colombo, Emilio & Pelagatti, Matteo, 2020, "Statistical learning and exchange rate forecasting," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1260-1289, DOI: 10.1016/j.ijforecast.2019.12.007.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020, "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 774-794, DOI: 10.1016/j.jfineco.2019.08.004.
• 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.
• Beckmann, Joscha & Reitz, Stefan, 2020, "Information rigidities and exchange rate expectations," Journal of International Money and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.jimonfin.2020.102136.
• Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101601.
• Al Mamun, Md & Uddin, Gazi Salah & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2020, "Geopolitical risk, uncertainty and Bitcoin investment," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123107.
• Okorie, David Iheke & Lin, Boqiang, 2020, "Did China’s ICO ban alter the Bitcoin market?," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 977-993, DOI: 10.1016/j.iref.2020.05.016.
• Kanno, Masayasu, 2020, "Credit rating migration risk and interconnectedness in a corporate lending network," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101282.
• Angelopoulos, Jason & Sahoo, Satya & Visvikis, Ilias D., 2020, "Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 133, issue C, DOI: 10.1016/j.tre.2019.101836.
• Mengheng Li & Bowen Fu, 2020, "US Shocks and the Uncovered Interest Rate Parity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-87, Oct.
• Diego Silveira Pacheco de Oliveira & Gabriel Caldas Montes, 2020, "Sovereign credit news and disagreement in expectations about the exchange rate: evidence from Brazil," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 3, pages 660-698, August, DOI: 10.1108/JES-10-2019-0483.
• Tomasz Korol, 2020, "Assessment of Trajectories of Non-bankrupt and Bankrupt Enterprises," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1113-1135.
• Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios, 2020, "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 27361, Apr.
• Ibrahim A. Adekunle & Sheriffdeen A. Tella & Kolawole Subair & Soliu B. Adegboyega, 2020, "Remittances and Financial Development in Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/081, Jan.
• Jonathan Benchimol & Makram El-Shagi, 2020, "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 390, Jun, DOI: 10.24149/gwp390.
• Meral Kagitci, 2020, "The impact of COVID – 19 on the stocks’ yield from the pharmaceutical sector," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 5, pages 58-71, November, DOI: 10.6084/m9.figshare.13621772.
• Trunin Pavel & Bozhechkova Alexandra & Knobel Alexander & Levashenko Antonina & Koval A. & Milogolov Nikolai & Gromov Vladimir & Zemtsov Tsepan & Tsareva Yulia, 2020, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 1-26, May.
• Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Post-Print, HAL, number hal-02489889, Jun, DOI: 10.1016/j.resourpol.2020.101601.
• Jonathan Benchimol & Makram El-Shagi, 2020, "Forecast performance in times of terrorism," Post-Print, HAL, number halshs-03248938, Sep, DOI: 10.1016/j.econmod.2020.05.018.
• John W Goodell & Stéphane Goutte, 2020, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Working Papers, HAL, number halshs-02613277, May.
• Bayu Arie Fianto & Nisful Laila & Raditya Sukmana & Muhammad Madyan, 2020, "Predictors Of Exchange Rate Returns: Evidence From Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue 2, pages 239-252, July, DOI: https://doi.org/10.21098/bemp.v23i1.
• Ms. Marialuz Moreno Badia & Mr. Paulo A Medas & Pranav Gupta & Yuan Xiang, 2020, "Debt Is Not Free," IMF Working Papers, International Monetary Fund, number 2020/001, Jan.
• Rey Francisco Ayala Castrejon & Christian Bucio Pacheco, 2020, "Modelo ARIMA aplicado al tipo de cambio peso-dólar en el periodo 2016-2017 mediante ventanas temporales deslizantes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 3, pages 331-354, Julio - S.
• José Mauricio Gil-León & Andrés Felipe Suárez-Cant, 2020, "Implications of risk premium shocks in a small and open economy," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 133-172, Enero-Jun, DOI: 10.17533/udea.le.n92a05.
• Lorenzo Nalin & Giuliano Toshiro Yajima, 2020, "Balance Sheet Effects of a Currency Devaluation: A Stock-Flow Consistent Framework for Mexico?," Economics Working Paper Archive, Levy Economics Institute, number wp_980, Dec.
• BERINDE Mihai & PETRICĂ Dana Maria & MEŞTER Liana-Eugenia, 2020, "Factors' Impact On Damages Paid In Icsid Cases, Evaluated On Market Value Premises," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 454-460, July.
• Carsten M. Stann & Theocharis N. Grigoriadis, 2020, "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 62, issue 2, pages 303-353, June, DOI: 10.1057/s41294-020-00114-3.
• Hussam Musa & Viacheslav Natorin & Zdenka Musova & Pavol Durana, 2020, "Comparison of the efficiency measurement of the conventional and Islamic banks," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 1, pages 29-58, March, DOI: 10.24136/oc.2020.002.
• Hernández, Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper, University Library of Munich, Germany, number 100744.
• Monahov, Alexandru, 2020, "Stress-testing a shock to remittances in a post-Covid world – what impact on liquidity?," MPRA Paper, University Library of Munich, Germany, number 101442, Jun.
• Eita, Joel Hinaunye & Khumalo, Zitsile Zamantungwa & Choga, Ireen, 2020, "Empirical test of the Balassa-Samuelson Effect in Selected African Countries," MPRA Paper, University Library of Munich, Germany, number 101489, Jun.
• Sakarombe, Upenyu & Marimbe-Makoni, Rudo, 2020, "Stock Exchange Fungibility and Exchange Rate Volatility in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 102464, revised 2020.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Limba, Franco & Rijoly, Jacobus Cliff Diky & Tarangi, Margreath, 2020, "Black Swan Global Market: Analysis of the Effect of the Covid-19 Death Rate on the Volatility of European Football Club Stock Prices (Case Study of Juventus F.C., Manchester United, Ajax Amsterdam and Borussia Dortmund)," MPRA Paper, University Library of Munich, Germany, number 120396, Jul.
• Chokri Zehri, 2020, "Capital controls to manage foreign exchange reserves and foreign debts," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 271-294.
• Chokri Zehri, 2020, "Policies for managing sudden stops," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 9-33.
• Naoyuki Yoshino & Monzur Hossain & Farhad Taghizadeh-Hesary, 2020, "Enhancing Financial Connectivity between Asia and Europe: Implications for Infrastructure Convergence between the Two Regions," ADBI Working Papers, Asian Development Bank Institute, number 1067, Jan.
• Mehmet BALCILAR & Ojonugwa USMAN & Muhammad Sani MUSA, 2020, "The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 151-172, March.
• Yunjung Kim & Cheolbeom Park, 2020, "Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach," Empirical Economics, Springer, volume 58, issue 4, pages 1713-1747, April, DOI: 10.1007/s00181-018-1596-3.
• Jérôme Lahaye & Christopher Neely, 2020, "The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 410-427, April, DOI: 10.1080/07350015.2018.1512865.
• Naoyuki Yoshino & Monzur Hossain & Farhad Taghizadeh-Hesary, 2020, "Enhancing Financial Connectivity Between Asia and Europe: Implications for Infrastructure Convergence Between the Two Regions," Asian Economic Papers, MIT Press, volume 19, issue 2, pages 84-101, Summer.
• Gruszczyński Marcin & Majczak Paweł, 2020, "Leading indicators of sovereign debt and currency crises: Comparative analysis of 2001 and 2018 shocks in Argentina," Journal of Economics and Management, Sciendo, volume 42, issue 4, pages 20-47, December, DOI: 10.22367/jem.2020.42.02.
• Benchimol, Jonathan & El-Shagi, Makram, 2020, "Forecast performance in times of terrorism," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 91, pages 386-402.
• Beckmann, Joscha & Czudaj, Robert L., 2020, "Fundamental determinants of exchange rate expectations," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224617.

2019

• Lukas Kremens & Ian Martin, 2019, "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, volume 109, issue 3, pages 810-843, March.
• Niyazi TELÇEKEN & Murat KIYILAR & Eyüp KADIOĞLU, 2019, "Volatilite Endeksleri: Gelişimi, Türleri, Uygulamaları ve TRVIX Önerisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 2, pages 204-228, DOI: 10.30784/epfad.534052.
• Jorge León Murillo & Marie Laura Meza-Peraza, 2019, "Determinants of the Financial Account of Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 1901, Aug.
• Mile Bosnjak & Gordana Kordic & Ivan Budimir, 2019, "Determinants Of Foreign Exchange Reserves In Croatia: A Quantile Regression Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 159-173, june.
• Irma Alonso & Luis Molina, 2019, "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers, Banco de España, number 1946, Dec.
• Jonathan Benchimol & Makram El-Shagi, 2019, "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers, Bank of Israel, number 2019.08, Jul.
• Ayca Sarialioglu Hayali, 2019, "Looking Back Again to the Brazilian Crises of the 1990s: The Role of Financial Derivatives," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 95-131.
• Julián Caballero & Andrés Fernández & Jongho Park, 2019, "On Corporate Borrowing, Credit Spreads and Economic Activity in Emerging Economies: An Empirical Investigation," Working Papers Central Bank of Chile, Central Bank of Chile, number 839, Sep.
• Huiqiang Wang & Annie L. Boatwright, 2019, "Political uncertainty and financial market reactions: A new test," International Economics, CEPII research center, issue 160, pages 14-30.
• Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020, "Exchange Rate Reconnect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13869, Jan.
• Ibrahim D. Raheem & Kazeem Isah, 2019, "The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 063, Mar.