Research classified by Journal of Economic Literature (JEL) codes

2022

• Acharya, Viral & Rajan, Raghuram, 2022, "Liquidity, liquidity everywhere, not a drop to use - Why flooding banks with central bank reserves may not expand liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16907, Apr.
• Cho, Rachel & Desbordes, Rodolphe & Eberhardt, Markus, 2022, "Too Much Finance... For Whom? The Causal Effects of the Two Faces of Financial Development," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17022, Feb.
• Albertazzi, Ugo & Burlon, Lorenzo & Jankauskas, Tomas & Pavanini, Nicola, 2022, "The Shadow Value of Unconventional Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17053, Feb.
• Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2022, "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17062, Feb.
• Jiménez, Gabriel & Laeven, Luc & Martinez-Miera, David & Peydro, Jose-Luis, 2022, "Public Guarantees, Relationship Lending and Bank Credit: Evidence from the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17110, Mar.
• Xu, Chenzi, 2022, "Reshaping global trade: the immediate and long-term effects of bank failures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17163, Mar.
• Eren, Egemen & Malamud, Semyon & Zhou, Haonan, 2022, "International Pecking Order," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17193, Apr.
• Deng, Ming & Leippold, Markus & Wagner, Alexander F. & Wang, Qian, 2022, "War and Policy: Investor Expectations on the Net-Zero Transition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17207, Jul.
• Goldberg, Linda S. & Ravazzolo, Fabiola, 2022, "The Fed’s International Dollar Liquidity Facilities: New Evidence on Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17233, Apr.
• Allen, Franklin & Covi, Giovanni & Gu, Xian & Kowalewski, Oskar & Montagna, Mattia, 2022, "Trust and the Interbank Market Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17263, Apr.
• Bonfim, Diana & Custodio, Claudia & Raposo, Clara, 2022, "Supporting small firms through recessions and recoveries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17345, May.
• Arif, Ahmed & Bottazzi, Laura & Pastorello, Sergio, 2022, "Securitization, Covered Bonds and the Risk Taking Behavior of European Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17355, Jun.
• Uhlig, Harald, 2022, "A Luna-tic Stablecoin Crash," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17465, Jul.
• Guénette, Justin Damien & Kose, M. Ayhan & Sugawara, Naotaka, 2022, "Is a Global Recession Imminent?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17566, Oct.
• Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022, "The economics of central bank digital currency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17617, Oct.
• Acharya, Viral & Chauhan, Rahul & Rajan, Raghuram & Steffen, Sascha, 2022, "Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17622, Oct.
• Gambacorta, Leonardo & Pancotto, Livia & Reghezza, Alessio & Spaggiari, Martina, 2022, "Gender diversity in bank boardrooms and green lending: Evidence from euro area credit register data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17650, Nov.
• Andersen, Asger Lau & Iyer, Rajkamal & Johannesen, Niels & Jørgensen, Mia & Peydro, Jose-Luis, 2022, "Household Leverage and Mental Health Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17711, Nov.
• Cecchetti, Stephen & Suarez, Javier, 2022, "Using growth-at-risk to assess the stance of macroprudential policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17721, Dec.
• Fohlin, Caroline & Lu, Zhikun & Zhou, Nan, 2022, "Short Sale Bans May Improve Market Quality During Crises: New Evidence from the 2020 Covid Crash," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17725, Dec.
• Kaniel, Ron & Wang, Pingle, 2022, "Unmasking Mutual Fund Derivative Use," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17755, Dec.
• Jiménez, Gabriel & Kuvshinov, Dmitry & Peydro, Jose-Luis & Richter, Björn, 2022, "Monetary policy, inflation, and crises: New evidence from history and administrative data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17761, Dec.
• Bjørnskov, Christian & Rode, Martin, 2022, "Late colonial antecedents of modern democracy," Journal of Institutional Economics, Cambridge University Press, volume 18, issue 4, pages 569-586, August.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2022, "A Suggestion For A Dynamic Multifactor Model (Dmfm)," Macroeconomic Dynamics, Cambridge University Press, volume 26, issue 6, pages 1423-1443, September.
• Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2323, Feb.
• Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2350, Oct.
• Rositsa Prodanova & Dimitar Kostov, 2022, "Economic Policies Of The European Union – Concordance Or Discordance?," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 44-53.
• Росица Проданова & Димитър Костов, 2022, "Икономически Политики На Европейския Съюз – Координираност Или Несъгласуваност?," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 48-58.
• Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022, "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-3.
• Bakker, Charlotte & Bortolussi, Luca & Büssing-Lörcks, Mark & Fudulache, Adina-Elena & Gomes, Diana & Pavlova, Iskra & Sauer, Stephan, 2022, "Gradual phasing-out of pandemic collateral easing measures," Economic Bulletin Boxes, European Central Bank, volume 3.
• Grill, Michael & Molestina Vivar, Luis & Mücke, Christian & O’Donnell, Charles & O’Sullivan, Sean & Wedow, Michael & Weis, Moritz & Weistroffer, Christian, 2022, "Mind the liquidity gap: a discussion of money market fund reform proposals," Macroprudential Bulletin, European Central Bank, volume 16.
• Dubiel-Teleszynski, Tomasz & Franch, Fabio & Fukker, Gábor & Miccio, Debora & Pellegrino, Michela & Sydow, Matthias, 2022, "System-wide amplification of climate risk," Macroprudential Bulletin, European Central Bank, volume 17.
• Budnik, Katarzyna & Caccia, Andrea & Dimitrov, Ivan & Groß, Johannes, 2022, "Using the ECB macroprudential stress testing framework for policy assessment – lessons learned from the COVID-19 pandemic," Macroprudential Bulletin, European Central Bank, volume 17.
• Lang, Jan Hannes & Behn, Markus & Jarmulska, Barbara & Lo Duca, Marco, 2022, "Real estate markets, financial stability and macroprudential policy," Macroprudential Bulletin, European Central Bank, volume 19.
• Jarmulska, Barbara & Bandoni, Emil & Lang, Jan Hannes & Lo Duca, Marco & Perales, Cristian & Rusnák, Marek, 2022, "The analytical toolkit for the assessment of residential real estate vulnerabilities," Macroprudential Bulletin, European Central Bank, volume 19.
• Tereanu, Eugen & Behn, Markus & Lang, Jan Hannes & Lo Duca, Marco, 2022, "The transmission and effectiveness of macroprudential policies for residential real estate," Macroprudential Bulletin, European Central Bank, volume 19.
• Corsi, Marco & Mudde, Yvo, 2022, "The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework in 2020 and 2021," Occasional Paper Series, European Central Bank, number 304, Sep.
• Eule, Joachim & Kastelein, Wieger & Sala, Edoardo, 2022, "Protecting depositors and saving money: Why deposit guarantee schemes in the EU should be able to support transfers of assets and liabilities when a bank fails," Occasional Paper Series, European Central Bank, number 308, Oct.
• Leonello, Agnese & Mendicino, Caterina & Panetti, Ettore & Porcellacchia, Davide, 2022, "Savings, efficiency and bank runs," Working Paper Series, European Central Bank, number 2636, Jan.
• Motto, Roberto & Özen, Kadir, 2022, "Market-stabilization QE," Working Paper Series, European Central Bank, number 2640, Feb.
• Couaillier, Cyril & Lo Duca, Marco & Reghezza, Alessio & Rodriguez d’Acri, Costanza, 2022, "Caution: do not cross! Capital buffers and lending in Covid-19 times," Working Paper Series, European Central Bank, number 2644, Feb.
• Laeven, Luc & Maddaloni, Angela & Mendicino, Caterina, 2022, "Monetary policy, macroprudential policy and financial stability," Working Paper Series, European Central Bank, number 2647, Feb.
• Ahnert, Toni & Bertsch, Christoph, 2022, "A Wake-Up Call Theory of Contagion," Working Paper Series, European Central Bank, number 2658, May.
• Borsuk, Marcin & Kowalewski, Oskar & Pisany, Pawel, 2022, "State-owned banks and international shock transmission," Working Paper Series, European Central Bank, number 2661, May.
• Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022, "Temporal networks in the analysis of financial contagion," Working Paper Series, European Central Bank, number 2667, Jun.
• Kuvshinov, Dmitry & Richter, Björn & Zimmermann, Kaspar, 2022, "The shifts and the shocks: bank risk, leverage, and the macroeconomy," Working Paper Series, European Central Bank, number 2672, Jun.
• Barbiero, Francesca & Burlon, Lorenzo & Dimou, Maria & Toczynski, Jan, 2022, "Targeted monetary policy, dual rates and bank risk taking," Working Paper Series, European Central Bank, number 2682, Jul.
• Fukker, Gábor & Kaijser, Michiel & Mingarelli, Luca & Sydow, Matthias, 2022, "Contagion from market price impact: a price-at-risk perspective," Working Paper Series, European Central Bank, number 2692, Aug.
• Bochmann, Paul & Hiebert, Paul & Schüler, Yves S. & Segoviano, Miguel, 2022, "Latent fragility: conditioning banks’ joint probability of default on the financial cycle," Working Paper Series, European Central Bank, number 2698, Aug.
• Ahnert, Toni & Kuncl, Martin, 2022, "Government loan guarantees, market liquidity, and lending standards," Working Paper Series, European Central Bank, number 2710, Aug.
• Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022, "The economics of central bank digital currency," Working Paper Series, European Central Bank, number 2713, Aug.
• Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022, "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series, European Central Bank, number 2720, Sep.
• Zema, Sebastiano Michele, 2022, "Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data," Working Paper Series, European Central Bank, number 2721, Sep.
• Del Vecchio, Leonardo & Giglio, Carla & Shaw, Frances & Spanò, Guido & Cappelletti, Giuseppe, 2022, "A sensitivities based CoVaR approach to assets commonality and its application to SSM banks," Working Paper Series, European Central Bank, number 2725, Sep.
• Gambacorta, Leonardo & Pancotto, Livia & Reghezza, Alessio & Spaggiari, Martina, 2022, "Gender diversity in bank boardrooms and green lending: evidence from euro area credit register data," Working Paper Series, European Central Bank, number 2741, Oct.
• Ahnert, Toni & Anand, Kartik & König, Philipp Johann, 2022, "Real interest rates, bank borrowing, and fragility," Working Paper Series, European Central Bank, number 2755, Dec.
• Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022, "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series, European Central Bank, number 2758, Dec.
• Cooperman, Harry & Duffie, Darrell & Luck, Stephan & Wang, Zachry & Yang, Yilin (David), 2022, "Bank Funding Risk, Reference Rates, and Credit Supply," Research Papers, Stanford University, Graduate School of Business, number 4066, Dec.
• Elham Mohammad Alhaj Yousef & Eman Abdel Khalik Fseifes, 2022, "The Performance of Selected Listed Firms in Jordan Between Two Crises," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 3, pages 1-9, May.
• Malika Neifar & Sameh Charfeddine & Aida Kammoun, 2022, "Financial Performance of Islamic Versus Conventional Banks a Comparative Analysis for Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 65-74, November.
• Salokhiddin Avazkhodjaev & Farkhod Mukhamedov & Jaloliddin Usmonov, 2022, "Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 197-208, May.
• Bergoeing, Raphael & Piguillem, Facundo, 2022, "Las cooperativas frente a los bancos tradicionales: el impacto de su exclusión del mercado interbancario," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Bergoeing, Raphael & Piguillem, Facundo, 2022, "Cooperatives versus traditional banks: the impact of interbank market exclusion," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Adilkhanova, Zarina & Nurlankul, Aruzhan & Token, Aizat & Yavuzoglu, Berk, 2022, "Trade credit and financial crises in Kazakhstan," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101472.
• Ge, Xinyu & Li, Xiao-Lin & Li, Yong & Liu, Yan, 2022, "The driving forces of China's business cycles: Evidence from an estimated DSGE model with housing and banking," China Economic Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.chieco.2022.101753.
• Clemente, Gian Paolo & Cornaro, Alessandra, 2022, "A multilayer approach for systemic risk in the insurance sector," Chaos, Solitons & Fractals, Elsevier, volume 162, issue C, DOI: 10.1016/j.chaos.2022.112398.
• Luo, Deming & Yao, Zhongwei & Zhu, Yanjian, 2022, "Bubble-crash experience and investment styles of mutual fund managers," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102262.
• Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2022, "Backtesting macroprudential stress tests," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104333.
• Feng, Xu & Lütkebohmert, Eva & Xiao, Yajun, 2022, "Wealth management products, banking competition, and stability: Evidence from China," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104346.
• Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022, "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104354.
• Basso, Henrique S., 2022, "Asset holdings, information aggregation in secondary markets and credit cycles," Journal of Economic Dynamics and Control, Elsevier, volume 138, issue C, DOI: 10.1016/j.jedc.2022.104361.
• Dibooglu, Sel & Cevik, Emrah I. & Tamimi, Hussein A. Hassan Al, 2022, "Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 396-411, DOI: 10.1016/j.eap.2022.06.006.
• Bischi, Gian Italo & Giombini, Germana & Travaglini, Giuseppe, 2022, "Monetary and fiscal policy in a nonlinear model of public debt," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 397-409, DOI: 10.1016/j.eap.2022.08.020.
• Rosenkranz, Peter & Melchor, Monica, 2022, "Asia’s financial interconnectedness: Evolution, implications, and insights from past crises," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 685-707, DOI: 10.1016/j.eap.2022.08.024.
• Hristov, Atanas, 2022, "Credit spread and the transmission of government purchases shocks," Economic Modelling, Elsevier, volume 107, issue C, DOI: 10.1016/j.econmod.2021.105732.
• Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine, 2022, "A new comprehensive database of financial crises: Identification, frequency, and duration," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105770.
• Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022, "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105775.
• Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022, "The COVID-19 pandemic, consumption and sovereign credit risk: Cross-country evidence," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105794.
• Benchimol, Jonathan & Gamrasni, Inon & Kahn, Michael & Ribon, Sigal & Saadon, Yossi & Ben-Ze’ev, Noam & Segal, Asaf & Shizgal, Yitzchak, 2022, "The interaction between domestic monetary policy and macroprudential policy in Israel," Economic Modelling, Elsevier, volume 112, issue C, DOI: 10.1016/j.econmod.2022.105872.
• Deng, Chao & Su, Xiaojian & Wang, Gangjin & Peng, Cheng, 2022, "The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors," Economic Modelling, Elsevier, volume 113, issue C, DOI: 10.1016/j.econmod.2022.105895.
• Rafiq, Shuddhasattwa, 2022, "How did house and stock prices respond to different crisis episodes since the 1870s?," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105913.
• Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian, 2022, "Banks' strategic interaction, adverse price dynamics and systemic liquidity risk," Discussion Papers, Deutsche Bundesbank, number 06/2022.
• Anand, Kartik & Duley, Chanelle & Gai, Prasanna, 2022, "Cybersecurity and financial stability," Discussion Papers, Deutsche Bundesbank, number 08/2022.
• König, Philipp Johann & Mayer, Paul & Pothier, David, 2022, "Optimal timing of policy interventions in troubled banks," Discussion Papers, Deutsche Bundesbank, number 10/2022.
• Boissay, Frédéric & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022, "Monetary policy and endogenous financial crises," Discussion Papers, Deutsche Bundesbank, number 21/2022.
• Ahnert, Toni & Anand, Kartik & König, Philipp Johann, 2022, "Real interest rates, bank borrowing, and fragility," Discussion Papers, Deutsche Bundesbank, number 48/2022.
• Heise, Arne, 2022, "A Keynesian-Minskian perspective on the transformation of industrial into financial capitalism," ZÖSS-Discussion Papers, University of Hamburg, Centre for Economic and Sociological Studies (CESS/ZÖSS), number 96.
• Haselmann, Rainer & Leuz, Christian & Schreiber, Sebastian, 2022, "Know your customer: Informed trading by banks," CFS Working Paper Series, Center for Financial Studies (CFS), number 705, DOI: 10.2139/ssrn.4365175.
• Schain, Jan Philip, 2022, "Foreign institutional investors and the great productivity slowdown," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 379.
• Jorge-Sotelo, Enrique, 2022, "Politicians, bankers and the Great Depression: The Spanish banking crisis of 1931," eabh Papers, The European Association for Banking and Financial History (EABH), number 22-01.
• Nitzan, Jonathan & Bichler, Shimshon, 2022, "ההון ושברו (Capital and its Crisis)," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 294877.
• Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022, "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, DOI: 10.1016/j.econmod.2022.105775.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022, "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
• Bichler, Shimshon & Nitzan, Jonathan, 2022, "Book Review: Steve Keen: The New Economics: A Manifesto, Polity Press, Cambridge, UK, 2021," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 102, pages 156-163.
• Doerr, Sebastian & Gissler, Stefan & Peydró, José-Luis & Voth, Hans-Joachim, 2022, "Financial crises and political radicalization: How failing banks paved Hitler’s path to power," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 77, issue 6, pages 3339-3372.
• Benchimol, Jonathan & Gamrasni, Inon & Kahn, Michael & Ribon, Sigal & Saadon, Yossi & Ben-Ze’ev, Noam & Segal, Asaf & Shizgal, Yitzchak, 2022, "The interaction between domestic monetary policy and macroprudential policy in Israel," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 112, pages 1-19.
• Janda, Karel & Marek, Petr, 2022, "Financial Sustainability - Game Theory Analysis of Options Approach for a Czech Bank," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 249677.
• Yildirim, Yusuf & Sanyal, Anirban, 2022, "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251726, DOI: 10.2139/ssrn.4041666.
• Olbrisch-Ziegler, Annette, 2022, "COVID-19 – Staatliche Gegenmaßnamen und die Folgen für die deutschen Staatsfinanzen," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 260618.
• Brunhart, Andreas, 2022, "Country Size and Exposure to International Economic Shocks: New Evidence from the Financial Crisis," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 263310, DOI: 10.13091/li-ap-74.
• Wolf, Elias, 2022, "Estimating growth at risk with skewed stochastic volatility models," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/2.
• Kazandziska, Milka, 2022, "Financialization in emerging Europe," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 183/2022.
• Kühnast, Julia, 2022, "Growth regimes of populist governments: A comparative study on Hungary and Poland," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 199/2022.
• Matthes, Jürgen, 2022, "Stabilität statt staatlicher Überforderung: Empfehlungen für eine Reform des Stabilitäts- und Wachstumspaktes," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 1/2022.
• Hwang, Sundoo, 2022, "Effects of fiscal instability on financial instability," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 44, issue 3, pages 49-74, DOI: 10.23895/kdijep.2022.44.3.49.
• Haselmann, Rainer & Kick, Thomas & Singla, Shikhar & Vig, Vikrant, 2022, "Capital regulation, market-making, and liquidity," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 44.
• Bischof, Jannis & Haselmann, Rainer & Kohl, Frederik & Schlueter, Oliver, 2022, "Limitations of implementing an expected credit loss model," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 48.
• Tröger, Tobias & Kotovskaia, Anastasia, 2022, "National interests and supranational resolution in the European Banking Union," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 340, DOI: 10.2139/ssrn.4024343.
• Dilger, Alexander & Hickfang, Michael, 2022, "Is there a euro effect in European football?," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 2/2022.
• Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2022, "Experiences and Asset Price Dynamics," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264017.
• Mücke, Christian & Pelizzon, Loriana & Pezone, Vincenzo & Thakor, Anjan V., 2022, "The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264057.
• Majune, Socrates Kraido & Türkcan, Kemal, 2022, "COVID-19 vs. GFC: A firm-level trade margins analysis using Kenyan data," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2022-6, DOI: 10.30875/25189808-2022-6.
• Ivica Filipoviæ & Marijana Bartuloviæ & Toni Šušak, 2022, "Earnings Management and Dividend Payments during the Covid-19 Pandemic," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 20, issue 5, pages 590-605.
• Pineda, Julián & Cortés, Lina M. & Perote, Javier, 2022, "Financial contagion drivers during recent global crises," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106067.
• Choi, Sun-Yong, 2022, "Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101614.
• Shahzad, Syed Jawad Hussain & Naifar, Nader, 2022, "Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101635.
• Mahadeo, Scott M.R. & Heinlein, Reinhold & Legrenzi, Gabriella D., 2022, "Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2021.101629.
• Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022, "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101677.
• Ahmed, Walid M.A., 2022, "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101728.
• Marchionne, Francesco & Pisicoli, Beniamino & Fratianni, Michele, 2022, "Regulation and crises: A concave story," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101740.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Wang, Jie & Xue, Weina & Song, Jiashan, 2022, "Economic policy uncertainty and industry risk on China’s stock market," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101771.
• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101801.
• Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022, "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101821.
• Kliber, Agata, 2022, "Looking for a safe haven against American stocks during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101825.
• Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110528.
• Ullah, Muhammad & Zahid, Muhammad & All-e-Raza Rizvi, Syed Muhammad & Qureshi, Qazi Ghulam Mustafa & Ali, Farman, 2022, "Do green supply chain management practices improve organizational resilience during the COVID-19 crisis? A survival analysis of global firms," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110802.
• Pitschner, Stefan, 2022, "Supply chain disruptions and labor shortages: COVID in perspective," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110895.
• Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022, "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 363-395, DOI: 10.1016/j.jeconom.2021.02.006.
• Andries, Alin Marius & Balutel, Daniela, 2022, "The impact of national culture on systemic risk," Economic Systems, Elsevier, volume 46, issue 2, DOI: 10.1016/j.ecosys.2022.100972.
• Ben Ali, Mohamed Sami, 2022, "Credit bureaus, corruption and banking stability," Economic Systems, Elsevier, volume 46, issue 3, DOI: 10.1016/j.ecosys.2022.100989.
• Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022, "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101038.
• Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2022, "Branch network structure, authority and lending behaviour," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101040.
• Corbisiero, Giuseppe, 2022, "Bank lending, collateral, and credit traps in a monetary union," European Economic Review, Elsevier, volume 144, issue C, DOI: 10.1016/j.euroecorev.2022.104057.
• Erol, Selman & Vohra, Rakesh, 2022, "Network formation and systemic risk," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104213.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
• Rizwan, Muhammad Suhail & Ahmad, Ghufran & Ashraf, Dawood, 2022, "Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100890.
• Ling, Yu-Xiu & Xie, Chi & Wang, Gang-Jin, 2022, "Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100912.
• Zhao, Hong & Li, Jiayi & Lei, Yiqing & Zhou, Mingming, 2022, "Risk spillover of banking across regions: Evidence from the belt and road countries," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100919.
• Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022, "Macroprudential policies, economic growth and banking crises," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100936.
• Arias, Jose & Talavera, Oleksandr & Tsapin, Andriy, 2022, "Bank liquidity and exposure to industry shocks: Evidence from Ukraine," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100942.
• Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022, "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 155-175, DOI: 10.1016/j.jempfin.2022.01.001.
• Ouyang, Ruolan & Zhuang, Chengkai & Wang, Tingting & Zhang, Xuan, 2022, "Network analysis of risk transmission among energy futures: An industrial chain perspective," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2021.105798.
• Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022, "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105842.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022, "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105938.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022, "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106243.
• Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022, "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102002.
• Samitas, Aristeidis & Kampouris, Elias & Polyzos, Stathis, 2022, "Covid-19 pandemic and spillover effects in stock markets: A financial network approach," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.102005.
• Trinh, Vu Quang & Kara, Alper & Elnahass, Marwa, 2022, "Dividend payout strategies and bank survival likelihood: A cross-country analysis," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102129.
• Kangogo, Moses & Volkov, Vladimir, 2022, "Detecting signed spillovers in global financial markets: A Markov-switching approach," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102161.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2022, "Systemic risk in the Chinese financial system: A panel Granger causality analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102179.
• Hsu, Yu-Lin & Tang, Leilei, 2022, "Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102186.
• Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022, "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102197.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022, "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102228.
• Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022, "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102253.
• Goenner, Cullen F. & Lee, Kwan Yong, 2022, "The capital structure of domestic and foreign denominated debt: Firm-level evidence from South Korea," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102268.
• Naeem, Muhammad Abubakr & Karim, Sitara & Uddin, Gazi Salah & Junttila, Juha, 2022, "Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102283.
• Bales, Stephan, 2022, "Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102297.
• Harrison, Richard & Li, Youwei & Vigne, Samuel A. & Wu, Yuliang, 2022, "Why do small businesses have difficulty in accessing bank financing?," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102352.
• Zitis, Pavlos I. & Contoyiannis, Yiannis & Potirakis, Stelios M., 2022, "Critical dynamics related to a recent Bitcoin crash," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102368.
• Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2022, "Firm efficiency and stock returns during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102037.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022, "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102042.
• Vera-Valdés, J. Eduardo, 2022, "The persistence of financial volatility after COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102056.
• Huynh, Toan Luu Duc & Foglia, Matteo & Doukas, John A., 2022, "COVID-19 and Tail-event Driven Network Risk in the Eurozone," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102070.
• Simoens, Mathieu & Vander Vennet, Rudi, 2022, "Does diversification protect European banks’ market valuations in a pandemic?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102093.
• Bordo, Michael D. & Haubrich, Joseph G., 2022, "Some international evidence on the causal impact of the yield curve," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102116.
• Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2022, "Central bank gold reserves and sovereign credit risk," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102127.
• Karamti, Chiraz & Belhassine, Olfa, 2022, "COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102136.
• Liu, Yuntong & Wei, Yu & Wang, Qian & Liu, Yi, 2022, "International stock market risk contagion during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102145.
• Zheng, Michael, 2022, "Is cash the panacea of the COVID-19 pandemic: Evidence from corporate performance," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102151.
• Vu, Quang & Nga, Nguyen Thi Thuy, 2022, "Does the implementation of internal controls promote firm profitability? Evidence from private Vietnamese small- and medium-sized enterprises (SMEs)," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102178.
• Naifar, Nader & Shahzad, Syed Jawad Hussain, 2022, "Tail event-based sovereign credit risk transmission network during COVID-19 pandemic," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102182.
• Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022, "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102276.
• Lambertini, Luisa & Mukherjee, Abhik, 2022, "Stress tests and loan pricing—Evidence from syndicated loans," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102349.
• Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan, 2022, "Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102350.
• Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022, "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102351.
• Xie, Lijuan & Wang, Mei & Huynh, Toan Luu Duc, 2022, "Trust and the stock market reaction to lockdown and reopening announcements: A cross-country evidence," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102361.
• Nguyen, Quang Khai, 2022, "Audit committee structure, institutional quality, and bank stability: evidence from ASEAN countries," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102369.
• Kanamura, Takashi, 2022, "Timing differences in the impact of Covid-19 on price volatility between assets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102401.
• Zheng, Wenyuan & Li, Bingqing & Huang, Zhiyong & Chen, Lu, 2022, "Why Was There More Household Stock Market Participation During the COVID-19 Pandemic?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102481.
• Wellalage, Nirosha Hewa & Kumar, Vijay & Hunjra, Ahmed Imran & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Environmental performance and firm financing during COVID-19 outbreaks: Evidence from SMEs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102568.
• Maouchi, Youcef & Charfeddine, Lanouar & El Montasser, Ghassen, 2022, "Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102584.
• González-Velasco, Carmen & García-López, Marcos & González-Fernández, Marcos, 2022, "Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102670.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022, "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102654.
• Apergis, Nicholas, 2022, "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102659.
• Zhang, Juanjuan & Zhang, Yuming & Sun, Yongkun, 2022, "Restart economy in a resilient way: The value of corporate social responsibility to firms in COVID-19," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102683.
• Kumar, Sonal & Zbib, Leila, 2022, "Firm performance during the Covid-19 crisis: Does managerial ability matter?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102720.
• Stone, Anna-Leigh, 2022, "Dodd-Frank and unlimited deposit insurance," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102739.
• Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur, 2022, "Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102787.
• Li, Scott, 2022, "Industry classification, industry momentum and short-term reversal," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102860.
• Cao, Yifei & Chou, Jen-Yu, 2022, "Bank resilience over the COVID-19 crisis: The role of regulatory capital," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102891.
• Choudhury, Tonmoy & Kinateder, Harald & Neupane, Biwesh, 2022, "Gold, bonds, and epidemics: A safe haven study," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102978.
• Qureshi, Anum & Rizwan, Muhammad Suhail & Ahmad, Ghufran & Ashraf, Dawood, 2022, "Russia–Ukraine war and systemic risk: Who is taking the heat?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103036.
• Cao, Guangxi & Xie, Wenhao, 2022, "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103070.
• Hui, Cho-Hoi & Wong, Andrew & Lo, Chi-Fai, 2022, "A note on modelling yield curve control: A target-zone approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103076.
• van der Zwaard, Thomas & Grzelak, Lech A. & Oosterlee, Cornelis W., 2022, "Relevance of Wrong-Way Risk in Funding Valuation Adjustments," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103091.
• Srivastava, Jagriti & Sampath, Aravind & Gopalakrishnan, Balagopal, 2022, "Is ESG the key to unlock debt financing during the COVID-19 pandemic? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103125.