Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Jalal, Rubia & Gopinathan, R., 2022, "Time-varying and asymmetric impact of exchange rate on oil prices in India: Evidence from a multiple threshold nonlinear ARDL model," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103297.
• Greenwood-Nimmo, Matthew & Tarassow, Artur, 2022, "Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100661.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
• Jiang, George J. & Shimizu, Yoshiki & Strong, Cuyler, 2022, "Back to the futures: When short selling is banned," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100735.
• Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022, "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100885.
• Wang, F. Albert, 2022, "Double leverage cycle, interest rate, and financial crisis," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100959.
• Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022, "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100963.
• González, Francisco, 2022, "Macroprudential policies and bank competition: International bank-level evidence," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100967.
• Dinger, Valeriya & Erman, Lisardo & te Kaat, Daniel Marcel, 2022, "Bank bailouts and economic growth: Evidence from cross-country, cross-industry data," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.100984.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022, "Economists in the 2008 financial crisis: Slow to see, fast to act," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.100986.
• Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022, "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101004.
• Le, Chau & Dickinson, David & Le, Anh, 2022, "Sovereign risk spillovers: A network approach," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101006.
• Suarez, Javier, 2022, "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101008.
• Bakoush, Mohamed & Gerding, Enrico & Mishra, Tapas & Wolfe, Simon, 2022, "An integrated macroprudential stress test of bank liquidity and solvency," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101012.
• Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022, "The contribution of (shadow) banks and real estate to systemic risk in China," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101018.
• Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022, "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2021.100960.
• Chen, Yehning, 2022, "Bank interconnectedness and financial stability: The role of bank capital," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101019.
• Lartey, Theophilus & Uddin, Moshfique & Danso, Albert & Wood, Geoffrey, 2022, "CEO overconfidence and IRS attention," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101035.
• Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2022, "Hierarchical contagions in the interdependent financial network," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101037.
• Jondeau, Eric & Sahuc, Jean-Guillaume, 2022, "Bank capital shortfall in the euro area," Journal of Financial Stability, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfs.2022.101070.
• Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Tavlas, George S., 2022, "An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101056.
• Marchionne, Francesco & Pisicoli, Beniamino & Fratianni, Michele, 2022, "Regulation, financial crises, and liberalization traps," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101060.
• Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022, "Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101084.
• Elnahass, Marwa & Salama, Aly & Trinh, Vu Quang, 2022, "Firm valuations and board compensation: Evidence from alternative banking models," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100553.
• Abdelsalam, Omneya & Elnahass, Marwa & Ahmed, Habib & Williams, Julian, 2022, "Asset securitizations and bank stability: Evidence from different banking systems," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100551.
• Safiullah, Md & Hassan, M. Kabir & Kabir, Md Nurul, 2022, "Corporate governance and liquidity creation nexus in Islamic banks—Is managerial ability a channel?," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100543.
• Foglia, Matteo & Addi, Abdelhamid & Angelini, Eliana, 2022, "The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100677.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022, "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100641.
• Roy, Saktinil, 2022, "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100746.
• Hoffmann, Mathias & Okubo, Toshihiro, 2022, "‘By a silken thread’: Regional banking integration and credit reallocation during Japan's lost decade," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103579.
• Ottonello, Pablo & Perez, Diego J. & Varraso, Paolo, 2022, "Are collateral-constraint models ready for macroprudential policy design?," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103650.
• Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2022, "Cross-border interbank liquidity, crises, and monetary policy," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103657.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2022, "Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103673.
• Yin, Jie & Han, Bingyan & Wong, Hoi Ying, 2022, "COVID-19 and credit risk: A long memory perspective," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 15-34, DOI: 10.1016/j.insmatheco.2022.01.008.
• Afonso, António & Blanco-Arana, M. Carmen, 2022, "Financial and economic development in the context of the global 2008-09 financial crisis," International Economics, Elsevier, volume 169, issue C, pages 30-42, DOI: 10.1016/j.inteco.2021.11.006.
• Nivorozhkin, Eugene & Chondrogiannis, Ilias, 2022, "Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101465.
• Gong, Di & Jiang, Tao & Li, Zhao & Wu, Weixing, 2022, "Optimal loan contracting under policy uncertainty: Theory and international evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101502.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2022, "Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101521.
• Mendes, Layla dos Santos & Leite, Rodrigo de Oliveira & Fajardo, José, 2022, "Do contingent convertible bonds reduce systemic risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101554.
• Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022, "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101558.
• Herwartz, Helmut & Roestel, Jan, 2022, "Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101568.
• Suardi, Sandy & Xu, Caihong & Zhou, Z. Ivy, 2022, "COVID-19 pandemic and liquidity commonality," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101572.
• Schclarek, Alfredo & Xu, Jiajun, 2022, "Exchange rate and balance of payment crisis risks in the global development finance architecture," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101574.
• Abou Tanos, Barbara & Jimenez-Garcès, Sonia, 2022, "Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101585.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022, "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101589.
• Cohen, Lior, 2022, "Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101596.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022, "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101598.
• Jylhä, Petri & Lof, Matthijs, 2022, "Mind the Basel gap," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101605.
• Alharbi, Rana & Elnahass, Marwa & McLaren, Josie, 2022, "Women directors and market valuation: What are the “Wonder Woman” attributes in banking?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101611.
• Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022, "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101633.
• Migliavacca, Milena & Patel, Ritesh & Paltrinieri, Andrea & Goodell, John W., 2022, "Mapping impact investing: A bibliometric analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101679.
• Yang, Ling, 2022, "An information quality-based explanation for loan loss allowance inadequacy during the 2008 financial crisis," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101433.
• Jondeau, Eric & Khalilzadeh, Amir, 2022, "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106321.
• Barth, Andreas & Radev, Deyan, 2022, "Integration culture of global banks and the transmission of lending shocks," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106338.
• Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand, 2022, "Systemic risk and severe economic downturns: A targeted and sparse analysis," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106339.
• Beatriz, Mikael & Coffinet, Jérôme & Nicolas, Théo, 2022, "Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2018.12.007.
• Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele, 2022, "Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2019.06.007.
• Duprey, Thibaut & Klaus, Benjamin, 2022, "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2021.106196.
• Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022, "The role of shadow banking in systemic risk in the European financial system," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106422.
• Ongena, Steven & Savaşer, Tanseli & Şişli Ciamarra, Elif, 2022, "CEO incentives and bank risk over the business cycle," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106460.
• Chernykh, Lucy & Kotomin, Vladimir, 2022, "Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106483.
• Borri, Nicola & Giorgio, Giorgio di, 2022, "Systemic risk and the COVID challenge in the european banking sector," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2021.106073.
• Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022, "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106536.
• Wang, Bo, 2022, "Ambiguity aversion and amplification of financial crisis," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106559.
• Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022, "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106654.
• Shi, Yining, 2022, "Financial liberalization and house prices: Evidence from China," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106655.
• Chen, Jiakai, 2022, "Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106656.
• Eichler, Stefan & Pyun, Ju Hyun, 2022, "Ricardian equivalence, foreign debt and sovereign default risk," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 21-49, DOI: 10.1016/j.jebo.2022.02.021.
• Bayona, Anna & Peia, Oana, 2022, "Financial contagion and the wealth effect: An experimental study," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 1184-1202, DOI: 10.1016/j.jebo.2020.08.001.
• Boubaker, Sabri & Liu, Zhenya & Sui, Tianqing & Zhai, Ling, 2022, "The mirror of history: How to statistically identify stock market bubble bursts," Journal of Economic Behavior & Organization, Elsevier, volume 204, issue C, pages 128-147, DOI: 10.1016/j.jebo.2022.09.024.
• Liu, Zehao & Sinclair, Andrew J., 2022, "Wealth, endogenous collateral quality, and financial crises," Journal of Economic Theory, Elsevier, volume 204, issue C, DOI: 10.1016/j.jet.2022.105526.
• Barry, John W. & Campello, Murillo & Graham, John R. & Ma, Yueran, 2022, "Corporate flexibility in a time of crisis," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 780-806, DOI: 10.1016/j.jfineco.2022.03.003.
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• Fakos, Alexandros & Sakellaris, Plutarchos & Tavares, Tiago, 2022, "Investment slumps during financial crises: The real effects of credit supply," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 29-44, DOI: 10.1016/j.jfineco.2022.04.004.
• Santos, Tano & Veronesi, Pietro, 2022, "Leverage," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 362-386, DOI: 10.1016/j.jfineco.2021.09.001.
• Granja, João & Makridis, Christos & Yannelis, Constantine & Zwick, Eric, 2022, "Did the paycheck protection program hit the target?," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 725-761, DOI: 10.1016/j.jfineco.2022.05.006.
• Bena, Jan & Dinc, Serdar & Erel, Isil, 2022, "The international propagation of economic downturns through multinational companies: The real economy channel," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 277-304, DOI: 10.1016/j.jfineco.2021.09.005.
• Diamond, William & Landvoigt, Tim, 2022, "Credit cycles with market-based household leverage," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 726-753, DOI: 10.1016/j.jfineco.2021.11.001.
• Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022, "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 965-988, DOI: 10.1016/j.jfineco.2022.02.002.
• Calomiris, Charles W. & Chen, Sophia, 2022, "The spread of deposit insurance and the global rise in bank asset risk since the 1970s," Journal of Financial Intermediation, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfi.2020.100881.
• Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022, "Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives," Journal of Financial Intermediation, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfi.2022.100964.
• Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2022, "A leverage-based measure of financial stability," Journal of Financial Intermediation, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfi.2021.100907.
• Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022, "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfi.2022.100980.
• Koenig, Philipp J. & Pothier, David, 2022, "Safe but fragile: Information acquisition, liquidity support and redemption runs," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2020.100898.
• Auer, Raphael & Matyunina, Alexandra & Ongena, Steven, 2022, "The countercyclical capital buffer and the composition of bank lending," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100965.
• Laeven, Luc, 2022, "Pandemics, intermediate goods, and corporate valuation," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102505.
• Islamaj, Ergys & Kose, M. Ayhan, 2022, "What types of capital flows help improve international risk sharing?," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102544.
• Hristov, Nikolay & Roth, Markus, 2022, "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102573.
• Campos-Martins, Susana & Amado, Cristina, 2022, "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102596.
• Catalán, Mario & Hoffmaister, Alexander W., 2022, "When banks punch back: Macrofinancial feedback loops in stress tests," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2021.102572.
• Xu, Zhongxiang & Li, Xiafei & Chevapatrakul, Thanaset & Gao, Ning, 2022, "Default risk, macroeconomic conditions, and the market skewness risk premium," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102683.
• Herradi, Mehdi El & Leroy, Aurélien, 2022, "The rich, poor, and middle class: Banking crises and income distribution," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102695.
• Karamysheva, Madina & Seregina, Ekaterina, 2022, "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102696.
• Hematizadeh, Roksana & Tajaddini, Reza & Hallahan, Terrence, 2022, "Dynamic asset allocation strategy using a state-dependent Markov model: Applications to international equity markets," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102705.
• Casabianca, Elizabeth Jane & Catalano, Michele & Forni, Lorenzo & Giarda, Elena & Passeri, Simone, 2022, "A machine learning approach to rank the determinants of banking crises over time and across countries," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102739.
• Fukuda, Akira, 2022, "Effects of financial frictions on employment: Evidence from Japan during the Global Financial Crisis," Journal of the Japanese and International Economies, Elsevier, volume 65, issue C, DOI: 10.1016/j.jjie.2022.101213.
• Han, Xuyuan & Liu, Zhenya & Wang, Shixuan, 2022, "An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100188.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2022, "Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100258.
• Baur, Dirk G. & Trench, Allan, 2022, "Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100260.
• Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022, "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00257.
• Vuong, Giang Thi Huong & Nguyen, Manh Huu & Huynh, Anh Ngoc Quang, 2022, "Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00276.
• Kumeka, Terver Theophilus & Uzoma-Nwosu, Damian Chidozie & David-Wayas, Maria Onyinye, 2022, "The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102744.
• Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022, "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103048.
• Audit, Dooneshsingh & Alam, Nafis, 2022, "Why have credit variables taken centre stage in predicting systemic banking crises?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 1, DOI: 10.1016/j.latcb.2022.100047.
• Ossandon Busch, Matias & Sánchez-Martínez, José Manuel & Rodríguez-Martínez, Anahí & Montañez-Enríquez, Ricardo & Martínez-Jaramillo, Serafín, 2022, "Growth at risk: Methodology and applications in an open-source platform," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 3, DOI: 10.1016/j.latcb.2022.100068.
• Capponi, Agostino & Corell, Felix & Stiglitz, Joseph E., 2022, "Optimal bailouts and the doom loop with a financial network," Journal of Monetary Economics, Elsevier, volume 128, issue C, pages 35-50, DOI: 10.1016/j.jmoneco.2022.03.004.
• Albanesi, Stefania & DeGiorgi, Giacomo & Nosal, Jaromir, 2022, "Credit growth and the financial crisis: A new narrative," Journal of Monetary Economics, Elsevier, volume 132, issue C, pages 118-139, DOI: 10.1016/j.jmoneco.2022.09.001.
• Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2022, "Foreign bank lending: The role of home country culture during prosperous and crisis periods," Journal of Multinational Financial Management, Elsevier, volume 66, issue C, DOI: 10.1016/j.mulfin.2022.100770.
• Shi, Yujie, 2022, "What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101722.
• Chang, Chong-Chuo & Yang, Han, 2022, "The role of cash holdings during financial crises," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101733.
• Hassan, M. Kabir & Kamran, Muhammad & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy, 2022, "Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101768.
• Kakhkharov, Jakhongir & Bianchi, Robert J., 2022, "COVID-19 and policy responses: Early evidence in banks and FinTech stocks," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101815.
• Hasan, Md. Bokhtiar & Rashid, Md. Mamunur & Shafiullah, Muhammad & Sarker, Tapan, 2022, "How resilient are Islamic financial markets during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101817.
• Assaf, Ata & Bilgin, Mehmet Huseyin & Demir, Ender, 2022, "Using transfer entropy to measure information flows between cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 586, issue C, DOI: 10.1016/j.physa.2021.126484.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022, "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 600, issue C, DOI: 10.1016/j.physa.2022.127524.
• Chebbi, Ali & Hedhli, Amel, 2022, "Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 430-445, DOI: 10.1016/j.qref.2020.09.005.
• Chibane, Messaoud & Gabriel, Amadeus & Giménez Roche, Gabriel A., 2022, "Credit booms and crisis-emergent asset comovement: The problem of latent correlation," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 270-279, DOI: 10.1016/j.qref.2022.03.009.
• Lysandrou, Photis & Shabani, Mimoza & D’Avino, Carmela, 2022, "The explosive growth of the US ABCP market between 2004 and 2007: An integrated empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 31-46, DOI: 10.1016/j.qref.2020.10.026.
• Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto, 2022, "When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems," Research Policy, Elsevier, volume 51, issue 8, DOI: 10.1016/j.respol.2020.103990.
• Shabir, Mohsin & Jiang, Ping & Hashmi, Shujahat Haider & Bakhsh, Satar, 2022, "Non-linear nexus between economic policy uncertainty and bank lending," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 657-679, DOI: 10.1016/j.iref.2022.02.016.
• Gong, Yaxian & Wei, Xu, 2022, "Asset quality, financing structure, and bank regulations," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 1061-1075, DOI: 10.1016/j.iref.2022.02.033.
• Mirzaei, Ali & Samet, Anis, 2022, "Effectiveness of macroprudential policies: Do stringent bank regulation and supervision matter?," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 342-360, DOI: 10.1016/j.iref.2022.02.037.
• Apostolakis, George N. & Floros, Christos & Giannellis, Nikolaos, 2022, "On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 156-176, DOI: 10.1016/j.iref.2022.06.009.
• Chollete, Lorán & Jaffee, Dwight & Mamun, Khawaja A., 2022, "Policy suggestions from a simple framework with extreme outcomes," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 374-398, DOI: 10.1016/j.iref.2022.06.016.
• Choi, Moon Jung & Hwang, Sangyeon & Im, Hyejoon, 2022, "Cross-border trade credit and trade flows during the global financial crisis," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 497-510, DOI: 10.1016/j.iref.2022.07.012.
• Cuadros-Solas, Pedro Jesús & Salvador Muñoz, Carlos, 2022, "Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101535.
• Dharani, Munusamy & Hassan, M. Kabir & Rabbani, Mustafa Raza & Huq, Tahsin, 2022, "Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101537.
• Elnahass, Marwa & Salama, Aly & Yusuf, Noora, 2022, "Earnings management and internal governance mechanisms: The role of religiosity," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101565.
• Machokoto, Michael & Mahonye, Nyasha & Makate, Marshall, 2022, "Short-term financing sources in Africa: Substitutes or complements?," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101572.
• Hassan, M. Kabir & Karim, M. Sydul & Lawrence, Shari & Risfandy, Tastaftiyan, 2022, "Weathering the COVID-19 storm: The case of community banks," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101608.
• Aharon, David Y. & Baig, Ahmed S. & Delisle, R. Jared, 2022, "The impact of Robinhood traders on the volatility of cross-listed securities," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101619.
• Pham, Duong Phuong Thao & Huynh, Ngoc Quang Anh & Duong, Duy, 2022, "The impact of US presidents on market returns: Evidence from Trump's tweets," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101681.
• Gräbner-Radkowitsch, Claudius & Heimberger, Philipp & Kapeller, Jakob & Landesmann, Michael & Schütz, Bernhard, 2022, "The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 262-289, DOI: 10.1016/j.strueco.2022.05.004.
• Hu, Bo & Schclarek, Alfredo & Xu, Jiajun & Yan, Jianye, 2022, "Long-term finance provision: National development banks vs commercial banks," World Development, Elsevier, volume 158, issue C, DOI: 10.1016/j.worlddev.2022.105973.
• Viv B. Hall & Peter Thomson, 2022, "A Boosted HP Filter for Business Cycle Analysis: Evidence from New Zealand's Small Open Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-45, Aug.
• Justin Damien Guenette & M. Ayhan Kose & Naotaka Sugawara, 2022, "Is a Global Recession Imminent?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-55, Sep.
• Ernani Teixeira Torres Filho & Norberto Montani Martins, 2022, "Survival constraint and financial regulation: a new Minskyian approach," Brazilian Journal of Political Economy, FGV EAESP, volume 42, issue 1, pages 88-104, January, DOI: 10.1590/0101-31572022-3179.
• Ernani Teixeira Torres Filho & Norberto Montani Martins, 2022, "Survival constraint and financial regulation: a new Minskyian approach," Brazilian Journal of Political Economy, FGV EAESP, volume 42, issue 1, pages 88-104, January, DOI: 10.1590/0101-31572022-3179.
• Gustavo Burachik, 2022, "The role of capital movements in Latin American balance of payments in 1990-2019," Brazilian Journal of Political Economy, FGV EAESP, volume 42, issue 3, pages 738-760, August, DOI: 10.1590/0101-31572022-3355.
• Gustavo Burachik, 2022, "The role of capital movements in Latin American balance of payments in 1990-2019," Brazilian Journal of Political Economy, FGV EAESP, volume 42, issue 3, pages 738-760, August, DOI: 10.1590/0101-31572022-3355.
• Engelbert Stockhammer & Karsten Kohler, 2022, "Learning from distant cousins? Post-Keynesian Economics, Comparative Political Economy, and the Growth Models approach," Review of Keynesian Economics, Edward Elgar Publishing, volume 10, issue 1, pages 184-203, January.
• Jan Priewe, 2022, "Old and new proposals for global monetary reform," Review of Keynesian Economics, Edward Elgar Publishing, volume 10, issue 4, pages 533-558, July.
• Dharen Kumar Pandey & Vineeta Kumari & Brajesh Kumar Tiwari, 2022, "Impacts of corporate announcements on stock returns during the global pandemic: evidence from the Indian stock market," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 7, issue 2, pages 208-226, February, DOI: 10.1108/AJAR-06-2021-0097.
• Adriana Anamaria Davidescu & Răzvan Gabriel Hapau & Eduard Mihai Manta, 2022, "Impact of Crises on Capital Market Volatility: A Bibliometric Analysis," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "The New Digital Era: Other Emerging Risks and Opportunities", DOI: 10.1108/S1569-37592022000109B003.
• Slah Bahloul & Fatma Mathlouthi, 2022, "DoṢukūkand Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach," Islamic Economic Studies, Emerald Group Publishing Limited, volume 30, issue 1, pages 64-83, November, DOI: 10.1108/IES-01-2022-0003.
• Peterson K. Ozili & Thankom G. Arun, 2022, "Does economic policy uncertainty affect bank profitability?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 4, pages 803-830, August, DOI: 10.1108/IJMF-04-2022-0177.
• Andrea Delle Foglie & J.S. Keshminder, 2022, "Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 10, pages 3202-3225, December, DOI: 10.1108/IJOEM-04-2022-0601.
• Seema Saini & Utkarsh Kumar & Wasim Ahmad, 2022, "Are emerging economies’ credit cycles synchronized? Fresh evidence from time–frequency analysis," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 3, pages 561-581, July, DOI: 10.1108/IJOEM-12-2021-1927.
• Efstathios Polyzos & Aristeidis Samitas & Konstantinos Syriopoulos, 2022, "Islamic banking, efficiency and societal welfare: a machine-learning, agent-based study," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 16, issue 4, pages 777-801, December, DOI: 10.1108/IMEFM-04-2022-0144.
• Abdulazeez Y.H. Saif-Alyousfi, 2022, "The impact of COVID-19 and the stringency of government policy responses on stock market returns worldwide," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 87-105, January, DOI: 10.1108/JCEFTS-07-2021-0030.
• Fatma Mathlouthi & Slah Bahloul, 2022, "Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 6, issue 2, pages 166-184, June, DOI: 10.1108/JCMS-02-2022-0008.
• Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
• Ali Yavuz Polat, 2022, "Investor bias, risk and price volatility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1317-1335, November, DOI: 10.1108/JES-04-2022-0211.
• Fatima N. Ali Taher & Mohammad Al-Shboul, 2022, "Dividend policy, its asymmetric behavior and stock liquidity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 578-600, May, DOI: 10.1108/JES-10-2021-0513.