Research classified by Journal of Economic Literature (JEL) codes

2022

• Sim Esmen, Yasemin, 2022, "Lessons Learned: Steven B. Kamin," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 202-204, April.
• Lieber, Matthew, 2022, "Lessons Learned: Susan McLaughlin," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 205-208, April.
• Lieber, Matthew, 2022, "Lessons Learned: Frederic Mishkin," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 209-211, April.
• Haggerty, Maryann, 2022, "Lessons Learned: Simon Potter," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 212-215, April.
• Ward, Sandra, 2022, "Lessons Learned: Brian Sack," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 216-218, April.
• Wiggins, Rosalind, 2022, "Lessons Learned: Nathan Sheets," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 219-221, April.
• Ward, Sandra, 2022, "Lessons Learned: Christopher Spoth," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 222-223, April.
• Lieber, Matthew, 2022, "Lessons Learned: Kevin Warsh," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 224-227, April.
• Zdzienicka, Aleksandra, 2022, "Managing External Volatility: Policy Frameworks in Non-Reserve-Issuing Economies," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 4, issue 3, pages 60-98, April.
• 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.
• 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.
• 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.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022, "Multivariate crash risk," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 129-153, DOI: 10.1016/j.jfineco.2021.07.016.
• 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.