Research classified by Journal of Economic Literature (JEL) codes

2021

• Ryuichiro Hirano & Yoshihiko Hogen & Nao Sudo, 2021, "Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries -," Bank of Japan Review Series, Bank of Japan, number 21-E-5, Nov.
• Zeno Enders & Hendrik Hakenes, 2021, "Market Depth, Leverage, and Speculative Bubbles," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_275, Mar.
• Bitar Joseph, 2021, "The Monetary Crisis of Lebanon," Review of Middle East Economics and Finance, De Gruyter, volume 17, issue 2, pages 71-96, August, DOI: 10.1515/rmeef-2020-0050.
• Vivien Levy-Garboua & Gérard Maarek, 2021, "L’inexorable dérive du système financier," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 29-47.
• François Meunier, 2021, "Un débat récurrent : séparer le crédit et la monnaie," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 117-132.
• Jean-Charles Rochet & Marianne Verdier, 2021, "Banques, monnaie et paiements," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 135-155.
• Aurélien Leroy & Yannick Lucotte, 2021, "Environnement de taux bas et rentabilité des banques en zone euro," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 157-177.
• Bernard Aybran, 2021, "L’avenir de la gestion d’actifs en environnement de taux bas, de transformations technologiques et à l’heure de la RSE," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 213-227.
• Christophe Boucher & Patrick Kouontchou, 2021, "Quête de rendements et crise de la Covid-19 : la crise systémique fantôme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 229-252.
• Lloyd, S. & Manuel, E. & Panchev, K., 2021, "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2156, Aug.
• Lloyd, S. & Manuel, E. & Panchev, K., 2021, "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2102, Jul.
• Konstantinos Drakos & Ioannis Malandrakis, 2021, "Global Versus Non-Global Banks: A Capital Ratios-Based Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 2, pages 5-22.
• Vojtěch Siuda & Milan Szabo, 2021, "Measuring Sovereign Credit Risk of the EU countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 169-192.
• Mahdi Yazdani & Mohammad Nikzad, 2021, "Output Losses from Currency Crises and the Role of Central Bank," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 79-97.
• Łukasz Kurowski, 2021, "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 99-116.
• Nicolas Caramp, 2021, "Sowing the Seeds of Financial Crises: Endogenous Asset Creation and Adverse Selection," Working Papers, University of California, Davis, Department of Economics, number 342, Jul.
• Emin Dinlersoz & Timothy Dunne & John Haltiwanger & Veronika Penciakova, 2021, "Business Formation: A Tale of Two Recessions," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 21-01, Jan.
• Orkun Saka & Yuemei Ji & Paul De Grauwe, 2021, "Financial Policymaking after Crises: Public vs. Private Interests," CESifo Working Paper Series, CESifo, number 9131.
• Miller, Marcus, 2021, "Choosing the narrative: the shadow banking crisis in light of Covid," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 534.
• Tobias Dieler & Loriano Mancini & Norman Schürhoff, 2021, "(In)efficient repo markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-10, Feb.
• Theodosios Dimopoulos & Norman Schürhoff, 2021, "Self-inflicted Debt Crises," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-11, Feb.
• Eric Jondeau & Benoît Mojon & Cyril Monnet, 2021, "Greening (Runnable) Brown Assets with a Liquidity Backstop," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-22, Mar.
• Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021, "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-30, Apr.
• Alexander Wehrli & Didier Sornette, 2021, "Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-35, Apr.
• Vincent Giorgis & Tobias Huber & Didier Sornette, 2021, "“Salvation and Profit”: Deconstructing the Clean-Tech Bubble," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-36, May.
• Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
• Raphael Auer & Alexandra Matyunina & Steven Ongena, 2021, "The countercyclical capital buffer and the composition of bank lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-66, Sep.
• Davide Cividino & Rebecca Westphal & Didier Sornette, 2021, "Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-76, Nov.
• Dongshuai Zhao, CFA & Didier Sornette, 2021, "Bubbles for Fama from Sornette," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-94, Dec.
• Yannick Malevergne & Didier Sornette & Ran Wei, 2021, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-96, Dec.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanín-Restrepo, 2021, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, CEPII research center, issue 165, pages 37-50.
• Antonio Díaz & Carlos Esparcia, 2021, "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, CEPII research center, issue 166, pages 1-22.
• Sebastián Fanelli & Martín Gonzalez-Eiras, 2021, "Resolution of Final Crises," Working Papers, CEMFI, number wp2021_2113, Dec.
• Juan Camilo Pardo, 2021, "¬øExuberancia de los precios de la vivienda en Colombia?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19319, Jun.
• Magnolia Sosa Castro & Christian Bucio Pacheco & H�ctor Eduardo D�az Rodr�guez, 2021, "Extreme Volatility Dependence in Exchange Rate," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 82, pages 25-55.
• Filiberto Enrique Valdés Medina & Mar�a Luisa Saavedra Garc�a & Antonio Alejandro Guti�rrez Navarro, 2021, "Análisis del impacto de la pandemia COVID-19 en las cotizaciones de las empresas farmacéuticas listadas en el índice NYSE," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 85, pages 1033-1053.
• Erik Mauricio Munoz Henríquez & Francisco A. G�lvez-Gamboa, 2021, "Efecto contagio del mercado estadounidense a los mercados financieros latinoamericanos durante la pandemia por COVID-19," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 85, pages 1091-1111.
• Dacio Villarreal-Samaniego, 2021, "The dynamics of oil prices, COVID-19, and exchange rates in five emerging economies in the atypical first quarter of 2020," Estudios Gerenciales, Universidad Icesi, volume 37, issue 158, pages 17-27, DOI: 10.18046/j.estger.2021.158.4042.
• Armando Silva & Zbigniew Korzeb & Pawe? Niedzi�?ka, 2021, "Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 226-241, DOI: 10.18046/j.estger.2021.159.4414.
• Rafael Romero-Meza & Semei Coronado & Fabricio Iba�ez-Veizaga, 2021, "COVID-19 y causalidad en la volatilidad del mercado accionario chileno," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 242-250, DOI: 10.18046/j.estger.2021.159.4412.
• Hussain Mehdi & Huma Ali & Shaukat Malik & Zeeshan Rasool, 2021, "Impact of Financial Threat on the Change of Investor Behavior: The Moderating Effect of Social Support During Covid-19 in Pakistan," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 40, issue 72, pages 47-70.
• Michael Demmler & Amilcar Orlian Fern�ndez Dom�nguez, 2021, "Bitcoin and the South Sea Company: A comparative analysis," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 1, pages 197-224.
• ÅžimÅŸek, Alp, 2021, "The Macroeconomics of Financial Speculation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15733, Jan.
• Schürhoff, Norman & Dimopoulos, Theodosios Sakis, 2021, "Self-inflicted debt crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15781, Feb.
• Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021, "(In)efficient repo markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15782, Feb.
• HacıoÄŸlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021, "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15864, Mar.
• Ostry, Jonathan D. & Furceri, Davide & Ganslmeier, Michael & Yang, Naihan, 2021, "Initial Output Losses from the Covid-19 Pandemic: Robust Determinants," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15892, Mar.
• Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021, "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15901, Mar.
• Presbitero, Andrea & Eberhardt, Markus, 2021, "Commodity Prices and Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15959, Mar.
• Monnet, Eric & , & Ungaro, Stefano, 2021, "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16054, Apr.
• Svensson, Lars E.O., 2021, "Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16059, Apr.
• Svensson, Lars E.O., 2021, "Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in Australia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16094, Apr.
• Esteves, Rui & Lennard, Jason & Kenny, Seán, 2021, "The Aftermath of Sovereign Debt Crises: A Narrative Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16166, May.
• Walther, Ansgar & Allen, Franklin, 2021, "Financial Architecture and Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16204, May.
• Martinez-Miera, David & Ahnert, Toni, 2021, "Bank Runs, Bank Competition and Opacity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16207, Jun.
• Laeven, Luc & Jasova, Martina & Mendicino, Caterina & Peydró, José-Luis & Supera, Dominik, 2021, "Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16240, Jun.
• Mele, Antonio, 2021, "A Theory of Debt Accumulation and Deficit Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16329, Jul.
• Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021, "Dash for Dollars," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16415, Aug.
• Bosshardt, Joshua & Kakhbod, Ali & Saidi, Farzad, 2022, "The Bank Liquidity Channel of Financial (In)stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16438, Jan.
• Taylor, Alan M. & Sufi, Amir, 2021, "Financial crises: A survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16450, Aug.
• Albuquerque, Rui & Koskinen, Yrjo & Santioni, Raffaele, 2022, "Mutual Fund Trading and ESG Clientele During the COVID-19 Stock Market Crash," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16477, Feb.
• Peydró, José-Luis & Jasova, Martina & Mendicino, Caterina & Panetti, Ettore & Supera, Dominik, 2021, "Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16549, Sep.
• David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022, "Art in Times of Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16575, Jun.
• Peydró, José-Luis & Fecht, Falko & Tümer-Alkan, Günseli & Yu, Yuejuan, 2021, "Banks’ Equity Stakes in Firms: A Blessing or Curse in Credit Markets?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16594, Oct.
• Acharya, Viral & , & Johnson, Timothy, 2021, "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16628, Oct.
• Demir, Banu & CROZET, Matthieu & Javorcik, Beata, 2021, "International trade and letters of credit: A double-edged sword in times of crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16630, Oct.
• Ohnsorge, Franziska & Kose, M. Ayhan & Sugawara, Naotaka, 2021, "A Mountain of Debt: Navigating the Legacy of the Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16637, Oct.
• Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Steffen, Sascha, 2022, "Zombie Lending: Theoretical, International, and Historical Perspectives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16685, Mar.
• Kose, M. Ayhan & Islamaj, Ergys, 2021, "What Types of Capital Flows Help Improve International Risk Sharing?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16749, Nov.
• Ahnert, Toni & ,, 2021, "A Wake-Up Call Theory of Contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16809, Dec.
• Boissay, Frederic & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022, "Monetary Policy and Endogenous Financial Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16825, Jan.
• Massimo Bordignon & Nicolò Gatti & Massimiliano Gaetano Onorato, 2021, "Getting closer or falling apart? Euro countries after the Euro crisis," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def105, May.
• Pedro V Piffaut & Damià Rey Miró, 2021, "Umbral de Volatilidad del Mercado Bursátil y su Interrelación con la Divisa," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 44, issue 124, pages 11-22, Enero.
• Sarlin, Peter & von Schweinitz, Gregor, 2021, "Optimizing Policymakers’ Loss Functions In Crisis Prediction: Before, Within Or After?," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 1, pages 100-123, January.
• Bachar FAKHRY, 2021, "Towards an explanation of the Euro FX market reaction in the EU: A review of European integration during the EU crises," Journal of Economics and Political Economy, EconSciences Journals, volume 8, issue 1, pages 1-42, March.
• Joseph Onuche ENEMONA, 2021, "Over financial regulation and stability: Does it matters for bank efficiency in Nigeria?," Turkish Economic Review, EconSciences Journals, volume 8, issue 1, pages 1-13, March.
• Mario COCCIA, 2021, "How does atmospheric circulation affect the diffusion of Covid-19 in polluted cities?," Turkish Economic Review, EconSciences Journals, volume 8, issue 1, pages 14-29, March.
• Ray C. Fair, 2021, "Are Stock Returns and Output Growth Higher Under Democrats?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2277, Feb.
• Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
• Chi Hyun Kim & Alexander Kriwoluzky, 2021, "The Case of Deutsche Telekom: How Stock Market Crashes Can Persistantly Affect Household Investment Decisions," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 11, issue 25, pages 177-183.
• Chi Hyun Kim & Alexander Kriwoluzky, 2021, "Der Fall der T-Aktie: Börsencrashs können dauerhaft Investitionsentscheidungen von Haushalten negativ beeinflussen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 25, pages 423-429.
• Chi Hyun Kim, 2021, "Optimism Gone Bad? The Persistent Effects of Traumatic Experiences on Investment Decisions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1952.
• Emilio Gutierrez & David Jaume & Martín Tobal, 2021, "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0277, Apr.
• Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2021, "TLTRO III and bank lending conditions," Economic Bulletin Articles, European Central Bank, volume 6.
• Grill, Michael & O´Sullivan, Seán & Wedow, Michael & Weistroffer, Christian, 2021, "Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective," Macroprudential Bulletin, European Central Bank, volume 12.
• Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2021, "How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil," Macroprudential Bulletin, European Central Bank, volume 12.
• Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2021, "The suspensions of redemptions during the COVID 19 crisis – a case for pre-emptive liquidity measures?," Macroprudential Bulletin, European Central Bank, volume 12.
• Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021, "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series, European Central Bank, number 261, Aug.
• policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021, "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series, European Central Bank, number 272, Sep.
• Mendicino, Caterina & Nikolov, Kalin & Ramirez, Juan-Rubio & Suarez, Javier & Supera, Dominik, 2021, "How much capital should banks hold?," Research Bulletin, European Central Bank, volume 80.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2021, "Quantifying financial stability risks for monetary policy," Research Bulletin, European Central Bank, volume 115.
• Martin, Alberto & Mendicino, Caterina & Van der Ghote, Alejandro, 2021, "On the interaction between monetary and macroprudential policies," Working Paper Series, European Central Bank, number 2527, Feb.
• di Iasio, Giovanni & Kryczka, Dominika, 2021, "Market failures in market-based finance," Working Paper Series, European Central Bank, number 2545, May.
• Fukker, Gábor & Kok, Christoffer, 2021, "On the optimal control of interbank contagion in the euro area banking system," Working Paper Series, European Central Bank, number 2554, May.
• Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021, "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series, European Central Bank, number 2581, Aug.
• Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021, "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series, European Central Bank, number 2614, Nov.
• Jiang, Sheila & Li, Ye & Xu, Douglas, 2021, "The Persistent Effects of Financial Crises on the Composition of Real Investment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-19, Nov, DOI: 10.2139/ssrn.3964839.
• Cherry, Susan F. & Jiang, Erica Xuewei & Matvos, Gregor & Piskorski, Tomasz & Seru, Amit, 2021, "Government and Private Household Debt Relief during COVID-19," Research Papers, Stanford University, Graduate School of Business, number 3935, Jan.
• Xu, Chenzi, 2021, "Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures," Research Papers, Stanford University, Graduate School of Business, number 3995, Oct.
• Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021, "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 233-240.
• Katarzyna Czech & Michal Wielechowski, 2021, "Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 443-453.
• Bilal Ahmed Memon & Rabia Tahir, 2021, "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 329-344.
• Aqila Rafiuddin & Jennifer Daffodils & Jesus Cuauhtemoc Tellez Gaytan & Gyanendra Singh Sisodia, 2021, "Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 560-572.
• Juan Carlos Cuestas & Merike Kukk & Natalia Levenko, 2021, "House price misalignments and economic growth in Europe," Bank of Estonia Working Papers, Bank of Estonia, number wp2021-1, Apr, revised 08 Apr 2021, DOI: 25045520/012021/0183.
• Khan, Habib Hussain & Kutan, Ali M., 2021, "Testing the structure-conduct-performance relationship for ASEAN: Addressing the issues in the panel mediation," Journal of Asian Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.asieco.2020.101269.
• Eom, Yunsung & Hahn, Jaehoon & Sohn, Wook, 2021, "Short sales restrictions and market quality: Evidence from Korea," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100504.
• Prasad, Mason & Bakry, Walid & Varua, Maria Estela, 2021, "Abnormal volatility in seasoned equity offerings during economic disruptions," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100509.
• Tripathy, Niranjan & Wu, Da & Zheng, Yi, 2021, "Dividends and financial health: Evidence from U.S. bank holding companies," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101808.
• Carney, Richard W. & Child, Travers B. & Liu, Wai-Man & Ngo, Phong T.H., 2021, "The dynamism of partially state-owned enterprises in East Asia," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101951.
• Brown, James R. & Martinsson, Gustav & Thomann, Christian, 2021, "Government lending in a crisis," Journal of Corporate Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.jcorpfin.2021.102116.
• Faria-e-Castro, Miguel, 2021, "Fiscal policy during a pandemic," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104088.
• Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021, "News and narratives in financial systems: Exploiting big data for systemic risk assessment," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104119.
• Fanelli, Sebastián & Gonzalez-Eiras, Martín, 2021, "Resolution of financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104252.
• Cherubini, Umberto, 2021, "Estimating redenomination risk under Gumbel–Hougaard survival copulas," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104268.
• Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021, "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 366-377, DOI: 10.1016/j.eap.2020.12.003.
• Nguyen, Dat Thanh & Phan, Dinh Hoang Bach & Ming, Tee Chwee & Nguyen, Van Ky Long, 2021, "An assessment of how COVID-19 changed the global equity market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 480-491, DOI: 10.1016/j.eap.2021.01.003.
• Beqiraj, Elton & Patella, Valeria & Tancioni, Massimiliano, 2021, "Fiscal stance and the sovereign risk pass-through," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105573.
• Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105588.
• Delis, Manthos D. & Iosifidi, Maria & Mylonidis, Nikolaos, 2021, "Industry heterogeneity in the risk-taking channel," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105621.
• Gokmen, Gunes & Morin, Annaig, 2021, "Investment shocks and inequality dynamics," Economic Modelling, Elsevier, volume 94, issue C, pages 570-579, DOI: 10.1016/j.econmod.2020.02.003.
• Burdekin, Richard C.K. & Tao, Ran, 2021, "The golden hedge: From global financial crisis to global pandemic," Economic Modelling, Elsevier, volume 95, issue C, pages 170-180, DOI: 10.1016/j.econmod.2020.12.009.
• Hyun, Junghwan, 2021, "Trade credit, group affiliation, and credit contraction: Evidence from the 1997 Korean financial crisis," Economic Modelling, Elsevier, volume 95, issue C, pages 203-214, DOI: 10.1016/j.econmod.2020.12.015.
• Wang, Xiaoting & Hou, Siyuan & Shen, Jie, 2021, "Default clustering of the nonfinancial sector and systemic risk: Evidence from China," Economic Modelling, Elsevier, volume 96, issue C, pages 196-208, DOI: 10.1016/j.econmod.2021.01.001.
• Kim, Jiseob & Lim, Taejun, 2021, "Cost-effective mortgage modification program to reduce mortgage defaults," Economic Modelling, Elsevier, volume 96, issue C, pages 220-241, DOI: 10.1016/j.econmod.2020.12.030.
• Kirsanova, Tatiana & Nolan, Charles & Shafiei, Maryam, 2021, "Deep recessions," Economic Modelling, Elsevier, volume 96, issue C, pages 310-323, DOI: 10.1016/j.econmod.2020.03.026.
• Su, Xiaoshan & Bai, Manying & Han, Yingwei, 2021, "Robust portfolio selection with regime switching and asymmetric dependence," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.011.
• Chen, Yi-Ling & Ting, Hsiu-I & Wang, Ming-Chun, 2021, "Government support and bank performance during the 2007–2008 financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101301.
• Ali, Searat & Hussain, Nazim & Iqbal, Jamshed, 2021, "Corporate governance and the insolvency risk of financial institutions," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101311.
• Sánchez Serrano, Antonio, 2021, "The impact of non-performing loans on bank lending in Europe: An empirical analysis," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101312.
• Chang, Chong-Chuo & Tang, Hui-Wen, 2021, "Corporate cash holdings and total factor productivity – A global analysis," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101316.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
• Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng, 2021, "Systemic financial risk early warning of financial market in China using Attention-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101383.
• Okorie, David Iheke & Lin, Boqiang, 2021, "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101397.
• Shu, Min & Song, Ruiqiang & Zhu, Wei, 2021, "The ‘COVID’ crash of the 2020 U.S. Stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101497.
• Go, You-How & Lau, Wee-Yeap, 2021, "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101513.
• Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021, "The COVID-19 Pandemic and Sovereign Bond Risk," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101527.
• Vermeulen, Robert & Schets, Edo & Lohuis, Melanie & Kölbl, Barbara & Jansen, David-Jan & Heeringa, Willem, 2021, "The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios," Ecological Economics, Elsevier, volume 190, issue C, DOI: 10.1016/j.ecolecon.2021.107205.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Perez-Laborda, Alejandro, 2021, "Are cryptocurrencies becoming more interconnected?," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2021.109725.
• McInish, Thomas & Neely, Christopher J. & Planchon, Jade, 2021, "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2020.109718.
• Migueis, Marco & Jiron, Alexander, 2021, "SRISKv2 – A note," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109797.
• Agarwalla, Sobhesh Kumar & Varma, Jayanth R. & Virmani, Vineet, 2021, "The impact of COVID-19 on tail risk: Evidence from Nifty index options," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109878.
• Maehashi, Kohei, 2021, "Systemic risk of portfolio diversification," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110091.
• Li, Shilin & Li, Tongtong & Yang, Jinqiang & Zhao, Siqi, 2021, "Tobin’s q and corporate investment with a pandemic shock," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110141.
• Pochea, Maria Miruna & Niţoi, Mihai, 2021, "The impact of prudential toolkits on loan growth in Central and Eastern European banking systems," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100767.
• Hryckiewicz, Aneta, 2021, "There is no smoke without a fire: The effect of government interventions in less advanced economies," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100776.
• Vujanović, Nina & Stojčić, Nebojša & Hashi, Iraj, 2021, "FDI spillovers and firm productivity during crisis: Empirical evidence from transition economies," Economic Systems, Elsevier, volume 45, issue 2, DOI: 10.1016/j.ecosys.2021.100865.
• Özmen, Erdal & Taşdemir, Fatma, 2021, "Gross capital inflows and outflows: Twins or distant cousins?," Economic Systems, Elsevier, volume 45, issue 3, DOI: 10.1016/j.ecosys.2021.100881.
• Bazillier, Rémi & Héricourt, Jérôme & Ligonnière, Samuel, 2021, "Structure of income inequality and household leverage: Cross-country causal evidence," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103629.
• Baselga-Pascual, Laura & Vähämaa, Emilia, 2021, "Female leadership and bank performance in Latin America," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100807.
• Chen, Yu-Lun & Yang, J. Jimmy, 2021, "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2020.12.003.
• Maghyereh, Aktham & Abdoh, Hussein, 2021, "The effect of structural oil shocks on bank systemic risk in the GCC countries," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105568.
• Arampatzidis, Ioannis & Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2021, "Oil and the U.S. stock market: Implications for low carbon policies," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105588.
• Grodecka-Messi, Anna & Kenny, Seán & Ögren, Anders, 2021, "Predictors of bank distress: The 1907 crisis in Sweden," Explorations in Economic History, Elsevier, volume 80, issue C, DOI: 10.1016/j.eeh.2020.101380.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021, "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101604.
• Smales, L.A., 2021, "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101616.
• Leanza, Luca & Sbuelz, Alessandro & Tarelli, Andrea, 2021, "Bail-in vs bail-out: Bank resolution and liability structure," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101642.
• Karkowska, Renata & Urjasz, Szczepan, 2021, "Connectedness structures of sovereign bond markets in Central and Eastern Europe," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101644.
• Charteris, Ailie & Kallinterakis, Vasileios, 2021, "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101727.
• Liu, Cai & Varotto, Simone, 2021, "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101793.
• Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021, "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101819.
• Wahidin, Deni & Akimov, Alexandr & Roca, Eduardo, 2021, "The impact of bond market development on economic growth before and after the global financial crisis: Evidence from developed and developing countries," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101865.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2021, "Leverage and systemic risk pro-cyclicality in the Chinese financial system," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101895.
• Machokoto, Michael & Tanveer, Umair & Ishaq, Shamaila & Areneke, Geofry, 2021, "Decreasing investment-cash flow sensitivity: Further UK evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101397.
• Machokoto, Michael & Areneke, Geofry, 2021, "Is the cash flow sensitivity of cash asymmetric? African evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101440.
• Kilincarslan, Erhan, 2021, "Smoothed or not smoothed: The impact of the 2008 global financial crisis on dividend stability in the UK," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101423.
• Mu, Congming & Yan, Jingzhou & Liang, Zhian, 2021, "Optimal risk taking under high-water mark contract with jump risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101460.
• Albulescu, Claudiu Tiberiu, 2021, "COVID-19 and the United States financial markets’ volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101699.
• Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021, "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101746.
• Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N., 2021, "Trust and stock market volatility during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101873.
• Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021, "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101610.
• Wang, Gang-Jin & Si, Hui-Bin & Chen, Yang-Yang & Xie, Chi & Chevallier, Julien, 2021, "Time domain and frequency domain Granger causality networks: Application to China’s financial institutions," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101662.
• Bariviera, Aurelio F., 2021, "One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101649.
• Raimbourg, Philippe & Salvadè, Federica, 2021, "Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101663.
• Gubareva, Mariya, 2021, "The impact of Covid-19 on liquidity of emerging market bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101826.
• Kanamura, Takashi, 2021, "Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101866.
• Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio, 2021, "A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101887.
• Arnold, Grace E. & Rhodes, Meredith E., 2021, "Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101911.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Sergi, Bruno S. & Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert, 2021, "Do stock markets love misery? Evidence from the COVID-19," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101923.
• Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021, "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101937.
• Chen, Hsuan-Chi & Yeh, Chia-Wei, 2021, "Global financial crisis and COVID-19: Industrial reactions," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101940.
• Pagano, Michael S. & Sedunov, John & Velthuis, Raisa, 2021, "How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101946.
• Mazumder, Sharif & Saha, Pritam, 2021, "COVID-19: Fear of pandemic and short-term IPO performance," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101977.
• Vidal-Tomás, David, 2021, "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101981.
• Gómez, Juan-Pedro & Mironov, Maxim, 2021, "Using Soccer Games as an Instrument to Forecast the Spread of COVID-19 in Europe," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101992.
• Pham, Anh Viet & Adrian, Christofer & Garg, Mukesh & Phang, Soon-Yeow & Truong, Cameron, 2021, "State-level COVID-19 outbreak and stock returns," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102002.
• Uch, Raksmey & Miyamoto, Hiroaki & Kakinaka, Makoto, 2021, "Effects of a banking crisis on credit growth in developing countries," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102004.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y., 2021, "Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102011.
• Banerjee, Ameet Kumar, 2021, "Futures market and the contagion effect of COVID-19 syndrome," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102018.
• Doruk, Ömer Tuğsal & Konuk, Serhat & Atici, Rümeysa, 2021, "Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102021.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021, "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100606.
• Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021, "The intrafirm complexity of systemically important financial institutions," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100804.
• Poledna, Sebastian & Martínez-Jaramillo, Serafín & Caccioli, Fabio & Thurner, Stefan, 2021, "Quantification of systemic risk from overlapping portfolios in the financial system," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100808.
• Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100811.
• Delis, Manthos D. & Savva, Christos S. & Theodossiou, Panayiotis, 2021, "The impact of the coronavirus crisis on the market price of risk," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100840.
• Zhang, Xingmin & Fu, Qiang & Lu, Liping & Wang, Qingyu & Zhang, Shuai, 2021, "Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2021.100844.
• Abdelsalam, Omneya & Elnahass, Marwa & Batten, Jonathan A. & Mollah, Sabur, 2021, "New insights into bank asset securitization: The impact of religiosity," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100854.